# EDGAR Filing Document

**Accession Number:** 0001567101
**File Stem:** 0001752724-25-207317
**Filing Date:** 2025-8
**Character Count:** 2425176
**Document Hash:** aa31aefaffd93116c8e88b15110333ef
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-207317.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001752724-25-207317

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20250630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Bridge Builder Trust
- **CENTRAL INDEX KEY:** 0001567101

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22811
- **FILM NUMBER:** 251261369

**BUSINESS ADDRESS:**
- **STREET 1:** P.O. BOX 1920
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80201
- **BUSINESS PHONE:** 414-287-3700

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 1920
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80201

## Series and Classes Contracts Data

### Bridge Builder Core Plus Bond Fund (Series ID: S000049701)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000157147 | Bridge Builder Core Plus Bond Fund | BBCPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Bridge Builder Trust

- **b. Investment Company Act file number:** 811-22811

- **c. CIK number of Registrant:** 0001567101

- **d. LEI of Registrant:** 549300MZGMJ1KD5SOK80

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

  - **Street Address 1:** 12555 Manchester Road

  - **City:** St. Louis

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 63131

  - **Telephone number:** 314-515-2000

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

- **a. Name of Series:** Bridge Builder Core Plus Bond Fund

- **b. EDGAR series identifier (if any):** S000049701

- **c. LEI of Series:** 5493008FDGLC90EUMI09

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

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**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:** $61313661359.62

**Total Liabilities:** $20557418990.36

**Net Assets:** $40756242369.26

**Delayed Delivery Securities:** $5792596.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 46574.22554800 | **1-Year:** 714015.29109400 | **5-Year:** 5254394.64161800 | **10-Year:** 7066817.43985200 | **30-Year:** 1041201.17213500

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

- **3-Month:** 2236.92090700 | **1-Year:** 118958.92579600 | **5-Year:** 441082.62350200 | **10-Year:** 161923.24567900 | **30-Year:** 56890.35702000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000157147 | 0.31%                | -0.45%               | 1.90%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-39559046.60            | $30200142.43                               |
| Month 2  | $-41127159.56            | $-221505895.58                             |
| Month 3  | $-10415079.42            | $540111792.77                              |

**Designated Index Information**

- **Index Name:** Core Plus Bond Guideline Benchmark (75%US Agg, 25%US HY 2% Issuer Cap)

- **Index Identifier:** 37214

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GNMA II P#MA7313 3% 04/20/51                  | GINNIE MAE II POOL P#MA7313 3.00000000                                                                       | CUSIP: 36179WDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9172075 | PA      | $8131711.35     | 0.02%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBA 3.487% 06/01/36                | GOLDEN ST TOBACCO SECURITIZATI REGD B/E 3.48700000                                                           | CUSIP: 38122ND41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1600000 | PA      | $1333866.40     | 0.00%             | 2036-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| PGA 2024-RSR2 A V/R 06/15/26                  | PGA TRUST 2024-RSR2 SER 2024-RSR2 CL A V/R REGD 144A P/P 6.20266000                                          | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    22141000 | PA      | $22176421.17    | 0.05%             | 2039-06-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZFC1 01.000 SP 12/20/2027 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $5978.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RRAM 2024-28RA A V/R 04/15/37                 | RR 28 LTD SER 2024-28RA CL A1R V/R REGD 144A P/P 5.80610000                                                  | CUSIP: 74989NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2007860.00     | 0.00%             | 2037-04-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 06/19/29                | HSBC HOLDINGS PLC REGD V/R 4.58300000                                                                        | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3200000 | PA      | $3204622.72     | 0.01%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#QG2198 5.5% 05/01/53                   | FREDDIE MAC POOL UMBS P#QG2198 5.50000000                                                                    | CUSIP: 3133C2NP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      918260 | PA      | $921022.83      | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.85% 04/01/60                    | ORACLE CORP REGD 3.85000000                                                                                  | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $885522.46      | 0.00%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2638 2.5% 04/01/52                   | FANNIE MAE POOL UMBS P#FS2638 2.50000000                                                                     | CUSIP: 3140XH4Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18504545 | PA      | $15370608.20    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CNF 2000-4 A5 7.97% 03/01/25                  | CONSECO FINANCE SECURITIZATIONS CORP SER 2000-4 CL A5 REGD 7.97000000                                        | CUSIP: 20846QDU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      733953 | PA      | $98432.76       | 0.00%             | 2032-05-01      | Fixed         | 7.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF0107 5.5% 09/01/52                   | FREDDIE MAC POOL UMBS P#QF0107 5.50000000                                                                    | CUSIP: 3133BMDL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      476198 | PA      | $477695.42      | 0.00%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDX 2006-AR19 5 V/R 08/25/36                 | INDYMAC INDX MORTGAGE LOAN TRUST 2006-AR19 SER 2006-AR19 CL 5A2 V/R REGD 4.36972500                          | CUSIP: 45660GBB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12258241 | PA      | $8864956.48     | 0.02%             | 2036-08-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIO 5.05% 12/30/26                | VISTRA OPERATIONS CO LLC REGD 144A P/P 5.05000000                                                            | CUSIP: 92840VAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1355000 | PA      | $1361624.60     | 0.00%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4465 2% 11/01/51                     | FANNIE MAE POOL UMBS P#MA4465 2.00000000                                                                     | CUSIP: 31418D6B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21275484 | PA      | $16893586.63    | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AOMT 2022-2 A1 V/R 02/25/26                   | ANGEL OAK MORTGAGE TRUST 2022-2 SER 2022-2 CL A1 V/R REGD 144A P/P 3.35300000                                | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    29810736 | PA      | $28080615.96    | 0.07%             | 2067-01-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.65% 08/01/35/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 3.65000000                                                       | CUSIP: T6025AAC8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |    48000000 | PA      | $57571560.85    | 0.14%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| GSKY 2024-1 B 5.87% 06/25/59                  | GREENSKY HOME IMPROVEMENT TRUST 2024-1 SER 2024-1 CL B REGD 144A P/P 5.87000000                              | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      392000 | PA      | $399015.70      | 0.00%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| NWML 2025-7A A1 V/R 04/20/37                  | 720 EAST CLO VII LTD SER 2025-7A CL A1 V/R REGD 144A P/P 5.34122000                                          | CUSIP: 81800WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2820000 | PA      | $2816145.06     | 0.01%             | 2037-04-20      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 6.15% 01/15/33                | PACIFIC GAS & ELECTRIC REGD 6.15000000                                                                       | CUSIP: 694308KJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      721000 | PA      | $742597.19      | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ILPT 2022-LPF2 A V/R 10/15/24                 | ILPT COMMERCIAL MORTGAGE TRUST 2022-LPF2 SER 2022-LPF2 CL A V/R REGD 144A P/P 6.55676000                     | CUSIP: 449652AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2822000 | PA      | $2818472.50     | 0.01%             | 2039-10-15      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS COR 4.35% 05/01/33                | BLACK HILLS CORP REGD 4.35000000                                                                             | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $5868853.00     | 0.01%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 2.1% 06/15/30                | AMERICAN TOWER CORP REGD 2.10000000                                                                          | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    13775000 | PA      | $12233467.85    | 0.03%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ROMANIA 5.625% 02/22/36/EUR/                  | ROMANIA /EUR/ REGD REG S EMTN 5.62500000                                                                     | CUSIP: X7360WCV2<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     4665000 | PA      | $5229236.12     | 0.01%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 6.875% 05/13/37                | UNITED MEXICAN STATES REGD 6.87500000                                                                        | CUSIP: 91087BBC3<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    16583000 | PA      | $17284460.90    | 0.04%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 5.7% 03/01/35                | PACIFIC GAS & ELECTRIC REGD 5.70000000                                                                       | CUSIP: 694308KU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7530987.59     | 0.02%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LCDA 2022-ELL 4.145% 02/01/31                 | LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIES & C SER 2022-ELL CL A2 REGD 4.14500000                   | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | ABS-CBDO         | CORP              | US        |     3020000 | PA      | $2987746.10     | 0.01%             | 2033-02-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR TBA 4.5% JUL 25                     | FNMA 15YR TBA 4.5% JUL 25      TO BE ANNOUNCED 4.50000000                                                    | CUSIP: 01F042475<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11835000 | PA      | $11758613.12    | 0.03%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE 2023-MIC A V/R 11/05/28                   | 2023-MIC TRUST/THE SER 2023-MIC CL A V/R REGD 144A P/P 8.73151100                                            | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      571000 | PA      | $622639.41      | 0.00%             | 2038-12-05      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P4 C 5.1% 06/10/30                 | CARVANA AUTO RECEIVABLES TRUST 2024-P4 SER 2024-P4 CL C REGD 5.10000000                                      | CUSIP: 14076LAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $913286.25      | 0.00%             | 2031-05-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.5% 09/15/53                        | AT&T INC REGD 3.50000000                                                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     5289000 | PA      | $3579898.58     | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FFIN 2023-2A A 6.53% 11/15/30                 | FOUNDATION FINANCE TRUST 2023-2 SER 2023-2A CL A REGD 144A P/P 6.53000000                                    | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2891726 | PA      | $3014033.12     | 0.01%             | 2049-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| UMBS P#BD5046 3.5% 02/01/47                   | FANNIE MAE POOL UMBS P#BD5046 3.50000000                                                                     | CUSIP: 3140FCTC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      339993 | PA      | $313525.37      | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2024-30 DF V/R 02/20/54                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-30 CL DF V/R 5.60185000                                    | CUSIP: 38384JJZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3114650 | PA      | $3129661.36     | 0.01%             | 2054-02-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RER6MP02.55 04/02/54 XGS FLOAT                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $408520.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WFRBS 2014-C22 A V/R 09/15/24                 | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22 SER 2014-C22 CL AS V/R REGD 4.06900000                              | CUSIP: 92890KBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3970406 | PA      | $3761522.90     | 0.01%             | 2057-09-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| SARM 2005-1 1A1 V/R 02/25/35                  | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SERIES  SER 2005-1 CL 1A1 V/R REGD 4.34309200                 | CUSIP: 863579KY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2732762 | PA      | $2605972.67     | 0.01%             | 2035-02-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| PRKAV 2017-245P  V/R 06/05/27                 | 245 PARK AVENUE TRUST 2017-245P SER 2017-245P CL E V/R REGD 144A P/P 3.77931300                              | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5847000 | PA      | $5465510.73     | 0.01%             | 2037-06-05      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| FNR 2019-52 PA 3% 09/25/49                    | FANNIE MAE REMICS SER 2019-52 CL PA 3.00000000                                                               | CUSIP: 3136B53X1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      282496 | PA      | $250719.97      | 0.00%             | 2049-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2024-H04 FA V/R 02/20/74                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H04 CL FA V/R 5.00185000                                   | CUSIP: 38383KQT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1047884 | PA      | $1042830.91     | 0.00%             | 2074-02-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 2.1% 04/01/31                | CROWN CASTLE INC REGD 2.10000000                                                                             | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     2902000 | PA      | $2489815.94     | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| F/C US ULTRA BOND CBT SEP25                   | FUTURE CONTRACT ON           US ULTRA BOND CBT SEP25 0.00000000                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        -102 | NC      | $-12150750.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20250702 000004334 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $47640.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX CORP 2.375% 03/15/32                      | RTX CORP REGD 2.37500000                                                                                     | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     2170000 | PA      | $1888147.68     | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMCC 2021-1440  V/R 03/15/26                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2021-1440 CL A V/R REGD 144A P/P 5.72648000                       | CUSIP: 46653DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $4579023.00     | 0.01%             | 2036-03-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMUTKP01.02 03/12/27 XGS FLOAT                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           1 | NC      | $-392738.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FO 3.75% 12/01/31                | JBS USA HOLD/FOOD/LUX CO REGD 3.75000000                                                                     | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     7152000 | PA      | $6654883.79     | 0.02%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMF 7 D V/R 09/18/62 /EUR/                   | JUBILEE PLACE 7 BV SER 7 CL D V/R REGD REG S /EUR/ 3.90400000                                                | CUSIP: N4852ZAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | NL        |      100000 | PA      | $116755.46      | 0.00%             | 2062-09-18      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| CWHL 2008-3R 1A1 6% 08/25/37                  | CHL MORTGAGE PASS-THROUGH TRUST RESECURIT SER 2008-3R CL 1A1 REGD 144A P/P 6.00000000                        | CUSIP: 12545BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4320931 | PA      | $1940185.95     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.805% 05/01/50                     | BOEING CO REGD 5.80500000                                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    36315000 | PA      | $34826113.69    | 0.09%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL2745 4% 03/01/42                     | FANNIE MAE POOL UMBS P#AL2745 4.00000000                                                                     | CUSIP: 3138EKBP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1031770 | PA      | $995876.36      | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROU 6% 07/16/25                | CIFI HOLDINGS GROUP REGD 0.00000000                                                                          | CUSIP: G2140AAV9<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | CN        |     1755000 | PA      | $175500.00      | 0.00%             | 2026-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2081 5% 12/01/52                     | FREDDIE MAC POOL UMBS P#SD2081 5.00000000                                                                    | CUSIP: 3132DPJ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1531518 | PA      | $1517606.45     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2017-CH1 A1 V/R 07/25/33                 | SEQUOIA MORTGAGE TRUST 2017-CH1 SER 2017-CH1 CL A1 V/R REGD 144A P/P 4.00000000                              | CUSIP: 81746HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      189929 | PA      | $180651.62      | 0.00%             | 2047-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| VCC 2020-1 AFX V/R 02/25/50                   | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2020-1 SER 2020-1 CL AFX V/R REGD 144A P/P 2.61000000                 | CUSIP: 92259LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1162001 | PA      | $1053956.42     | 0.00%             | 2050-02-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| GNMA P#784088 5% 07/15/44                     | GINNIE MAE I POOL P#784088 5.00000000                                                                        | CUSIP: 3622A2RH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       54262 | PA      | $53940.46       | 0.00%             | 2044-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | TWD/USD FWD 20250820 000000902 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2229972.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RASC 2007-KS3 AI V/R 04/25/37                 | RASC SERIES 2007-KS3 TRUST SER 2007-KS3 CL AI4 V/R REGD 5.11368000                                           | CUSIP: 74924YAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17942519 | PA      | $17420680.29    | 0.04%             | 2037-04-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBE 3.9% 10/19/31                | REPUBLIC OF UZBEKISTAN REGD REG S 3.90000000                                                                 | CUSIP: Y000WRAE8<br>LEI: N/A                  | Long             | DBT              | USGA              | UZ        |     4869000 | PA      | $4291853.62     | 0.01%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4722 5% 09/20/47                  | GINNIE MAE II POOL P#MA4722 5.00000000                                                                       | CUSIP: 36179TG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      596596 | PA      | $595679.97      | 0.00%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW8996 4.5% 10/01/52                   | FANNIE MAE POOL UMBS P#BW8996 4.50000000                                                                     | CUSIP: 3140N17J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      888855 | PA      | $851888.82      | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8350 6% 08/01/53                     | FREDDIE MAC POOL UMBS P#SD8350 6.00000000                                                                    | CUSIP: 3132DWH30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4033808 | PA      | $4105851.94     | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOL 6.375% 06/01/29                | MAJORDRIVE HOLDINGS IV L REGD 144A P/P 6.37500000                                                            | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |      680000 | PA      | $534166.66      | 0.00%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 4.163% 08/11/36                | CVS PASS-THROUGH TR 2014 REGD P/P 4.16300000                                                                 | CUSIP: 12665VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7934332 | PA      | $7336317.09     | 0.02%             | 2036-08-11      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VE 11.95% 08/05/31                | REPUBLIC OF VENEZUELA REGD REG S 0.00000000                                                                  | CUSIP: P17625AD9<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |     3200000 | PA      | $578413.57      | 0.00%             | 2031-08-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.625% 02/01/31                     | BOEING CO REGD 3.62500000                                                                                    | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    18979000 | PA      | $17880573.67    | 0.04%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MFT 2024-1A D 6.93% 10/15/28                  | MARLETTE FUNDING TRUST 2024-1 SER 2024-1A CL D REGD 144A P/P 6.93000000                                      | CUSIP: 57108VAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      345000 | PA      | $354262.18      | 0.00%             | 2034-07-17      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTI 5.55% 08/15/35                | MOTOROLA SOLUTIONS INC REGD 5.55000000                                                                       | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    30330000 | PA      | $30924340.01    | 0.08%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| E.ON SE 3.5% 04/16/33/EUR/                    | E.ON SE /EUR/ REGD REG S EMTN 3.50000000                                                                     | CUSIP: D2T8J8DS2<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |     8825000 | PA      | $10497639.94    | 0.03%             | 2033-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP 4.75% 01/15/31                       | EQT CORP REGD 144A P/P 4.75000000                                                                            | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    32099000 | PA      | $31594208.88    | 0.08%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PPSI 2005-WHQ4 M V/R 09/25/35                 | PARK PLACE SECURITIES INC ASSET-BACKED PASS- SER 2005-WHQ4 CL M3 V/R REGD 5.21368000                         | CUSIP: 70069FMU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8000000 | PA      | $7288800.80     | 0.02%             | 2035-09-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| ESA 2021-ESH D V/R 07/15/26                   | EXTENDED STAY AMERICA TRUST 2021-ESH SER 2021-ESH CL D V/R REGD 144A P/P 6.67648000                          | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11274831 | PA      | $11288924.68    | 0.03%             | 2038-07-15      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH  4.875% 06/01/28                | BAUSCH HEALTH COS INC REGD 144A P/P 4.87500000                                                               | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     2360000 | PA      | $1990766.20     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MITCHELLS & BUTLE V/R 12/15/30                | MITCHELLS & BUTLERS FINA REGD V/R SER A3N 5.11929300                                                         | CUSIP: G6160KAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     4143496 | PA      | $3960633.37     | 0.01%             | 2030-12-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 03/31/27                  | UNITED STATES TREASURY NOTE 0.62500000                                                                       | CUSIP: 912828ZE3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2955100 | PA      | $2799264.63     | 0.01%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BHG 2022-A B 2.7% 02/20/35                    | BHG SECURITIZATION TRUST 2022-A SER 2022-A CL B REGD 144A P/P 2.70000000                                     | CUSIP: 054977AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8488189 | PA      | $8392286.40     | 0.02%             | 2035-02-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 08/15/44                  | UNITED STATES TREASURY BOND 3.12500000                                                                       | CUSIP: 912810RH3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    10494600 | PA      | $8274746.11     | 0.02%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHAOT 2024-5A A 4.4% 06/25/26                 | CHASE AUTO OWNER TRUST 2024-5 SER 2024-5A CL A2 REGD 144A P/P 4.40000000                                     | CUSIP: 16144QAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3543937 | PA      | $3541654.24     | 0.01%             | 2027-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS9830 4% 06/01/47                     | FANNIE MAE POOL UMBS P#AS9830 4.00000000                                                                     | CUSIP: 3138WK4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      538145 | PA      | $509698.81      | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  5.85% 04/06/30                | GENERAL MOTORS FINL CO REGD 5.85000000                                                                       | CUSIP: 37045XEG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1770000 | PA      | $1829773.94     | 0.00%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE8252 4.5% 08/01/52                   | FREDDIE MAC POOL UMBS P#QE8252 4.50000000                                                                    | CUSIP: 3133BJEZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1210277 | PA      | $1159497.72     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4501 2% 12/01/41                     | FANNIE MAE POOL UMBS P#MA4501 2.00000000                                                                     | CUSIP: 31418EAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2475057 | PA      | $2130552.04     | 0.01%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.26PER6M 10/22/54 XGS FIXED                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-166926.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KIMI 13 C V/R 02/25/29 /EUR/                  | SCF RAHOITUSPALVELUT XIII DAC SER 13 CL C V/R REGD REG S /EUR/ 3.29900000                                    | CUSIP: G785AQAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $117788.64      | 0.00%             | 2034-06-25      | Variable      | 3.30%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RA5955 4% 09/01/51                     | FREDDIE MAC POOL UMBS P#RA5955 4.00000000                                                                    | CUSIP: 3133KMTL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54070 | PA      | $50486.67       | 0.00%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20250703 000003534 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-229161.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMCC 2016-JP 3.055% 07/15/26                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 20 SER 2016-JP2 CL AS REGD 3.05560000                   | CUSIP: 46590MAV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1993000 | PA      | $1898372.56     | 0.00%             | 2049-08-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60344 4% 12/01/45                    | FREDDIE MAC GOLD POOL P#G60344 4.00000000                                                                    | CUSIP: 31335ALZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1329921 | PA      | $1268367.97     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MCMLT 2018-3 A1 V/R 08/25/58                  | MILL CITY MORTGAGE LOAN TRUST 2018-3 SER 2018-3 CL A1 V/R REGD 144A P/P 3.50000000                           | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      467305 | PA      | $459680.19      | 0.00%             | 2058-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CWL 2006-14 M1 V/R 02/25/37                   | CWABS ASSET-BACKED CERTIFICATES TRUST 2006-14 SER 2006-14 CL M1 V/R REGD 4.86868000                          | CUSIP: 23243LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      406995 | PA      | $349026.78      | 0.00%             | 2037-02-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| ACAR 2022-1 D 2.46% 09/13/25                  | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022-1 SER 2022-1 CL D REGD 144A P/P 2.46000000                 | CUSIP: 02530WAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      537194 | PA      | $536432.04      | 0.00%             | 2028-03-13      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/ 5.875% 04/01/29                | FERRELLGAS LP/FERRELLGAS REGD 144A P/P 5.87500000                                                            | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10434000 | PA      | $9653218.56     | 0.02%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAMLL 2018-PARK  V/R 08/10/28                 | BAMLL COMMERCIAL MORTGAGE SECURITIES  SER 2018-PARK CL A V/R REGD 144A P/P 4.22710800                        | CUSIP: 05491YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6110000 | PA      | $5940161.55     | 0.01%             | 2038-08-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| JPMCC 2024-IGLG  V/R 11/09/27                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2024-IGLG CL A V/R REGD 144A P/P 5.34678400                       | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2970000 | PA      | $2992845.54     | 0.01%             | 2039-11-09      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| CGMS 2014-5A A1R V/R 07/15/31                 | CARLYLE GLOBAL MARKET STRATEGIES CLO  SER 2014-5A CL A1RR V/R REGD 144A P/P 5.65771000                       | CUSIP: 14311AAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4187860 | PA      | $4189648.31     | 0.01%             | 2031-07-15      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP 3.875% 11/30/30                 | ECHOSTAR CORP REGD CONVERTIBLE 3.87500000                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     7198732 | PA      | $8476506.93     | 0.02%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/25/35                | BANK OF AMERICA CORP REGD V/R 5.51800000                                                                     | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2605000 | PA      | $2605023.63     | 0.01%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G01547 8% 04/01/32                    | FREDDIE MAC GOLD POOL P#G01547 8.00000000                                                                    | CUSIP: 31283HWG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       67679 | PA      | $71301.61       | 0.00%             | 2032-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV5050 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV5050 3.00000000                                                                     | CUSIP: 3140MJTG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      346636 | PA      | $303179.68      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RNBAI 3 C V/R 02/28/29 /EUR/                  | RED & BLACK AUTO ITALY SRL SER 3 CL C V/R REGD REG S /EUR/ 3.59600000                                        | CUSIP: T7S2BUAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IT        |      109000 | PA      | $128741.30      | 0.00%             | 2036-07-28      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC 4.5% 05/02/43                | ALTRIA GROUP INC REGD 4.50000000                                                                             | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      726000 | PA      | $605236.98      | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG 4.1% 03/15/43                | DUKE ENERGY PROGRESS LLC REGD 4.10000000                                                                     | CUSIP: 144141DD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $742216.40      | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#QI9064 6.5% 07/01/54                   | FREDDIE MAC POOL UMBS P#QI9064 6.50000000                                                                    | CUSIP: 3133WGB95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      407290 | PA      | $423372.24      | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH  5.7% 02/15/55                | ELEVANCE HEALTH INC REGD 5.70000000                                                                          | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      599000 | PA      | $580463.00      | 0.00%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HILT 2024-ORL A V/R 05/15/26                  | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL SER 2024-ORL CL A V/R REGD 144A P/P 5.85299000                       | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2791000 | PA      | $2792744.38     | 0.01%             | 2037-05-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC 5.3% 03/26/34                 | BAE SYSTEMS PLC REGD 144A P/P 5.30000000                                                                     | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    26715000 | PA      | $27309998.62    | 0.07%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL6 A V/R 10/25/27                 | PRET 2024-NPL6 LLC SER 2024-NPL6 CL A1 V/R REGD 144A P/P 5.92560000                                          | CUSIP: 69381QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13386637 | PA      | $13365058.68    | 0.03%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 5.9% 10/01/54                | PACIFIC GAS & ELECTRIC REGD 5.90000000                                                                       | CUSIP: 694308KT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2122000 | PA      | $1923901.96     | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NYMT 2025-R1 A S/UP 02/25/30                  | NYMT LOAN TRUST SERIES 2025-R1 SER 2025-R1 CL A S/UP REGD 144A P/P 6.38100000                                | CUSIP: 67120XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2478941 | PA      | $2478894.22     | 0.01%             | 2030-02-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 2.7% 05/28/50                      | PFIZER INC REGD 2.70000000                                                                                   | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     3160000 | PA      | $1961947.37     | 0.00%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T/L VOYAGER PARENT 0% 05/09/32                | T/L VOYAGER PARENT LLC         REGD 0.00000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2334538 | PA      | $2307947.24     | 0.01%             | 2032-05-09      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3197 3% 08/01/50                     | FREDDIE MAC POOL UMBS P#RA3197 3.00000000                                                                    | CUSIP: 3133KJRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3756651 | PA      | $3311238.95     | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | INR/USD FWD 20250820 000011091 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $66.48          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS 2023-5C23  V/R 11/15/28                 | BBCMS MORTGAGE TRUST 2023-5C23 SER 2023-5C23 CL D V/R REGD 144A P/P 7.70320700                               | CUSIP: 05493QAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      191000 | PA      | $190523.88      | 0.00%             | 2056-12-15      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS3941 5% 12/01/41                     | FREDDIE MAC POOL UMBS P#ZS3941 5.00000000                                                                    | CUSIP: 3132A4LW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      464334 | PA      | $470108.78      | 0.00%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERUS 2022-3 B1 V/R 02/25/67                  | VERUS SECURITIZATION TRUST 2022-3 SER 2022-3 CL B1 V/R REGD 144A P/P 4.06378700                              | CUSIP: 92538UAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1334000 | PA      | $1056580.03     | 0.00%             | 2067-02-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| CREDICORP  10.1% 12/15/43/PEN/                | CREDICORP CAPITAL SOCIED /PEN/ REGD P/P 10.10000000                                                          | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    11700000 | PA      | $3484403.67     | 0.01%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| HCA INC 6.2% 03/01/55                         | HCA INC REGD 6.20000000                                                                                      | CUSIP: 404119DC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6231000 | PA      | $6275379.43     | 0.02%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER  4.3% 01/31/43                | PLAINS ALL AMER PIPELINE REGD 4.30000000                                                                     | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      865000 | PA      | $687189.80      | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN 4.125% 08/15/26                | ARDAGH PKG FIN/HLDGS USA REGD 144A P/P 4.12500000                                                            | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1475000 | PA      | $1384833.25     | 0.00%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL 5.55% 05/30/33                | ASHTEAD CAPITAL INC REGD 144A P/P 5.55000000                                                                 | CUSIP: 045054AQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3820000 | PA      | $3857919.54     | 0.01%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 10/20/34                | PNC FINANCIAL SERVICES REGD V/R 6.87500000                                                                   | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     6258000 | PA      | $6995830.09     | 0.02%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CHNGE 2022-4 A1 V/R 10/25/57                  | CHNGE MORTGAGE TRUST 2022-4 SER 2022-4 CL A1 V/R REGD 144A P/P 6.00000000                                    | CUSIP: 12551SAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      165790 | PA      | $166369.07      | 0.00%             | 2057-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BX 2024-KING A V/R 05/15/26                   | BX COMMERCIAL MORTGAGE TRUST 2024-KING SER 2024-KING CL A V/R REGD 144A P/P 5.85280000                       | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500250 | PA      | $1500249.50     | 0.00%             | 2034-05-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMCC 2012-LC9 C V/R 12/15/22                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2012-LC9 CL C V/R REGD 144A P/P 3.69048000                    | CUSIP: 46639EAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2261584 | PA      | $2193781.60     | 0.01%             | 2047-12-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| EDENB 2024- V/R 06/22/28 /GBP/                | EDENBROOK MORTGAGE FUNDING PLC SER 2024-1 CL D V/R REGD REG S /GBP/ 6.76673000                               | CUSIP: G3041EAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      341355 | PA      | $470636.63      | 0.00%             | 2057-03-22      | Variable      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.25 03/19/55 GOLDUS33XXX FLOAT                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $13142139.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.20PJI3M 01/10/31 GOLDUS33XXX FIXED                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |           1 | NC      | $373802.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FGLMC P#G08756 3% 04/01/47                    | FREDDIE MAC GOLD POOL P#G08756 3.00000000                                                                    | CUSIP: 3128MJZW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1094525 | PA      | $970299.56      | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEAL 7.25% 02/15/31                | SEALED AIR/SEALED AIR US REGD 144A P/P 7.25000000                                                            | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1142000 | PA      | $1201929.88     | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FHERO 2024- V/R 12/15/33 /EUR/                | AUTO1 CAR FUNDING SARL SER 2024-1 CL D V/R REGD REG S /EUR/ 5.39200000                                       | CUSIP: L04719AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | LU        |      100000 | PA      | $121462.55      | 0.00%             | 2033-12-15      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| EVERSOURCE ENER 5.95% 02/01/29                | EVERSOURCE ENERGY REGD 5.95000000                                                                            | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9400428.99     | 0.02%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08716 3.5% 08/01/46                  | FREDDIE MAC GOLD POOL P#G08716 3.50000000                                                                    | CUSIP: 3128MJYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2412471 | PA      | $2245003.46     | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8454 6% 08/01/54                     | FREDDIE MAC POOL UMBS P#SD8454 6.00000000                                                                    | CUSIP: 3132DWMB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3162018 | PA      | $3214081.36     | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 5.773% 01/10/33                | CVS PASS-THROUGH TRUST REGD 5.77300000                                                                       | CUSIP: U15149AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1625542 | PA      | $1638372.88     | 0.00%             | 2033-01-10      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.409% 05/17/26                 | PROGRESS RESIDENTIAL 2021-SFR4 SER 2021-SFR4 CL E1 REGD 144A P/P 2.40900000                                  | CUSIP: 74333EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      955000 | PA      | $937054.98      | 0.00%             | 2038-05-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI A V/R 01/15/24                 | SMRT 2022-MINI SER 2022-MINI CL A V/R REGD 144A P/P 5.31200000                                               | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5200000 | PA      | $5180500.00     | 0.01%             | 2039-01-15      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| OAKCL 2020-1A AR V/R 01/15/38                 | OAKTREE CLO 2020-1 LTD SER 2020-1A CL ARR V/R REGD 144A P/P 5.44610000                                       | CUSIP: 67402FAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249137.50      | 0.00%             | 2038-01-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| COMM 2016-787 3.545% 02/10/26                 | COMM 2016-787S MORTGAGE TRUST SER 2016-787S CL A REGD 144A P/P 3.54500000                                    | CUSIP: 12635WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1964886.00     | 0.00%             | 2036-02-10      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 12/26/25                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                                   | CUSIP: 912797NU7<br>LEI: N/A                  | Long             | STIV             | UST               | US        |    70835000 | PA      | $69395514.51    | 0.17%             | 2025-12-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 02/24/28                | GOLDMAN SACHS GROUP INC REGD V/R 2.64000000                                                                  | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5561000 | PA      | $5400850.76     | 0.01%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5708 4.5% 05/01/47                   | FANNIE MAE POOL UMBS P#FM5708 4.50000000                                                                     | CUSIP: 3140X9KW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1500474 | PA      | $1491502.03     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-7 B1 V/R 09/25/69                  | VERUS SECURITIZATION TRUST 2024-7 SER 2024-7 CL B1 V/R REGD 144A P/P 6.49600000                              | CUSIP: 924925AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      228000 | PA      | $225319.95      | 0.00%             | 2069-09-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL 6.875% 11/15/28                | SPRINT CAPITAL CORP REGD 6.87500000                                                                          | CUSIP: 852060AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1262000 | PA      | $1354803.91     | 0.00%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA 8% 11/15/32                    | VAR ENERGI ASA REGD 144A P/P 8.00000000                                                                      | CUSIP: 92212WAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |    14515000 | PA      | $16450260.42    | 0.04%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL 2.15% 01/15/31                | PIONEER NATURAL RESOURCE REGD 2.15000000                                                                     | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     1071000 | PA      | $951284.86      | 0.00%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ROMANIA 5.375% 03/22/31/EUR/                  | ROMANIA /EUR/ REGD 144A P/P MTN 5.37500000                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | RO        |     9290000 | PA      | $10972022.71    | 0.03%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES 5.75% 02/01/27                | VICI PROPERTIES / NOTE REGD 144A P/P 5.75000000                                                              | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1966000 | PA      | $1993194.46     | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCR 2024-TWA  8.725% 06/12/27                 | MCR 2024-TWA MORTGAGE TRUST SER 2024-TWA CL E REGD 144A P/P 8.72500000                                       | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      685000 | PA      | $692768.79      | 0.00%             | 2039-06-12      | Fixed         | 8.72%                 | No            |                  2 | On Loan: No      |
| THAMES WATE 3.5% 02/25/30/GBP/                | THAMES WATER UTIL FIN /GBP/ REGD REG S EMTN 3.50000000                                                       | CUSIP: G9158GAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      400000 | PA      | $360960.76      | 0.00%             | 2030-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NYCT 2024-3ELV D V/R 08/15/26                 | NYCT TRUST 2024-3ELV SER 2024-3ELV CL D V/R REGD 144A P/P 8.15003000                                         | CUSIP: 62956HAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3526000 | PA      | $3488894.84     | 0.01%             | 2029-08-15      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 6.384% 10/23/35                | CHARTER COMM OPT LLC/CAP REGD SER WI 6.38400000                                                              | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10357000 | PA      | $10878043.79    | 0.03%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-3 A1 V/R 06/25/66                  | VERUS SECURITIZATION TRUST 2021-3 SER 2021-3 CL A1 V/R REGD 144A P/P 1.04600000                              | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6451961 | PA      | $5660743.86     | 0.01%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INT V/R /PERP//EUR/                | VOLKSWAGEN INTL FIN NV /EUR/ REGD V/R /PERP/ REG S 7.87500000                                                | CUSIP: N93695UE7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     4600000 | PA      | $6122049.13     | 0.02%             | 2173-09-06      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY C 4.75% 02/01/32                | EXPAND ENERGY CORP REGD 4.75000000                                                                           | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     8827000 | PA      | $8583250.34     | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FFML 2005-FF12 M V/R 11/25/36                 | FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2005-FF12 SER 2005-FF12 CL M2 V/R REGD 5.13868000                  | CUSIP: 32027NXX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1339182 | PA      | $1304926.19     | 0.00%             | 2036-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 3.9% 04/15/32                     | EQUINIX INC REGD 3.90000000                                                                                  | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     3330000 | PA      | $3153917.96     | 0.01%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6106 4% 06/01/50                     | FANNIE MAE POOL UMBS P#CA6106 4.00000000                                                                     | CUSIP: 3140QDYC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1948109 | PA      | $1829689.44     | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 6.15% 03/01/55                | PACIFIC GAS & ELECTRIC REGD 6.15000000                                                                       | CUSIP: 694308KV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1622000 | PA      | $1513356.22     | 0.00%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| OCP 2020-19A A1R V/R 04/20/38                 | OCP CLO 2020-19 LTD SER 2020-19A CL A1R2 V/R REGD 144A P/P 5.44947000                                        | CUSIP: 670881AU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1920000 | PA      | $1920487.68     | 0.00%             | 2038-04-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| DTAOT 2022-1A D 3.4% 11/17/25                 | DT AUTO OWNER TRUST 2022-1 SER 2022-1A CL D REGD 144A P/P 3.40000000                                         | CUSIP: 23345YAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8203687 | PA      | $8145242.27     | 0.02%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOL 3.75% 02/15/31                | SENSATA TECHNOLOGIES INC REGD 144A P/P 3.75000000                                                            | CUSIP: 81728UAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4275000 | PA      | $3896756.12     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONP 2021-PARK C V/R 03/15/23                  | ONE 2021-PARK MORTGAGE TRUST SER 2021-PARK CL C V/R REGD 144A P/P 5.52648000                                 | CUSIP: 682413AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2175000 | PA      | $2062916.60     | 0.01%             | 2036-03-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| TCO 2024-DPM D V/R 12/15/26                   | TCO COMMERCIAL MORTGAGE TRUST 2024-DPM SER 2024-DPM CL D V/R REGD 144A P/P 7.05256000                        | CUSIP: 87231EAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      190000 | PA      | $188106.27      | 0.00%             | 2039-12-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| CNF 2000-4 A6 V/R 05/01/32                    | CONSECO FINANCE SECURITIZATIONS CORP SER 2000-4 CL A6 V/R REGD 8.31000000                                    | CUSIP: 20846QDV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8504715 | PA      | $1189258.49     | 0.00%             | 2032-05-01      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| SAUDI INTE 3.75% 03/05/37/EUR/                | SAUDI INTERNATIONAL BOND /EUR/ REGD 144A P/P 3.75000000                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | SA        |     6000000 | PA      | $6887261.51     | 0.02%             | 2037-03-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPER 5.375% 02/15/32                | COUSINS PROPERTIES LP REGD 5.37500000                                                                        | CUSIP: 222793AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2627059.27     | 0.01%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CIM 2022-R2 A1 V/R 12/25/61                   | CIM TRUST 2022-R2 SER 2022-R2 CL A1 V/R REGD 144A P/P 3.75000000                                             | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    26007619 | PA      | $24741060.98    | 0.06%             | 2061-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLYA 2024-2 A 4.14% 07/16/29                 | ALLY AUTO RECEIVABLES TRUST 2024-2 SER 2024-2 CL A3 REGD 4.14000000                                          | CUSIP: 02007NAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9500000 | PA      | $9491153.60     | 0.02%             | 2029-07-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20250702 000011091 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5306167.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CWHEL 2004-T 2A V/R 02/15/30                  | CWABS REVOLVING HOME EQUITY LOAN TRUST SERIES 2004-T SER 2004-T CL 2A V/R REGD 4.66624000                    | CUSIP: 126673TP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1405267 | PA      | $1400717.33     | 0.00%             | 2030-02-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| T/L MODIVCARE  0% 07/01/31                    | T/L MODIVCARE  INC REGD 0.00000000                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     4491187 | PA      | $3263611.18     | 0.01%             | 2031-07-01      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| OMFIT 2022-S1 D 5.2% 11/14/26                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2022-S1 SER 2022-S1 CL D REGD 144A P/P 5.20000000                           | CUSIP: 68267HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8785000 | PA      | $8681820.18     | 0.02%             | 2035-05-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-3 A1A V/R 04/25/38                  | TOWD POINT MORTGAGE TRUST 2024-3 SER 2024-3 CL A1A V/R REGD 144A P/P 5.10840100                              | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6972243 | PA      | $7107226.63     | 0.02%             | 2065-07-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4718 3% 09/20/47                  | GINNIE MAE II POOL P#MA4718 3.00000000                                                                       | CUSIP: 36179TG33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3956358 | PA      | $3541260.44     | 0.01%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP 5.4% 03/01/29                  | SOLVENTUM CORP REGD 5.40000000                                                                               | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     1763000 | PA      | $1815476.81     | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FNR 2012-20 ZT 3.5% 03/25/42                  | FANNIE MAE REMICS SER 2012-20 CL ZT 3.50000000                                                               | CUSIP: 3136A4GN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1665570 | PA      | $1580217.47     | 0.00%             | 2042-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH1 A2 V/R 05/25/34                 | SEQUOIA MORTGAGE TRUST 2018-CH1 SER 2018-CH1 CL A2 V/R REGD 144A P/P 3.50000000                              | CUSIP: 81747DAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       29896 | PA      | $27219.50       | 0.00%             | 2048-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CARVANA CO 9% 06/01/30                        | CARVANA CO REGD 144A P/P 9.00000000                                                                          | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    10017674 | PA      | $10532065.63    | 0.03%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-3A  4.82% 09/15/27                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3 SER 2024-3A CL A2A REGD 144A P/P 4.82000000                     | CUSIP: 96043CAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14830221 | PA      | $14835412.58    | 0.04%             | 2027-09-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N1 D 6.3% 01/10/28                 | CARVANA AUTO RECEIVABLES TRUST 2024-N1 SER 2024-N1 CL D REGD 144A P/P 6.30000000                             | CUSIP: 14687QAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1400000 | PA      | $1434802.74     | 0.00%             | 2030-05-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| VSTA 2024-CES2 A V/R 09/25/28                 | VISTA POINT SECURITIZATION TRUST SERIES SER 2024-CES2 CL A2 V/R REGD 144A P/P 5.65700000                     | CUSIP: 92841YAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1999235.00     | 0.00%             | 2054-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| CONE 2024-DFW1 A V/R 08/15/26                 | CONE TRUST 2024-DFW1 SER 2024-DFW1 CL A V/R REGD 144A P/P 5.95349000                                         | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1316000 | PA      | $1311049.08     | 0.00%             | 2041-08-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-4 A 4.67% 12/15/27                 | CARMAX AUTO OWNER TRUST 2024-4 SER 2024-4 CL A2A REGD 4.67000000                                             | CUSIP: 14290DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5736658 | PA      | $5741170.96     | 0.01%             | 2027-12-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| GNMA II P#AA6054 3% 02/20/43                  | GINNIE MAE II POOL P#AA6054 3.00000000                                                                       | CUSIP: 36178DWP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      916263 | PA      | $827876.67      | 0.00%             | 2043-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AABST 2003-2 M1 V/R 11/25/33                  | AEGIS ASSET BACKED SECURITIES CORP MORTGAGE PASS-THROUGH  SER 2003-2 CL M1 V/R REGD 5.55868000               | CUSIP: 00764MAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      493520 | PA      | $468698.09      | 0.00%             | 2033-11-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                           | NOK/USD FWD 20250804 000016440 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-121.95        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FGLMC P#C91981 3% 02/01/38                    | FREDDIE MAC GOLD POOL P#C91981 3.00000000                                                                    | CUSIP: 3128P8FW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      892225 | PA      | $842317.52      | 0.00%             | 2038-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-29CB 5.5% 07/25/35                 | ALTERNATIVE LOAN TRUST 2005-29CB SER 2005-29CB CL A6 REGD 5.50000000                                         | CUSIP: 12667GUS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      110353 | PA      | $63884.74       | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RMIT 2025-1 B 5.53% 04/17/34                  | REGIONAL MANAGEMENT ISSUANCE TRUST 2025-1 SER 2025-1 CL B REGD 144A P/P 5.53000000                           | CUSIP: 75908AAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2540000 | PA      | $2568157.42     | 0.01%             | 2034-04-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF1929 4.5% 10/01/52                   | FREDDIE MAC POOL UMBS P#QF1929 4.50000000                                                                    | CUSIP: 3133BPEA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      898231 | PA      | $860562.30      | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MCMLT 2021-NMR1  V/R 11/25/60                 | MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 SER 2021-NMR1 CL M2 V/R REGD 144A P/P 2.50000000                     | CUSIP: 59982HAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $876143.30      | 0.00%             | 2060-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SMB 2024-F A1A 5.06% 03/16/54                 | SMB PRIVATE EDUCATION LOAN TRUST 2024-F SER 2024-F CL A1A REGD 144A P/P 5.06000000                           | CUSIP: 83207VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9034978 | PA      | $9128918.04     | 0.02%             | 2054-03-16      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| LETRA TESOUR ZCP 04/01/26/BRL/                | LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000                                                     | CUSIP: P8T60NQH7<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |   249300000 | PA      | $41279352.89    | 0.10%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5108 6% 08/01/53                     | FANNIE MAE POOL UMBS P#MA5108 6.00000000                                                                     | CUSIP: 31418EVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      130274 | PA      | $132615.22      | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T/L PROJECT FLASH 0% 04/30/30                 | T/L PROJECT FLASH 2.0          BUILDING 7 AND / /8 REGD 0.00000000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    34124508 | PA      | $34124508.14    | 0.08%             | 2030-04-30      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| T/L SCUR-ALP 0% 03/29/30 /EUR/                | T/L SCUR-ALPHA 1503 GMBH REGD  /EUR/ 0.00000000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     4100000 | PA      | $4736045.67     | 0.01%             | 2030-03-29      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| USCAR 2025-1A D 5.4% 03/15/29                 | USB AUTO OWNER TRUST 2025-1 SER 2025-1A CL D REGD 144A P/P 5.40000000                                        | CUSIP: 90367VAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $706664.91      | 0.00%             | 2032-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-2A  4.67% 07/15/33                 | AFFIRM MASTER TRUST SER 2025-2A CL A REGD 144A P/P 4.67000000                                                | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9400000 | PA      | $9431267.22     | 0.02%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.99PMXIB 12/18/29 GOLD FIXED                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $148481.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN UDIBO 4% 08/24/34/MXN/                | MEXICAN UDIBONOS /MXN/ REGD SER S 4.00000000                                                                 | CUSIP: P4R07X5G7<br>LEI: N/A                  | Long             | DBT              | UST               | MX        |  1184760678 | PA      | $58630958.12    | 0.14%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL6167 3.5% 01/01/44                   | FANNIE MAE POOL UMBS P#AL6167 3.50000000                                                                     | CUSIP: 3138ENZ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1759048 | PA      | $1637068.57     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THRST 2021-1A 4.163% 07/15/27                 | THRUST ENGINE LEASING 2021 DAC SER 2021-1A CL A REGD 144A P/P 4.16300000                                     | CUSIP: 88603UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4384040 | PA      | $4272330.04     | 0.01%             | 2040-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| BAYER US FINAN 6.375% 11/21/30                | BAYER US FINANCE LLC REGD 144A P/P 6.37500000                                                                | CUSIP: 07274EAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $212540.51      | 0.00%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15- 3.375% 05/01/27                | AMER AIRLN 15-1 A PTT REGD 3.37500000                                                                        | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      449568 | PA      | $438101.21      | 0.00%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2139 2% 11/01/51                     | FANNIE MAE POOL UMBS P#CB2139 2.00000000                                                                     | CUSIP: 3140QMLV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1366778 | PA      | $1104346.63     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MSC 2019-H6 D 3% 06/15/29                     | MORGAN STANLEY CAPITAL I TRUST 2019-H6 SER 2019-H6 CL D REGD 144A P/P 3.00000000                             | CUSIP: 61769JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      212000 | PA      | $169713.57      | 0.00%             | 2052-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT8106 3% 04/01/52                     | FANNIE MAE POOL UMBS P#BT8106 3.00000000                                                                     | CUSIP: 3140LXAG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1993660 | PA      | $1733074.83     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-OC5 2 V/R 06/25/46                 | ALTERNATIVE LOAN TRUST 2006-OC5 SER 2006-OC5 CL 2A3 V/R REGD 4.95368000                                      | CUSIP: 02147HAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4842911 | PA      | $4207724.90     | 0.01%             | 2046-06-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CSMCM 2021-RP 3.777% 10/27/61                 | CSMCM 2021-RPL11 TRUST SER 2021-RP11 CL CERT REGD 144A P/P 3.77782000                                        | CUSIP: 12658QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      994268 | PA      | $766345.20      | 0.00%             | 2061-10-27      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND V 6.625% 01/15/32                | HILTON GRAND VAC LLC/INC REGD 144A P/P 6.62500000                                                            | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14500000 | PA      | $14725156.00    | 0.04%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1463 3.5% 06/01/43                   | FANNIE MAE POOL UMBS P#MA1463 3.50000000                                                                     | CUSIP: 31418ATV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      728430 | PA      | $677923.78      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITM 2007-1 1M2 V/R 05/25/22                  | CIT MORTGAGE LOAN TRUST 2007-1 SER 2007-1 CL 1M2 V/R REGD 144A P/P 7.05868000                                | CUSIP: 12559QAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3562000 | PA      | $3444779.92     | 0.01%             | 2037-10-25      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.95% 05/15/54                | ENERGY TRANSFER LP REGD 5.95000000                                                                           | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     5784000 | PA      | $5502303.99     | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ELMW1 2019-1A A1 V/R 04/20/37                 | ELMWOOD CLO I LTD SER 2019-1A CL A1RR V/R REGD 144A P/P 5.78947000                                           | CUSIP: 290015AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2006846.00     | 0.00%             | 2037-04-20      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| T/L GUGGENHEI 0% 11/26/31                     | T/L GUGGENHEIM PARTNERS        INVESTMENT MANAGEMENT HOLDINGS LLC REGD 0.00000000                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      639282 | PA      | $641545.23      | 0.00%             | 2031-11-26      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0610 2% 02/01/37                     | FANNIE MAE POOL UMBS P#FS0610 2.00000000                                                                     | CUSIP: 3140XFVC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      212044 | PA      | $195300.75      | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BSABS 2005-AQ1 M V/R 03/25/35                 | BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2005-AQ1 SER 2005-AQ1 CL M3 V/R REGD 5.55868000                 | CUSIP: 073879UQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       81248 | PA      | $81031.43       | 0.00%             | 2035-03-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSO/NR03.50 03/19/30 GOLDUS33XXX FLOAT                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |           1 | NC      | $122184.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLMA 2008-6 A4 V/R 07/25/23                   | SLMA 2008-6 A4 V/R 07/25/23 5.72494000                                                                       | CUSIP: 78445CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3201953 | PA      | $3164593.01     | 0.01%             | 2025-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.75% 08/15/41                   | UNITED STATES TREASURY BOND 1.75000000                                                                       | CUSIP: 912810TA6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    15126800 | PA      | $10042777.06    | 0.02%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8256 4% 10/01/52                     | FREDDIE MAC POOL UMBS P#SD8256 4.00000000                                                                    | CUSIP: 3132DWE58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    86619154 | PA      | $80699750.51    | 0.20%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZFE7 01.000 SP 12/20/2028 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-13900.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#FS0211 2% 12/01/51                     | FANNIE MAE POOL UMBS P#FS0211 2.00000000                                                                     | CUSIP: 3140XFGV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3301980 | PA      | $2642743.51     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING L 3.5% 01/15/31                | ATHENE HOLDING LTD REGD 3.50000000                                                                           | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     1835000 | PA      | $1727303.39     | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROCKT 2021-1A A1 V/R 07/20/34                 | ROCKFORD TOWER CLO 2021-1 LTD SER 2021-1A CL A1 V/R REGD 144A P/P 5.70108000                                 | CUSIP: 77341KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    25790000 | PA      | $25828066.04    | 0.06%             | 2034-07-20      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| TREST 2021-4A A V/R 07/21/34                  | TRESTLES CLO IV LTD SER 2021-4A CL A V/R REGD 144A P/P 5.70108000                                            | CUSIP: 89532WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      950000 | PA      | $951805.00      | 0.00%             | 2034-07-21      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 12/31/28                   | UNITED STATES TREASURY NOTE 3.75000000                                                                       | CUSIP: 91282CJR3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    41618000 | PA      | $41655391.28    | 0.10%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF6560 5.5% 01/01/53                   | FREDDIE MAC POOL UMBS P#QF6560 5.50000000                                                                    | CUSIP: 3133BUJD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2011001 | PA      | $2027980.27     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SABR 2005-HE1 M1 V/R 10/25/35                 | SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2005-HE1 CL M1 V/R REGD 5.07868000                         | CUSIP: 81375WGF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2247378 | PA      | $1813295.94     | 0.00%             | 2035-10-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA2909 4% 06/01/50                     | FREDDIE MAC POOL UMBS P#RA2909 4.00000000                                                                    | CUSIP: 3133KJGS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      437745 | PA      | $410328.49      | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.03PJI3M 01/07/31 GOLDUS33XXX FIXED                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |           1 | NC      | $57072.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 06/20/2027 MSCSUS33XXX LONG                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $3644.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERAT 5.25% 06/23/47                | RUSSIAN FEDERATION REGD 144A P/P 5.25000000                                                                  | CUSIP: X5424XBP2<br>LEI: N/A                  | Long             | DBT              | USGA              | RU        |      200000 | PA      | $59930.83       | 0.00%             | 2047-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGE S/UP 07/09/46                | REPUBLIC OF ARGENTINA REGD S/UP 4.12500000                                                                   | CUSIP: 040114HW3<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |      112380 | PA      | $73665.15       | 0.00%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO 4% 04/15/30                   | WEYERHAEUSER CO REGD 4.00000000                                                                              | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     9630000 | PA      | $9392669.23     | 0.02%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2024-64 FD V/R 04/20/54                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-64 CL FD V/R 5.40185000                                    | CUSIP: 38384MLB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11159509 | PA      | $11169763.72    | 0.03%             | 2054-04-20      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0316 1.5% 11/01/41                   | FANNIE MAE POOL UMBS P#FS0316 1.50000000                                                                     | CUSIP: 3140XFK67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31971117 | PA      | $26411628.20    | 0.06%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MOR 2.75% 06/06/29/EUR/                | PHILIP MORRIS INTL INC /EUR/ REGD SER . 2.75000000                                                           | CUSIP: 718172DV8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2415000 | PA      | $2825120.43     | 0.01%             | 2029-06-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRE 5.75% 10/01/31                | AIRCASTLE / IRELAND DAC REGD 144A P/P 5.75000000                                                             | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12585000 | PA      | $12930950.20    | 0.03%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AWPT 2022-16A A1 V/R 07/25/34                 | ELEVATION CLO 2022-16 LTD SER 2022-16A CL A1AR V/R REGD 144A P/P 5.41177000                                  | CUSIP: 28623YAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    16100000 | PA      | $16087442.00    | 0.04%             | 2034-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CAD/USD FWD 20250702 000006038 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-142.88        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 4.271% 01/09/27                | FORD MOTOR CREDIT CO LLC REGD 4.27100000                                                                     | CUSIP: 345397A45<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      435000 | PA      | $428747.89      | 0.00%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5592 5.5% 02/01/53                   | FANNIE MAE POOL UMBS P#CB5592 5.50000000                                                                     | CUSIP: 3140QRGA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      981576 | PA      | $983744.36      | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EART 2023-5A D 7.13% 12/15/27                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-5 SER 2023-5A CL D REGD 7.13000000                                  | CUSIP: 30168DAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9500000 | PA      | $9877476.80     | 0.02%             | 2030-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JPMAC 2006-WMC4  V/R 12/25/36                 | JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC4 SER 2006-WMC4 CL A3 V/R REGD 4.67368000                       | CUSIP: 46630BAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17433227 | PA      | $9021269.67     | 0.02%             | 2036-12-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2327 4% 09/01/48                     | FANNIE MAE POOL UMBS P#CA2327 4.00000000                                                                     | CUSIP: 3140Q9SR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8478933 | PA      | $8022868.97     | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LMAT 2021-GS4 A1 V/R 11/25/60                 | LEGACY MORTGAGE ASSET TRUST 2021-GS4 SER 2021-GS4 CL A1 V/R REGD 144A P/P 4.65000000                         | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7729454 | PA      | $7728061.12     | 0.02%             | 2060-11-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#AZ7353 3.5% 11/01/45                   | FANNIE MAE POOL UMBS P#AZ7353 3.50000000                                                                     | CUSIP: 3140E0E35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1600193 | PA      | $1484539.81     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR F V/R 03/15/23                  | LIFE 2021-BMR MORTGAGE TRUST SER 2021-BMR CL F V/R REGD 144A P/P 6.77648000                                  | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4900000 | PA      | $4838395.73     | 0.01%             | 2038-03-15      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFE 7.375% 02/01/31                | ENERGY TRANSFER LP REGD 144A P/P 7.37500000                                                                  | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    10315000 | PA      | $10808480.33    | 0.03%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER COR 5% 01/31/30                | AMERICAN TOWER CORP REGD 5.00000000                                                                          | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1319000 | PA      | $1344562.63     | 0.00%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SLST 2020-3 M1 V/R 04/26/60                   | SEASONED LOANS STRUCTURED TRANSACTION TRUS SER 2020-3 CL M1 V/R REGD 144A P/P 4.75000000                     | CUSIP: 35564CHL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      123538 | PA      | $121734.42      | 0.00%             | 2060-04-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/01/31                   | MORGAN STANLEY REGD V/R MTN 3.62200000                                                                       | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1726123.21     | 0.00%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| VOYA 2019-2A AR V/R 07/20/32                  | VOYA CLO 2019-2 LTD SER 2019-2A CL AR V/R REGD 144A P/P 5.46947000                                           | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3387697 | PA      | $3390576.06     | 0.01%             | 2032-07-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5.5% AUG 25                     | FNMA 30YR TBA 5.5% AUG 25      TO BE ANNOUNCED 5.50000000                                                    | CUSIP: 01F052680<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   842650000 | PA      | $841831812.13   | 2.07%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5933 2% 06/01/35                     | FANNIE MAE POOL UMBS P#CA5933 2.00000000                                                                     | CUSIP: 3140QDSX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      800979 | PA      | $739307.43      | 0.00%             | 2035-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXIC 6.75% 09/21/47                | PETROLEOS MEXICANOS REGD MTN 6.75000000                                                                      | CUSIP: 71654QCC4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     3816000 | PA      | $2763894.07     | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIFC 2015-4A A2R V/R 04/20/34                 | CIFC FUNDING 2015-IV LTD SER 2015-4A CL A2R2 V/R REGD 144A P/P 5.98108000                                    | CUSIP: 12550TBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2145000 | PA      | $2149197.77     | 0.01%             | 2034-04-20      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURC 7.625% 02/01/29                | ANTERO RESOURCES CORP REGD 144A P/P 7.62500000                                                               | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     3280000 | PA      | $3367352.96     | 0.01%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY6172 5.5% 07/01/53                   | FANNIE MAE POOL UMBS P#BY6172 5.50000000                                                                     | CUSIP: 3140NN2E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1156551 | PA      | $1157945.18     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/22/30                | JPMORGAN CHASE & CO REGD V/R 4.99500000                                                                      | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    21781000 | PA      | $22178770.50    | 0.05%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PRO 5.35% 03/15/53                | DUKE ENERGY PROGRESS LLC REGD 5.35000000                                                                     | CUSIP: 26442UAR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2460000 | PA      | $2339214.86     | 0.01%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HRMTG 2024- V/R 04/21/33 /GBP/                | HERMITAGE 2024 PLC SER 2024-1 CL D V/R REGD REG S /GBP/ 6.56673000                                           | CUSIP: G4412VAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      130779 | PA      | $181045.98      | 0.00%             | 2033-04-21      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | CDS US097023BP90 01.000 SP 06/20/2030 GOLDUS33XXX FIXED                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $54999.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO I 5.25% 06/15/30                | JAPAN TOBACCO INC REGD 144A P/P 5.25000000                                                                   | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |     8770000 | PA      | $9025548.85     | 0.02%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WAX 2022-1A A2 5.5% 03/15/27                  | EWC MASTER ISSUER LLC SER 2022-1A CL A2 REGD 144A P/P 5.50000000                                             | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1697500 | PA      | $1672420.80     | 0.00%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CWL 2007-10 1A1 V/R 03/25/36                  | CWABS ASSET-BACKED CERTIFICATES TRUST 2007-10 SER 2007-10 CL 1A1 V/R REGD 4.61368000                         | CUSIP: 23246BAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18079906 | PA      | $17136039.18    | 0.04%             | 2047-06-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.528% 05/01/34                 | BOEING CO/THE REGD SER WI 6.52800000                                                                         | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     7335000 | PA      | $7969685.96     | 0.02%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| CIM 2019-R4 A1 V/R 10/25/59                   | CIM TRUST 2019-R4 SER 2019-R4 CL A1 V/R REGD 144A P/P 3.00000000                                             | CUSIP: 12556FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10224637 | PA      | $9511184.95     | 0.02%             | 2059-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINAN 5.15% 03/19/29                | SYNCHRONY FINANCIAL REGD 5.15000000                                                                          | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     4390000 | PA      | $4407722.74     | 0.01%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| YUM  BRANDS INC 4.75% 01/15/30                | YUM  BRANDS INC REGD 144A P/P 4.75000000                                                                     | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      750000 | PA      | $742931.70      | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5389 6% 06/01/54                     | FANNIE MAE POOL UMBS P#MA5389 6.00000000                                                                     | CUSIP: 31418E7B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    45415953 | PA      | $46177123.69    | 0.11%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8727 6.5% 06/01/54                   | FANNIE MAE POOL UMBS P#CB8727 6.50000000                                                                     | CUSIP: 3140QUVV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7715239 | PA      | $7968694.03     | 0.02%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.00PJI3M 01/06/31 GOLDUS33XXX FIXED                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |           1 | NC      | $55672.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#BN3899 4% 12/01/48                     | FANNIE MAE POOL UMBS P#BN3899 4.00000000                                                                     | CUSIP: 3140JLKM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      110320 | PA      | $104318.21      | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AREIT 2024-CRE9  V/R 01/17/29                 | AREIT 2024-CRE9 LTD SER 2024-CRE9 CL A V/R REGD 144A P/P 5.99821000                                          | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7245619 | PA      | $7262960.50     | 0.02%             | 2041-05-17      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| T/L ECI MACOLA 00.00% 05/09/30                | T/L ECI MACOLA/MAX HOLDING     LLC 0.00000000                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      781122 | PA      | $784543.00      | 0.00%             | 2030-05-09      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY I V/R 06/01/54                | DOMINION ENERGY INC REGD V/R SER B 7.00000000                                                                | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     3566000 | PA      | $3826075.51     | 0.01%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RES 5.75% 01/15/31                | CONTINENTAL RESOURCES REGD 144A P/P 5.75000000                                                               | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    71266000 | PA      | $71948999.80    | 0.18%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2621 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#CB2621 2.50000000                                                                     | CUSIP: 3140QM4F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4638157 | PA      | $3912829.86     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NSLT 2023-PL1A A V/R 11/25/53                 | NELNET STUDENT LOAN TRUST 2023-PL1 SER 2023-PL1A CL A1A V/R REGD 144A P/P 6.55517000                         | CUSIP: 64034UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1007087 | PA      | $1022269.99     | 0.00%             | 2053-11-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| PIPK 2018-2A D1R V/R 10/11/34                 | PIKES PEAK CLO 2 SER 2018-2A CL D1RR V/R REGD 144A P/P 7.21947000                                            | CUSIP: 72133JBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1272728 | PA      | $1267896.72     | 0.00%             | 2034-10-11      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| STHWK 2019-4A A1 V/R 07/20/32                 | SOUTHWICK PARK CLO LLC SER 2019-4A CL A1R V/R REGD 144A P/P 5.59108000                                       | CUSIP: 846031AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11141312 | PA      | $11146626.23    | 0.03%             | 2032-07-20      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1546 3.5% 08/01/43                   | FANNIE MAE POOL UMBS P#MA1546 3.50000000                                                                     | CUSIP: 31418AWG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37847 | PA      | $35223.29       | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RMIT 2022-1 A 3.07% 05/15/26                  | REGIONAL MANAGEMENT ISSUANCE TRUST 2022-1 SER 2022-1 CL A REGD 144A P/P 3.07000000                           | CUSIP: 75907DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1532446 | PA      | $1520687.51     | 0.00%             | 2032-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| REPS 2024-A C 7.28% 12/20/27                  | REPUBLIC FINANCE ISSUANCE TRUST 2024-A SER 2024-A CL C REGD 144A P/P 7.28000000                              | CUSIP: 76041RAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      125000 | PA      | $128345.36      | 0.00%             | 2032-08-20      | Fixed         | 7.28%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8340 4.5% 07/01/53                   | FREDDIE MAC POOL UMBS P#SD8340 4.50000000                                                                    | CUSIP: 3132DWHR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    51603011 | PA      | $49413150.11    | 0.12%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T/L KFC HOLDING 0% 03/15/2028                 | T/L KFC HOLDING CO AKA YUM BRANDS REGD 0.00000000                                                            | CUSIP: 72584DAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1119331 | PA      | $1123875.51     | 0.00%             | 2028-03-15      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB F 5.15% 03/28/33                | MET LIFE GLOB FUNDING I REGD 144A P/P MTN 5.15000000                                                         | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     5610000 | PA      | $5693751.19     | 0.01%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AQFIT 2021-A B 2.4% 02/17/27                  | AQUA FINANCE TRUST 2021-A SER 2021-A CL B REGD 144A P/P 2.40000000                                           | CUSIP: 03842VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1550000 | PA      | $1411511.22     | 0.00%             | 2046-07-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI  8.084% 02/15/50                | AMERICAN MUNI PWR-OHIO INC OH REGD N/C B/E 8.08400000                                                        | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     1070000 | PA      | $1357050.93     | 0.00%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8360 4.5% 09/01/53                   | FREDDIE MAC POOL UMBS P#SD8360 4.50000000                                                                    | CUSIP: 3132DWJD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      911460 | PA      | $872635.39      | 0.00%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBO 4% 11/30/28/MXN/                | MEXICAN UDIBONOS /MXN/ REGD SER S 4.00000000                                                                 | CUSIP: P4R07XQE9<br>LEI: N/A                  | Long             | DBT              | UST               | MX        |   226223318 | PA      | $11806603.97    | 0.03%             | 2028-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EFF 2024-4 A3 4.56% 07/20/28                  | ENTERPRISE FLEET FINANCING 2024-4 LLC SER 2024-4 CL A3 REGD 144A P/P 4.56000000                              | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7000000 | PA      | $7037410.80     | 0.02%             | 2028-11-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC 5.1% 04/15/30                     | PAYCHEX INC REGD 5.10000000                                                                                  | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1536269.99     | 0.00%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM1 A V/R 01/25/65                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1 SER 2025-NQM1 CL A1 V/R REGD 144A P/P 0.00000000               | CUSIP: 64832DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4057048 | PA      | $4083186.80     | 0.01%             | 2065-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BCAP 2014-RR2 6A V/R 02/26/21                 | BCAP LLC 2014-RR2 SER 2014-RR2 CL 6A8 V/R REGD 144A P/P 4.21969700                                           | CUSIP: 05543DBD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5092561 | PA      | $4947158.99     | 0.01%             | 2036-10-26      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08844 5% 10/01/48                    | FREDDIE MAC GOLD POOL P#G08844 5.00000000                                                                    | CUSIP: 3128MJ5E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      548680 | PA      | $547392.57      | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA2111 4% 02/01/50                     | FREDDIE MAC POOL UMBS P#RA2111 4.00000000                                                                    | CUSIP: 3133KHKY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1059930 | PA      | $1001424.82     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BSP 2017-12BRA A V/R 10/15/37                 | BENEFIT STREET PARTNERS CLO XII-B LTD SER 2017-12BRA CL A V/R REGD 144A P/P 5.62610000                       | CUSIP: 081917AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6069000 | PA      | $6088760.66     | 0.01%             | 2037-10-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| CWL 2007-2 2A4 V/R 08/25/37                   | CWABS ASSET-BACKED CERTIFICATES TRUST 2007-2 SER 2007-2 CL 2A4 V/R REGD 4.65368000                           | CUSIP: 12668NAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    24526101 | PA      | $22448002.03    | 0.06%             | 2037-08-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US695114CX41 00.130 SP 09/29/2027 JPMSW LONG                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-9821.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABEST 23 C V/R 03/21/34 /EUR/                 | ASSET-BACKED EUROPEAN SECURITISATION TRANSACT SER 23 CL C V/R REGD REG S /EUR/ 3.47600000                    | CUSIP: L0345LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | LU        |      200000 | PA      | $237213.21      | 0.00%             | 2034-03-21      | Variable      | 3.48%                 | Yes           |                  2 | On Loan: No      |
| BRAVO 2023-NQM6  V/R 09/25/63                 | BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM6 SER 2023-NQM6 CL B1 V/R REGD 144A P/P 7.99765800                   | CUSIP: 10569DAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      256000 | PA      | $257904.10      | 0.00%             | 2063-09-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-BA  2.12% 09/15/27                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-B SER 2020-BA CL A2 REGD 144A P/P 2.12000000                  | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1612698 | PA      | $1533508.99     | 0.00%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI 5.65% 06/01/34                | EVERGY MISSOURI WEST INC REGD 144A P/P 5.65000000                                                            | CUSIP: 30037EAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8445000 | PA      | $8635051.35     | 0.02%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4580 4% 02/01/43                     | FANNIE MAE POOL UMBS P#FS4580 4.00000000                                                                     | CUSIP: 3140XLCS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      116405 | PA      | $112324.71      | 0.00%             | 2043-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCI V/R 08/02/30                | SYNCHRONY FINANCIAL REGD V/R 5.93500000                                                                      | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    15514000 | PA      | $15940307.81    | 0.04%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 4.8% 03/01/50                | CHARTER COMM OPT LLC/CAP REGD 4.80000000                                                                     | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15539000 | PA      | $12432260.85    | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CWL 2006-2 M2 V/R 05/25/36                    | CWABS ASSET-BACKED CERTIFICATES TRUST 2006-2 SER 2006-2 CL M2 V/R REGD 5.06368000                            | CUSIP: 126670UX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23343736 | PA      | $22287446.28    | 0.05%             | 2036-06-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 10/31/29                  | UNITED STATES TREASURY NOTE 4.12500000                                                                       | CUSIP: 91282CLR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    76594000 | PA      | $77689055.23    | 0.19%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HIT 2022-HI32 A V/R 07/15/39                  | HIT TRUST 2022-HI32 SER 2022-HI32 CL A V/R REGD 144A P/P 6.70296000                                          | CUSIP: 40442AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      329577 | PA      | $329988.77      | 0.00%             | 2039-07-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| T/L NEP GROUP INC 0% 08/19/26                 | T/L NEP GROUP INC REGD 0.00000000                                                                            | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      797202 | PA      | $732931.83      | 0.00%             | 2026-08-19      | Variable      | 9.34%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4382 3.5% 04/20/47                | GINNIE MAE II POOL P#MA4382 3.50000000                                                                       | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2051680 | PA      | $1898746.55     | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 5.15% 11/15/31                   | BROADCOM INC REGD 5.15000000                                                                                 | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      814000 | PA      | $837424.35      | 0.00%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 07/22/25                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                                   | CUSIP: 912797QB6<br>LEI: N/A                  | Long             | STIV             | UST               | US        |    35547000 | PA      | $35460697.93    | 0.09%             | 2025-07-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST  2.374% 11/01/35                | CALIFORNIA ST UNIV REVENUE REGD B/E 2.37400000                                                               | CUSIP: 13077DQP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3130000 | PA      | $2498822.67     | 0.01%             | 2035-11-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL 2.375% 10/01/31                | LXP INDUSTRIAL TRUST REGD 2.37500000                                                                         | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $1731028.26     | 0.00%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PROG 2022-SFR 4.896% 06/17/27                 | PROGRESS RESIDENTIAL 2022-SFR5 TRUST SER 2022-SFR5 CL B REGD 144A P/P 4.89600000                             | CUSIP: 74332YAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1775000 | PA      | $1773737.80     | 0.00%             | 2039-06-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.25% 02/15/50                        | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.25000000                                                    | CUSIP: 912810SM1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4267373 | PA      | $2476913.51     | 0.01%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CITM 2007-1 1M1 V/R 02/25/23                  | CIT MORTGAGE LOAN TRUST 2007-1 SER 2007-1 CL 1M1 V/R REGD 144A P/P 6.68368000                                | CUSIP: 12559QAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1430592 | PA      | $1444544.78     | 0.00%             | 2037-10-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4965 5% 01/20/48                  | GINNIE MAE II POOL P#MA4965 5.00000000                                                                       | CUSIP: 36179TQS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      508078 | PA      | $507220.33      | 0.00%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY I 7.375% 11/01/31                | VIPER ENERGY INC REGD 144A P/P 7.37500000                                                                    | CUSIP: 92763MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17067000 | PA      | $18109540.43    | 0.04%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SUEZ 2.875% 05/24/34/EUR/                     | SUEZ /EUR/ REGD REG S EMTN 2.87500000                                                                        | CUSIP: F9155XNG6<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |     5300000 | PA      | $5839564.68     | 0.01%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250702 000004334 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $322977.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#BX8382 5.5% 03/01/53                   | FANNIE MAE POOL UMBS P#BX8382 5.50000000                                                                     | CUSIP: 3140NDJ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      270766 | PA      | $270817.21      | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5421 6% 07/01/54                     | FANNIE MAE POOL UMBS P#MA5421 6.00000000                                                                     | CUSIP: 31418FAX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37760014 | PA      | $38389166.60    | 0.09%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 3.8% 08/15/29                | AMERICAN TOWER CORP REGD 3.80000000                                                                          | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      967000 | PA      | $940180.88      | 0.00%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH 4.55% 05/15/52                | ELEVANCE HEALTH INC REGD 4.55000000                                                                          | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     2056000 | PA      | $1681365.12     | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TAH 2020-SFR1 2.049% 07/17/26                 | TRICON AMERICAN HOMES 2020-SFR1 SER 2020-SFR1 CL B REGD 144A P/P 2.04900000                                  | CUSIP: 89613GAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1180000 | PA      | $1143446.79     | 0.00%             | 2038-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST  7.414% 01/01/40                | NEW JERSEY ST TURNPIKE AUTH TU REGD N/C B/E 7.41400000                                                       | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     1901000 | PA      | $2271779.97     | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| HGVT 2025-1A C 5.52% 10/25/31                 | HILTON GRAND VACATIONS TRUST 2025-1 SER 2025-1A CL C REGD 144A P/P 5.52000000                                | CUSIP: 43283CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      755000 | PA      | $761152.50      | 0.00%             | 2042-05-27      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5 A 4.88% 09/15/27                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5 SER 2024-5 CL A2 REGD 4.88000000                               | CUSIP: 802920AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6610161 | PA      | $6612128.65     | 0.02%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HGVT 2023-1A C 6.94% 01/25/38                 | HILTON GRAND VACATIONS TRUST 2023-1 SER 2023-1A CL C REGD 144A P/P 6.94000000                                | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      305195 | PA      | $314615.17      | 0.00%             | 2038-01-25      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7495 2% 04/01/36                     | FANNIE MAE POOL UMBS P#FM7495 2.00000000                                                                     | CUSIP: 3140XBKH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      951934 | PA      | $879471.78      | 0.00%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 05/15/47                      | UNITED STATES TREASURY BOND 3.00000000                                                                       | CUSIP: 912810RX8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     5767000 | PA      | $4318717.08     | 0.01%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM3 A2 V/R 07/25/61                 | OBX 2021-NQM3 TRUST SER 2021-NQM3 CL A2 V/R REGD 144A P/P 1.26000000                                         | CUSIP: 67114JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1821692 | PA      | $1503631.59     | 0.00%             | 2061-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO 4% 05/05/34/EUR/                | PROLOGIS EURO FINANCE /EUR/ REGD 4.00000000                                                                  | CUSIP: 74341EAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1910000 | PA      | $2299646.76     | 0.01%             | 2034-05-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WAMU 2007-HY3 4A V/R 03/25/37                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2007-HY3 SER 2007-HY3 CL 4A1 V/R REGD 5.09761800              | CUSIP: 933634AJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      174282 | PA      | $162482.52      | 0.00%             | 2037-03-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| T/L CLEANOVA MI 0.00% 05/22/32                | T/L CLEANOVA MIDCO LIMITED 0.00000000                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      764412 | PA      | $745302.01      | 0.00%             | 2032-05-22      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-R1 A1 V/R 09/25/69                 | VERUS SECURITIZATION TRUST 2024-R1 SER 2024-R1 CL A1 V/R REGD 144A P/P 5.21800000                            | CUSIP: 924926AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5855165 | PA      | $5852311.37     | 0.01%             | 2069-09-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| VERUS 2022-INV1  V/R 08/25/67                 | VERUS SECURITIZATION TRUST 2022-INV1 SER 2022-INV1 CL B1 V/R REGD 144A P/P 5.78912000                        | CUSIP: 92539JAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      224000 | PA      | $219387.10      | 0.00%             | 2067-08-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 18-1 3.8% 09/20/31                | BRITISH AIR 18-1 AA PTT REGD 144A P/P 3.80000000                                                             | CUSIP: 11042TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1240548 | PA      | $1199973.69     | 0.00%             | 2031-09-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO  7.2% 11/28/33                | INTESA SANPAOLO SPA REGD 144A P/P 7.20000000                                                                 | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     7000000 | PA      | $7860831.65     | 0.02%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PL 3.625% 10/14/25                | ROLLS-ROYCE PLC REGD P/P 3.62500000                                                                          | CUSIP: 77578JAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    10000000 | PA      | $9949129.00     | 0.02%             | 2025-10-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MVWOT 2021-2A  2.23% 03/20/30                 | MVW 2021-2 LLC SER 2021-2A CL C REGD 144A P/P 2.23000000                                                     | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3960617 | PA      | $3726784.19     | 0.01%             | 2039-05-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0892 2% 01/01/52                     | FREDDIE MAC POOL UMBS P#SD0892 2.00000000                                                                    | CUSIP: 3132DM7D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5314467 | PA      | $4282079.19     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2021-17 IO V/R 01/16/61                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-17 CL IO V/R 1.05118000                                    | CUSIP: 38380RNX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12159913 | PA      | $964287.17      | 0.00%             | 2061-01-16      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US345397YG20 05.000 SP 12/20/2025 GOLDUS33XXX FIXED                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $13646.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#FS2447 6% 09/01/29                     | FANNIE MAE POOL UMBS P#FS2447 6.00000000                                                                     | CUSIP: 3140XHWH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2841089 | PA      | $2886640.76     | 0.01%             | 2029-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FWLS 2017-SC01 M V/R 03/25/23                 | FREDDIE MAC WHOLE LOAN SECURITIES  SER 2017-SC01 CL M1 V/R REGD 144A P/P 3.64668400                          | CUSIP: 3137G1BM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      520444 | PA      | $510806.48      | 0.00%             | 2046-12-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| DCLO 2021-2A A1R V/R 10/15/37                 | DIAMETER CAPITAL CLO 2 LTD SER 2021-2A CL A1R V/R REGD 144A P/P 5.64610000                                   | CUSIP: 25255LAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4860000 | PA      | $4870779.48     | 0.01%             | 2037-10-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO 4.95% 12/15/29                 | OHIO EDISON CO REGD 144A P/P 4.95000000                                                                      | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2484000 | PA      | $2518025.51     | 0.01%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDING 7.95% 08/11/28                | ANTARES HOLDINGS REGD 144A P/P 7.95000000                                                                    | CUSIP: 03666HAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2715000 | PA      | $2867860.55     | 0.01%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.05% 03/25/48                | CVS HEALTH CORP REGD 5.05000000                                                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    28393000 | PA      | $24515875.94    | 0.06%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED KI 4.375% 07/31/54/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.37500000                                                              | CUSIP: G4527HF22<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     8050905 | PA      | $9572440.63     | 0.02%             | 2054-07-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT V/R 11/05/26                | FORD MOTOR CREDIT CO LLC REGD V/R 5.81340900                                                                 | CUSIP: 345397F99<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11100000 | PA      | $11051084.96    | 0.03%             | 2026-11-05      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| MDPK 2019-35A A1 V/R 04/20/32                 | MADISON PARK FUNDING XXXV LTD SER 2019-35A CL A1R V/R REGD 144A P/P 5.52108000                               | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2241532 | PA      | $2244914.08     | 0.01%             | 2032-04-20      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| WLAKE 2025-1A  5.54% 01/15/28                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-1 SER 2025-1A CL D REGD 144A P/P 5.54000000                       | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3553581.15     | 0.01%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM O 3.25% 02/15/32                | DCP MIDSTREAM OPERATING REGD 3.25000000                                                                      | CUSIP: 23311VAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15045000 | PA      | $13295295.84    | 0.03%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP 4.15% 07/15/27               | FIRSTENERGY CORP REGD SER B 3.90000000                                                                       | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    10598000 | PA      | $10479176.07    | 0.03%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8235 3% 08/01/52                     | FREDDIE MAC POOL UMBS P#SD8235 3.00000000                                                                    | CUSIP: 3132DWEG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5752332 | PA      | $4985510.27     | 0.01%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 6.55% 12/01/33                | ENERGY TRANSFER LP REGD 6.55000000                                                                           | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    10970000 | PA      | $11902046.85    | 0.03%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| T/L BAUSCH + LOMB 0% 09/29/28                 | T/L BAUSCH + LOMB CORPORATION  REGD 0.00000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |      712155 | PA      | $711265.08      | 0.00%             | 2028-09-29      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ1111 6.5% 03/01/54                   | FREDDIE MAC POOL UMBS P#RJ1111 6.50000000                                                                    | CUSIP: 3142GRGV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1879792 | PA      | $1947211.59     | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT7805 3% 04/01/52                     | FANNIE MAE POOL UMBS P#BT7805 3.00000000                                                                     | CUSIP: 3140LWU70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6805026 | PA      | $5896177.61     | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OMFIT 2025-1A  5.79% 12/14/29                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1 SER 2025-1A CL D REGD 144A P/P 5.79000000                            | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1585000 | PA      | $1591439.06     | 0.00%             | 2038-07-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| HPEFS 2022-1A D 2.4% 06/20/25                 | HPEFS EQUIPMENT TRUST SER 2022-1A CL D REGD 144A P/P 2.40000000                                              | CUSIP: 40441RAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      809689 | PA      | $808598.18      | 0.00%             | 2029-11-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SREIT 2021-MFP2  V/R 11/15/23                 | SREIT TRUST 2021-MFP2 SER 2021-MFP2 CL C V/R REGD 144A P/P 5.79718000                                        | CUSIP: 85236WCJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      680000 | PA      | $679575.00      | 0.00%             | 2036-11-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2318 3.5% 09/01/49                   | FANNIE MAE POOL UMBS P#FM2318 3.50000000                                                                     | CUSIP: 3140X5SG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1728261 | PA      | $1584598.44     | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR TBA 2.5% JUL 24                     | FNMA 15YR TBA 2.5% JUL 24      TO BE ANNOUNCED 2.50000000                                                    | CUSIP: 01F022477<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10712000 | PA      | $9999256.51     | 0.02%             | 2040-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS 6.125% 03/15/34                | UNITED RENTALS NORTH AM REGD 144A P/P 6.12500000                                                             | CUSIP: 911365BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15905000 | PA      | $16382515.82    | 0.04%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS 2.805% 03/11/31                | AMFAM HOLDINGS INC REGD 144A P/P 2.80500000                                                                  | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5500000 | PA      | $4680530.31     | 0.01%             | 2031-03-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 3.0% AUG25                      | FNMA 30YR TBA 3.0% AUG25       TO BE ANNOUNCED 3.00000000                                                    | CUSIP: 01F030686<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -170000000 | PA      | $-147047329.30  | -0.36%            | 2055-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0428 2% 05/01/36                     | FANNIE MAE POOL UMBS P#CB0428 2.00000000                                                                     | CUSIP: 3140QKPN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      661679 | PA      | $611296.29      | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MFRA 2024-NPL1 A V/R 09/25/27                 | MFA 2024-NPL1 TRUST SER 2024-NPL1 CL A1 V/R REGD 6.33000000                                                  | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9072717 | PA      | $9097066.71     | 0.02%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| BAYER US FINAN 4.875% 06/25/48                | BAYER US FINANCE II LLC REGD 144A P/P 4.87500000                                                             | CUSIP: 07274NAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11025000 | PA      | $9034780.34     | 0.02%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTER 5.625% 01/17/28                | OMAN GOV INTERNTL BOND REGD REG S 5.62500000                                                                 | CUSIP: M75242BJ1<br>LEI: N/A                  | Long             | DBT              | USGA              | OM        |     3300000 | PA      | $3370097.48     | 0.01%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 01/29/31                    | CITIGROUP INC REGD V/R 2.66600000                                                                            | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    11515000 | PA      | $10557913.73    | 0.03%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNO 5.875% 09/01/30                | SENSATA TECHNOLOGIES BV REGD 144A P/P 5.87500000                                                             | CUSIP: 81725WAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      630000 | PA      | $630847.98      | 0.00%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-ATH3 A V/R 08/25/67                 | CSMC 2022-ATH3 SER 2022-ATH3 CL A1 V/R REGD 144A P/P 4.99100000                                              | CUSIP: 12664AAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6794279 | PA      | $6763540.62     | 0.02%             | 2067-08-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| WELF 2021-3A B V/R 01/15/35                   | WELLFLEET CLO 2021-3 LTD SER 2021-3A CL B V/R REGD 144A P/P 6.31771000                                       | CUSIP: 94951JAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6165000 | PA      | $6184838.97     | 0.02%             | 2035-01-15      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260615 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-807.61        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARCLO 2025-BTR1  V/R 01/18/29                 | ARBOR REALTY COLLATERALIZED LOAN OBLIGATIO SER 2025-BTR1 CL A V/R REGD 144A P/P 6.22500000                   | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2365000 | PA      | $2359132.44     | 0.01%             | 2041-01-20      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 02/15/53                  | UNITED STATES TREASURY BOND 3.62500000                                                                       | CUSIP: 912810TN8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     8852500 | PA      | $7226544.68     | 0.02%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SLMA 2012-2 A V/R 01/25/29                    | SLM STUDENT LOAN TRUST 2012-2 SER 2012-2 CL A V/R 5.11965000                                                 | CUSIP: 78446YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6996150 | PA      | $6837365.67     | 0.02%             | 2029-01-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB15 M V/R 08/25/27                 | CFMT 2024-HB15 LLC SER 2024-HB15 CL M2 V/R REGD 144A P/P 4.00000000                                          | CUSIP: 15723AAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      982055 | PA      | $942051.97      | 0.00%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MFRA 2022-RPL1 A V/R 08/25/61                 | MFA 2022-RPL1 TRUST SER 2022-RPL1 CL A1 V/R REGD 144A P/P 3.30000000                                         | CUSIP: 55285TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    22344016 | PA      | $21013847.68    | 0.05%             | 2061-08-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA 5.5% 10/15/29                | ALTICE FRANCE SA REGD 144A P/P 5.50000000                                                                    | CUSIP: 02156LAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      700000 | PA      | $580240.50      | 0.00%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYC 5.75% 10/15/27/GBP/                | ROLLS-ROYCE PLC /GBP/ REGD REG S 5.75000000                                                                  | CUSIP: G76311AN2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1225000 | PA      | $1723338.55     | 0.00%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#AR8596 3.5% 06/01/43                   | FANNIE MAE POOL UMBS P#AR8596 3.50000000                                                                     | CUSIP: 3138W6RS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      589047 | PA      | $552275.21      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6463 5.5% 06/01/53                   | FANNIE MAE POOL UMBS P#CB6463 5.50000000                                                                     | CUSIP: 3140QSFD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2804273 | PA      | $2828464.26     | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP 5.375% 12/01/31                 | APPLOVIN CORP REGD 5.37500000                                                                                | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    22503000 | PA      | $22898471.10    | 0.06%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| T/L BOOST NEWCO B ZCP 01/31/31                | T/L BOOST NEWCO BORROWER LLC REGD ZCP TERM LOAN 0.00000000                                                   | CUSIP: 92943EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1430431 | PA      | $1433406.32     | 0.00%             | 2031-01-31      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5008 4.5% 05/01/53                   | FANNIE MAE POOL UMBS P#MA5008 4.50000000                                                                     | CUSIP: 31418ER69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    79329270 | PA      | $75906286.54    | 0.19%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TIPS 2.125% 01/15/35                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000                                                    | CUSIP: 91282CML2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   128851540 | PA      | $130953630.47   | 0.32%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE 6.5% 11/21/33                | BAYER US FINANCE LLC REGD 144A P/P 6.50000000                                                                | CUSIP: 07274EAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6445000 | PA      | $6910684.76     | 0.02%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BSP 2022-28A BR V/R 10/20/37                  | BENEFIT STREET PARTNERS CLO XXVIII LTD SER 2022-28A CL BR V/R REGD 144A P/P 5.96947000                       | CUSIP: 08179KAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     9830000 | PA      | $9855921.71     | 0.02%             | 2037-10-20      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| GNMA II P#783995 5% 12/20/44                  | GINNIE MAE II POOL P#783995 5.00000000                                                                       | CUSIP: 3622A2NL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      103608 | PA      | $105294.83      | 0.00%             | 2044-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLD 6.5% 06/20/27                | MILEAGE PLUS HLDINGS LLC REGD 144A P/P 6.50000000                                                            | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1629074 | PA      | $1631210.94     | 0.00%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 4.875% 05/19/33                | UNITED MEXICAN STATES REGD 4.87500000                                                                        | CUSIP: 91087BAT7<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     4713000 | PA      | $4445301.60     | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 6.8% 05/12/28                | FORD MOTOR CREDIT CO LLC REGD 6.80000000                                                                     | CUSIP: 345397C92<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2044000 | PA      | $2112524.77     | 0.01%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| T/L ASURION LLC 0% 1/22/29                    | T/L ASURION LLC REGD 0.00000000                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      975596 | PA      | $903186.80      | 0.00%             | 2029-01-22      | Variable      | 9.69%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/25/28                | JPMORGAN CHASE & CO REGD V/R 4.85100000                                                                      | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2269000 | PA      | $2292654.10     | 0.01%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL5 A V/R 09/25/27                 | PRET 2024-NPL5 LLC SER 2024-NPL5 CL A1 V/R REGD 144A P/P 5.96300000                                          | CUSIP: 74143QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5457199 | PA      | $5463106.58     | 0.01%             | 2054-09-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV7238 3% 05/01/52                     | FANNIE MAE POOL UMBS P#BV7238 3.00000000                                                                     | CUSIP: 3140MMBG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      839511 | PA      | $726820.06      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY  3.5% 08/01/26                | HEALTHCARE RLTY HLDGS LP REGD 3.50000000                                                                     | CUSIP: 42225UAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1974938.38     | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3251 6% 11/01/52                     | FANNIE MAE POOL UMBS P#FS3251 6.00000000                                                                     | CUSIP: 3140XJTH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      502179 | PA      | $513693.16      | 0.00%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4577 2% 04/01/52                     | FANNIE MAE POOL UMBS P#MA4577 2.00000000                                                                     | CUSIP: 31418ECP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38706751 | PA      | $30747465.57    | 0.08%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA8216 6% 11/01/52                     | FREDDIE MAC POOL UMBS P#RA8216 6.00000000                                                                    | CUSIP: 3133KQDV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      450885 | PA      | $462491.21      | 0.00%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2A 2.798% 12/15/28                 | AASET 2021-2 TRUST SER 2021-2A CL A REGD 144A P/P 2.79800000                                                 | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5828604 | PA      | $5425311.46     | 0.01%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 5.8% 03/08/29                | FORD MOTOR CREDIT CO LLC REGD 5.80000000                                                                     | CUSIP: 345397E58<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5812114.92     | 0.01%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| RAD 2024-23A B1 V/R 04/20/37                  | RAD CLO 23 LTD SER 2024-23A CL B1 V/R REGD 144A P/P 6.31947000                                               | CUSIP: 75009CAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      490000 | PA      | $491216.18      | 0.00%             | 2037-04-20      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| LAKEG 2025-1A B V/R 04/15/38                  | LAKE GEORGE PARK CLO LTD SER 2025-1A CL B V/R REGD 144A P/P 5.76742000                                       | CUSIP: 509827AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      510000 | PA      | $508913.19      | 0.00%             | 2038-04-15      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTI 4.1% 10/01/46                | TEVA PHARMACEUTICALS NE REGD 4.10000000                                                                      | CUSIP: 88167AAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    46313000 | PA      | $33306063.42    | 0.08%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NRZT 2021-NQ1R A V/R 07/25/55                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021- SER 2021-NQ1R CL A3 V/R REGD 144A P/P 1.19799000                   | CUSIP: 64828BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1225793 | PA      | $1116453.29     | 0.00%             | 2055-07-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0730 2% 09/01/51                     | FREDDIE MAC POOL UMBS P#SD0730 2.00000000                                                                    | CUSIP: 3132DMY33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      421665 | PA      | $339012.02      | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HO 3.45% 01/11/31                | SHIMAO GROUP HOLDINGS LT REGD REG S 0.00000000                                                               | CUSIP: G81269AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |     5645000 | PA      | $277959.80      | 0.00%             | 2031-01-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0894 2% 01/01/52                     | FREDDIE MAC POOL UMBS P#SD0894 2.00000000                                                                    | CUSIP: 3132DM7F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3885710 | PA      | $3136276.49     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSO/NR03.50 03/19/35 GOLDUS33XXX FLOAT                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |           1 | NC      | $866603.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRA 2024-3 V/R 06/25/49 /GBP/                | STRATTON MORTGAGE FUNDING 2024-3 PLC SER 2024-3 CL C V/R REGD REG S /GBP/ 5.71684000                         | CUSIP: G8531UAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      171000 | PA      | $234454.86      | 0.00%             | 2049-06-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2018-B1 AM V/R 12/15/27                 | BENCHMARK 2018-B1 MORTGAGE TRUST SER 2018-B1 CL AM V/R REGD 3.87800000                                       | CUSIP: 08162PAZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2050000 | PA      | $1987449.99     | 0.00%             | 2051-01-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| GCBSL 2019-41A A V/R 01/20/34                 | GOLUB CAPITAL PARTNERS CLO 41B-R LTD SER 2019-41A CL AR V/R REGD 144A P/P 5.85108000                         | CUSIP: 38178AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2945000 | PA      | $2951349.42     | 0.01%             | 2034-01-20      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2760 6% 04/01/53                     | FREDDIE MAC POOL UMBS P#SD2760 6.00000000                                                                    | CUSIP: 3132DQB54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1385249 | PA      | $1419653.92     | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM6175 4% 04/01/48                     | FREDDIE MAC POOL UMBS P#ZM6175 4.00000000                                                                    | CUSIP: 3131Y02G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      158040 | PA      | $149442.71      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA C 6.6% 08/01/42                | LOS ANGELES CA CMNTY CLG DIST REGD N/C B/E 6.60000000                                                        | CUSIP: 54438CNZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      955000 | PA      | $1036108.15     | 0.00%             | 2042-08-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| AHT1 2018-ASHF D V/R 04/15/20                 | ASHFORD HOSPITALITY TRUST 2018-ASHF SER 2018-ASHF CL D V/R REGD 144A P/P 6.58400000                          | CUSIP: 04410RAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      266000 | PA      | $261680.16      | 0.00%             | 2035-04-15      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| BAFC 2015-R3 1A2 V/R 03/27/36                 | BANC OF AMERICA FUNDING CORP SER 2015-R3 CL 1A2 V/R REGD 144A P/P 3.70022400                                 | CUSIP: 05990QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      384643 | PA      | $326630.42      | 0.00%             | 2036-03-27      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R09.13PMXIB 12/27/29 GOLDUS33XXX FIXED                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $319734.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#CB3102 2% 03/01/52                     | FANNIE MAE POOL UMBS P#CB3102 2.00000000                                                                     | CUSIP: 3140QNNU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5069147 | PA      | $4064907.53     | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-INV2  V/R 08/25/68                 | VERUS SECURITIZATION TRUST 2023-INV2 SER 2023-INV2 CL B1 V/R REGD 144A P/P 8.06601800                        | CUSIP: 92540BAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1302695.16     | 0.00%             | 2068-08-25      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| WELLI 2023-1A A V/R 10/20/36                  | WELLINGTON MANAGEMENT CLO 1 LTD SER 2023-1A CL A V/R REGD 144A P/P 6.06947000                                | CUSIP: 94957JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250270.00      | 0.00%             | 2036-10-20      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-INV1  V/R 03/25/69                 | VERUS SECURITIZATION TRUST 2024-INV1 SER 2024-INV1 CL A1 V/R REGD 144A P/P 6.11600000                        | CUSIP: 92540FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11457223 | PA      | $11561657.67    | 0.03%             | 2069-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON 6.5% 03/15/30                | INTELSAT JACKSON HLDG REGD 144A P/P 6.50000000                                                               | CUSIP: 45824TBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    33276000 | PA      | $33931408.42    | 0.08%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENE 5.85% 09/15/54                | MIDAMERICAN ENERGY CO REGD 5.85000000                                                                        | CUSIP: 595620AY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      412000 | PA      | $424027.71      | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 4.95% 06/15/28                | ENERGY TRANSFER LP REGD SER 10Y 4.95000000                                                                   | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2993000 | PA      | $3037452.31     | 0.01%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8496 3.5% 01/01/47                   | FANNIE MAE POOL UMBS P#AS8496 3.50000000                                                                     | CUSIP: 3138WJNN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1663587 | PA      | $1535130.52     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND  5.75% 06/06/28                | AERCAP IRELAND CAP/GLOBA REGD 5.75000000                                                                     | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      971000 | PA      | $1004546.72     | 0.00%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MSAC 2004-HE2  V/R 03/25/34                   | MORGAN STANLEY ABS CAPITAL I SERIES 2004-HE2 CLASS M1 V/R REGD 5.28868000                                    | CUSIP: 61744CCV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8505070 | PA      | $8533222.86     | 0.02%             | 2034-03-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8368 6% 10/01/53                     | FREDDIE MAC POOL UMBS P#SD8368 6.00000000                                                                    | CUSIP: 3132DWJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    33468496 | PA      | $34051960.10    | 0.08%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30YR TBA 3.0% JUL 24                     | GNMA 30YR TBA 3.0% JUL 24      TO BE ANNOUNCED 3.00000000                                                    | CUSIP: 21H030674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    24338000 | PA      | $21523536.40    | 0.05%             | 2055-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6030 3.5% 07/20/49                | GINNIE MAE II POOL P#MA6030 3.50000000                                                                       | CUSIP: 36179UVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1074046 | PA      | $962353.22      | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS NA 04.750 SP 07/06/2026 DUB LONG                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $36754.65       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FOUNDRY JV HOLDC 5.9% 01/25/33                | FOUNDRY JV HOLDCO LLC REGD 144A P/P 5.90000000                                                               | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     5254000 | PA      | $5446722.29     | 0.01%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 6.343% 08/02/30                | BAT CAPITAL CORP REGD 6.34300000                                                                             | CUSIP: 054989AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1077579.09     | 0.00%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2364 2% 12/01/51                     | FANNIE MAE POOL UMBS P#CB2364 2.00000000                                                                     | CUSIP: 3140QMTW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    58566148 | PA      | $46488747.29    | 0.11%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SC0376 4% 11/01/42                     | FREDDIE MAC POOL UMBS P#SC0376 4.00000000                                                                    | CUSIP: 3132D9MZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      244819 | PA      | $236240.34      | 0.00%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTELSAT SA/LUXEMBOURG                        | INTELSAT SA/LUXEMBOURG 0.00000000                                                                            | CUSIP: L5217E120<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |      446989 | NS      | $19090006.21    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| UMBS P#SD8410 6.5% 03/01/54                   | FREDDIE MAC POOL UMBS P#SD8410 6.50000000                                                                    | CUSIP: 3132DWKX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1311591 | PA      | $1357297.08     | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCOTT 2023-SF 5.909% 03/10/28                 | SCOTT TRUST 2023-SFS SER 2023-SFS CL A REGD 144A P/P 5.90975000                                              | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9025000 | PA      | $9256316.17     | 0.02%             | 2040-03-10      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| CWALT 2007-OA2 1 V/R 03/25/47                 | ALTERNATIVE LOAN TRUST 2007-OA2 SER 2007-OA2 CL 1A1 V/R REGD 5.23869000                                      | CUSIP: 02149LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10930881 | PA      | $9285247.03     | 0.02%             | 2047-03-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 4.7% 06/01/27                | SOUTHERN CAL EDISON REGD SER D 4.70000000                                                                    | CUSIP: 842400HQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5920257.83     | 0.01%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPIT 5.625% 08/10/37                | MINEJESA CAPITAL BV REGD REG S 5.62500000                                                                    | CUSIP: N57445AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     6000000 | PA      | $5776168.80     | 0.01%             | 2037-08-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 05/15/35                   | UNITED STATES TREASURY NOTE 4.25000000                                                                       | CUSIP: 91282CNC1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   238123000 | PA      | $238495067.19   | 0.59%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SBOLT 2025- V/R 12/15/36 /GBP/                | SMALL BUSINESS ORIGINATION LOAN TRUST 2025 SER 2025-1 CL B V/R REGD REG S /GBP/ 0.00000000                   | CUSIP: G491CJAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       94485 | PA      | $128636.44      | 0.00%             | 2036-12-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA7828 3% 01/20/52                  | GINNIE MAE II POOL P#MA7828 3.00000000                                                                       | CUSIP: 36179WVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      721035 | PA      | $638231.12      | 0.00%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U99097 3.5% 07/01/43                  | FREDDIE MAC GOLD POOL P#U99097 3.50000000                                                                    | CUSIP: 3132H7DB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      129834 | PA      | $120982.88      | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMA 4.03% 10/15/47                | NORTHROP GRUMMAN CORP REGD 4.03000000                                                                        | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     3623000 | PA      | $2888767.64     | 0.01%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| SBAT 2024-A A3 5.32% 12/15/28                 | SBNA AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL A3 REGD 144A P/P 5.32000000                                 | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9931603 | PA      | $9961133.56     | 0.02%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-BHAR B V/R 11/15/23                 | CSMC 2021-BHAR SER 2021-BHAR CL B V/R REGD 144A P/P 5.92648000                                               | CUSIP: 12659VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      380000 | PA      | $378924.64      | 0.00%             | 2038-11-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| WOART 2022-D A 5.61% 02/15/28                 | WORLD OMNI AUTO RECEIVABLES TRUST 2022-D SER 2022-D CL A3 REGD 5.61000000                                    | CUSIP: 98163VAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      661421 | PA      | $663894.93      | 0.00%             | 2028-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| MDPK 2018-29A A1 V/R 03/25/38                 | MADISON PARK FUNDING XXIX LTD SER 2018-29A CL A1R2 V/R REGD 144A P/P 5.49542000                              | CUSIP: 55820CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2750000 | PA      | $2739000.00     | 0.01%             | 2038-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP 7% 02/01/30                          | EQT CORP REGD 7.00000000                                                                                     | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    17848000 | PA      | $19347934.50    | 0.05%             | 2030-02-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| NWML 2024-3A A1 V/R 01/20/38                  | 720 EAST CLO VI LTD SER 2024-3A CL A1 V/R REGD 144A P/P 5.62947000                                           | CUSIP: 81800UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7440000 | PA      | $7464767.76     | 0.02%             | 2038-01-20      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA9616 5% 08/01/53                     | FREDDIE MAC POOL UMBS P#RA9616 5.00000000                                                                    | CUSIP: 3133KRVH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      541283 | PA      | $531887.49      | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES  3.6% 09/15/47                | NORTHERN STATES PWR-MINN REGD 3.60000000                                                                     | CUSIP: 665772CQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1344980.52     | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY CIT 2.69% 05/01/33                | NEW YORK NY CITY TRANSITIONAL REGD B/E ETM 2.69000000                                                        | CUSIP: 64972JRH3<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |      340000 | PA      | $295890.13      | 0.00%             | 2033-05-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC 6.15% 04/02/30                  | BGC GROUP INC REGD 144A P/P 6.15000000                                                                       | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     9340000 | PA      | $9469864.48     | 0.02%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST C 5.15% 05/15/30                | PINNACLE WEST CAPITAL REGD 5.15000000                                                                        | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     8332000 | PA      | $8529289.43     | 0.02%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMCC 2016-NINE  V/R 09/06/26                 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2016-NINE CL B V/R REGD 144A P/P 2.94923700                     | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1193000 | PA      | $1154372.33     | 0.00%             | 2038-09-06      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| COLT 2022-6 A1 V/R 06/27/67                   | COLT 2022-6 MORTGAGE LOAN TRUST SER 2022-6 CL A1 V/R REGD 144A P/P 4.65000000                                | CUSIP: 12662YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5779388 | PA      | $5757104.99     | 0.01%             | 2067-06-27      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| GNR 2021-21 AH 1.4% 06/16/63                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-21 CL AH 1.40000000                                        | CUSIP: 38380RTP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8576220 | PA      | $6611764.05     | 0.02%             | 2063-06-16      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BSP 2022-29A AR V/R 01/25/38                  | BENEFIT STREET PARTNERS CLO XXIX LTD SER 2022-29A CL AR V/R REGD 144A P/P 5.46177000                         | CUSIP: 08186EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1136000 | PA      | $1133893.86     | 0.00%             | 2038-01-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| ABFC 2007-NC1 A2 V/R 05/25/37                 | ABFC 2007-NC1 TRUST SER 2007-NC1 CL A2 V/R REGD 144A P/P 4.73368000                                          | CUSIP: 00076BAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6908000 | PA      | $6493714.87     | 0.02%             | 2037-05-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM1  V/R 01/25/70                 | HOMES 2025-NQM1 TRUST SER 2025-NQM1 CL A1 V/R REGD 144A P/P 5.55400000                                       | CUSIP: 43761DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    33553839 | PA      | $33671434.75    | 0.08%             | 2070-01-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5530 5% 10/20/48                  | GINNIE MAE II POOL P#MA5530 5.00000000                                                                       | CUSIP: 36179UEB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      811342 | PA      | $811512.99      | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 08/14/25                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                                   | CUSIP: 912797PN1<br>LEI: N/A                  | Long             | STIV             | UST               | US        |     2917000 | PA      | $2901647.27     | 0.01%             | 2025-08-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 0% 07/15/25                   | CVS HEALTH CORP ZCP___________  COMMERCIAL PAPER 0.00000000                                                  | CUSIP: 12665JUF4<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     2300000 | PA      | $2295277.87     | 0.01%             | 2025-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20250917 000003534 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12192.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T/L TWITTER INC 0.00% 10/27/29                | T/L TWITTER INC 0.00000000                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1467939 | PA      | $1432620.40     | 0.00%             | 2029-10-27      | Variable      | 10.93%                | No            |                  2 | On Loan: No      |
| UMBS P#MA4732 4% 09/01/52                     | FANNIE MAE POOL UMBS P#MA4732 4.00000000                                                                     | CUSIP: 31418EHJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19177119 | PA      | $17868582.96    | 0.04%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMDB 2016-C4 3.384% 10/15/26                 | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C4 SER 2016-C4 CL AS REGD 3.38450000                         | CUSIP: 46646RAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4040000 | PA      | $3842761.54     | 0.01%             | 2049-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 4.3% 04/15/52                | AMERICAN HOMES 4 RENT REGD 4.30000000                                                                        | CUSIP: 02666TAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1303000 | PA      | $1013810.02     | 0.00%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LONZA FIN 3.875% 04/24/36/EUR/                | LONZA FINANCE INTL NV /EUR/ REGD REG S EMTN 3.87500000                                                       | CUSIP: B5S9JXAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |     3055000 | PA      | $3639285.02     | 0.01%             | 2036-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LA FRANCA 3.375% 11/21/33/EUR/                | LA FRANCAISE DES JEUX SA /EUR/ REGD REG S 3.37500000                                                         | CUSIP: F55896AC2<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |     6200000 | PA      | $7207622.56     | 0.02%             | 2033-11-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHMR 2024-P015 A V/R 11/25/32                 | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2024-P015 SER 2024-P015 CL A1 V/R 4.44855200                      | CUSIP: 3137HDJN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      776678 | PA      | $760866.05      | 0.00%             | 2032-11-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| NSLT 2025-AA B 5.27% 03/15/57                 | NELNET STUDENT LOAN TRUST 2025-A SER 2025-AA CL B REGD 144A P/P 5.27000000                                   | CUSIP: 64033XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3930000 | PA      | $3951746.26     | 0.01%             | 2057-03-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| OCP 2024-32A B1 V/R 04/23/37                  | OCP CLO 2024-32 LTD SER 2024-32A CL B1 V/R REGD 144A P/P 6.27934000                                          | CUSIP: 67570CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      500000 | PA      | $500525.00      | 0.00%             | 2037-04-23      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| ELFI 2019-A A 2.54% 05/23/30                  | ELFI GRADUATE LOAN PROGRAM 2019-A LLC SER 2019-A CL A REGD 144A P/P 2.54000000                               | CUSIP: 26857EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1040560 | PA      | $968901.26      | 0.00%             | 2044-03-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5Y 5.893% 11/15/29                 | BANK5 2024-5YR11 SER 2024-5YR11 CL A3 REGD 5.89300000                                                        | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      137000 | PA      | $143520.05      | 0.00%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| TPMT 2018-5 M1 V/R 07/25/58                   | TOWD POINT MORTGAGE TRUST 2018-5 SER 2018-5 CL M1 V/R REGD 144A P/P 3.25000000                               | CUSIP: 89176VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2250000 | PA      | $1905474.38     | 0.00%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8371 5% 11/01/53                     | FREDDIE MAC POOL UMBS P#SD8371 5.00000000                                                                    | CUSIP: 3132DWJQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2816078 | PA      | $2765172.14     | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROGRID  0.741% 04/21/33/EUR/                | EUROGRID GMBH /EUR/ REGD EMTN 0.74100000                                                                     | CUSIP: D25727AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     4700000 | PA      | $4496193.28     | 0.01%             | 2033-04-21      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY  5.375% 03/15/30                | EXPAND ENERGY CORP REGD 5.37500000                                                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     4675000 | PA      | $4688108.70     | 0.01%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-NQM1 A V/R 01/25/26                 | CSMC 2022-NQM1 TRUST SER 2022-NQM1 CL A1 V/R REGD 144A P/P 2.26500000                                        | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13061349 | PA      | $11878995.46    | 0.03%             | 2066-11-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/19/35                   | MORGAN STANLEY REGD V/R MTN 5.83100000                                                                       | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    16270000 | PA      | $17045414.54    | 0.04%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| SLMA 2003-7A A5A V/R 12/15/33                 | SLM STUDENT LOAN TRUST 2003-7 SER 2003-7A CL A5A V/R P/P 5.80472000                                          | CUSIP: 78442GHH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3758778 | PA      | $3685183.66     | 0.01%             | 2033-12-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BA V/R 10/15/27                | MORGAN STANLEY BANK NA REGD V/R 5.03168300                                                                   | CUSIP: 61690U8F0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5603034.81     | 0.01%             | 2027-10-15      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| STACR 2023-DNA2  V/R 04/25/43                 | FREDDIE MAC STACR REMIC TRUST 2023-DNA2 SER 2023-DNA2 CL M1A V/R REGD 144A P/P 6.40621000                    | CUSIP: 35564KT58<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2635516 | PA      | $2676709.08     | 0.01%             | 2043-04-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL 2.9% 01/15/27                | PARAMOUNT GLOBAL REGD 2.90000000                                                                             | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     9830000 | PA      | $9568122.61     | 0.02%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / N 3.875% 01/15/28                | 1011778 BC / NEW RED FIN REGD 144A P/P 3.87500000                                                            | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1430000 | PA      | $1392903.80     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3521 4% 11/01/48                     | FANNIE MAE POOL UMBS P#MA3521 4.00000000                                                                     | CUSIP: 31418C4F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      155968 | PA      | $147481.70      | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MF1 2025-FL19 A V/R 04/18/30                  | MF1 2025-FL19 LLC SER 2025-FL19 CL A V/R REGD 144A P/P 5.80270000                                            | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2258000 | PA      | $2257198.41     | 0.01%             | 2042-05-18      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| WOM MOBILE SA 11% 04/01/31                    | WOM MOBILE SA REGD P/P 11.00000000                                                                           | CUSIP: 97810LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      264526 | PA      | $261113.61      | 0.00%             | 2031-04-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE  3.5% 03/01/32                | PILGRIM'S PRIDE CORP REGD 3.50000000                                                                         | CUSIP: 72147KAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    21965000 | PA      | $19774048.36    | 0.05%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LL 4% 07/15/28                | SIRIUS XM RADIO LLC REGD 144A P/P 4.00000000                                                                 | CUSIP: 82967NBJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1051663.73     | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CPS 2024-D A 4.91% 03/16/26                   | CPS AUTO RECEIVABLES TRUST 2024-D SER 2024-D CL A REGD 144A P/P 4.91000000                                   | CUSIP: 22411JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4068390 | PA      | $4070825.18     | 0.01%             | 2028-06-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| T/L DAVE & BUST 0% 11/01/2031                 | T/L DAVE & BUSTER'S INC        REGD 0.00000000                                                               | CUSIP: 23833EAY0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1526954 | PA      | $1453858.71     | 0.00%             | 2031-11-01      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| VFUND 1A D V/R 02/16/29 /GBP/                 | VALLEY FUNDING PLC SER 1A CL D V/R REGD 144A P/P /GBP/ 7.22147000                                            | CUSIP: G931Z3AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |     2768000 | PA      | $3801588.60     | 0.01%             | 2066-05-16      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| MSAIC 2023-1A  5.32% 05/20/35                 | MOSAIC SOLAR LOAN TRUST 2023-1 SER 2023-1A CL A REGD 144A P/P 5.32000000                                     | CUSIP: 61945VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      117051 | PA      | $110987.67      | 0.00%             | 2053-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS  5.3% 08/15/29                | GLOBAL PAYMENTS INC REGD 5.30000000                                                                          | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3766825.07     | 0.01%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF6 A V/R 10/25/54                 | PRPM 2024-RCF6 LLC SER 2024-RCF6 CL A1 V/R REGD 144A P/P 4.00000000                                          | CUSIP: 74390FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1887862 | PA      | $1841559.64     | 0.00%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| T/L GENESYS    00.00% 01/30/32                | T/L GENESYS CLOUD SERVICES     HOLDINGS II  LLC 0.00000000                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      823871 | PA      | $823260.96      | 0.00%             | 2032-01-30      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4836 3% 11/20/47                  | GINNIE MAE II POOL P#MA4836 3.00000000                                                                       | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1379351 | PA      | $1234626.89     | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/22/28                | BANK OF AMERICA CORP REGD V/R MTN 4.94800000                                                                 | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6078000 | PA      | $6148032.84     | 0.02%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| T/L SYNIVERSE HOL 0% 05/10/29                 | T/L SYNIVERSE HOLDINGS INC     REGD 0.00000000                                                               | CUSIP: 87168TAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      282956 | PA      | $267274.93      | 0.00%             | 2029-05-10      | Variable      | 11.30%                | No            |                  2 | On Loan: No      |
| US T BILL ZCP 08/19/25                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                                   | CUSIP: 912797QK6<br>LEI: N/A                  | Long             | STIV             | UST               | US        |     1339000 | PA      | $1331140.35     | 0.00%             | 2025-08-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8204 2% 04/01/52                     | FREDDIE MAC POOL UMBS P#SD8204 2.00000000                                                                    | CUSIP: 3132DWDH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    32426396 | PA      | $25732707.83    | 0.06%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST 7.35% 07/01/35                    | ILLINOIS ST REGD N/C B/E 7.35000000                                                                          | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |       43214 | PA      | $46204.70       | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N3  4.53% 12/10/26                 | CARVANA AUTO RECEIVABLES TRUST 2024-N3 SER 2024-N3 CL A3 REGD 144A P/P 4.53000000                            | CUSIP: 14687WAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12158000 | PA      | $12156813.38    | 0.03%             | 2029-01-10      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 09/04/25                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                                   | CUSIP: 912797MH7<br>LEI: N/A                  | Long             | STIV             | UST               | US        |     1289000 | PA      | $1279088.35     | 0.00%             | 2025-09-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMCAR 2024-1 A 5.43% 01/18/29                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1 SER 2024-1 CL A3 REGD 5.43000000                             | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16000000 | PA      | $16152011.20    | 0.04%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MDPK 2025-71A A1 V/R 04/23/38                 | MADISON PARK FUNDING LXXI LTD SER 2025-71A CL A1 V/R REGD 144A P/P 5.40947000                                | CUSIP: 55817DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3280000 | PA      | $3272797.12     | 0.01%             | 2038-04-23      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZFH0 01.000 NA 06/20/2030 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-14726.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 07/25/29                | WELLS FARGO & COMPANY REGD V/R MTN 5.57400000                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3768835.31     | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.93% 05/01/60                      | BOEING CO REGD 5.93000000                                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      845000 | PA      | $803224.87      | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 05/15/49                  | UNITED STATES TREASURY BOND 2.87500000                                                                       | CUSIP: 912810SH2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    36105400 | PA      | $25918317.71    | 0.06%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BCC 2018-2A BR V/R 07/19/31                   | BAIN CAPITAL CREDIT CLO 2018-2 SER 2018-2A CL BR V/R REGD 144A P/P 5.81947000                                | CUSIP: 05682VAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250374.25      | 0.00%             | 2031-07-19      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINAN 7.25% 02/02/33                | SYNCHRONY FINANCIAL REGD 7.25000000                                                                          | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     7607000 | PA      | $7959543.14     | 0.02%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | KRW/USD FWD 20250716 000000902 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $953.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA HOLD/F 4.375% 02/02/52                | JBS USA HOLD/FOOD/LUX CO REGD 4.37500000                                                                     | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     7491000 | PA      | $5773878.75     | 0.01%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5467 4.5% 09/20/48                | GINNIE MAE II POOL P#MA5467 4.50000000                                                                       | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      278820 | PA      | $271494.27      | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7381 4.5% 06/01/45                   | FANNIE MAE POOL UMBS P#AL7381 4.50000000                                                                     | CUSIP: 3138EQFX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      119114 | PA      | $116344.03      | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WPT 2017-WWP C V/R 11/10/27                   | WORLDWIDE PLAZA TRUST 2017-WWP SER 2017-WWP CL C V/R REGD 144A P/P 3.71539400                                | CUSIP: 98162JAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      320000 | PA      | $66751.97       | 0.00%             | 2036-11-10      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8189 2.5% 01/01/52                   | FREDDIE MAC POOL UMBS P#SD8189 2.50000000                                                                    | CUSIP: 3132DWC27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    32003640 | PA      | $26611471.50    | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QH5056 6.5% 11/01/53                   | FREDDIE MAC POOL UMBS P#QH5056 6.50000000                                                                    | CUSIP: 3133CHTM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49937 | PA      | $51696.69       | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 08/21/26                | SANTANDER UK GROUP HLDGS REGD V/R 1.53200000                                                                 | CUSIP: 80281LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2895000 | PA      | $2881643.16     | 0.01%             | 2026-08-21      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| BX 2022-VAMF A V/R 01/15/27                   | BX TRUST 2022-VAMF SER 2022-VAMF CL A V/R REGD 144A P/P 5.16176000                                           | CUSIP: 05609TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      519000 | PA      | $518675.63      | 0.00%             | 2039-01-15      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| BKPRK 2019-1A AR V/R 07/18/34                 | BUCKHORN PARK CLO LTD SER 2019-1A CL ARR V/R REGD 144A P/P 5.33947000                                        | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2090000 | PA      | $2088432.50     | 0.01%             | 2034-07-18      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| CIM 2020-R1 A1 V/R 10/27/59                   | CIM TRUST 2020-R1 SER 2020-R1 CL A1 V/R REGD 144A P/P 2.85000000                                             | CUSIP: 12558VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14794087 | PA      | $13176639.46    | 0.03%             | 2059-10-27      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSI 5.375% 06/15/35                | AEP TRANSMISSION CO LLC REGD 5.37500000                                                                      | CUSIP: 00115AAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6505000 | PA      | $6646548.47     | 0.02%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-B 3.95% 03/22/44/EUR/                | ANHEUSER-BUSCH INBEV SA/ /EUR/ REGD REG S EMTN 3.95000000                                                    | CUSIP: B639CJQZ4<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |     8455000 | PA      | $9761451.38     | 0.02%             | 2044-03-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 09/13/30                     | UBS GROUP AG REGD V/R 144A P/P 5.61700000                                                                    | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    21700000 | PA      | $22532800.65    | 0.06%             | 2030-09-13      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2670 3% 07/01/46                     | FANNIE MAE POOL UMBS P#MA2670 3.00000000                                                                     | CUSIP: 31418B6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      666445 | PA      | $592195.37      | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 2.7% 03/15/32                | T-MOBILE USA INC REGD SER WI 2.70000000                                                                      | CUSIP: 87264ACQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2720000 | PA      | $2397163.85     | 0.01%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.125% 08/15/40                  | UNITED STATES TREASURY BOND 1.12500000                                                                       | CUSIP: 912810SQ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    15126800 | PA      | $9305936.42     | 0.02%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS0204 3% 08/01/43                     | FANNIE MAE POOL UMBS P#AS0204 3.00000000                                                                     | CUSIP: 3138W9GN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3396939 | PA      | $3066627.01     | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U99096 4.5% 05/01/44                  | FREDDIE MAC GOLD POOL P#U99096 4.50000000                                                                    | CUSIP: 3132H7DA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      109487 | PA      | $107616.42      | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABL 5.5% 09/01/41                | TIME WARNER CABLE LLC REGD 5.50000000                                                                        | CUSIP: 88732JBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3624000 | PA      | $3295188.50     | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INV 2024-IND A V/R 11/15/26                   | INV 2024-IND MORTGAGE TRUST SER 2024-IND CL A V/R REGD 144A P/P 6.05366000                                   | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1780000 | PA      | $1778983.09     | 0.00%             | 2041-11-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| AFFRM 2024-A 1 6.89% 02/17/26                 | AFFIRM ASSET SECURITIZATION TRUST 2024-A SER 2024-A CL 1D REGD 144A P/P 6.89000000                           | CUSIP: 00834BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      535000 | PA      | $539949.45      | 0.00%             | 2029-02-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR9 3.01% 11/17/28                 | PROGRESS RESIDENTIAL 2021-SFR9 TRUST SER 2021-SFR9 CL E2 REGD 144A P/P 3.01000000                            | CUSIP: 74333QAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      615000 | PA      | $576343.50      | 0.00%             | 2040-11-17      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| N/A                                           | INR/USD FWD 20250820 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $399.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VSTRG 2024-A D 7.29% 04/17/28                 | VSTRONG AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL D REGD 144A P/P 7.29000000                               | CUSIP: 92891PAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $312883.35      | 0.00%             | 2030-07-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUN 4.9% 03/11/26                | DISCOVERY COMMUNICATIONS REGD 4.90000000                                                                     | CUSIP: 25470DAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      544000 | PA      | $543118.72      | 0.00%             | 2026-03-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FASTR 20 3.843% 02/15/29 /CAD/                | FORD AUTO SECURITIZATION TRUST II SER 2024-BA CL A3 REGD 144A P/P /CAD/ 3.84300000                           | CUSIP: 345214BV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |     3300000 | PA      | $2444096.20     | 0.01%             | 2030-09-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & 4.9% 09/15/44                | TEACHERS INSUR & ANNUITY REGD P/P 4.90000000                                                                 | CUSIP: 878091BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1505000 | PA      | $1352917.07     | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRK 2022-INV1 A1 V/R 07/25/26                 | TRK 2022-INV1 TRUST SER 2022-INV1 CL A1 V/R REGD 144A P/P 2.57700000                                         | CUSIP: 872635AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7257753 | PA      | $6768725.16     | 0.02%             | 2057-02-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMCC 2021-HTL5  V/R 11/15/26                 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2021-HTL5 CL C V/R REGD 144A P/P 6.54148000                     | CUSIP: 46654PAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8700000 | PA      | $8613000.00     | 0.02%             | 2038-11-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE 4.5% 12/01/29                | TRAVEL + LEISURE CO REGD 144A P/P 4.50000000                                                                 | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      755000 | PA      | $729676.62      | 0.00%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7507 3% 11/01/49                     | FREDDIE MAC POOL UMBS P#SD7507 3.00000000                                                                    | CUSIP: 3132DVKU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6942119 | PA      | $6172929.72     | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7159 2.5% 02/01/51                   | FANNIE MAE POOL UMBS P#FM7159 2.50000000                                                                     | CUSIP: 3140XA5V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    70394875 | PA      | $58859424.70    | 0.14%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 2.625% 09/23/31                | GLENCORE FUNDING LLC REGD 144A P/P 2.62500000                                                                | CUSIP: 378272BG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4910000 | PA      | $4310234.76     | 0.01%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB1854 4.5% 11/01/40                   | FANNIE MAE POOL UMBS P#AB1854 4.50000000                                                                     | CUSIP: 31416XBY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      682367 | PA      | $679342.26      | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PMTLT 2025-INV4  V/R 06/25/47                 | PMT LOAN TRUST 2025-INV4 SER 2025-INV4 CL A3 V/R REGD 144A P/P 5.50000000                                    | CUSIP: 73015DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14469901 | PA      | $14379869.76    | 0.04%             | 2056-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BARC 2021-NPL1 A V/R 11/25/51                 | BARCLAYS MORTGAGE TRUST 2021-NPL1 SER 2021-NPL1 CL A V/R REGD 144A P/P 5.00000000                            | CUSIP: 06744JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      753025 | PA      | $750910.12      | 0.00%             | 2051-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5165 5.5% 10/01/53                   | FANNIE MAE POOL UMBS P#MA5165 5.50000000                                                                     | CUSIP: 31418EW30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11955682 | PA      | $11968704.61    | 0.03%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMEN 4.375% 08/15/29                | GFL ENVIRONMENTAL INC REGD 144A P/P 4.37500000                                                               | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     2710000 | PA      | $2631511.90     | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VSTRG 2024-A A 5.79% 09/15/25                 | VSTRONG AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL A2 REGD 144A P/P 5.79000000                              | CUSIP: 92891PAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      253329 | PA      | $253602.14      | 0.00%             | 2027-08-16      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| SYMP 2018-20A BR V/R 01/16/32                 | SYMPHONY CLO XX LTD SER 2018-20A CL BR2 V/R REGD 144A P/P 5.81054000                                         | CUSIP: 87166VAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11220000 | PA      | $11229727.74    | 0.03%             | 2032-01-16      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| TPMT 2019-2 M1 V/R 12/25/58                   | TOWD POINT MORTGAGE TRUST 2019-2 SER 2019-2 CL M1 V/R REGD 144A P/P 3.75000000                               | CUSIP: 89177JAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9810000 | PA      | $8450927.51     | 0.02%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GNRT 2A BR2 V/R 10/22/37                      | GENERATE CLO 2 LTD SER 2A CL BR2 V/R REGD 144A P/P 6.07934000                                                | CUSIP: 370910AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1150000 | PA      | $1153586.85     | 0.00%             | 2037-10-22      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| ACAR 2024-3 D 6.04% 07/12/30                  | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024-3 SER 2024-3 CL D REGD 144A P/P 6.04000000                 | CUSIP: 02490BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2900000 | PA      | $2963284.67     | 0.01%             | 2030-07-12      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| MLMI 2006-RM3 A2 V/R 06/25/37                 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIE SER 2006-RM3 CL A2C V/R REGD 4.73368000                         | CUSIP: 590217AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    42260144 | PA      | $8891107.39     | 0.02%             | 2037-06-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / F 4% 01/15/30                | GLP CAPITAL LP / FIN II REGD 4.00000000                                                                      | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1043000 | PA      | $1002313.82     | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUAT 6.6% 06/13/36                | REPUBLIC OF GUATEMALA REGD REG S 6.60000000                                                                  | CUSIP: P5015VAQ9<br>LEI: N/A                  | Long             | DBT              | USGA              | GT        |     1200000 | PA      | $1216500.00     | 0.00%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/17/33                    | CITIGROUP INC REGD V/R 3.78500000                                                                            | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     9051000 | PA      | $8460646.26     | 0.02%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3212 3.5% 11/01/32                   | FANNIE MAE POOL UMBS P#BM3212 3.50000000                                                                     | CUSIP: 3140J7SA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      320070 | PA      | $316304.89      | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IFS 2.789500 15-APR-2028 USC  /FLOAT/                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-87236.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#QE2333 3% 05/01/52                     | FREDDIE MAC POOL UMBS P#QE2333 3.00000000                                                                    | CUSIP: 3133BBSW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      842383 | PA      | $729395.08      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOFI 2017-D A2FX V/R 09/25/40                 | SOFI PROFESSIONAL LOAN PROGRAM 2017-D LLC SER 2017-D CL A2FX V/R REGD 144A P/P 2.65000000                    | CUSIP: 78471CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      211302 | PA      | $208754.71      | 0.00%             | 2040-09-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IFS 2.684000 15-APR-2029 USC  /FLOAT/                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-55407.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PLMRS 2021-4A A V/R 10/15/34                  | PALMER SQUARE CLO 2021-4 LTD SER 2021-4A CL A V/R REGD 144A P/P 5.68771000                                   | CUSIP: 69702EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    22275000 | PA      | $22269431.25    | 0.05%             | 2034-10-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA2520 4% 08/01/38                     | FREDDIE MAC POOL UMBS P#ZA2520 4.00000000                                                                    | CUSIP: 31329KYR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      245232 | PA      | $241096.61      | 0.00%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE 6.25% 07/01/33                | PILGRIM'S PRIDE CORP REGD 6.25000000                                                                         | CUSIP: 72147KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13265000 | PA      | $14024819.20    | 0.03%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM3 A1 V/R 07/25/61                 | OBX 2021-NQM3 TRUST SER 2021-NQM3 CL A1 V/R REGD 144A P/P 1.05400000                                         | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6432611 | PA      | $5262977.74     | 0.01%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| CVS CAREMARK CO DISC 07/14/25                 | CVS CAREMARK CO DISC 07/14/25 0.00000000                                                                     | CUSIP: 12665JUE7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     9900000 | PA      | $9881067.24     | 0.02%             | 2025-07-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMMT 2021-4 B5 V/R 08/25/51                  | JP MORGAN MORTGAGE TRUST 2021-4 SER 2021-4 CL B5 V/R REGD 144A P/P 2.89861000                                | CUSIP: 46652VCB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       77171 | PA      | $56638.36       | 0.00%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| T/L TRANSDIGM INC 0% 08/24/28                 | T/L TRANSDIGM INC.REGD 0.00000000                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      512924 | PA      | $514570.59      | 0.00%             | 2028-08-24      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAE 5.625% 02/19/35                | STATE OF ISRAEL REGD SER 10Y 5.62500000                                                                      | CUSIP: 46514Y8B6<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |    19000000 | PA      | $19308702.12    | 0.05%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 2.8% 04/01/27                     | ORACLE CORP REGD 2.80000000                                                                                  | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2349207.80     | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FNB CORP V/R 12/11/30                         | FNB CORP REGD V/R 5.72200000                                                                                 | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |      298000 | PA      | $299687.62      | 0.00%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE  V/R 10/15/54                | FARMERS EXCHANGE CAP III REGD V/R P/P 5.45400000                                                             | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7232688.80     | 0.02%             | 2054-10-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA8758 5.5% 03/01/53                   | FREDDIE MAC POOL UMBS P#RA8758 5.50000000                                                                    | CUSIP: 3133KQWT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3534839 | PA      | $3565338.73     | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| F/C EURO-SCHATZ FUT   SEP25                   | FUTURE CONTRACT ON           EURO-SCHATZ FUT   SEP25 /EUR/ 0.00000000                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -133 | NC      | $-16802573.02   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#BO2259 3% 10/01/49                     | FANNIE MAE POOL UMBS P#BO2259 3.00000000                                                                     | CUSIP: 3140JWQM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24455451 | PA      | $21556691.41    | 0.05%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.5% 06/01/33                         | HCA INC REGD 5.50000000                                                                                      | CUSIP: 404119CQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17540000 | PA      | $17957653.01    | 0.04%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARS INC 5.2% 03/01/35                        | MARS INC REGD 144A P/P 5.20000000                                                                            | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     8280000 | PA      | $8379187.28     | 0.02%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VCC 2024-6 M2 V/R 04/25/33                    | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-6 SER 2024-6 CL M2 V/R REGD 144A P/P 6.55000000                  | CUSIP: 92261BAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      189437 | PA      | $189294.78      | 0.00%             | 2054-12-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| NDFT 2024-2 V/R 07/15/27 /GBP/                | NEWDAY FUNDING MASTER ISSUER PLC - SERIES  SER 2024-2X CL D V/R REGD REG S /GBP/ 6.86621000                  | CUSIP: G6S85ADQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      595000 | PA      | $823934.34      | 0.00%             | 2032-07-15      | Variable      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/27/36                    | CITIGROUP INC REGD V/R SER . 5.33300000                                                                      | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    14505000 | PA      | $14618817.25    | 0.04%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERIC 4.875% 04/01/44                | BANK OF AMERICA CORP REGD MTN 4.87500000                                                                     | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1426000 | PA      | $1321321.32     | 0.00%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STACR 2021-DNA6  V/R 10/25/41                 | FREDDIE MAC STACR REMIC TRUST 2021-DNA6 SER 2021-DNA6 CL M2 V/R REGD 144A P/P 5.80517000                     | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16856770 | PA      | $16920513.75    | 0.04%             | 2041-10-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER S V/R 11/07/27                | BANCO SANTANDER SA REGD V/R 6.52700000                                                                       | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     9500000 | PA      | $9750980.03     | 0.02%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.25% 06/30/27                   | UNITED STATES TREASURY NOTE 3.25000000                                                                       | CUSIP: 91282CEW7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   120000000 | PA      | $118926562.80   | 0.29%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEUB 2019-34A A1 V/R 01/20/35                 | NEUBERGER BERMAN LOAN ADVISERS CLO 3 SER 2019-34A CL A1R V/R REGD 144A P/P 5.50947000                        | CUSIP: 64132YAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      246207 | PA      | $246427.35      | 0.00%             | 2035-01-20      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 12/20/2027 BNPAFRPPXXX LONG                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-4583.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CGCMT 2015-P1 3.225% 09/15/48                 | CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-P1 SER 2015-P1 CL D REGD 144A P/P 3.22500000                        | CUSIP: 17324DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      350000 | PA      | $335322.09      | 0.00%             | 2048-09-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY S/UP 04/02/32                  | MORGAN STANLEY REGD S/UP REG S P/P EMTN 0.00000000                                                           | CUSIP: U6S771NR6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    14800000 | PA      | $10234161.67    | 0.03%             | 2032-04-02      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC 3.65% 09/15/59                       | AT&T INC REGD 3.65000000                                                                                     | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     8257000 | PA      | $5539655.48     | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GNR 2021-58 IY 3% 02/20/51                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-58 CL IY 3.00000000                                        | CUSIP: 38382RHG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3032002 | PA      | $505679.03      | 0.00%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-CES1 A V/R 01/25/60                 | EFMT 2025-CES1 SER 2025-CES1 CL A1A V/R REGD 144A P/P 5.72600000                                             | CUSIP: 26846VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    29298260 | PA      | $29550248.45    | 0.07%             | 2060-01-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES 3.75% 02/15/27                | VICI PROPERTIES / NOTE REGD 144A P/P 3.75000000                                                              | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7661000 | PA      | $7543581.08     | 0.02%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC 5.35% 04/15/32                    | PAYCHEX INC REGD 5.35000000                                                                                  | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     7810000 | PA      | $8019665.62     | 0.02%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KYRGYZ REP INTL 7.75% 06/03/30                | KYRGYZ REP INTL BOND REGD 144A P/P 7.75000000                                                                | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | USGA              | KG        |     7475000 | PA      | $7360435.09     | 0.02%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL2833 4% 06/01/42                     | FANNIE MAE POOL UMBS P#AL2833 4.00000000                                                                     | CUSIP: 3138EKEF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3788566 | PA      | $3643870.95     | 0.01%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROU 5.65% 03/25/32                | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 5.65000000                                                            | CUSIP: 928668CR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1062288.38     | 0.00%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CIM 2025-I1 M1 V/R 10/25/69                   | CIM TRUST 2025-I1 SER 2025-I1 CL M1 V/R REGD 144A P/P 6.44100000                                             | CUSIP: 12571DAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1320000 | PA      | $1336757.40     | 0.00%             | 2069-10-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 2.45% 02/15/31                   | BROADCOM INC REGD 144A P/P 2.45000000                                                                        | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    23293000 | PA      | $20828479.71    | 0.05%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 08/12/33                     | UBS GROUP AG REGD V/R 144A P/P 6.53700000                                                                    | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    25450000 | PA      | $27681624.48    | 0.07%             | 2033-08-12      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.5% 05/31/27                    | UNITED STATES TREASURY NOTE 0.50000000                                                                       | CUSIP: 912828ZS2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    19301800 | PA      | $18156509.55    | 0.04%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1309 2% 08/01/51                     | FANNIE MAE POOL UMBS P#CB1309 2.00000000                                                                     | CUSIP: 3140QLN36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7878528 | PA      | $6248597.40     | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 3.5% 06/15/51                | DUKE ENERGY CORP REGD 3.50000000                                                                             | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     3317000 | PA      | $2277986.24     | 0.01%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 8.5% 01/31/37/ZAR/                | REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER 2037 8.50000000                                                      | CUSIP: S69124TY1<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |   486000000 | PA      | $23890241.91    | 0.06%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RC R/P BOFA S  4.450% 07/01/25                | RC R/P BOFA S  4.450% 07/01/25 4.45000000                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |   400000000 | PA      | $400000000.03   | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#BH2623 4% 08/01/47                     | FANNIE MAE POOL UMBS P#BH2623 4.00000000                                                                     | CUSIP: 3140GQ4H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      570809 | PA      | $540549.31      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA 5.125% 09/24/31/EUR/                  | ROMANIA /EUR/ REGD 144A P/P 5.12500000                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | RO        |    12100000 | PA      | $14056828.50    | 0.03%             | 2031-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MSAIC 2024-1A A 5.5% 02/20/38                 | MOSAIC SOLAR LOAN TRUST 2024-1 SER 2024-1A CL A REGD 144A P/P 5.50000000                                     | CUSIP: 618937AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1888581 | PA      | $1845222.36     | 0.00%             | 2049-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELM 2024-ELM XP1 V/R 06/10/26                 | ELM TRUST 2024-ELM SER 2024-ELM CL XP10 V/R REGD 144A P/P 0.24231000                                         | CUSIP: 26860XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17902000 | PA      | $37943.29       | 0.00%             | 2039-06-10      | Variable      | 0.24%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6343 2.5% 07/01/50                   | FANNIE MAE POOL UMBS P#CA6343 2.50000000                                                                     | CUSIP: 3140QEBM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4211299 | PA      | $3550627.84     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIDC 2025-1A A2 5% 05/28/30                   | STACK INFRASTRUCTURE ISSUER LLC SER 2025-1A CL A2 REGD 144A P/P 5.00000000                                   | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-CBDO         | CORP              | US        |     1700000 | PA      | $1682475.21     | 0.00%             | 2050-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TU 7.625% 04/26/29                | REPUBLIC OF TURKIYE REGD SER 10Y 7.62500000                                                                  | CUSIP: 900123CT5<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |     8600000 | PA      | $8986385.96     | 0.02%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                           | COP/USD FWD 20250917 000004664 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-60815.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN UDIBO 3% 12/03/26/MXN/                | MEXICAN UDIBONOS /MXN/ REGD SER S 3.00000000                                                                 | CUSIP: P4R07XU61<br>LEI: N/A                  | Long             | DBT              | UST               | MX        |   115619584 | PA      | $6027967.45     | 0.01%             | 2026-12-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8305 3% 11/01/46                     | FANNIE MAE POOL UMBS P#AS8305 3.00000000                                                                     | CUSIP: 3138WJGP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1860821 | PA      | $1652927.89     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REACH 2025-1A  5.99% 12/15/28                 | REACH ABS TRUST 2025-1 SER 2025-1A CL C REGD 144A P/P 5.99000000                                             | CUSIP: 75525PAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      580000 | PA      | $585286.58      | 0.00%             | 2032-08-16      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CGI INC 2.3% 09/14/31                         | CGI INC REGD 2.30000000                                                                                      | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    14300000 | PA      | $12362711.79    | 0.03%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VOYAGER AVIATION 8.5% 05/09/26                | VOYAGER AVIATION HOLD REGD P/P 0.00000000                                                                    | CUSIP: 92918XAA3<br>LEI: 549300KHOKL1CX4NIJ92 | Long             | DBT              | CORP              | US        |       30105 | PA      | $2758.35        | 0.00%             | 2026-05-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION 8.75% 05/01/29                | HELIOS SOFT/ION CORP SOL REGD 144A P/P 8.75000000                                                            | CUSIP: 42329HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1904000 | PA      | $1958540.08     | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLD 6.75% 07/08/25                | TIMES CHINA HLDG LT REGD REG S 0.00000000                                                                    | CUSIP: G8879TAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |     1715000 | PA      | $55737.50       | 0.00%             | 2026-07-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENE 3.15% 04/15/50                | MIDAMERICAN ENERGY CO REGD 3.15000000                                                                        | CUSIP: 595620AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      851000 | PA      | $574126.17      | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                           | MXN/USD FWD 20250917 000003534 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $51935.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#BM4582 3.5% 08/01/47                   | FANNIE MAE POOL UMBS P#BM4582 3.50000000                                                                     | CUSIP: 3140J9CU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4718962 | PA      | $4376022.10     | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM8 M V/R 10/25/66                 | CSMC 2021-NQM8 SER 2021-NQM8 CL M1 V/R REGD 144A P/P 3.25600000                                              | CUSIP: 12659FAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      523250 | PA      | $388944.23      | 0.00%             | 2066-10-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| N/A                                           | COP/USD FWD 20250917 000005208 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11242.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WA 4.375% 07/03/36/GBP/                | THAMES WATER UTIL FIN /GBP/ REGD REG S EMTN 4.37500000                                                       | CUSIP: G9158GAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      300000 | PA      | $268032.20      | 0.00%             | 2036-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/25/29                | BANK OF AMERICA CORP REGD V/R 5.20200000                                                                     | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    14900000 | PA      | $15227233.50    | 0.04%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| SUNRN 2019-2 A 3.61% 10/30/27                 | SUNRUN ATLAS ISSUER 2019-2 LLC SER 2019-2 CL A REGD 144A P/P 3.61000000                                      | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9268797 | PA      | $8775403.35     | 0.02%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3827 4% 05/01/50                     | FREDDIE MAC POOL UMBS P#RA3827 4.00000000                                                                    | CUSIP: 3133KKHC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29924 | PA      | $28012.60       | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RCKT 2024-CES8 A V/R 10/25/28                 | RCKT MORTGAGE TRUST 2024-CES8 SER 2024-CES8 CL A1A V/R REGD 144A P/P 5.48955000                              | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    31623945 | PA      | $31685962.84    | 0.08%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| E.ON SE 4% 01/16/40/EUR/                      | E.ON SE /EUR/ REGD REG S EMTN 4.00000000                                                                     | CUSIP: D2T8J8DT0<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |     1280000 | PA      | $1505103.28     | 0.00%             | 2040-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BCC 2021-3A AR V/R 07/24/34                   | BAIN CAPITAL CREDIT CLO 2021-3 LTD SER 2021-3A CL AR V/R REGD 144A P/P 5.33518000                            | CUSIP: 05683NAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    17100000 | PA      | $17078402.70    | 0.04%             | 2034-07-24      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1710 4.5% 05/01/48                   | FANNIE MAE POOL UMBS P#CA1710 4.50000000                                                                     | CUSIP: 3140Q83U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3560252 | PA      | $3454654.56     | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5468 3% 02/01/43                     | FANNIE MAE POOL UMBS P#BM5468 3.00000000                                                                     | CUSIP: 3140JACE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1483977 | PA      | $1341337.37     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSMBS 2025-PJ5 A V/R 10/25/55                 | GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ5 SER 2025-PJ5 CL A1 V/R REGD 144A P/P 6.00000000                 | CUSIP: 36272DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7942098 | PA      | $8006937.46     | 0.02%             | 2055-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BALLY 2021-1A A1 V/R 01/15/38                 | BALLYROCK CLO 15 LTD SER 2021-1A CL A1R V/R REGD 144A P/P 5.58610000                                         | CUSIP: 05875TAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10050000 | PA      | $10073245.65    | 0.02%             | 2038-01-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| SLMA 2007-7 A4 V/R 01/25/22                   | SLM STUDENT LOAN TRUST 2007-7 SER 2007-7 CL A4 V/R 4.95494000                                                | CUSIP: 78444EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      740173 | PA      | $726148.95      | 0.00%             | 2026-04-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CMLTI 2005-HE4 M V/R 10/25/35                 | CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-HE4 CL M4 V/R REGD 5.33368000                                     | CUSIP: 17307GP93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14327000 | PA      | $11816459.73    | 0.03%             | 2035-10-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2194 4% 08/01/48                     | FANNIE MAE POOL UMBS P#CA2194 4.00000000                                                                     | CUSIP: 3140Q9NL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36593 | PA      | $34632.39       | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENT 2023-1A A2 6.22% 08/16/27                 | ENT AUTO RECEIVABLES TRUST 2023-1 SER 2023-1A CL A2 REGD 144A P/P 6.22000000                                 | CUSIP: 293601AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      159510 | PA      | $159616.66      | 0.00%             | 2027-08-16      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS  5.625% 07/17/27                | MELCO RESORTS FINANCE REGD REG S 5.62500000                                                                  | CUSIP: G5975LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |     3000000 | PA      | $2994745.20     | 0.01%             | 2027-07-17      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA2 30YR TBA 5.5% JUL 25                    | GNMA2 30YR TBA 5.5% JUL 25     TO BE ANNOUNCED 5.50000000                                                    | CUSIP: 21H052678<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   330034000 | PA      | $330467100.32   | 0.81%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GDLP 2025-1A B 6.27% 02/20/49                 | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1 SER 2025-1A CL B REGD 144A P/P 6.27000000                   | CUSIP: 38237EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      186003 | PA      | $190193.54      | 0.00%             | 2049-02-20      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BX 2025-LUNR A V/R 06/15/27                   | BX TRUST 2025-LUNR SER 2025-LUNR CL A V/R REGD 144A P/P 5.81176000                                           | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      493000 | PA      | $493615.36      | 0.00%             | 2040-06-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA9422 1.5% 03/01/36                   | FANNIE MAE POOL UMBS P#CA9422 1.50000000                                                                     | CUSIP: 3140QHPG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      525802 | PA      | $471176.39      | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/49                      | UNITED STATES TREASURY BOND 3.00000000                                                                       | CUSIP: 912810SF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   106762600 | PA      | $78662350.58    | 0.19%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP 5.125% 12/01/29                 | APPLOVIN CORP REGD 5.12500000                                                                                | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    16484000 | PA      | $16698556.40    | 0.04%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ONYP 2020-1NYP A V/R 01/15/23                 | ONE NEW YORK PLAZA TRUST 2020-1NYP SER 2020-1NYP CL AJ V/R REGD 144A P/P 5.67648000                          | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1815000 | PA      | $1750753.36     | 0.00%             | 2036-01-15      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6768 2% 02/01/52                     | FREDDIE MAC POOL UMBS P#RA6768 2.00000000                                                                    | CUSIP: 3133KNQV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      741539 | PA      | $594629.03      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREA 5.5% 08/15/48                | WESTERN MIDSTREAM OPERAT REGD 5.50000000                                                                     | CUSIP: 958254AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      940000 | PA      | $804879.17      | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH  5.2% 02/15/35                | ELEVANCE HEALTH INC REGD 5.20000000                                                                          | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    17575000 | PA      | $17758944.17    | 0.04%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REG19 2022-1A A1 V/R 04/20/35                 | REGATTA XIX FUNDING LTD SER 2022-1A CL A1 V/R REGD 144A P/P 5.59238000                                       | CUSIP: 75888EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501382.00      | 0.00%             | 2035-04-20      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| PRK 2017-280P A V/R 09/15/19                  | 280 PARK AVENUE 2017-280P MORTGAGE TRUST SER 2017-280P CL A V/R REGD 144A P/P 5.49200000                     | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1709632 | PA      | $1693604.20     | 0.00%             | 2034-09-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/28/32                   | MORGAN STANLEY REGD V/R MTN 1.92800000                                                                       | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10085000 | PA      | $8622573.25     | 0.02%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| SUNRN 2021-2A  2.27% 01/30/29                 | SUNRUN DEMETER ISSUER 2021-2 LLC SER 2021-2A CL A REGD 144A P/P 2.27000000                                   | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1160893 | PA      | $1027251.03     | 0.00%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| KSL 2024-HT2 A V/R 12/15/26                   | KSL COMMERCIAL MORTGAGE TRUST 2024-HT2 SER 2024-HT2 CL A V/R REGD 144A P/P 5.85415000                        | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3003000 | PA      | $2997205.41     | 0.01%             | 2039-12-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  3.85% 08/01/25                | PUBLIC SERVICE CO OF NEW REGD 3.85000000                                                                     | CUSIP: 744542AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6988333.10     | 0.02%             | 2025-08-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CVS CAREMARK 6.943% 1/10/30                   | CVS CAREMARK LEASE BACKED_____  PASS TH CERT SERIES 2007 TRUST 6.94300000                                    | CUSIP: 126650BQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      552079 | PA      | $569864.90      | 0.00%             | 2030-01-10      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| IQVIA INC 6.25% 02/01/29                      | IQVIA INC REGD SER WI 6.25000000                                                                             | CUSIP: 46266TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      375000 | PA      | $391931.63      | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3804 4% 10/01/49                     | FANNIE MAE POOL UMBS P#MA3804 4.00000000                                                                     | CUSIP: 31418DGN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       63299 | PA      | $59654.21       | 0.00%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7142 6.5% 09/01/53                   | FANNIE MAE POOL UMBS P#CB7142 6.50000000                                                                     | CUSIP: 3140QS5C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1168865 | PA      | $1222430.97     | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRA 5.45% 07/15/44                | FIRSTENERGY TRANSMISSION REGD P/P 5.45000000                                                                 | CUSIP: 33767BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2994000 | PA      | $2853197.39     | 0.01%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250917 000016440 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-42314.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IFS 2.734500 15-APR-2028 USC  /FLOAT/                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-18982.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAG 5.45% 07/15/34                | ARTHUR J GALLAGHER & CO REGD 5.45000000                                                                      | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     3795000 | PA      | $3879712.94     | 0.01%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP 7% 08/15/29                     | CARNIVAL CORP REGD 144A P/P 7.00000000                                                                       | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     2120000 | PA      | $2233326.72     | 0.01%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANA 4.5% 04/01/56                | REPUBLIC OF PANAMA REGD 4.50000000                                                                           | CUSIP: 698299BM5<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |     5792000 | PA      | $3747076.31     | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON 5% 03/01/35                 | JOHNSON & JOHNSON REGD 5.00000000                                                                            | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     2080000 | PA      | $2132377.46     | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVSL 2015-AA A3 V/R 07/15/24                 | NAVIENT PRIVATE EDUCATION LOAN TRUST 2015-A SER 2015-AA CL A3 V/R REGD 144A P/P 6.12624000                   | CUSIP: 63939EAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      149532 | PA      | $149827.06      | 0.00%             | 2030-11-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| GCBSL 2024-74A B V/R 07/25/37                 | GOLUB CAPITAL PARTNERS CLO 74 B LTD SER 2024-74A CL B V/R REGD 144A P/P 6.13177000                           | CUSIP: 38190BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     2000000 | PA      | $2009944.00     | 0.00%             | 2037-07-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9413 3% 11/01/36                     | FANNIE MAE POOL UMBS P#AL9413 3.00000000                                                                     | CUSIP: 3138ERN71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      564010 | PA      | $530883.55      | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2018-86 JA 4% 05/25/47                    | FANNIE MAE REMICS SER 2018-86 CL JA 4.00000000                                                               | CUSIP: 3136B3SX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      479264 | PA      | $475536.30      | 0.00%             | 2047-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSKY 2024-2 A4 5.15% 10/27/59                 | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2024-2 SER 2024-2 CL A4 REGD 144A P/P 5.15000000                      | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2482011 | PA      | $2502832.85     | 0.01%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MSM 2006-15XS A4 V/R 11/25/36                 | MORGAN STANLEY MORTGAGE LOAN TRUST 2006-15XS SER 2006-15XS CL A4A V/R REGD 6.69950000                        | CUSIP: 61750YAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12061385 | PA      | $2603001.27     | 0.01%             | 2036-11-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA8404 5% 01/01/53                     | FREDDIE MAC POOL UMBS P#RA8404 5.00000000                                                                    | CUSIP: 3133KQKR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1857450 | PA      | $1839974.21     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYMP 2016-18A A1 V/R 07/23/33                 | SYMPHONY CLO XVIII LTD SER 2016-18A CL A1R3 V/R REGD 144A P/P 5.37934000                                     | CUSIP: 87154GEY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    29847091 | PA      | $29838614.25    | 0.07%             | 2033-07-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| SUBWAY 2024-3 5.246% 07/30/29                 | SUBWAY FUNDING LLC SER 2024-3A CL A2I REGD 144A P/P 5.24600000                                               | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4975000 | PA      | $4947356.41     | 0.01%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VSTRG 2024-A B 5.77% 08/16/27                 | VSTRONG AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL B REGD 144A P/P 5.77000000                               | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1522278.75     | 0.00%             | 2030-07-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/ 5.25% 08/15/27                | ARDAGH PKG FIN/HLDGS USA REGD 144A P/P 5.25000000                                                            | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     9556000 | PA      | $4261307.08     | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R13.9271PBZDIOVRA 01/04/27 GOLD FIXED                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |           1 | NC      | $-129683.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY 4% 06/01/49                | OHIO POWER COMPANY REGD 4.00000000                                                                           | CUSIP: 677415CR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      838000 | PA      | $635107.17      | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T/L PERATON CORP 0% 02/01/2028                | T/L PERATON CORP REGD 0.00000000                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1977395 | PA      | $1740720.26     | 0.00%             | 2028-02-01      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4654 4.5% 08/20/47                | GINNIE MAE II POOL P#MA4654 4.50000000                                                                       | CUSIP: 36179TE35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      625827 | PA      | $610937.23      | 0.00%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL  2.75% 03/01/32                | JERSEY CENTRAL PWR & LT REGD 144A P/P 2.75000000                                                             | CUSIP: 476556DD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1753286.54     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8338 4% 11/01/50                     | FANNIE MAE POOL UMBS P#FM8338 4.00000000                                                                     | CUSIP: 3140XCHQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       47242 | PA      | $44634.17       | 0.00%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PART 2023-2A D 7.71% 07/15/27                 | PRESTIGE AUTO RECEIVABLES TRUST 2023-2 SER 2023-2A CL D REGD 144A P/P 7.71000000                             | CUSIP: 74113VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1800000 | PA      | $1875795.84     | 0.00%             | 2029-08-15      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6.5% AUG 25                     | FNMA 30YR TBA 6.5% AUG 25      TO BE ANNOUNCED 6.50000000                                                    | CUSIP: 01F062689<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  1340988000 | PA      | $1382600600.93  | 3.39%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TAURS 2025- V/R 02/18/28 /GBP/                | TAURUS 2025-2 UK DAC SER 2025-UK2X CL D V/R REGD REG S /GBP/ 7.42087000                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     1964331 | PA      | $2702451.50     | 0.01%             | 2035-02-18      | Variable      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| CAALT 2024-1A  6.71% 07/17/34                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-1 SER 2024-1A CL C REGD 144A P/P 6.71000000                           | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2085000 | PA      | $2149862.06     | 0.01%             | 2034-07-17      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| AA BOND CO 8.45% 01/31/28/GBP/                | AA BOND CO LTD /GBP/ REGD REG S EMTN 8.45000000                                                              | CUSIP: G00005AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     3320000 | PA      | $4851843.48     | 0.01%             | 2028-01-31      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| T/L HEALTHPEAK PRO 0% 08/20/27                | T/L HEALTHPEAK PROPERTIES      INC REGD 0.00000000                                                           | CUSIP: 42250UAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3419352 | PA      | $3359513.76     | 0.01%             | 2027-08-20      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IFS 2.536250 15-APR-2029 USC  /FLOAT/                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $16363.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARMX 2021-3 D 1.5% 07/15/25                  | CARMAX AUTO OWNER TRUST 2021-3 SER 2021-3 CL D REGD 1.50000000                                               | CUSIP: 14317DAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2010000 | PA      | $1986902.29     | 0.00%             | 2028-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TU 6.125% 10/24/28                | REPUBLIC OF TURKIYE REGD SER 11Y 6.12500000                                                                  | CUSIP: 900123CQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |     2700000 | PA      | $2708694.00     | 0.01%             | 2028-10-24      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CAVU 2024-1A A V/R 01/25/38                   | TRIMARAN CAVU 2024-1 LTD SER 2024-1A CL A V/R REGD 144A P/P 5.63831000                                       | CUSIP: 895971AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1900000 | PA      | $1907140.20     | 0.00%             | 2038-01-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| BX 2019-OC11  3.202% 12/09/29                 | BX TRUST 2019-OC11 SER 2019-OC11 CL A REGD 144A P/P 3.20200000                                               | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7400000 | PA      | $6899657.88     | 0.02%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EGP/USD FWD 20251222 000011343 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-28977.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLC 2023-1 A1 9.25% 12/15/27                  | HARLEY MARINE FINANCING LLC SER 2023-1 CL A1 REGD 144A P/P 9.25030000                                        | CUSIP: 41284LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      301000 | PA      | $302861.59      | 0.00%             | 2027-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MCMLT 2019-1 M1 V/R 10/25/69                  | MILL CITY MORTGAGE LOAN TRUST 2019-1 SER 2019-1 CL M1 V/R REGD 144A P/P 3.50000000                           | CUSIP: 59981AAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1187812 | PA      | $1123230.83     | 0.00%             | 2069-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERN 2.85% 04/15/31                | MARRIOTT INTERNATIONAL REGD SER HH 2.85000000                                                                | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     3830000 | PA      | $3477722.27     | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TCN 2024-SFR2 D 6% 06/17/28                   | TRICON RESIDENTIAL 2024-SFR2 TRUST SER 2024-SFR2 CL D REGD 144A P/P 6.00000000                               | CUSIP: 89616VAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12000000 | PA      | $12075124.80    | 0.03%             | 2040-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 09/11/34                     | ING GROEP NV REGD V/R 6.11400000                                                                             | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     4225000 | PA      | $4491492.13     | 0.01%             | 2034-09-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTI 3.125% 06/15/31                | GLOBAL ATLANTIC FIN CO REGD 144A P/P 3.12500000                                                              | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2115000 | PA      | $1878464.32     | 0.00%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 02/15/52                   | UNITED STATES TREASURY BOND 2.25000000                                                                       | CUSIP: 912810TD0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    14713200 | PA      | $8987121.39     | 0.02%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENER 5.9% 04/18/64                | DIAMONDBACK ENERGY INC REGD 5.90000000                                                                       | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     6571000 | PA      | $6081661.18     | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260505 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3718.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLT 2005-1 M6 V/R 06/25/35                   | FREMONT HOME LOAN TRUST 2005-1 SER 2005-1 CL M6 V/R REGD 5.58868000                                          | CUSIP: 35729PJG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3072000 | PA      | $2571349.71     | 0.01%             | 2035-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4652 3.5% 08/20/47                | GINNIE MAE II POOL P#MA4652 3.50000000                                                                       | CUSIP: 36179TEZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1387810 | PA      | $1282352.03     | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HVMLT 2005-9 2A1 V/R 06/20/35                 | HARBORVIEW MORTGAGE LOAN TRUST 2005-9 SER 2005-9 CL 2A1C V/R REGD 5.33206000                                 | CUSIP: 41161PSM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3673355 | PA      | $3452587.82     | 0.01%             | 2035-06-20      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| GNR 2021-36 IO V/R 03/16/63                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-36 CL IO V/R 1.28786000                                    | CUSIP: 38380RXJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    57199553 | PA      | $4736563.42     | 0.01%             | 2063-03-16      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZDZ2 01.000 SP 12/20/2025 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $9381.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELE 5.3% 04/01/33                | SOUTHWESTERN ELEC POWER REGD 5.30000000                                                                      | CUSIP: 845437BU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5400000 | PA      | $5440852.46     | 0.01%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NDFT 2024-2 V/R 07/15/27 /GBP/                | NEWDAY FUNDING MASTER ISSUER PLC - SERIES  SER 2024-2X CL B V/R REGD REG S /GBP/ 5.61621000                  | CUSIP: G6S85ADN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      237000 | PA      | $326540.91      | 0.00%             | 2032-07-15      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SEMT 2004-9 A2 V/R 10/20/34                   | SEQUOIA MORTGAGE TRUST 2004-9 SER 2004-9 CL A2 V/R REGD 5.36552000                                           | CUSIP: 81744FDW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      596926 | PA      | $534391.09      | 0.00%             | 2034-10-20      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.7% 04/01/35                | ENERGY TRANSFER LP REGD 5.70000000                                                                           | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    17063000 | PA      | $17380261.23    | 0.04%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 3% 10/15/30                      | CENTENE CORP REGD 3.00000000                                                                                 | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    29171000 | PA      | $26064901.97    | 0.06%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZFD9 01.000 SP 06/20/2028 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $164.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES 2020-57A AR V/R 01/25/35                 | ARES LVII CLO LTD SER 2020-57A CL AR V/R REGD 144A P/P 5.69338000                                            | CUSIP: 04017NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $270697.95      | 0.00%             | 2035-01-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| CAALT 2024-2A  5.95% 06/15/27                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-2 SER 2024-2A CL A REGD 144A P/P 5.95000000                           | CUSIP: 22536VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7360000 | PA      | $7505730.94     | 0.02%             | 2034-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP I 5.375% 01/31/44                | ALTRIA GROUP INC REGD 5.37500000                                                                             | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     1163000 | PA      | $1097988.53     | 0.00%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.5% JUL 25                     | FNMA 30YR TBA 4.5% JUL 25      TO BE ANNOUNCED 4.50000000                                                    | CUSIP: 01F042673<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -25400000 | PA      | $-24293105.59   | -0.06%            | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 5.773% 01/31/33                | CVS PASS-THROUGH TRUST REGD   144A P/P 5.77300000                                                            | CUSIP: 126650BV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       44266 | PA      | $44615.90       | 0.00%             | 2033-01-10      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES  4.5% 09/01/26                | VICI PROPERTIES / NOTE REGD 144A P/P 4.50000000                                                              | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4986234.00     | 0.01%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8146 2% 05/01/51                     | FREDDIE MAC POOL UMBS P#SD8146 2.00000000                                                                    | CUSIP: 3132DWBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    37747044 | PA      | $30030030.39    | 0.07%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOL 7.25% 09/30/30                | SUNAC CHINA HOLDINGS LTD REGD 144A P/P 0.00000000                                                            | CUSIP: G8569IAE9<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | CN        |       38546 | PA      | $4542.26        | 0.00%             | 2030-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PRKCM 2024-AFC1  V/R 02/25/28                 | PRKCM 2024-AFC1 TRUST SER 2024-AFC1 CL A1 V/R REGD 144A P/P 6.33300000                                       | CUSIP: 69380WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4149666 | PA      | $4183562.10     | 0.01%             | 2059-03-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| COMM 2012-LTR 3.399% 10/05/22                 | COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES SER 2012-LTRT CL A2 REGD 144A P/P 3.39960000                   | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500274 | PA      | $480158.35      | 0.00%             | 2030-10-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC 5.15% 04/01/35                   | SYNOPSYS INC REGD 5.15000000                                                                                 | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    13040000 | PA      | $13143525.34    | 0.03%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS  5.55% 08/15/64                | META PLATFORMS INC REGD 5.55000000                                                                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     2268000 | PA      | $2216374.08     | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GNMA II 30YR TBA 6.5% JUL 25                  | GNMA II 30YR TBA 6.5% JUL 25   TO BE ANNOUNCED 6.50000000                                                    | CUSIP: 21H062677<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16566000 | PA      | $17005489.35    | 0.04%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 7.079% 08/02/43                | BAT CAPITAL CORP REGD 7.07900000                                                                             | CUSIP: 054989AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6331000 | PA      | $6972803.67     | 0.02%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE2320 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#QE2320 3.00000000                                                                    | CUSIP: 3133BBSH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      823511 | PA      | $713542.93      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRA 4.55% 04/01/49                | FIRSTENERGY TRANSMISSION REGD 144A P/P 4.55000000                                                            | CUSIP: 33767BAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4877000 | PA      | $4133764.12     | 0.01%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA9063 5.5% 05/01/53                   | FREDDIE MAC POOL UMBS P#RA9063 5.50000000                                                                    | CUSIP: 3133KRB86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3998892 | PA      | $4033396.12     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T/L FLUTTER ENT 0.00% 05/22/32                | T/L FLUTTER ENTERTAINMENT      PUBLIC LIMITED COMPANY 0.00000000                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |     1768992 | PA      | $1766780.44     | 0.00%             | 2032-05-22      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND  4.95% 09/10/34                | AERCAP IRELAND CAP/GLOBA REGD 4.95000000                                                                     | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    15355000 | PA      | $15019829.68    | 0.04%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250702 000006038 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13159860.02   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| T/L TELENET FINAN 0% 04/30/28                 | T/L TELENET FINANCING USD LLC  REGD 0.00000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      795647 | PA      | $777084.88      | 0.00%             | 2028-04-30      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| CNF 2000-1 A5 V/R 09/01/29                    | CONSECO FINANCE SECURITIZATIONS CORP SER 2000-1 CL A5 V/R REGD 8.06000000                                    | CUSIP: 20846QBP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13023806 | PA      | $1777438.22     | 0.00%             | 2029-09-01      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8258 5% 10/01/52                     | FREDDIE MAC POOL UMBS P#SD8258 5.00000000                                                                    | CUSIP: 3132DWE74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    46065585 | PA      | $45368247.15    | 0.11%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T/L CELSIUS HOLD 0% 03/21/32                  | T/L CELSIUS HOLDINGS INC       REGD 0.00000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1211064 | PA      | $1216816.86     | 0.00%             | 2032-03-21      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| SCFET 2022-1A  3.79% 02/20/27                 | SCF EQUIPMENT LEASING 2022-1 LLC SER 2022-1A CL D REGD 144A P/P 3.79000000                                   | CUSIP: 784033AJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2740000 | PA      | $2674272.06     | 0.01%             | 2031-11-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| HRMTG 2025- V/R 04/21/33 /GBP/                | HERMITAGE 2025 PLC SER 2025-1 CL D V/R REGD REG S /GBP/ 0.00000000                                           | CUSIP: G4412WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      278000 | PA      | $381697.04      | 0.00%             | 2033-04-21      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DC 2024-HLTN A V/R 04/13/28                   | DC TRUST 2024-HLTN SER 2024-HLTN CL A V/R REGD 144A P/P 5.93346800                                           | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      290000 | PA      | $293106.86      | 0.00%             | 2040-04-13      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO 4.81% 09/17/30                | NISSAN MOTOR CO REGD 144A P/P 4.81000000                                                                     | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    48275000 | PA      | $44288484.78    | 0.11%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL  6.25% 01/15/30                | VENTURE GLOBAL CALCASIEU REGD 144A P/P 6.25000000                                                            | CUSIP: 92328MAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2270000 | PA      | $2341221.25     | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM2003 4% 10/01/47                     | FANNIE MAE POOL UMBS P#BM2003 4.00000000                                                                     | CUSIP: 3140J6GM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2507131 | PA      | $2374616.17     | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 5.8% 09/15/62                | T-MOBILE USA INC REGD 5.80000000                                                                             | CUSIP: 87264ACX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7014000 | PA      | $6870558.51     | 0.02%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6994 2% 11/20/50                  | GINNIE MAE II POOL P#MA6994 2.00000000                                                                       | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1544409 | PA      | $1258354.54     | 0.00%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OAKC 2015-11A B1 V/R 04/20/37                 | OHA CREDIT PARTNERS XI LTD SER 2015-11A CL B1R2 V/R REGD 144A P/P 6.06947000                                 | CUSIP: 67109FAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1750000 | PA      | $1757474.25     | 0.00%             | 2037-04-20      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP 5.8% 03/27/35                | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 5.80000000                                                            | CUSIP: 928668CS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1990000 | PA      | $2004521.05     | 0.00%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LUX 2023-LION A V/R 08/15/25                  | LUX 2023-LION SER 2023-LION CL A V/R REGD 144A P/P 7.00178000                                                | CUSIP: 55067LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      740940 | PA      | $745843.91      | 0.00%             | 2040-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 05/31/30                   | UNITED STATES TREASURY NOTE 3.75000000                                                                       | CUSIP: 91282CHF1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    48715800 | PA      | $48607331.35    | 0.12%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.08PJI3M 01/08/31 GOLDUS33XXX FIXED                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |           1 | NC      | $87862.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II P#MA4719 3.5% 09/20/47                | GINNIE MAE II POOL P#MA4719 3.50000000                                                                       | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3492294 | PA      | $3215050.90     | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HRMTG 2024- V/R 04/21/33 /GBP/                | HERMITAGE 2024 PLC SER 2024-1 CL E V/R REGD REG S /GBP/ 8.11673000                                           | CUSIP: G4412VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      191592 | PA      | $265364.12      | 0.00%             | 2033-04-21      | Variable      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 08/31/29                  | UNITED STATES TREASURY NOTE 3.62500000                                                                       | CUSIP: 91282CLK5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    63276000 | PA      | $62962091.56    | 0.15%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES C 7.25% 03/01/32                | CNX RESOURCES CORP REGD 144A P/P 7.25000000                                                                  | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     2857000 | PA      | $2958172.08     | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7528 2% 11/01/50                     | FREDDIE MAC POOL UMBS P#SD7528 2.00000000                                                                    | CUSIP: 3132DVLH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1007445 | PA      | $810926.96      | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NGATE 2006- V/R 12/01/50 /GBP/                | NEWGATE FUNDING PLC SER 2006-2 CL A3A V/R REGD REG S /GBP/ 4.64733000                                        | CUSIP: G64849AQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |     3458303 | PA      | $4721562.67     | 0.01%             | 2050-12-01      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| SNAP INC 6.875% 03/01/33                      | SNAP INC REGD 144A P/P 6.87500000                                                                            | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     2923000 | PA      | $2999366.21     | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| T/L GRIFOLS 0% 11/15/2027                     | T/L GRIFOLS WORLDWIDE OPERATIONS USA INC REGD 0.00000000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1807602 | PA      | $1801076.30     | 0.00%             | 2027-11-15      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| TPMT 2016-3 B4 V/R 04/25/56                   | TOWD POINT MORTGAGE TRUST 2016-3 SER 2016-3 CL B4 V/R REGD 144A P/P 4.09657100                               | CUSIP: 89172YAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4496695 | PA      | $3995478.99     | 0.01%             | 2056-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES I 11.25% 02/21/30                | GETTY IMAGES INC REGD 144A P/P 11.25000000                                                                   | CUSIP: 374276AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1801704 | PA      | $1788191.22     | 0.00%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| MDPK 2018-31A CR V/R 07/23/37                 | MADISON PARK FUNDING XXXI LTD SER 2018-31A CL CR V/R REGD 144A P/P 6.52934000                                | CUSIP: 55819DBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2005896.00     | 0.00%             | 2037-07-23      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-7A  7.41% 08/20/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-7A CL C REGD 144A P/P 7.41000000                           | CUSIP: 05377RHS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $5183940.50     | 0.01%             | 2028-08-21      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2 3.51% 07/10/27                 | COMM 2017-COR2 MORTGAGE TRUST SER 2017-COR2 CL A3 REGD 3.51000000                                            | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3110000 | PA      | $3032431.62     | 0.01%             | 2050-09-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| T/L CORNERSTONE 0% 10/28/31                   | T/L CORNERSTONE GENERATION     LLC  REGD 0.00000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      570525 | PA      | $573138.32      | 0.00%             | 2031-10-28      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFC 2015-1A ARR V/R 01/22/31                 | CIFC FUNDING 2015-I LTD SER 2015-1A CL ARR V/R REGD 144A P/P 5.64399000                                      | CUSIP: 12548MBF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      215182 | PA      | $215300.61      | 0.00%             | 2031-01-22      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| NEUB 2019-34A BR V/R 01/20/35                 | NEUBERGER BERMAN LOAN ADVISERS CLO 3 SER 2019-34A CL BR V/R REGD 144A P/P 6.01947000                         | CUSIP: 64132YAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501013.50      | 0.00%             | 2035-01-20      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL V/R 09/10/27                 | BANK OF MONTREAL REGD V/R SER F2F 4.56700000                                                                 | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     4300000 | PA      | $4309869.88     | 0.01%             | 2027-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| HGVT 2024-2A C 5.99% 03/25/38                 | HILTON GRAND VACATIONS TRUST 2024-2 SER 2024-2A CL C REGD 144A P/P 5.99000000                                | CUSIP: 43283JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1237567 | PA      | $1252750.15     | 0.00%             | 2038-03-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| GLM 2022-16A ARR V/R 01/20/38                 | GOLDENTREE LOAN MANAGEMENT US CLO 16 LTD SER 2022-16A CL ARR V/R REGD 144A P/P 5.38947000                    | CUSIP: 38090AAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1230000 | PA      | $1229653.14     | 0.00%             | 2038-01-20      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 02/15/42                  | UNITED STATES TREASURY BOND 2.37500000                                                                       | CUSIP: 912810TF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    11588400 | PA      | $8430561.00     | 0.02%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM1445 3% 08/01/49                     | FANNIE MAE POOL UMBS P#FM1445 3.00000000                                                                     | CUSIP: 3140X4TB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      886326 | PA      | $790862.60      | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB 2018-C B 4% 12/15/28                      | SMB PRIVATE EDUCATION LOAN TRUST 2018-C SER 2018-C CL B REGD 144A P/P 4.00000000                             | CUSIP: 78449QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      770000 | PA      | $746899.54      | 0.00%             | 2042-11-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT OPPORT 6.74% 03/20/2030                | CREDIT OPPORTUNITIES PARTNERS  JV LLC /PPN 22548@ AC5/ 6.74000000                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     8400000 | PA      | $8400000.00     | 0.02%             | 2030-03-20      | Fixed         | 6.74%                 | Yes           |                  3 | On Loan: No      |
| AMERICAN TOWER  5.45% 02/15/34                | AMERICAN TOWER CORP REGD 5.45000000                                                                          | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     8453000 | PA      | $8703368.14     | 0.02%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| POST 2024-2A A1 V/R 01/20/38                  | POST CLO VI LTD SER 2024-2A CL A1 V/R REGD 144A P/P 5.87550000                                               | CUSIP: 73742RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      350000 | PA      | $351270.85      | 0.00%             | 2038-01-20      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| MORTI 2024- V/R 06/22/28 /GBP/                | MORTIMER 2024-MIX PLC SER 2024-MIX CL C V/R REGD REG S /GBP/ 5.92504000                                      | CUSIP: G6281MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      303000 | PA      | $417091.22      | 0.00%             | 2067-09-22      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/12/29                   | MORGAN STANLEY REGD V/R SER . 4.99400000                                                                     | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10924000 | PA      | $11082915.25    | 0.03%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PAR 4.95% 04/28/31                | REPUBLIC OF PARAGUAY REGD 4.95000000                                                                         | CUSIP: P75744AJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | PY        |     1915000 | PA      | $1900350.25     | 0.00%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED  1.875% 12/01/26                | FRESENIUS MED CARE III REGD 144A P/P 1.87500000                                                              | CUSIP: 35805BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9545000 | PA      | $9176368.85     | 0.02%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ZIPLY 2024-1A  6.64% 03/20/29                 | ZIPLY FIBER ISSUER LLC SER 2024-1A CL A2 REGD 144A P/P 6.64000000                                            | CUSIP: 98979QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23100000 | PA      | $23721297.60    | 0.06%             | 2054-04-20      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| NRMLT 2022-SF 4.443% 02/17/27                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-SFR1 SER 2022-SFR1 CL F REGD 144A P/P 4.44300000                    | CUSIP: 64831KAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      258000 | PA      | $248462.54      | 0.00%             | 2039-02-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5450 5% 01/01/53                     | FANNIE MAE POOL UMBS P#CB5450 5.00000000                                                                     | CUSIP: 3140QRBU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5038833 | PA      | $4978148.06     | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08747 3% 02/01/47                    | FREDDIE MAC GOLD POOL P#G08747 3.00000000                                                                    | CUSIP: 3128MJZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2999107 | PA      | $2661197.66     | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8552 3% 12/01/36                     | FANNIE MAE POOL UMBS P#AS8552 3.00000000                                                                     | CUSIP: 3138WJQE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      760539 | PA      | $719552.91      | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.75% 02/15/33                | ENERGY TRANSFER LP REGD 5.75000000                                                                           | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     9247000 | PA      | $9598329.04     | 0.02%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 3.8% 10/01/47                   | AEP TEXAS INC REGD SER WI 3.80000000                                                                         | CUSIP: 00108WAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      780000 | PA      | $570450.89      | 0.00%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL  4.7% 07/01/30                | ALEXANDRIA REAL ESTATE E REGD 4.70000000                                                                     | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       42000 | PA      | $41975.05       | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S  4.5% 01/23/34/EUR/                | JDE PEET'S NV /EUR/ REGD REG S EMTN 4.50000000                                                               | CUSIP: N44664AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2900000 | PA      | $3573855.81     | 0.01%             | 2034-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM 2024-CBM A2 V/R 12/10/29                 | COMM 2024-CBM MORTGAGE TRUST SER 2024-CBM CL A2 V/R REGD 144A P/P 5.86700000                                 | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1322064.64     | 0.00%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| JPMCC 2012-LC9 D V/R 12/15/22                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2012-LC9 CL D V/R REGD 144A P/P 3.69048000                    | CUSIP: 46639EAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      215000 | PA      | $203716.80      | 0.00%             | 2047-12-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| ECMC 2020-2A A V/R 08/25/29                   | ECMC GROUP STUDENT LOAN TRUST 2020-2 SER 2020-2A CL A V/R 144A P/P 5.56965000                                | CUSIP: 26829HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21807976 | PA      | $21884257.86    | 0.05%             | 2069-11-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LL 5.4% 04/30/30                | STORE CAPITAL LLC REGD 144A P/P 5.40000000                                                                   | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     8855000 | PA      | $8971702.52     | 0.02%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BRACN 2024- V/R 02/17/29 /GBP/                | BRACCAN MORTGAGE FUNDING 2024-1 PLC SER 2024-1 CL X V/R REGD REG S /GBP/ 8.56087000                          | CUSIP: G12855AB1<br>LEI: 635400RGKRFPCFMYJF13 | Long             | ABS-CBDO         | CORP              | GB        |     1331087 | PA      | $1831445.56     | 0.00%             | 2067-02-15      | Variable      | 8.56%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA3960 3% 03/01/50                     | FANNIE MAE POOL UMBS P#MA3960 3.00000000                                                                     | CUSIP: 31418DMJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      944782 | PA      | $825459.90      | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APID 2019-32A A1 V/R 01/20/33                 | APIDOS CLO XXXII SER 2019-32A CL A1R V/R REGD 144A P/P 5.36947000                                            | CUSIP: 03768RAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      328401 | PA      | $328459.00      | 0.00%             | 2033-01-20      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 4.6% 04/01/38                   | PREREF CALIFORNIA ST REGD B/E PREREFUNDED 04/01/28 @ 100 4.60000000                                          | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1395000 | PA      | $1417693.72     | 0.00%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GDNRY 1 C V/R 12/27/57 /EUR/                  | GOLDEN RAY SA - COMPARTMENT 1 SER 1 CL C V/R REGD REG S /EUR/ 4.08800000                                     | CUSIP: L4424NAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | LU        |      100000 | PA      | $116672.29      | 0.00%             | 2057-12-27      | Variable      | 4.09%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC  8.875% 02/28/35/ZAR/                | REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER 2035 8.87500000                                                      | CUSIP: S69124WF8<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |  1217795000 | PA      | $64296807.99    | 0.16%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 09/30/28                | NATWEST GROUP PLC REGD V/R 5.51600000                                                                        | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     3700000 | PA      | $3778880.04     | 0.01%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| GCAR 2025-2A D 5.59% 07/15/29                 | GLS AUTO RECEIVABLES ISSUER TRUST 2025-2 SER 2025-2A CL D REGD 144A P/P 5.59000000                           | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1017006.40     | 0.00%             | 2031-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                           | TRY/USD FWD 20250819 000001733 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $230930.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM 2013-CR13 C V/R 12/10/23                 | COMM 2013-CCRE13 MORTGAGE TRUST SER 2013-CR13 CL C V/R REGD 5.10916500                                       | CUSIP: 12630BBF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1463020 | PA      | $1367938.78     | 0.00%             | 2046-11-10      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| MUZ88 2024-5A A1 V/R 07/15/37                 | 1988 CLO 5 LTD SER 2024-5A CL A1 V/R REGD 144A P/P 5.79610000                                                | CUSIP: 68252PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1450000 | PA      | $1453794.65     | 0.00%             | 2037-07-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-R1 A1 S/UP 10/25/28                 | CFMT 2024-R1 LLC SER 2024-R1 CL A1 S/UP REGD 144A P/P 4.00000000                                             | CUSIP: 12530YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      429862 | PA      | $421822.02      | 0.00%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX6812 5.5% 01/01/53                   | FANNIE MAE POOL UMBS P#BX6812 5.50000000                                                                     | CUSIP: 3140NBSA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      503056 | PA      | $503927.94      | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T/L ALBION FINA 0.00% 08/16/29                | T/L ALBION FINANCING 3 SARL 0.00000000                                                                       | CUSIP: 00847NAE6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      234758 | PA      | $234905.86      | 0.00%             | 2029-08-16      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| FSMT 2021-5INV A V/R 02/25/45                 | FLAGSTAR MORTGAGE TRUST 2021-5INV SER 2021-5INV CL A16 V/R REGD 144A P/P 2.50000000                          | CUSIP: 33851PAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3255820 | PA      | $2631619.04     | 0.01%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| APID 2025-52A A1 V/R 04/20/38                 | APIDOS CLO LII SER 2025-52A CL A1 V/R REGD 144A P/P 5.39381000                                               | CUSIP: 03771NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1030000 | PA      | $1029407.75     | 0.00%             | 2038-04-20      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GL 5% 04/01/30                | MUTUAL OF OMAHA GLOBAL REGD 144A P/P 5.00000000                                                              | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5400350.41     | 0.01%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAFL 2019-3 B 3.163% 09/15/29                 | COREVEST AMERICAN FINANCE 2019-3 TRUST SER 2019-3 CL B REGD 144A P/P 3.16300000                              | CUSIP: 21872NAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1470000 | PA      | $1395541.56     | 0.00%             | 2052-10-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH  4.7% 08/10/26                | INDIA CLEANTECH ENERGY REGD REG S 4.70000000                                                                 | CUSIP: V4606AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |     2370000 | PA      | $2332940.31     | 0.01%             | 2026-08-10      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC  5.35% 04/01/35                | ONCOR ELECTRIC DELIVERY REGD 144A P/P 5.35000000                                                             | CUSIP: 68233JCZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6595000 | PA      | $6718354.99     | 0.02%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#BD7081 4% 03/01/47                     | FANNIE MAE POOL UMBS P#BD7081 4.00000000                                                                     | CUSIP: 3140FE2P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      497918 | PA      | $469433.23      | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCT66 2022-1A A1 V/R 11/16/36                 | OCTAGON 66 LTD SER 2022-1A CL A1R V/R REGD 144A P/P 6.07520000                                               | CUSIP: 67577WAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      910000 | PA      | $911919.19      | 0.00%             | 2036-11-16      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4586 2% 04/01/42                     | FANNIE MAE POOL UMBS P#MA4586 2.00000000                                                                     | CUSIP: 31418ECY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1793891 | PA      | $1539171.70     | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T/L SOUTH FIELD 0.00% 08/29/31                | T/L SOUTH FIELD ENERGY LLC 0% 0.00000000                                                                     | CUSIP: 83783XAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      733896 | PA      | $736648.33      | 0.00%             | 2031-08-29      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| GSMBS 2021-RPL1  V/R 12/25/60                 | GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021 SER 2021-RPL1 CL B2 V/R REGD 144A P/P 3.00000000               | CUSIP: 36261WAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3250000 | PA      | $2568915.38     | 0.01%             | 2060-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| T/L PROJECT FLASH 2 0% 4/30/30                | T/L PROJECT FLASH 2 REGD 0.00000000                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    33751542 | PA      | $33751542.11    | 0.08%             | 2030-04-30      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMMT 2025-CES1  V/R 05/25/55                 | JP MORGAN MORTGAGE TRUST SERIES 2025 SER 2025-CES1 CL A1 V/R REGD 144A P/P 5.66600000                        | CUSIP: 46658XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23463213 | PA      | $23577882.65    | 0.06%             | 2055-05-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| BX 2024-BRBK A V/R 10/15/26                   | BX COMMERCIAL MORTGAGE TRUST 2024-BRBK SER 2024-BRBK CL A V/R REGD 144A P/P 7.19334000                       | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3190000 | PA      | $3209897.31     | 0.01%             | 2041-10-15      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 2.5% 05/15/31                     | EQUINIX INC REGD 2.50000000                                                                                  | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    12982000 | PA      | $11501811.44    | 0.03%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IFS 2.687500 15-APR-2028 USC  /FLOAT/                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $20602.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQS 2025-1M A 5.48% 09/27/32                  | OWN EQUIPMENT FUND II LLC SER 2025-1M CL A REGD 144A P/P 5.48000000                                          | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5255000 | PA      | $5283232.33     | 0.01%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA9073 6% 05/01/53                     | FREDDIE MAC POOL UMBS P#RA9073 6.00000000                                                                    | CUSIP: 3133KRCJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3188633 | PA      | $3267029.73     | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-2 A3 5.5% 11/15/27                 | CARMAX AUTO OWNER TRUST 2024-2 SER 2024-2 CL A3 REGD 5.50000000                                              | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18000000 | PA      | $18255670.20    | 0.04%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MLMI 2006-RM2 A2 V/R 05/25/37                 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIE SER 2006-RM2 CL A2C V/R REGD 4.76368000                         | CUSIP: 590216AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    28264165 | PA      | $3070392.82     | 0.01%             | 2037-05-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZEB4 01.000 SP 12/20/2026 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $144929.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 05/31/28                   | UNITED STATES TREASURY NOTE 1.25000000                                                                       | CUSIP: 91282CCE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    35109000 | PA      | $32752856.78    | 0.08%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY2024 5.5% 05/01/53                   | FANNIE MAE POOL UMBS P#BY2024 5.50000000                                                                     | CUSIP: 3140NJHA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3515334 | PA      | $3524142.47     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBASS 2006-CB8 A V/R 10/25/36                 | CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC SER 2006-CB8 CL A2C V/R REGD 4.73368000                  | CUSIP: 1248P1AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8600109 | PA      | $7259125.70     | 0.02%             | 2036-10-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| EFF 2024-4 A1 4.724% 08/20/25                 | ENTERPRISE FLEET FINANCING 2024-4 LLC SER 2024-4 CL A1 REGD 144A P/P 4.72400000                              | CUSIP: 29374MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5581852 | PA      | $5582926.17     | 0.01%             | 2025-10-21      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BX 2024-VLT5 A V/R 11/13/34                   | BX COMMERCIAL MORTGAGE TRUST 2024-VLT5 SER 2024-VLT5 CL A V/R REGD 144A P/P 5.41043000                       | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5705000 | PA      | $5766567.22     | 0.01%             | 2046-11-13      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2654 5% 04/01/53                     | FREDDIE MAC POOL UMBS P#SD2654 5.00000000                                                                    | CUSIP: 3132DP5P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4646284 | PA      | $4572614.51     | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG S V/R 07/18/30                | NATIONWIDE BLDG SOCIETY REGD V/R 144A P/P 3.96000000                                                         | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     5650000 | PA      | $5512453.01     | 0.01%             | 2030-07-18      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER  3.8% 09/15/30                | PLAINS ALL AMER PIPELINE REGD 3.80000000                                                                     | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11638000 | PA      | $11122704.39    | 0.03%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER C 4.85% 03/15/31                | GEORGIA POWER CO REGD 4.85000000                                                                             | CUSIP: 373334LA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1472000 | PA      | $1503935.26     | 0.00%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMMT 2024-9 A11 V/R 02/25/55                 | JP MORGAN MORTGAGE TRUST 2024-9 SER 2024-9 CL A11 V/R REGD 144A P/P 5.65517000                               | CUSIP: 46593DAX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9690168 | PA      | $9729634.72     | 0.02%             | 2055-02-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| SMB 2023-D C 7.54% 09/15/53                   | SMB PRIVATE EDUCATION LOAN TRUST 2023-D SER 2023-D CL C REGD 144A P/P 7.54000000                             | CUSIP: 78450PAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1034000 | PA      | $1091649.33     | 0.00%             | 2053-09-15      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| BPKF 2025-1 V/R 05/27/29 /GBP/                | BLETCHLEY PARK FUNDING 2025-1 PLC SER 2025-1 CL E V/R REGD REG S /GBP/ 0.00000000                            | CUSIP: G1171NAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      521000 | PA      | $715385.20      | 0.00%             | 2070-01-27      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ANCHC 2015-7A DR V/R 04/28/37                 | ANCHORAGE CAPITAL CLO 7 LTD SER 2015-7A CL DR3 V/R REGD 144A P/P 8.08262000                                  | CUSIP: 03328TBY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1004615.00     | 0.00%             | 2037-04-28      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| BX 2018-GW A V/R 05/15/25                     | BX TRUST 2018-GW SER 2018-GW CL A V/R REGD 144A P/P 5.40901000                                               | CUSIP: 12433UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2485000 | PA      | $2479558.35     | 0.01%             | 2035-05-15      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS  3.5% 08/18/26                | LAS VEGAS SANDS CORP REGD 3.50000000                                                                         | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4932342.00     | 0.01%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q52319 3.5% 11/01/47                  | FREDDIE MAC GOLD POOL P#Q52319 3.50000000                                                                    | CUSIP: 3132XUSH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      956081 | PA      | $878175.54      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EA 2.742% 08/15/26                | KEYSPAN GAS EAST CORP REGD 144A P/P 2.74200000                                                               | CUSIP: 49338CAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4401758.97     | 0.01%             | 2026-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIO 6.95% 10/15/33                | VISTRA OPERATIONS CO LLC REGD 144A P/P 6.95000000                                                            | CUSIP: 92840VAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11932000 | PA      | $13102350.22    | 0.03%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| T/L ALTICE FR 0% 08/15/28/EUR/                | T/L ALTICE FRANCE S A REGD     /EUR/ 0.00000000                                                              | CUSIP: F6628DAP9<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |       98990 | PA      | $104444.38      | 0.00%             | 2028-08-15      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| US TIPS 1.375% 07/15/33                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.37500000                                                    | CUSIP: 91282CHP9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   104886618 | PA      | $101853573.91   | 0.25%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7343 5.5% 02/01/42                   | FANNIE MAE POOL UMBS P#AL7343 5.50000000                                                                     | CUSIP: 3138EQER9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      394115 | PA      | $403877.13      | 0.00%             | 2042-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20250702 000006038 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-103215.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIXST 2017-8A A1 V/R 10/20/34                 | SIXTH STREET CLO VIII LTD SER 2017-8A CL A1R2 V/R REGD 144A P/P 5.41947000                                   | CUSIP: 83012VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    14300000 | PA      | $14317875.00    | 0.04%             | 2034-10-20      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKH 5% 07/01/32                | REPUBLIC OF KAZAKHSTAN REGD 144A P/P 5.00000000                                                              | CUSIP: 486661BN0<br>LEI: N/A                  | Long             | DBT              | USGA              | KZ        |     2663000 | PA      | $2678055.22     | 0.01%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLM 2020-8A ARR V/R 10/20/34                  | GOLDENTREE LOAN MANAGEMENT US CLO 8 LTD SER 2020-8A CL ARR V/R REGD 144A P/P 5.41947000                      | CUSIP: 38136NAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    27220000 | PA      | $27226287.82    | 0.07%             | 2034-10-20      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| NWML 2024-2A B V/R 07/20/37                   | 720 EAST CLO V LTD SER 2024-2A CL B V/R REGD 144A P/P 6.11947000                                             | CUSIP: 81789MAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1003773.00     | 0.00%             | 2037-07-20      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU7103 2% 12/01/51                     | FANNIE MAE POOL UMBS P#BU7103 2.00000000                                                                     | CUSIP: 3140M83M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29028718 | PA      | $22989611.58    | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 07/23/30                | GOLDMAN SACHS GROUP INC REGD V/R 5.04900000                                                                  | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1007000 | PA      | $1023720.53     | 0.00%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9730 2% 12/01/51                     | FANNIE MAE POOL UMBS P#FM9730 2.00000000                                                                     | CUSIP: 3140XDY42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1415488 | PA      | $1138956.86     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMMC 2021-24A AR V/R 01/20/35                 | AMMC CLO 24 LTD SER 2021-24A CL AR V/R REGD 144A P/P 5.46947000                                              | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    35185000 | PA      | $35244849.69    | 0.09%             | 2035-01-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC 5% 04/01/30                | DELL INT LLC / EMC CORP REGD 5.00000000                                                                      | CUSIP: 24703TAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    21750000 | PA      | $22097995.00    | 0.05%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR AC 2.75% 03/09/28                | NISSAN MOTOR ACCEPTANCE REGD 144A P/P 2.75000000                                                             | CUSIP: 654740BT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14600000 | PA      | $13328123.92    | 0.03%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GSAMP 2007-FM2 A V/R 01/25/37                 | GSAMP TRUST 2007-FM2 SER 2007-FM2 CL A2A V/R REGD 4.49368000                                                 | CUSIP: 3622MHAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1635141 | PA      | $980676.87      | 0.00%             | 2037-01-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LL 4.875% 08/15/27                | NGPL PIPECO LLC REGD 144A P/P 4.87500000                                                                     | CUSIP: 62912XAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4268000 | PA      | $4246308.57     | 0.01%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PSBDC 1A A V/R 07/15/37                       | PALMER SQUARE BDC CLO 1 LTD SER 1A CL A V/R REGD 144A P/P 5.85610000                                         | CUSIP: 696928AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    23440000 | PA      | $23512078.00    | 0.06%             | 2037-07-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 5.75% 03/15/33                     | LEIDOS INC REGD 5.75000000                                                                                   | CUSIP: 52532XAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    30755000 | PA      | $32040646.04    | 0.08%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MSAC 2006-HE8 A1 V/R 10/25/36                 | MORGAN STANLEY ABS CAPITAL I INC TRUST 2006-HE8 SER 2006-HE8 CL A1 V/R REGD 4.56368000                       | CUSIP: 61750SAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      396097 | PA      | $350267.01      | 0.00%             | 2036-10-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV8135 3% 04/01/52                     | FANNIE MAE POOL UMBS P#BV8135 3.00000000                                                                     | CUSIP: 3140MNBD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      500293 | PA      | $433914.19      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KSL 2025-MAK E V/R 06/15/27                   | KSL TRUST 2025-MAK SER 2025-MAK CL E V/R REGD 144A P/P 8.40124000                                            | CUSIP: 50116JAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6023000 | PA      | $6007718.44     | 0.01%             | 2042-06-15      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| ELAT 2007-1 A1 V/R 05/25/37                   | ELLINGTON LOAN ACQUISITION TRUST 2007-1 SER 2007-1 CL A1 V/R REGD 144A P/P 5.53368000                        | CUSIP: 288542AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      420142 | PA      | $411245.49      | 0.00%             | 2037-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD8967 3% 03/01/52                     | FREDDIE MAC POOL UMBS P#QD8967 3.00000000                                                                    | CUSIP: 3133B66C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      798664 | PA      | $692279.35      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD4780 6.5% 12/01/53                   | FREDDIE MAC POOL UMBS P#SD4780 6.50000000                                                                    | CUSIP: 3132DSJZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17386988 | PA      | $18011159.22    | 0.04%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-3A  5.21% 04/15/30                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3 SER 2024-3A CL D REGD 144A P/P 5.21000000                       | CUSIP: 96043CAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6605000 | PA      | $6648021.67     | 0.02%             | 2030-04-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELEC 4% 12/01/46                | PACIFIC GAS & ELECTRIC REGD 4.00000000                                                                       | CUSIP: 694308HR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13182000 | PA      | $9437691.13     | 0.02%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 11/19/31                | JPMORGAN CHASE & CO REGD V/R 1.76400000                                                                      | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1456000 | PA      | $1261594.33     | 0.00%             | 2031-11-19      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| UWM 2021-INV2 A1 V/R 09/25/51                 | UWM MORTGAGE TRUST 2021-INV2 SER 2021-INV2 CL A15 V/R REGD 144A P/P 2.50000000                               | CUSIP: 90354TAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5247258 | PA      | $4244541.51     | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2834 3.5% 12/01/46                   | FANNIE MAE POOL UMBS P#MA2834 3.50000000                                                                     | CUSIP: 31418CEG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      498821 | PA      | $459991.52      | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC 7% 03/15/33                    | NRG ENERGY INC REGD 144A P/P 7.00000000                                                                      | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    12175000 | PA      | $13364436.63    | 0.03%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HL 4.75% 07/03/22                | SHIMAO GROUP HLDGS LTD REGD 0.00000000                                                                       | CUSIP: G81043AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |     4359000 | PA      | $223398.75      | 0.00%             | 2026-07-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BPR 2024-PMDW A V/R 11/05/29                  | BPR TRUST 2024-PMDW SER 2024-PMDW CL A V/R REGD 144A P/P 5.35800000                                          | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      230000 | PA      | $233491.58      | 0.00%             | 2041-11-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS 3.25% 02/15/27                | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 3.25000000                                                            | CUSIP: 05401AAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1791000 | PA      | $1745806.91     | 0.00%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-2 D 6.3% 02/15/28                  | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-2 SER 2024-2 CL D REGD 6.30000000                         | CUSIP: 10805MAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5500000 | PA      | $5639267.15     | 0.01%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHI 3.25% 09/21/71                | REPUBLIC OF CHILE REGD 3.25000000                                                                            | CUSIP: 168863DU9<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |    17045000 | PA      | $10326713.25    | 0.03%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAFL 2019-3 A 2.705% 07/15/29                 | COREVEST AMERICAN FINANCE 2019-3 TRUST SER 2019-3 CL A REGD 144A P/P 2.70500000                              | CUSIP: 21872NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      269061 | PA      | $267303.61      | 0.00%             | 2052-10-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/04/29                    | CITIGROUP INC REGD V/R 4.78600000                                                                            | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4670000 | PA      | $4703539.66     | 0.01%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#RE6029 3% 02/01/50                     | FREDDIE MAC POOL UMBS P#RE6029 3.00000000                                                                    | CUSIP: 3133N3VW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2797772 | PA      | $2386445.92     | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/24/29                | GOLDMAN SACHS GROUP INC REGD V/R 6.48400000                                                                  | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      380000 | PA      | $403091.16      | 0.00%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| VERUS 2022-7 A1 V/R 07/25/67                  | VERUS SECURITIZATION TRUST 2022-7 SER 2022-7 CL A1 V/R REGD 144A P/P 5.15200000                              | CUSIP: 92539NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11899581 | PA      | $11978286.91    | 0.03%             | 2067-07-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELIN 5.7% 09/30/31                | WHISTLER PIPELINE LLC REGD 144A P/P 5.70000000                                                               | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |     3640000 | PA      | $3710748.39     | 0.01%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAE 5.375% 02/19/30                | STATE OF ISRAEL REGD SER 5Y 5.37500000                                                                       | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |     7000000 | PA      | $7133549.43     | 0.02%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-OA17  V/R 12/20/46                 | ALTERNATIVE LOAN TRUST 2006-OA17 SER 2006-OA17 CL 1A1A V/R REGD 4.62706000                                   | CUSIP: 12668PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8546755 | PA      | $7456414.53     | 0.02%             | 2046-12-20      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.65% 08/15/62                   | COMCAST CORP REGD 2.65000000                                                                                 | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      774000 | PA      | $404585.30      | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| N/A                                           | TWD/USD FWD 20250820 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2029483.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#FS0378 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#FS0378 2.50000000                                                                     | CUSIP: 3140XFM40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5172940 | PA      | $4374895.53     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LETRA TESOUR ZCP 10/01/25/BRL/                | LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000                                                     | CUSIP: P8T60NPD7<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |   588067000 | PA      | $104391510.52   | 0.26%             | 2025-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.05PJI3M 01/07/31 GOLDUS33XXX FIXED                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |           1 | NC      | $59237.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL3 A V/R 04/25/55                 | PRPM 2025-RPL3 LLC SER 2025-RPL3 CL A1 V/R REGD 144A P/P 3.25000000                                          | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    27226892 | PA      | $26048093.09    | 0.06%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8231 4.5% 07/01/52                   | FREDDIE MAC POOL UMBS P#SD8231 4.50000000                                                                    | CUSIP: 3132DWEC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    18892774 | PA      | $18083805.96    | 0.04%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSMS 2023-FUN A V/R 03/15/25                  | GS MORTGAGE SECURITIES CORP TRUST 2023-FUN SER 2023-FUN CL A V/R REGD 144A P/P 6.40301000                    | CUSIP: 36267CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      693000 | PA      | $694732.50      | 0.00%             | 2028-03-15      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS  3.5% 07/26/26                | IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.50000000                                                             | CUSIP: 45262BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     7025000 | PA      | $6941769.48     | 0.02%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNCI 15YR TBA 3.5% JULY 12                    | FNCI 15YR TBA 3.5% JULY 12     TO BE ANNOUNCED 3.50000000                                                    | CUSIP: 01F032476<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |     -352000 | PA      | $-339642.59     | -0.00%            | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CMPDC 2024-2A 5.022% 08/27/29                 | COMPASS DATACENTERS ISSUER II LLC SER 2024-2A CL A1 REGD 144A P/P 5.02200000                                 | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10500000 | PA      | $10511532.15    | 0.03%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| NSLT 2021-A B1 2.85% 04/20/62                 | NELNET STUDENT LOAN TRUST 2021-A SER 2021-A CL B1 REGD 144A P/P 2.85000000                                   | CUSIP: 64035DAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2386000 | PA      | $2110200.11     | 0.01%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5499 3% 02/01/49                     | FANNIE MAE POOL UMBS P#FM5499 3.00000000                                                                     | CUSIP: 3140X9DD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      940786 | PA      | $835685.40      | 0.00%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIM 2025-I1 A1 V/R 10/25/69                   | CIM TRUST 2025-I1 SER 2025-I1 CL A1 V/R REGD 144A P/P 5.65500000                                             | CUSIP: 12571DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6455880 | PA      | $6506595.20     | 0.02%             | 2069-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| AMPRION G 0.625% 09/23/33/EUR/                | AMPRION GMBH /EUR/ REGD REG S EMTN 0.62500000                                                                | CUSIP: D03614AR1<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |     6300000 | PA      | $5898291.03     | 0.01%             | 2033-09-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CONTINUUM V/R 9/11/27/                        | CONTINUUM ENERGY PTE LTD       144A/REGS /VARIABLE/ 12.50000000                                              | CUSIP: 211926AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     3475863 | PA      | $3441104.37     | 0.01%             | 2027-09-11      | Variable      | 12.50%                | No            |                  3 | On Loan: No      |
| UMBS P#CB6989 5.5% 06/01/53                   | FANNIE MAE POOL UMBS P#CB6989 5.50000000                                                                     | CUSIP: 3140QSXT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      203727 | PA      | $204000.97      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SFO 2021-555 A V/R 05/15/28                   | SFO COMMERCIAL MORTGAGE TRUST 2021-555 SER 2021-555 CL A V/R REGD 144A P/P 5.57648000                        | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4900000 | PA      | $4875665.62     | 0.01%             | 2038-05-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| THAMES WA 4.375% 01/18/33/EUR/                | THAMES WATER UTIL FIN /EUR/ REGD REG S EMTN 4.37500000                                                       | CUSIP: G8787BBK5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      200000 | PA      | $152421.51      | 0.00%             | 2033-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMMT 2024-10 A1 V/R 12/25/47                 | J.P. MORGAN MORTGAGE TRUST 2024-10 SER 2024-10 CL A11 V/R REGD 144A P/P 5.55517000                           | CUSIP: 46658LAX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12639810 | PA      | $12639771.73    | 0.03%             | 2055-03-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| BXHPP 2021-FILM  V/R 08/15/26                 | BXHPP TRUST 2021-FILM SER 2021-FILM CL A V/R REGD 144A P/P 5.07648000                                        | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8000000 | PA      | $7660000.00     | 0.02%             | 2036-08-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| FHAMS 2005-AA12  V/R 02/25/36                 | FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES T SER 2005-AA12 CL 2A1 V/R REGD 4.94136700                     | CUSIP: 32051GQ81<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      136140 | PA      | $83381.70       | 0.00%             | 2036-02-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3904 4% 03/01/49                     | FANNIE MAE POOL UMBS P#FM3904 4.00000000                                                                     | CUSIP: 3140X7KS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      266405 | PA      | $252081.88      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T/L FRONTIER COMM  0% 07/01/31                | T/L FRONTIER COMMUNICATIONS 0.00000000                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      682177 | PA      | $681324.59      | 0.00%             | 2031-07-01      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-BHAR A V/R 11/15/23                 | CSMC 2021-BHAR SER 2021-BHAR CL A V/R REGD 144A P/P 5.57648000                                               | CUSIP: 12659VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      124000 | PA      | $123535.00      | 0.00%             | 2038-11-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| T/L SOUTHERN VETER 0% 12/04/31                | T/L SOUTHERN VETERINARY        PARTNERS LLC REGD 0.00000000                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1055122 | PA      | $1055544.53     | 0.00%             | 2031-12-04      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC 5% 10/01/29                     | MODIVCARE INC REGD 144A P/P 5.00000000                                                                       | CUSIP: 60783XAC8<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    10697400 | PA      | $2834811.00     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FIN 6% 01/09/28                | GENERAL MOTORS FINL CO REGD 6.00000000                                                                       | CUSIP: 37045XEB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17350000 | PA      | $17869083.72    | 0.04%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T/L MATIV HOLDINGS 0% 05/06/27                | T/L MATIV HOLDINGS INC REGD 0.00000000                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      764235 | PA      | $756592.17      | 0.00%             | 2027-05-06      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/23/31                | GOLDMAN SACHS GROUP INC REGD V/R 5.21800000                                                                  | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1117436.88     | 0.00%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-CA  2.83% 10/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C SER 2020-CA CL B REGD 144A P/P 2.83000000                   | CUSIP: 63941KAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4775000 | PA      | $4194800.74     | 0.01%             | 2068-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 3.95% 06/01/28                  | AEP TEXAS INC REGD SER WI 3.95000000                                                                         | CUSIP: 00108WAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5645000 | PA      | $5578638.96     | 0.01%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ACE 2005-HE3 M3 V/R 05/25/35                  | ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIE SER 2005-HE3 CL M3 V/R REGD 5.13868000                      | CUSIP: 004421NE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      582338 | PA      | $576797.80      | 0.00%             | 2035-05-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX4267 5.5% 12/01/52                   | FANNIE MAE POOL UMBS P#BX4267 5.50000000                                                                     | CUSIP: 3140N8W53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      576915 | PA      | $578120.95      | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELI 5.95% 09/30/34                | WHISTLER PIPELINE LLC REGD 144A P/P 5.95000000                                                               | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |     4065000 | PA      | $4117303.50     | 0.01%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA0593 6.5% 12/01/53                   | FANNIE MAE POOL UMBS P#DA0593 6.50000000                                                                     | CUSIP: 3140A0UT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      151760 | PA      | $157252.69      | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7312 2.5% 04/20/51                | GINNIE MAE II POOL P#MA7312 2.50000000                                                                       | CUSIP: 36179WDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2722708 | PA      | $2314928.59     | 0.01%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SLMA 2006-10 B V/R 03/25/44                   | SLM STUDENT LOAN TRUST 2006-10 SER 2006-10 CL B V/R 4.84494000                                               | CUSIP: 78443BAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      908346 | PA      | $851463.92      | 0.00%             | 2044-03-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 07/15/25                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                                   | CUSIP: 912797QA8<br>LEI: N/A                  | Long             | STIV             | UST               | US        |    35517000 | PA      | $35459645.02    | 0.09%             | 2025-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNCL 30YR TBA 3.5% AUG 25                     | FNCL 30YR TBA 3.5% AUG 25      TO BE ANNOUNCED 3.50000000                                                    | CUSIP: 01F032682<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   106000000 | PA      | $95401067.42    | 0.23%             | 2055-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILDPK 2024-1A A V/R 10/20/37                 | WILDWOOD PARK CLO LTD SER 2024-1A CL A V/R REGD 144A P/P 5.62947000                                          | CUSIP: 968209AA4<br>LEI: 254900BZ1VFIEIOEK304 | Long             | ABS-CBDO         | CORP              | JE        |     1250000 | PA      | $1249315.38     | 0.00%             | 2037-10-20      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| FCAT 2020-4 D 2.18% 02/16/27                  | FLAGSHIP CREDIT AUTO TRUST 2020-4 SER 2020-4 CL D REGD 144A P/P 2.18000000                                   | CUSIP: 33845XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4263613 | PA      | $4232638.82     | 0.01%             | 2027-02-16      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CA 3.875% 03/15/46                | DUKE ENERGY CAROLINAS REGD 3.87500000                                                                        | CUSIP: 26442CAR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2145861.16     | 0.01%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 10/22/30                | JPMORGAN CHASE & CO REGD V/R 4.60300000                                                                      | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      996000 | PA      | $999402.10      | 0.00%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| TAURS 2025- V/R 02/18/28 /GBP/                | TAURUS 2025-2 UK DAC SER 2025-UK2X CL C V/R REGD REG S /GBP/ 6.72087000                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      914096 | PA      | $1244696.58     | 0.00%             | 2035-02-18      | Variable      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| PRET 2024-NPL7 A V/R 10/25/27                 | PRET 2024-NPL7 LLC SER 2024-NPL7 CL A1 V/R REGD 144A P/P 5.92510000                                          | CUSIP: 74136TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4859160 | PA      | $4846460.58     | 0.01%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/24/34                | WELLS FARGO & COMPANY REGD V/R 5.38900000                                                                    | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     6833000 | PA      | $6991847.57     | 0.02%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 01/24/36                | BANK OF AMERICA CORP REGD V/R 5.51100000                                                                     | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    11914000 | PA      | $12250147.80    | 0.03%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| USRE 2021-1 A1 1.91% 10/20/26                 | NEW ECONOMY ASSETS - PHASE 1 SPONSOR LLC SER 2021-1 CL A1 REGD 144A P/P 1.91000000                           | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2925000 | PA      | $2753852.11     | 0.01%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8695 2% 09/01/36                     | FANNIE MAE POOL UMBS P#FM8695 2.00000000                                                                     | CUSIP: 3140XCUV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1059991 | PA      | $971915.20      | 0.00%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EART 2024-5A A 4.79% 09/15/25                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-5 SER 2024-5A CL A2 REGD 4.79000000                                 | CUSIP: 30165BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2614443 | PA      | $2614323.26     | 0.01%             | 2027-04-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-2A  5.91% 04/15/30                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2 SER 2024-2A CL D REGD 144A P/P 5.91000000                       | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2400000 | PA      | $2444510.88     | 0.01%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SIXST 2019-14A A V/R 01/20/38                 | SIXTH STREET CLO XIV LTD SER 2019-14A CL A1R2 V/R REGD 144A P/P 5.46711000                                   | CUSIP: 83013NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      920000 | PA      | $920644.92      | 0.00%             | 2038-01-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 06/09/32                 | SOCIETE GENERALE REGD V/R 144A P/P 2.88900000                                                                | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    10400000 | PA      | $9173050.43     | 0.02%             | 2032-06-09      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0754 2% 02/01/37                     | FANNIE MAE POOL UMBS P#FS0754 2.00000000                                                                     | CUSIP: 3140XFZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      489447 | PA      | $450803.94      | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 4% 01/15/31                       | AKER BP ASA REGD 144A P/P 4.00000000                                                                         | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    10230000 | PA      | $9716235.18     | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMMT 2019-INV3  V/R 06/01/42                 | JP MORGAN MORTGAGE TRUST 2019-INV3 SER 2019-INV3 CL A15 V/R REGD 144A P/P 3.50000000                         | CUSIP: 46591LBH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      643067 | PA      | $579424.07      | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4720 4% 09/20/47                  | GINNIE MAE II POOL P#MA4720 4.00000000                                                                       | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1037118 | PA      | $977616.66      | 0.00%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CZK/USD FWD 20250722 000005208 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $205556.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#AS8649 3% 01/01/47                     | FANNIE MAE POOL UMBS P#AS8649 3.00000000                                                                     | CUSIP: 3138WJTF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      860520 | PA      | $762244.96      | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APID 2020-34A A1 V/R 01/20/35                 | APIDOS CLO XXXIV SER 2020-34A CL A1R V/R REGD 144A P/P 5.68108000                                            | CUSIP: 03768WAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      810000 | PA      | $811614.33      | 0.00%             | 2035-01-20      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA3514 4.5% 05/01/49                   | FANNIE MAE POOL UMBS P#CA3514 4.50000000                                                                     | CUSIP: 3140QA3Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1600664 | PA      | $1555517.43     | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R2 A2 V/R 01/25/57                   | CIM TRUST 2021-R2 SER 2021-R2 CL A2 V/R REGD 144A P/P 2.50000000                                             | CUSIP: 12564MAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4985619 | PA      | $4701908.96     | 0.01%             | 2057-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HPEFS 2023-2A  6.97% 07/20/26                 | HPEFS EQUIPMENT TRUST 2023-2 SER 2023-2A CL D REGD 144A P/P 6.97000000                                       | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1585000 | PA      | $1610419.44     | 0.00%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8377 1.5% 12/01/35                   | FANNIE MAE POOL UMBS P#CA8377 1.50000000                                                                     | CUSIP: 3140QGJX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      356917 | PA      | $318967.16      | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 09/11/28                | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 4.63100000                                                          | CUSIP: 22535WAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     3300000 | PA      | $3303886.31     | 0.01%             | 2028-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR C 4.345% 09/17/27                | NISSAN MOTOR CO REGD 144A P/P 4.34500000                                                                     | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    10500000 | PA      | $10079571.60    | 0.02%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVE 37% 02/18/26/TRY/                | TURKIYE GOVERNMENT BOND /TRY/ REGD SER 2Y 37.00000000                                                        | CUSIP: M8T85VDM6<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |   911720000 | PA      | $22657058.12    | 0.06%             | 2026-02-18      | Fixed         | 37.00%                | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250716 000016440 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19682.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MUNI ELEC AUTH 6.637% 04/01/57                | MUNI ELEC AUTH OF GEORGIA REGD N/C B/E 6.63700000                                                            | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |      945000 | PA      | $1020346.93     | 0.00%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4656 4.5% 07/01/52                   | FANNIE MAE POOL UMBS P#MA4656 4.50000000                                                                     | CUSIP: 31418EE63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      657969 | PA      | $630512.10      | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ISTEL 2025- V/R 12/28/40 /EUR/                | AUTO ABS ITALIAN STELLA LOANS 2025-1 SRL SER 2025-1 CL C V/R REGD REG S /EUR/ 3.29300000                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IT        |      292000 | PA      | $344091.76      | 0.00%             | 2040-12-28      | Variable      | 3.29%                 | Yes           |                  2 | On Loan: No      |
| T/L DELIVERY HERO 0% 12/12/29                 | T/L DELIVERY HERO SE REGD 0.00000000                                                                         | CUSIP: D2007ZAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2696124 | PA      | $2714673.82     | 0.01%             | 2029-12-12      | Variable      | 9.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX5097 5.5% 02/01/53                   | FANNIE MAE POOL UMBS P#BX5097 5.50000000                                                                     | CUSIP: 3140N9UX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2087405 | PA      | $2088731.65     | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRPM 2022-NQM1 A V/R 09/25/26                 | PRPM 2022-NQM1 TRUST SER 2022-NQM1 CL A1 V/R REGD 144A P/P 5.50000000                                        | CUSIP: 69378KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14723896 | PA      | $14718424.17    | 0.04%             | 2067-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STO 2.55% 06/01/31                | EXTRA SPACE STORAGE LP REGD 2.55000000                                                                       | CUSIP: 30225VAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        3000 | PA      | $2652.32        | 0.00%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMCC 2021-MHC A V/R 04/15/26                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2021-MHC CL A V/R REGD 144A P/P 5.47648000                    | CUSIP: 466330AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      129892 | PA      | $129892.10      | 0.00%             | 2038-04-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1  2.75% 05/15/32                | JETBLUE 2019-1 CLASS AA REGD SER 2019 2.75000000                                                             | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      520765 | PA      | $455725.67      | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7135 2% 01/20/51                  | GINNIE MAE II POOL P#MA7135 2.00000000                                                                       | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18499379 | PA      | $15069450.75    | 0.04%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VCC 2022-4 M4 V/R 07/25/31                    | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4 SER 2022-4 CL M4 V/R REGD 144A P/P 7.53270000                  | CUSIP: 92259KAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      376607 | PA      | $353510.97      | 0.00%             | 2052-08-25      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CA 5.3% 04/03/29                | SMBC AVIATION CAPITAL FI REGD 144A P/P 5.30000000                                                            | CUSIP: 78448TAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     7195000 | PA      | $7340047.31     | 0.02%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| THAYR 2017-1A A1 V/R 04/20/34                 | THAYER PARK CLO LTD SER 2017-1A CL A1R V/R REGD 144A P/P 5.57108000                                          | CUSIP: 883310AL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250490.25      | 0.00%             | 2034-04-20      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 6.35% 01/15/29                | WESTERN MIDSTREAM OPERAT REGD 6.35000000                                                                     | CUSIP: 958667AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7405000 | PA      | $7752182.09     | 0.02%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 11/15/43                   | UNITED STATES TREASURY BOND 4.75000000                                                                       | CUSIP: 912810TW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    29279000 | PA      | $29248119.73    | 0.07%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T/L FUGUE FINANCE 0% 01/09/32                 | T/L FUGUE FINANCE B.V. REGD 0.00000000                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     1109140 | PA      | $1115152.04     | 0.00%             | 2032-01-09      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MCHPK 2024-1A B V/R 10/20/37                  | MEACHAM PARK CLO LTD SER 2024-1A CL B V/R REGD 144A P/P 5.86947000                                           | CUSIP: 58286QAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1310000 | PA      | $1313455.78     | 0.00%             | 2037-10-20      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| HPA 2019-1 D 3.406% 09/17/27                  | HOME PARTNERS OF AMERICA 2019-1 TRUST SER 2019-1 CL D REGD 144A P/P 3.40600000                               | CUSIP: 43731QAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1089919 | PA      | $1047340.25     | 0.00%             | 2039-09-17      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JDOT 2024-C A2 4.36% 08/16/27                 | JOHN DEERE OWNER TRUST 2024-C SER 2024-C CL A2A REGD 4.36000000                                              | CUSIP: 477911AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    39616032 | PA      | $39576783.90    | 0.10%             | 2027-08-16      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| APID 2024-48A E V/R 07/25/37                  | APIDOS CLO XLVIII LTD SER 2024-48A CL E V/R REGD 144A P/P 10.03177000                                        | CUSIP: 03770XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      500000 | PA      | $501109.50      | 0.00%             | 2037-07-25      | Variable      | 10.03%                | No            |                  2 | On Loan: No      |
| GOLDB 2024- V/R 09/22/43 /EUR/                | GOLDEN BAR SECURITISATION SRL SER 2024-1 CL B V/R REGD REG S /EUR/ 3.53600000                                | CUSIP: T5160DDR3<br>LEI: 549300GESLGUWWGJRM09 | Long             | ABS-CBDO         | CORP              | IT        |      558105 | PA      | $663510.19      | 0.00%             | 2043-09-22      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| SMB 2018-B B 4% 11/15/28                      | SMB PRIVATE EDUCATION LOAN TRUST 2018-B SER 2018-B CL B REGD 144A P/P 4.00000000                             | CUSIP: 78449LAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      910000 | PA      | $885816.02      | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 08/15/44                  | UNITED STATES TREASURY BOND 4.12500000                                                                       | CUSIP: 912810UD8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     8793400 | PA      | $8055922.25     | 0.02%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IFS 2.429000 15-APR-2030 USC  /FLOAT/                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $16336.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENT 6.75% 01/15/31                | GFL ENVIRONMENTAL INC REGD 144A P/P 6.75000000                                                               | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     2450000 | PA      | $2563736.35     | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SEMT 2025-6 A5 V/R 09/25/32                   | SEQUOIA MORTGAGE TRUST 2025-6 SER 2025-6 CL A5 V/R REGD 144A P/P 5.50000000                                  | CUSIP: 81749YAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17765000 | PA      | $17834756.05    | 0.04%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4453 4.5% 05/20/47                | GINNIE MAE II POOL P#MA4453 4.50000000                                                                       | CUSIP: 36179S5N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1599657 | PA      | $1559635.26     | 0.00%             | 2047-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T/L FINASTRA USA 0% 09/13/2029                | T/L FINASTRA USA INC REGD 0.00000000                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2505132 | PA      | $2508262.96     | 0.01%             | 2029-09-13      | Variable      | 11.43%                | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RER6MP02.50 02/20/54 XGS FLOAT                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $896160.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#CB6063 5% 04/01/53                     | FANNIE MAE POOL UMBS P#CB6063 5.00000000                                                                     | CUSIP: 3140QRWZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5362309 | PA      | $5311856.59     | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COML MTG PASS V/R 07/12/28                    | COML MTG PASS THRU CTF CL A    144A VARIABLE 6.89100000                                                      | CUSIP: 228925AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      933926 | PA      | $979673.90      | 0.00%             | 2028-07-12      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| T/L MODIVCARE INC 0% 01/09/26                 | T/L MODIVCARE INC.REGD 0.00000000                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2305206 | PA      | $1742735.74     | 0.00%             | 2026-01-09      | Variable      | 11.71%                | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.538% 05/17/26                 | PROGRESS RESIDENTIAL 2021-SFR3 SER 2021-SFR3 CL E1 REGD 144A P/P 2.53800000                                  | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1815000 | PA      | $1784664.82     | 0.00%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8225 3% 07/01/52                     | FREDDIE MAC POOL UMBS P#SD8225 3.00000000                                                                    | CUSIP: 3132DWD67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   229785307 | PA      | $199154314.50   | 0.49%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMCC 2021-MHC D V/R 04/15/26                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2021-MHC CL D V/R REGD 144A P/P 6.37648000                    | CUSIP: 466330AL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4263000 | PA      | $4265664.38     | 0.01%             | 2038-04-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| INVCO 2024-4A A1 V/R 01/15/38                 | INVESCO US CLO 2024-4 LTD SER 2024-4A CL A1 V/R REGD 144A P/P 5.64764000                                     | CUSIP: 46151BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    18945000 | PA      | $18987948.32    | 0.05%             | 2038-01-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVE V/R 08/19/26/TRY/                | TURKIYE GOVERNMENT BOND /TRY/ REGD V/R SER 5Y 48.80000000                                                    | CUSIP: M8T85TTS1<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |     3500000 | PA      | $88296.05       | 0.00%             | 2026-08-19      | Variable      | 48.80%                | No            |                  2 | On Loan: No      |
| VASCO 2 D V/R 10/27/42 /EUR/                  | TAGUS-SOCIEDADE DE TITULARIZACAO DE CREDI SER 2 CL D V/R REGD REG S /EUR/ 6.08800000                         | CUSIP: X89368FS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | PT        |      100000 | PA      | $118648.19      | 0.00%             | 2042-10-27      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#QE5168 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE5168 3.00000000                                                                    | CUSIP: 3133BEW58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      268033 | PA      | $232054.84      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAMLL 2025-ASHF  V/R 02/15/27                 | BAMLL TRUST 2025-ASHF SER 2025-ASHF CL A V/R REGD 144A P/P 6.16200000                                        | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4160000 | PA      | $4160145.60     | 0.01%             | 2042-02-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4333 2% 05/01/41                     | FANNIE MAE POOL UMBS P#MA4333 2.00000000                                                                     | CUSIP: 31418DY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5343576 | PA      | $4594064.57     | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMBB 2015-C3 3.821% 07/15/25                 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C30 SER 2015-C30 CL A5 REGD 3.82180000                       | CUSIP: 46644UBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1239977 | PA      | $1236524.08     | 0.00%             | 2048-07-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| NAVSL 2023-BA  7.23% 07/15/34                 | NAVIENT STUDENT LOAN TRUST SER 2023-BA CL B REGD 144A P/P 7.23000000                                         | CUSIP: 63942TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10320000 | PA      | $11123635.94    | 0.03%             | 2072-03-15      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20250917 000011553 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11660.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOCA 2024-BOCA A V/R 08/15/26                 | BOCA COMMERCIAL MORTGAGE TRUST 2024-BOCA SER 2024-BOCA CL A V/R REGD 144A P/P 6.23244000                     | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      515000 | PA      | $516287.50      | 0.00%             | 2041-08-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM2 A V/R 04/25/70                 | PRPM 2025-NQM2 TRUST SER 2025-NQM2 CL A1 V/R REGD 144A P/P 5.68800000                                        | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9974000 | PA      | $10029024.16    | 0.02%             | 2070-04-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG 4.2% 08/15/45                | DUKE ENERGY PROGRESS LLC REGD 4.20000000                                                                     | CUSIP: 26442UAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $822397.64      | 0.00%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| RAD 2023-18A A1R V/R 07/15/37                 | RAD CLO 18 LTD SER 2023-18A CL A1R V/R REGD 144A P/P 5.71969700                                              | CUSIP: 75009AAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249919.75      | 0.00%             | 2037-07-15      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH3 A1 V/R 01/25/25                 | SEQUOIA MORTGAGE TRUST 2018-CH3 SER 2018-CH3 CL A19 V/R REGD 144A P/P 4.50000000                             | CUSIP: 81746WAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       16217 | PA      | $16032.67       | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERI 8.125% 05/01/40                | REYNOLDS AMERICAN INC REGD SER * 8.12500000                                                                  | CUSIP: 761713BV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2969000 | PA      | $3494229.43     | 0.01%             | 2040-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CMDC 2025-1A  5.852% 02/25/30                 | COMPASS DATACENTERS ISSUER III LLC SER 2025-1A CL A3 REGD 144A P/P 5.85200000                                | CUSIP: 20469BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3100000 | PA      | $3124983.21     | 0.01%             | 2050-02-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3088 4% 08/01/47                     | FANNIE MAE POOL UMBS P#MA3088 4.00000000                                                                     | CUSIP: 31418CNE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4581144 | PA      | $4338531.03     | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2021-2 A2 V/R 06/25/66                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2 SER 2021-2 CL A2 V/R REGD 144A P/P 1.08500000                      | CUSIP: 31572LAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3354065 | PA      | $2810138.53     | 0.01%             | 2066-06-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| GNR 2021-83 PI 3% 05/20/51                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-83 CL PI 3.00000000                                        | CUSIP: 38382QQP8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2875610 | PA      | $489960.80      | 0.00%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OMFIT 2024-1A  5.79% 08/14/32                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2024-1 SER 2024-1A CL A REGD 144A P/P 5.79000000                            | CUSIP: 68269NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6027000 | PA      | $6306814.93     | 0.02%             | 2041-05-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| PANO 2025-1 V/R 03/15/33 /AUD/                | PANORAMA AUTO TRUST 2025-1 SER 2025-1 CL E V/R REGD REG S /AUD/ 7.13500000                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | AU        |      500000 | PA      | $324668.67      | 0.00%             | 2033-03-15      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS  5.95% 04/04/34                | GENERAL MOTORS FINL CO REGD 5.95000000                                                                       | CUSIP: 37045XEV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1493000 | PA      | $1514232.13     | 0.00%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/23/30                | GOLDMAN SACHS GROUP INC REGD V/R 4.69200000                                                                  | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     8333000 | PA      | $8358028.67     | 0.02%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| CARS 2024-1 V/R 08/20/31 /GBP/                | CARDIFF AUTO RECEIVABLES SECURITISATIO SER 2024-1 CL C V/R REGD REG S /GBP/ 6.11673000                       | CUSIP: G198ACAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      645000 | PA      | $885429.17      | 0.00%             | 2031-08-20      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| RGA GLOBAL FUND 5.05% 12/06/31                | RGA GLOBAL FUNDING REGD 144A P/P 5.05000000                                                                  | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $10623034.44    | 0.03%             | 2031-12-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2208 4.5% 08/01/48                   | FANNIE MAE POOL UMBS P#CA2208 4.50000000                                                                     | CUSIP: 3140Q9N25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2426681 | PA      | $2349042.93     | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7072 3% 04/01/51                     | FANNIE MAE POOL UMBS P#FM7072 3.00000000                                                                     | CUSIP: 3140XA2E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7262247 | PA      | $6400129.43     | 0.02%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NAVSL 2017-A B V/R 09/15/25                   | NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A SER 2017-A CL B V/R REGD 144A P/P 3.91000000                     | CUSIP: 63939XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      207275 | PA      | $205102.49      | 0.00%             | 2058-12-16      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| EFMT 2020-2 A1 V/R 11/25/24                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2 SER 2020-2 CL A1 V/R REGD 144A P/P 1.17800000                      | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1740337 | PA      | $1629494.64     | 0.00%             | 2065-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| GCAR 2023-3A D 6.44% 05/15/29                 | GLS AUTO RECEIVABLES ISSUER TRUST 2023-3 SER 2023-3A CL D REGD 144A P/P 6.44000000                           | CUSIP: 36267PAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2425000 | PA      | $2483112.46     | 0.01%             | 2029-05-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEP 2% 03/09/26                | NISSAN MOTOR ACCEPTANCE REGD 144A P/P 2.00000000                                                             | CUSIP: 654740BS7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14300000 | PA      | $13940249.47    | 0.03%             | 2026-03-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CGMS 2019-1A A1A V/R 04/20/31                 | CARLYLE US CLO 2019-1 LTD SER 2019-1A CL A1AR V/R REGD 144A P/P 5.61108000                                   | CUSIP: 14316BAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3087758 | PA      | $3091617.25     | 0.01%             | 2031-04-20      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| PART 2023-1A D 6.33% 11/15/26                 | PRESTIGE AUTO RECEIVABLES TRUST 2023-1 SER 2023-1A CL D REGD 144A P/P 6.33000000                             | CUSIP: 74113GAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4170000 | PA      | $4221210.94     | 0.01%             | 2029-04-16      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.25% 06/30/29                   | UNITED STATES TREASURY NOTE 3.25000000                                                                       | CUSIP: 91282CEV9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    18520100 | PA      | $18181529.42    | 0.04%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELM 2024-ELM XP1 V/R 06/10/26                 | ELM TRUST 2024-ELM SER 2024-ELM CL XP15 V/R REGD 144A P/P 1.61323300                                         | CUSIP: 26860XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16215000 | PA      | $228806.62      | 0.00%             | 2039-06-10      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/23/35                | JPMORGAN CHASE & CO REGD V/R 5.33600000                                                                      | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2754000 | PA      | $2819076.30     | 0.01%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY0561 4.5% 05/01/53                   | FANNIE MAE POOL UMBS P#BY0561 4.50000000                                                                     | CUSIP: 3140NGTT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      556492 | PA      | $532865.30      | 0.00%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUAT 3.7% 10/07/33                | REPUBLIC OF GUATEMALA REGD REG S 3.70000000                                                                  | CUSIP: P5015VAM8<br>LEI: N/A                  | Long             | DBT              | USGA              | GT        |     2000000 | PA      | $1685000.00     | 0.00%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD5965 2% 02/01/52                     | FREDDIE MAC POOL UMBS P#QD5965 2.00000000                                                                    | CUSIP: 3133B3TW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      237311 | PA      | $191299.93      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OOMLT 2004-2 M1 V/R 05/25/34                  | OPTION ONE MORTGAGE LOAN TRUST 2004-2 SER 2004-2 CL M1 V/R REGD 5.22868000                                   | CUSIP: 68389FFG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3628647 | PA      | $3673915.86     | 0.01%             | 2034-05-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV1 A V/R 03/25/70                 | EFMT 2025-INV1 SER 2025-INV1 CL A1 V/R REGD 144A P/P 5.62600000                                              | CUSIP: 26846XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2146663 | PA      | $2152162.93     | 0.01%             | 2070-03-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| AOMT 2020-5 A3 V/R 09/25/24                   | ANGEL OAK MORTGAGE TRUST 2020-5 SER 2020-5 CL A3 V/R REGD 144A P/P 2.04100000                                | CUSIP: 03464WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      260801 | PA      | $251691.41      | 0.00%             | 2065-05-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| NAVSL 2018-DA A2A 4% 01/15/28                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2018-D SER 2018-DA CL A2A REGD 144A P/P 4.00000000                 | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      434277 | PA      | $429730.20      | 0.00%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H1 M1 V/R 02/25/70                 | CROSS 2025-H1 MORTGAGE TRUST SER 2025-H1 CL M1 V/R REGD 144A P/P 6.48000000                                  | CUSIP: 22758NAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1128442 | PA      | $1139819.52     | 0.00%             | 2070-02-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| LYRA 2024-2A A 5.76% 12/20/29                 | LYRA MUSIC ASSETS DELAWARE LP SER 2024-2A CL A2 REGD 144A P/P 5.76000000                                     | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-CBDO         | CORP              | US        |     3073589 | PA      | $3084143.70     | 0.01%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE V 5.375% 04/12/27                | PETROLEOS DE VENEZUELA S REGD 5.37500000                                                                     | CUSIP: P7807HAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |     2052000 | PA      | $253570.59      | 0.00%             | 2027-04-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JAB HOLDI 4.375% 04/25/34/EUR/                | JAB HOLDINGS BV /EUR/ REGD REG S 4.37500000                                                                  | CUSIP: N4717KBM7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1300000 | PA      | $1558711.35     | 0.00%             | 2034-04-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HPA 2021-2 E2 2.952% 12/17/26                 | HOME PARTNERS OF AMERICA 2021-2 TRUST SER 2021-2 CL E2 REGD 144A P/P 2.95200000                              | CUSIP: 43732VAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4223630 | PA      | $4031286.91     | 0.01%             | 2026-12-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GWT 2024-WLF2 A V/R 05/15/26                  | GWT 2024-WLF2 SER 2024-WLF2 CL A V/R REGD 144A P/P 6.00300000                                                | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7195000 | PA      | $7213187.52     | 0.02%             | 2041-05-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-2A  5.05% 12/20/29                 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2025-2A CL C REGD 144A P/P 5.05000000                        | CUSIP: 78398HAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4400000 | PA      | $4417187.28     | 0.01%             | 2033-04-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 09/30/28                   | UNITED STATES TREASURY NOTE 1.25000000                                                                       | CUSIP: 91282CCY5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    71122000 | PA      | $65801740.84    | 0.16%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CIFC 2020-3A A1R V/R 10/20/34                 | CIFC FUNDING 2020-III LTD SER 2020-3A CL A1R V/R REGD 144A P/P 5.66108000                                    | CUSIP: 12560EAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      360000 | PA      | $360568.44      | 0.00%             | 2034-10-20      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 2.95% 03/01/26                | PACIFIC GAS & ELECTRIC REGD 2.95000000                                                                       | CUSIP: 694308HP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4765000 | PA      | $4702371.65     | 0.01%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS 4.985% 03/08/34                | ROCHE HOLDINGS INC REGD 144A P/P 4.98500000                                                                  | CUSIP: 771196CL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    23205000 | PA      | $23647441.85    | 0.06%             | 2034-03-08      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MIDO 2025-18A A1 V/R 10/18/35                 | MIDOCEAN CREDIT CLO XVIII LLC SER 2025-18A CL A1 V/R REGD 144A P/P 0.00000000                                | CUSIP: 59803LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2940000 | PA      | $2940000.00     | 0.01%             | 2035-10-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA V/R 06/30/35                    | UNICREDIT SPA REGD V/R 144A P/P MTN 5.45900000                                                               | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     3880000 | PA      | $3857565.45     | 0.01%             | 2035-06-30      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67717 4% 11/01/48                    | FREDDIE MAC GOLD POOL P#G67717 4.00000000                                                                    | CUSIP: 3132XCSE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13161491 | PA      | $12476097.39    | 0.03%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3462 3.5% 12/01/33                   | FANNIE MAE POOL UMBS P#FM3462 3.50000000                                                                     | CUSIP: 3140X6Z46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1378436 | PA      | $1358080.63     | 0.00%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-3 B1 V/R 03/25/68                  | VERUS SECURITIZATION TRUST 2023-3 SER 2023-3 CL B1 V/R REGD 144A P/P 7.76356900                              | CUSIP: 92539GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      202000 | PA      | $202369.72      | 0.00%             | 2068-03-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD4944 3% 01/01/52                     | FREDDIE MAC POOL UMBS P#QD4944 3.00000000                                                                    | CUSIP: 3133B2P52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41783 | PA      | $36239.81       | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANA 6.4% 02/14/35                | REPUBLIC OF PANAMA REGD 6.40000000                                                                           | CUSIP: 698299BT0<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |      650000 | PA      | $631172.52      | 0.00%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW2935 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BW2935 3.00000000                                                                     | CUSIP: 3140MUHM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      430197 | PA      | $372842.69      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2013-4 B1 V/R 04/25/43                   | SEQUOIA MORTGAGE TRUST 2013-4 SER 2013-4 CL B1 V/R REGD 3.43420100                                           | CUSIP: 81744YAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      305783 | PA      | $296075.01      | 0.00%             | 2043-04-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| VFUND 1A A V/R 02/16/29 /GBP/                 | VALLEY FUNDING PLC SER 1A CL A V/R REGD 144A P/P /GBP/ 5.22147000                                            | CUSIP: G931Z3AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |    53301939 | PA      | $73219045.55    | 0.18%             | 2066-05-16      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHIL 3.2% 07/06/46                | REPUBLIC OF PHILIPPINES REGD 3.20000000                                                                      | CUSIP: 718286CP0<br>LEI: N/A                  | Long             | DBT              | USGA              | PH        |     5315000 | PA      | $3742706.07     | 0.01%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEU 8.125% 09/15/31                | TEVA PHARMACEUTICALS NE REGD SER . 8.12500000                                                                | CUSIP: 88167AAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     3170000 | PA      | $3589581.20     | 0.01%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SAIL 2005-HE2 M2 V/R 07/25/35                 | STRUCTURED ASSET INVESTMENT LOAN TRUST 2005-HE2 SER 2005-HE2 CL M2 V/R REGD 5.18368000                       | CUSIP: 86358EVN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3304317 | PA      | $3151693.30     | 0.01%             | 2035-07-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-3 A1 V/R 04/25/69                  | VERUS SECURITIZATION TRUST 2024-3 SER 2024-3 CL A1 V/R REGD 144A P/P 6.33800000                              | CUSIP: 92540MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4887075 | PA      | $4940414.82     | 0.01%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| TRNTS 2024-29A D V/R 07/23/37                 | TRINITAS CLO XXIX LTD SER 2024-29A CL D1 V/R REGD 144A P/P 7.67934000                                        | CUSIP: 89643BAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2010554.00     | 0.00%             | 2037-07-23      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| COAST 2023-2HTL  V/R 08/15/25                 | COAST COMMERCIAL MORTGAGE TRUST 2023-2HTL SER 2023-2HTL CL D V/R REGD 144A P/P 8.75076000                    | CUSIP: 19033EAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1494000 | PA      | $1481518.68     | 0.00%             | 2036-08-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| SMB 2023-D A1B V/R 09/15/53                   | SMB PRIVATE EDUCATION LOAN TRUST 2023-D SER 2023-D CL A1B V/R REGD 144A P/P 5.95385000                       | CUSIP: 78450PAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13408064 | PA      | $13595347.77    | 0.03%             | 2053-09-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| MFIT 2024-BA D 6.36% 05/20/31                 | MARINER FINANCE ISSUANCE TRUST 2024-B SER 2024-BA CL D REGD 144A P/P 6.36000000                              | CUSIP: 56847GAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      538000 | PA      | $548394.86      | 0.00%             | 2038-11-20      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE6099 3% 07/01/52                     | FREDDIE MAC POOL UMBS P#QE6099 3.00000000                                                                    | CUSIP: 3133BFX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39432 | PA      | $34184.06       | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL ISDA FBF                      | CASH COLLATERAL ISDA FBF 4.23000000                                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |   -17049000 | PA      | $-17049000.00   | -0.04%            | 2049-12-31      | Floating      | 4.23%                 | No            |                  1 | On Loan: No      |
| ENEL FINANCE INT 2.5% 07/12/31                | ENEL FINANCE INTL NV REGD 144A P/P 2.50000000                                                                | CUSIP: 29278GAP3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      496000 | PA      | $435084.46      | 0.00%             | 2031-07-12      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLT 2004-4 M1 V/R 03/25/35                   | FREMONT HOME LOAN TRUST 2004-4 SER 2004-4 CL M1 V/R REGD 5.22868000                                          | CUSIP: 35729PGT1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16191649 | PA      | $15222789.04    | 0.04%             | 2035-03-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ1178 5.81% 06/01/31                  | FANNIE MAE POOL UMBS P#BZ1178 5.81000000                                                                     | CUSIP: 3140NVJY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1914000 | PA      | $1984356.36     | 0.00%             | 2031-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIE 5.442% 02/14/37                | REPUBLICA ORIENT URUGUAY REGD 5.44200000                                                                     | CUSIP: 760942BH4<br>LEI: N/A                  | Long             | DBT              | USGA              | UY        |     1300000 | PA      | $1328821.00     | 0.00%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUT 6.75% 03/01/28                | TEVA PHARMACEUTICALS NE REGD SER WI 6.75000000                                                               | CUSIP: 88167AAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1400000 | PA      | $1453904.20     | 0.00%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GNRT 9A AR V/R 01/20/38                       | GENERATE CLO 9 LTD SER 9A CL AR V/R REGD 144A P/P 5.61947000                                                 | CUSIP: 37147LAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4150601 | PA      | $4163052.80     | 0.01%             | 2038-01-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| FAHB 2024-HB1 A1 V/R 01/25/26                 | FINANCE OF AMERICA HECM BUYOUT 2024-HB1 SER 2024-HB1 CL A1A V/R REGD 144A P/P 4.00000000                     | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11388437 | PA      | $11309616.00    | 0.03%             | 2034-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ESA 2021-ESH A V/R 07/15/26                   | EXTENDED STAY AMERICA TRUST 2021-ESH SER 2021-ESH CL A V/R REGD 144A P/P 5.50648000                          | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    67769069 | PA      | $67790246.54    | 0.17%             | 2038-07-15      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| VOYA 2020-1A AR V/R 07/16/34                  | VOYA CLO 2020-1 LTD SER 2020-1A CL AR V/R REGD 144A P/P 5.67215000                                           | CUSIP: 92918EAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    15750000 | PA      | $15795580.50    | 0.04%             | 2034-07-16      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 4.904% 07/01/30                | NOMURA HOLDINGS INC REGD 4.90400000                                                                          | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     4400000 | PA      | $4415010.47     | 0.01%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC  4.4% 10/15/29                | GLOBAL ATLANTIC FIN CO REGD 144A P/P 4.40000000                                                              | CUSIP: 37959GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1127000 | PA      | $1093794.95     | 0.00%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NRZT 2019-RPL3 A V/R 07/25/59                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 SER 2019-RPL3 CL A1 V/R REGD 144A P/P 2.75000000               | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11935631 | PA      | $11449238.16    | 0.03%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 02/18/36                | STANDARD CHARTERED PLC REGD V/R 144A P/P 3.26500000                                                          | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     8880000 | PA      | $8002392.89     | 0.02%             | 2036-02-18      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| TENNET HOL 4.75% 10/28/42/EUR/                | TENNET HOLDING BV /EUR/ REGD REG S EMTN 4.75000000                                                           | CUSIP: N85094UL7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1935000 | PA      | $2468301.17     | 0.01%             | 2042-10-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0464 2.5% 01/01/36                   | FREDDIE MAC POOL UMBS P#SB0464 2.50000000                                                                    | CUSIP: 3132CWQR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1359607 | PA      | $1278770.79     | 0.00%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / 5.3% 01/15/29                | GLP CAPITAL LP / FIN II REGD 5.30000000                                                                      | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4516000 | PA      | $4566073.41     | 0.01%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PW 4% 08/15/45                | NORTHERN STATES PWR-MINN REGD 4.00000000                                                                     | CUSIP: 665772CN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $805085.97      | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.75% 02/15/44                | PACIFIC GAS & ELECTRIC REGD 4.75000000                                                                       | CUSIP: 694308HH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7084000 | PA      | $5747694.99     | 0.01%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHR 4750 Z 4% 01/15/48                        | FREDDIE MAC REMICS SER 4750 CL Z 4.00000000                                                                  | CUSIP: 3137FDDS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11227145 | PA      | $10354066.00    | 0.03%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SC0140 2% 05/01/41                     | FREDDIE MAC POOL UMBS P#SC0140 2.00000000                                                                    | CUSIP: 3132D9EM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1393790 | PA      | $1202266.31     | 0.00%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6321 5.5% 05/01/53                   | FANNIE MAE POOL UMBS P#CB6321 5.50000000                                                                     | CUSIP: 3140QSAX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4180549 | PA      | $4216613.31     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0173 2% 01/01/52                     | FANNIE MAE POOL UMBS P#FS0173 2.00000000                                                                     | CUSIP: 3140XFFP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2327154 | PA      | $1875963.85     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BSABS 2004-HE6 M V/R 08/25/34                 | BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-HE6 SER 2004-HE6 CL M1 V/R REGD 5.28868000                 | CUSIP: 073879CU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6722105 | PA      | $6812772.47     | 0.02%             | 2034-08-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TIT 8.375% 02/01/28                | TRANSOCEAN TITAN FIN LTD REGD 144A P/P 8.37500000                                                            | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1481095 | PA      | $1504440.71     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BSTN 2025-1C D V/R 06/15/32                   | BSTN COMMERCIAL MORTGAGE TRUST 2025-1C SER 2025-1C CL D V/R REGD 144A P/P 6.94073000                         | CUSIP: 05615EAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1944000 | PA      | $1989951.69     | 0.00%             | 2044-06-15      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| FHMS Q010 APT2 V/R 07/25/23                   | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q010 CL APT2 V/R 7.38815000                      | CUSIP: 3137FMUK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       43398 | PA      | $43364.58       | 0.00%             | 2047-12-25      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| SHR 2024-LXRY A V/R 10/15/26                  | SHR TRUST 2024-LXRY SER 2024-LXRY CL A V/R REGD 144A P/P 6.26176000                                          | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3471000 | PA      | $3468830.63     | 0.01%             | 2041-10-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 3.0% JUL12                      | FNMA 30YR TBA 3.0% JUL12       TO BE ANNOUNCED 3.00000000                                                    | CUSIP: 01F030678<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -221350000 | PA      | $-191498858.53  | -0.47%            | 2044-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 06/20/2027 MSCSUS33XXX LONG                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-2531.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDIN 7% 09/30/29                | SUNAC CHINA HOLDINGS LTD REGD 144A P/P 0.00000000                                                            | CUSIP: G8569ABP0<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | CN        |       81856 | PA      | $9822.72        | 0.00%             | 2029-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS DE TE 7.3% 08/12/33/PEN/                | BONOS DE TESORERIA /PEN/ REGD 7.30000000                                                                     | CUSIP: P6S32DFH1<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |    94500000 | PA      | $29017954.01    | 0.07%             | 2033-08-12      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0294 4.5% 03/01/50                   | FREDDIE MAC POOL UMBS P#SD0294 4.50000000                                                                    | CUSIP: 3132DMKF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1184230 | PA      | $1144448.42     | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FCAT 2021-1 D 1.27% 03/15/27                  | FLAGSHIP CREDIT AUTO TRUST 2021-1 SER 2021-1 CL D REGD 144A P/P 1.27000000                                   | CUSIP: 33843WAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1217592 | PA      | $1200374.28     | 0.00%             | 2027-03-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA0854 3.5% 12/01/47                   | FANNIE MAE POOL UMBS P#CA0854 3.50000000                                                                     | CUSIP: 3140Q75Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1418756 | PA      | $1302441.85     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5289 5% 03/01/44                     | FREDDIE MAC POOL UMBS P#RB5289 5.00000000                                                                    | CUSIP: 3133KY2W8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      160033 | PA      | $160384.95      | 0.00%             | 2044-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VCC 2025-1 M3 V/R 07/25/34                    | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1 SER 2025-1 CL M3 V/R REGD 144A P/P 7.33000000                  | CUSIP: 922955AK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900847 | PA      | $907928.51      | 0.00%             | 2055-02-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R10.3275PBZDIOVRA 01/04/27 GOLD FIXED                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |           1 | NC      | $-6020877.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MSBAM 2015-C2 3.732% 07/15/25                 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2015-C24 CL A4 REGD 3.73200000                     | CUSIP: 61765LAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1013999 | PA      | $1011289.29     | 0.00%             | 2048-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-C A 4.94% 11/20/25                 | SBNA AUTO LEASE TRUST 2024-C SER 2024-C CL A2 REGD 144A P/P 4.94000000                                       | CUSIP: 78398DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8875036 | PA      | $8882562.67     | 0.02%             | 2026-11-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| VFET 2024-1A A 4.56% 05/15/26                 | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 SER 2024-1A CL A2 REGD 144A P/P 4.56000000                       | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15715950 | PA      | $15719462.81    | 0.04%             | 2027-05-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| OAKC 2020-7A AR V/R 02/24/37                  | OHA CREDIT FUNDING 7 LTD SER 2020-7A CL AR V/R REGD 144A P/P 5.56947000                                      | CUSIP: 67098WAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      330000 | PA      | $329917.50      | 0.00%             | 2037-02-24      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| CWALT 2007-OA4 A V/R 05/25/47                 | ALTERNATIVE LOAN TRUST 2007-OA4 SER 2007-OA4 CL A1 V/R REGD 4.77368000                                       | CUSIP: 02150DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1004864 | PA      | $900431.30      | 0.00%             | 2047-05-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDC 6.2% 01/25/37                | FOUNDRY JV HOLDCO LLC REGD 144A P/P 6.20000000                                                               | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     3366000 | PA      | $3503623.18     | 0.01%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 10/23/29                | JPMORGAN CHASE & CO REGD V/R 6.08700000                                                                      | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    17700000 | PA      | $18603704.48    | 0.05%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| FMBT 2024-FBLU F V/R 12/15/26                 | FONTAINEBLEAU MIAMI BEACH MORTGAGE TRUST SER 2024-FBLU CL F V/R REGD 144A P/P 8.56176000                     | CUSIP: 34461WAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      154000 | PA      | $153711.25      | 0.00%             | 2039-12-15      | Variable      | 8.56%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7870 4% 09/01/52                     | FREDDIE MAC POOL UMBS P#RA7870 4.00000000                                                                    | CUSIP: 3133KPW79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    19513231 | PA      | $18177703.19    | 0.04%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD5613 2% 02/01/52                     | FREDDIE MAC POOL UMBS P#QD5613 2.00000000                                                                    | CUSIP: 3133B3GW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1969439 | PA      | $1587605.62     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OSCAR 2024-2A  4.63% 11/10/26                 | OSCAR US FUNDING XVII LLC SER 2024-2A CL A2 REGD 144A P/P 4.63000000                                         | CUSIP: 68784BAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5391295 | PA      | $5383570.35     | 0.01%             | 2027-12-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.95% 12/01/47                | PACIFIC GAS & ELECTRIC REGD SER WI 3.95000000                                                                | CUSIP: 694308HY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3763000 | PA      | $2654786.34     | 0.01%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AON CORP 2.8% 05/15/30                        | AON CORP REGD 2.80000000                                                                                     | CUSIP: 037389BE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3242864.56     | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CGMS 2015-1A AR3 V/R 07/20/31                 | CARLYLE GLOBAL MARKET STRATEGIES CLO  SER 2015-1A CL AR3 V/R REGD 144A P/P 5.51108000                        | CUSIP: 14311DBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      118489 | PA      | $118525.77      | 0.00%             | 2031-07-20      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| GRNPK 2018-1A A1 V/R 04/15/31                 | GREENWOOD PARK CLO LTD SER 2018-1A CL A1 V/R REGD 144A P/P 5.54771000                                        | CUSIP: 39729RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       53334 | PA      | $53354.47       | 0.00%             | 2031-04-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AM 5.35% 05/15/33                | WILLIS NORTH AMERICA INC REGD 5.35000000                                                                     | CUSIP: 970648AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7720000 | PA      | $7914716.08     | 0.02%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZC V/R 03/13/35                | BANCO BILBAO VIZCAYA ARG REGD V/R 6.03300000                                                                 | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     3100000 | PA      | $3232427.97     | 0.01%             | 2035-03-13      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BHG 2022-C B 5.93% 10/17/35                   | BHG SECURITIZATION TRUST 2022-C SER 2022-C CL B REGD 144A P/P 5.93000000                                     | CUSIP: 08860DAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      358690 | PA      | $359876.36      | 0.00%             | 2035-10-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| OAKC 2020-6A AR2 V/R 10/20/37                 | OHA CREDIT FUNDING 6 LTD SER 2020-6A CL AR2 V/R REGD 144A P/P 5.59947000                                     | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6980000 | PA      | $6995467.68     | 0.02%             | 2037-10-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| FHS 337 300 3% 09/15/44                       | FREDDIE MAC STRIPS SER 337 CL 300 3.00000000                                                                 | CUSIP: 3132J0DE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    29742555 | PA      | $27118994.16    | 0.07%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-HA  1.31% 11/15/27                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H SER 2020-HA CL A REGD 144A P/P 1.31000000                   | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1119638 | PA      | $1052077.33     | 0.00%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| WAMU 2007-OA5 1A V/R 06/25/47                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2007-OA5 SER 2007-OA5 CL 1A V/R REGD 5.14869000               | CUSIP: 93364BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7256081 | PA      | $6022296.43     | 0.01%             | 2047-06-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL CME MZF USD                   | CASH COLLATERAL CME MZF USD REGD 4.23000000                                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |    -3330000 | PA      | $-3330000.00    | -0.01%            | 2049-12-31      | Floating      | 4.23%                 | No            |                  1 | On Loan: No      |
| BLUE OWL FINANC 6.25% 04/18/34                | BLUE OWL FINANCE LLC REGD 6.25000000                                                                         | CUSIP: 09581JAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18530000 | PA      | $19066565.98    | 0.05%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAVU 2021-2A B1 V/R 10/25/34                  | TRIMARAN CAVU 2021-2 LTD SER 2021-2A CL B1 V/R REGD 144A P/P 6.29338000                                      | CUSIP: 89624UAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2507337.50     | 0.01%             | 2034-10-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BX 2024-VLT4 C V/R 07/15/29                   | BX TRUST 2024-VLT4 SER 2024-VLT4 CL C V/R REGD 144A P/P 6.45224100                                           | CUSIP: 05612TAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      486000 | PA      | $484959.09      | 0.00%             | 2029-07-15      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-A R V/R 03/27/34                    | SOFI CONSUMER LOAN PROGRAM 2025-A TRUST SER 2025-A CL R V/R REGD 144A P/P 0.00000000                         | CUSIP: 83407UAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4019000 | PA      | $4861306.04     | 0.01%             | 2034-03-27      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| UMBS P#SD0231 3% 01/01/50                     | FREDDIE MAC POOL UMBS P#SD0231 3.00000000                                                                    | CUSIP: 3132DMHG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21511512 | PA      | $19077797.08    | 0.05%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM  5.125% 05/15/29                | DCP MIDSTREAM OPERATING REGD 5.12500000                                                                      | CUSIP: 23311VAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3380000 | PA      | $3433511.96     | 0.01%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & 3.99% 03/01/49                | FLORIDA POWER & LIGHT CO REGD 3.99000000                                                                     | CUSIP: 341081FU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3473000 | PA      | $2734080.07     | 0.01%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 2.625% 02/15/29                | T-MOBILE USA INC REGD 2.62500000                                                                             | CUSIP: 87264ABS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      980000 | PA      | $919391.50      | 0.00%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SDAL 2025-DAL A V/R 04/15/27                  | SDAL TRUST 2025-DAL SER 2025-DAL CL A V/R REGD 144A P/P 6.75308000                                           | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      791000 | PA      | $792374.60      | 0.00%             | 2042-04-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CHASE 2023-RPL1  V/R 06/25/62                 | CHASE HOME LENDING MORTGAGE TRUST 2023-RPL1 SER 2023-RPL1 CL A1 V/R REGD 144A P/P 3.50000000                 | CUSIP: 16159LAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11213581 | PA      | $10295495.18    | 0.03%             | 2062-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SOFI 2018-C BF 4.13% 06/25/27                 | SOFI PROFESSIONAL LOAN PROGRAM 2018-C TRUST SER 2018-C CL BFX REGD 144A P/P 4.13000000                       | CUSIP: 78490DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1875000 | PA      | $1811250.75     | 0.00%             | 2048-01-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AIMCO 2024-21A B V/R 04/18/37                 | AIMCO CLO 21 LTD SER 2024-21A CL B V/R REGD 144A P/P 6.18947000                                              | CUSIP: 00901WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     4950000 | PA      | $4967933.85     | 0.01%             | 2037-04-18      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| T/L ATHENAHEAL 0% 02/15/29                    | T/L ATHENAHEALTH INC REGD 0.00000000                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      916345 | PA      | $914915.68      | 0.00%             | 2029-02-15      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE C 3.875% 07/11/31                | CEMEX SAB DE CV REGD REG S 3.87500000                                                                        | CUSIP: P2253TJR1<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    11915000 | PA      | $10984152.54    | 0.03%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRZT 2024-NQM3 A V/R 11/25/64                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM3 SER 2024-NQM3 CL A1 V/R REGD 144A P/P 5.46600000               | CUSIP: 647910AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    29134178 | PA      | $29193926.54    | 0.07%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR7 2.64% 08/17/28                 | PROGRESS RESIDENTIAL 2021-SFR7 TRUST SER 2021-SFR7 CL E2 REGD 144A P/P 2.64000000                            | CUSIP: 74333PAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1035000 | PA      | $946569.19      | 0.00%             | 2040-08-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8317 6% 04/01/53                     | FREDDIE MAC POOL UMBS P#SD8317 6.00000000                                                                    | CUSIP: 3132DWG23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3764051 | PA      | $3837203.87     | 0.01%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC 8.75% 02/15/30                 | TRANSOCEAN INC REGD 144A P/P 8.75000000                                                                      | CUSIP: 893830BX6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      948000 | PA      | $974870.11      | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7473 3% 07/20/51                  | GINNIE MAE II POOL P#MA7473 3.00000000                                                                       | CUSIP: 36179WJS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18075972 | PA      | $16011062.63    | 0.04%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN O 4.75% 06/02/30                | SAUDI ARABIAN OIL CO REGD 144A P/P 4.75000000                                                                | CUSIP: 80414L2X2<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |    12000000 | PA      | $12058642.68    | 0.03%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.5% 02/15/45                    | UNITED STATES TREASURY BOND 2.50000000                                                                       | CUSIP: 912810RK6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    70156300 | PA      | $49388939.36    | 0.12%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 6.1% 01/07/34                | GENERAL MOTORS FINL CO REGD 6.10000000                                                                       | CUSIP: 37045XEP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1381000 | PA      | $1421365.43     | 0.00%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| T/L OREGON TOOL 0% 10/15/29                   | T/L OREGON TOOL LUX LP REGD 0.00000000                                                                       | CUSIP: L7266PAC9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       57275 | PA      | $57775.74       | 0.00%             | 2029-10-15      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| HCCLT 2024-1  6.163% 10/25/56                 | HARVEST COMMERCIAL CAPITAL LOAN TRUST 2024-1 SER 2024-1 CL A REGD 6.16350000                                 | CUSIP: 417927AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5836465 | PA      | $6053288.91     | 0.01%             | 2056-10-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.625% 02/15/43                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000                                                    | CUSIP: 912810RA8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      418590 | PA      | $311008.31      | 0.00%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FHMS KJ48 A2 5.028% 10/25/31                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER KJ48 CL A2 5.02800000                       | CUSIP: 3137HBC77<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      805000 | PA      | $824564.40      | 0.00%             | 2031-10-25      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| VCC 2024-3 A V/R 06/25/54                     | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-2 SER 2024-3 CL A V/R REGD 144A P/P 6.65000000                   | CUSIP: 92259QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4898558 | PA      | $4978043.99     | 0.01%             | 2054-06-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| SLMA 2012-1 A3 V/R 01/25/21                   | SLM STUDENT LOAN TRUST 2012-1 SER 2012-1 CL A3 V/R 5.36965000                                                | CUSIP: 78446WAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5531866 | PA      | $5432687.75     | 0.01%             | 2028-09-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/22/28                | WELLS FARGO & COMPANY REGD V/R MTN 5.42229300                                                                | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    18600000 | PA      | $18724434.00    | 0.05%             | 2028-04-22      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-BA C 5.75% 11/25/54                 | CONSUMER LOAN FINANCE 2024-B ISSUER TRUST SER 2024-BA CL C REGD 144A P/P 5.75000000                          | CUSIP: 21050UAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      512000 | PA      | $519114.04      | 0.00%             | 2054-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BX 2024-VLT4 F V/R 07/15/29                   | BX TRUST 2024-VLT4 SER 2024-VLT4 CL F V/R REGD 144A P/P 8.24963700                                           | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2800000 | PA      | $2790209.24     | 0.01%             | 2029-07-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RE 5.4% 12/15/34                | CANADIAN NATL RESOURCES REGD 144A P/P 5.40000000                                                             | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    41250000 | PA      | $40982464.05    | 0.10%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SMB 2023-D D 8.87% 09/15/53                   | SMB PRIVATE EDUCATION LOAN TRUST 2023-D SER 2023-D CL D REGD 144A P/P 8.87000000                             | CUSIP: 78450PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2110000 | PA      | $2264487.66     | 0.01%             | 2053-09-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CARO 3.2% 08/15/49                | DUKE ENERGY CAROLINAS REGD 3.20000000                                                                        | CUSIP: 26442CAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      626000 | PA      | $422960.99      | 0.00%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TPMT 2019-4 A1 V/R 07/25/29                   | TOWD POINT MORTGAGE TRUST 2019-4 SER 2019-4 CL A1 V/R REGD 144A P/P 2.90000000                               | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    36371788 | PA      | $34904069.91    | 0.09%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 01/18/29                 | DEUTSCHE BANK NY REGD V/R 6.72000000                                                                         | CUSIP: 251526CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2521134.14     | 0.01%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3210 3.5% 12/01/47                   | FANNIE MAE POOL UMBS P#MA3210 3.50000000                                                                     | CUSIP: 31418CR89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1262184 | PA      | $1158706.17     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 12/31/31                    | UNITED STATES TREASURY NOTE 4.50000000                                                                       | CUSIP: 91282CMC2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    32403800 | PA      | $33411355.66    | 0.08%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.15 11/15/53 GOLD FLOAT                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $6924148.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QUARZ 2024- V/R 06/15/41 /EUR/                | QUARZO SRL SER 2024-1 CL C V/R REGD REG S /EUR/ 4.27500000                                                   | CUSIP: T77824BP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IT        |      122794 | PA      | $146210.66      | 0.00%             | 2041-06-15      | Variable      | 4.28%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA5295 6% 03/01/54                     | FANNIE MAE POOL UMBS P#MA5295 6.00000000                                                                     | CUSIP: 31418E3D0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1372783 | PA      | $1396195.12     | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IFS 2.835000 15-APR-2028 USC  /FLOAT/                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-72478.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TPMT 2018-3 A1 V/R 05/25/58                   | TOWD POINT MORTGAGE TRUST 2018-3 SER 2018-3 CL A1 V/R REGD 144A P/P 3.75000000                               | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1778113 | PA      | $1742630.50     | 0.00%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSU 7 B V/R 07/20/38 /EUR/                  | FTA CONSUMO SANTANDER SER 7 CL B V/R REGD REG S /EUR/ 3.56300000                                             | CUSIP: E8686PAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | ES        |      431556 | PA      | $509723.63      | 0.00%             | 2038-07-20      | Variable      | 3.56%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 02/01/29                   | MORGAN STANLEY REGD V/R 5.12300000                                                                           | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    15356000 | PA      | $15624041.59    | 0.04%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/18/30                   | MORGAN STANLEY REGD V/R MTN 5.65600000                                                                       | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    15285000 | PA      | $15876693.66    | 0.04%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| HARVT 21A A V/R 07/15/31 /EUR/                | HARVEST CLO XXI DAC SER 21A CL A1R V/R REGD 144A P/P /EUR/ 3.03900000                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    25583799 | PA      | $30101749.03    | 0.07%             | 2031-07-15      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 5.5% 07/01/30                | EXTRA SPACE STORAGE LP REGD 5.50000000                                                                       | CUSIP: 30225VAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8434000 | PA      | $8748267.71     | 0.02%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC 5.625% 08/21/33                    | FISERV INC REGD 5.62500000                                                                                   | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    26845000 | PA      | $27913167.65    | 0.07%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ESAIL 2007- V/R 09/13/45 /GBP/                | EUROSAIL-UK 2007-6NC PLC SER 2007-6NCX CL A3A V/R REGD REG S /GBP/ 5.03571000                                | CUSIP: G329A0AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |       84012 | PA      | $114291.05      | 0.00%             | 2045-09-13      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| SMB 2023-C B 6.36% 01/15/35                   | SMB PRIVATE EDUCATION LOAN TRUST 2023-C SER 2023-C CL B REGD 144A P/P 6.36000000                             | CUSIP: 83207DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3570000 | PA      | $3778658.65     | 0.01%             | 2052-11-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 09/10/30                     | BARCLAYS PLC REGD V/R 4.94200000                                                                             | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    11300000 | PA      | $11384246.92    | 0.03%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RP11 P V/R 10/25/61                 | CSMC 2021-RPL11 TRUST SER 2021-RP11 CL PT V/R REGD 144A P/P 3.73567800                                       | CUSIP: 12659AAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23323554 | PA      | $15003930.55    | 0.04%             | 2061-10-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| OMFIT 2023-1A  5.94% 11/14/29                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2023-1 SER 2023-1A CL B REGD 144A P/P 5.94000000                            | CUSIP: 68269JAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4611000 | PA      | $4801117.06     | 0.01%             | 2038-06-14      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SELF 2024-STRG F V/R 11/15/26                 | SELF COMMERCIAL MORTGAGE TRUST 2024-STRG SER 2024-STRG CL F V/R REGD 144A P/P 9.49878000                     | CUSIP: 81631WAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1055000 | PA      | $1049064.57     | 0.00%             | 2034-11-15      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| COLT 2022-5 B1 V/R 03/25/67                   | COLT 2022-5 MORTGAGE LOAN TRUST SER 2022-5 CL B1 V/R REGD 144A P/P 4.68319200                                | CUSIP: 19688LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      877000 | PA      | $810971.46      | 0.00%             | 2067-03-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| BSARM 2003-3 3A1 V/R 05/25/33                 | BEAR STEARNS ARM TRUST 2003-3 SER 2003-3 CL 3A1 V/R REGD 6.64233100                                          | CUSIP: 07384MUP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      237482 | PA      | $228283.20      | 0.00%             | 2033-05-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL  2.717% 01/07/29                | ATHENE GLOBAL FUNDING REGD 144A P/P 2.71700000                                                               | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3542392.38     | 0.01%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S 4.25% 03/07/35/EUR/                | MCDONALD'S CORP /EUR/ REGD REG S EMTN SER GMTN 4.25000000                                                    | CUSIP: U58013DL1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     1865000 | PA      | $2297150.96     | 0.01%             | 2035-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0716 2% 07/01/51                     | FREDDIE MAC POOL UMBS P#SD0716 2.00000000                                                                    | CUSIP: 3132DMYM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7149900 | PA      | $5785887.54     | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA1948 5.5% 08/01/26                   | FREDDIE MAC POOL UMBS P#ZA1948 5.50000000                                                                    | CUSIP: 31329KEV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          15 | PA      | $15.37          | 0.00%             | 2026-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BRAD3 05.000 SP 12/20/2029 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $6211959.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA V/R 01/14/36                          | BPCE SA REGD V/R 144A P/P 6.29300000                                                                         | CUSIP: 05571ABA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    15046000 | PA      | $15800925.08    | 0.04%             | 2036-01-14      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 01/10/34                 | SOCIETE GENERALE REGD V/R 144A P/P MTN 6.69100000                                                            | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    19000000 | PA      | $20276802.47    | 0.05%             | 2034-01-10      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG  V/R /PERP/                | VENTURE GLOBAL LNG INC REGD V/R /PERP/ 144A P/P 9.00000000                                                   | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1213000 | PA      | $1179277.14     | 0.00%             | 2174-03-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY 5.55% 10/30/35                | CHENIERE ENERGY PARTNERS REGD 144A P/P 5.55000000                                                            | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     2135000 | PA      | $2151785.63     | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| T/L HDI AEROSPACE 0% 09/19/31                 | T/L HDI AEROSPACE INTERMEDIATE HOLDING III CORPORATION 0% 0.00000000                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1445000 | PA      | $1445000.00     | 0.00%             | 2031-09-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PSTAT 2024-3A A2 V/R 08/08/32                 | PALMER SQUARE LOAN FUNDING 2024-3 LTD SER 2024-3A CL A2 V/R REGD 144A P/P 5.95729000                         | CUSIP: 69690EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $3003198.00     | 0.01%             | 2032-08-08      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS9508 4.5% 03/01/54                   | FANNIE MAE POOL UMBS P#FS9508 4.50000000                                                                     | CUSIP: 3140XRR64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13410296 | PA      | $12846528.99    | 0.03%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV7243 3% 05/01/52                     | FANNIE MAE POOL UMBS P#BV7243 3.00000000                                                                     | CUSIP: 3140MMBM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1032034 | PA      | $894569.30      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2855 2.5% 02/01/52                   | FANNIE MAE POOL UMBS P#CB2855 2.50000000                                                                     | CUSIP: 3140QNE57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4150927 | PA      | $3500036.14     | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T/L US RENAL 0% 06/20/2028                    | T/L US RENAL REGD 0.00000000                                                                                 | CUSIP: 90290PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      938557 | PA      | $885763.26      | 0.00%             | 2028-06-20      | Variable      | 9.44%                 | No            |                  2 | On Loan: No      |
| GNR 2018-124 NW 3.5% 09/20/48                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-124 CL NW 3.50000000                                       | CUSIP: 38380Y2X2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1374915 | PA      | $1265007.53     | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMP 4.15% 04/01/48                | OHIO POWER COMPANY REGD 4.15000000                                                                           | CUSIP: 677415CQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      524000 | PA      | $404899.13      | 0.00%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM8 A1 V/R 09/25/63                 | OBX 2023-NQM8 TRUST SER 2023-NQM8 CL A1 V/R REGD 144A P/P 7.04500000                                         | CUSIP: 67118CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5612448 | PA      | $5692642.37     | 0.01%             | 2063-09-25      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH  3.6% 03/15/51                | ELEVANCE HEALTH INC REGD 3.60000000                                                                          | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     2181000 | PA      | $1534939.58     | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE 9.75% 01/06/27                | RIO OIL FINANCE TRUST REGD REG S 9.75000000                                                                  | CUSIP: U76673AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       72931 | PA      | $75177.35       | 0.00%             | 2027-01-06      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| EATON 2013-1A A2 V/R 01/15/34                 | EATON VANCE CLO 2013-1 LTD SER 2013-1A CL A23R V/R REGD 144A P/P 6.06771000                                  | CUSIP: 27830BBQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      480000 | PA      | $481291.20      | 0.00%             | 2034-01-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260518 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-55.96         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX 2019-OC11 E V/R 12/09/41                   | BX TRUST 2019-OC11 SER 2019-OC11 CL E V/R REGD 144A P/P 4.07545700                                           | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7750000 | PA      | $7104676.88     | 0.02%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| WLAKE 2023-4A  7.19% 11/15/26                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4A CL D REGD 144A P/P 7.19000000                       | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9020000 | PA      | $9391432.78     | 0.02%             | 2029-07-16      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBACCO  3% 06/01/46                | GOLDEN ST TOBACCO SECURITIZATI REGD N/C B/E ST APPR 3.00000000                                               | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      375000 | PA      | $329298.23      | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDING 5.375% 05/30/30                | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.37500000                                                            | CUSIP: 05401AAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     5160000 | PA      | $5256292.62     | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HAROT 2024-4 A 4.33% 05/15/29                 | HONDA AUTO RECEIVABLES 2024-4 OWNER TRUST SER 2024-4 CL A3 REGD 4.33000000                                   | CUSIP: 43816DAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3600000 | PA      | $3608328.24     | 0.01%             | 2029-05-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 8/15/51                       | UNITED STATES TREASURY BOND 2.00000000                                                                       | CUSIP: 912810SZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    14308900 | PA      | $8249416.25     | 0.02%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 05/15/32                  | UNITED STATES TREASURY NOTE 2.87500000                                                                       | CUSIP: 91282CEP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     5170400 | PA      | $4824225.59     | 0.01%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AESOP 2024-1A  6.48% 06/20/29                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-1A CL C REGD 144A P/P 6.48000000                           | CUSIP: 05377RJA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      480000 | PA      | $494146.94      | 0.00%             | 2030-06-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| JPMCC 2024-IGLG  V/R 11/09/27                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2024-IGLG CL E V/R REGD 144A P/P 7.49599600                       | CUSIP: 46593KAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2521000 | PA      | $2516074.47     | 0.01%             | 2039-11-09      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| CRVNA 2023-N1  6.69% 04/12/27                 | CARVANA AUTO RECEIVABLES TRUST 2023-N1 SER 2023-N1 CL D REGD 144A P/P 6.69000000                             | CUSIP: 14688FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2340000 | PA      | $2386566.70     | 0.01%             | 2029-07-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRID 6.875% 05/15/34                | PILGRIM'S PRIDE CORP REGD 6.87500000                                                                         | CUSIP: 72147KAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6900000 | PA      | $7556900.70     | 0.02%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| T/L DTI HOLDCO 00.00% 04/26/29                | T/L DTI HOLDCO INC. 0.00000000                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      763718 | PA      | $753491.89      | 0.00%             | 2029-04-26      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM3236 4% 05/01/47                     | FREDDIE MAC POOL UMBS P#ZM3236 4.00000000                                                                    | CUSIP: 3131XWSZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      140397 | PA      | $132997.42      | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE 5.125% 11/19/31                | OTIS WORLDWIDE CORP REGD 5.12500000                                                                          | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     4360000 | PA      | $4489654.85     | 0.01%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CREDICORP C 9.7% 03/05/45/PEN/                | CREDICORP CAPITAL SOCIED /PEN/ REGD 144A P/P 9.70000000                                                      | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    13000000 | PA      | $3795195.08     | 0.01%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 6.834% 10/23/55                | CHARTER COMM OPT LLC/CAP REGD SER WI 6.83400000                                                              | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1142000 | PA      | $1168682.99     | 0.00%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4784 4.5% 10/01/52                   | FANNIE MAE POOL UMBS P#MA4784 4.50000000                                                                     | CUSIP: 31418EJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    50061257 | PA      | $47977512.97    | 0.12%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DRSLF 2013-26A A V/R 04/15/29                 | DRYDEN XXVI SENIOR LOAN FUND SER 2013-26A CL AR V/R REGD 144A P/P 5.41771000                                 | CUSIP: 26250UAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1359270 | PA      | $1359510.76     | 0.00%             | 2029-04-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ASIMI 2024- V/R 09/16/31 /GBP/                | ASIMI FUNDING 2024-1 PLC SER 2024-1 CL B V/R REGD REG S /GBP/ 5.56621000                                     | CUSIP: G0R2LMAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      221000 | PA      | $303427.24      | 0.00%             | 2031-09-16      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/25/53                | WELLS FARGO & COMPANY REGD V/R MTN 4.61100000                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      489000 | PA      | $416732.41      | 0.00%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-HY12 A5 V/R 8/25/36                | CWALT 2006-HY12 A5 V/R 8/25/36 4.27948100                                                                    | CUSIP: 02146PAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       99498 | PA      | $93197.44       | 0.00%             | 2036-08-25      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16 3.75% 10/15/25                | AMER AIRLINE 16-3 B PTT REGD 3.75000000                                                                      | CUSIP: 023771S41<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1195103 | PA      | $1186872.96     | 0.00%             | 2025-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-GA A 2.4% 05/15/28                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G SER 2019-GA CL A REGD 144A P/P 2.40000000                   | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1416273 | PA      | $1366027.20     | 0.00%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TTN 2021-MHC A V/R 03/15/26                   | TTAN 2021-MHC SER 2021-MHC CL A V/R REGD 144A P/P 5.27648000                                                 | CUSIP: 87303TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2497856 | PA      | $2498637.07     | 0.01%             | 2038-03-15      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| SURF 2006-BC2 A2 V/R 02/25/37                 | SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUS SER 2006-BC2 CL A2C V/R REGD 6.47770000                    | CUSIP: 84751PLN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9863275 | PA      | $3180364.63     | 0.01%             | 2037-02-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY0557 5.5% 05/01/53                   | FANNIE MAE POOL UMBS P#BY0557 5.50000000                                                                     | CUSIP: 3140NGTP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      865024 | PA      | $871082.81      | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP  2.875% 01/15/31                | HEALTHPEAK OP LLC REGD 2.87500000                                                                            | CUSIP: 42250PAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1980000 | PA      | $1805544.28     | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AFUND 2024- V/R 09/20/61 /GBP/                | ATLAS FUNDING 2024-1 PLC SER 2024-1 CL C V/R REGD REG S /GBP/ 5.76584000                                     | CUSIP: G061A7AH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      180817 | PA      | $248145.83      | 0.00%             | 2061-09-20      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260602 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-163.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAVSL 2020-IA A1 V/R 12/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2 SER 2020-IA CL A1B V/R REGD 144A P/P 5.42624000                  | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8152225 | PA      | $8108561.21     | 0.02%             | 2069-04-15      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| GNMA II P#AL1773 3.5% 01/20/45                | GINNIE MAE II POOL P#AL1773 3.50000000                                                                       | CUSIP: 36183W6J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      771112 | PA      | $704773.98      | 0.00%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BHG 2023-B B 7.45% 01/17/30                   | BHG SECURITIZATION TRUST 2023-B SER 2023-B CL B REGD 144A P/P 7.45000000                                     | CUSIP: 08862GAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5710000 | PA      | $5927005.70     | 0.01%             | 2036-12-17      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 4.758% 09/06/49                | BAT CAPITAL CORP REGD 4.75800000                                                                             | CUSIP: 05526DBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1451000 | PA      | $1196201.32     | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN  4.75% 04/27/32                | UNITED MEXICAN STATES REGD 4.75000000                                                                        | CUSIP: 91087BAK6<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     2000000 | PA      | $1899820.00     | 0.00%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL 4.125% 09/30/27                | KOREA NATIONAL OIL CORP REGD 144A P/P 4.12500000                                                             | CUSIP: 50065LAJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |     5700000 | PA      | $5672361.90     | 0.01%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP V/R 12/10/54                  | CVS HEALTH CORP REGD V/R 6.75000000                                                                          | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     5180000 | PA      | $5191279.81     | 0.01%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESO 5% 12/15/29                | CANADIAN NATL RESOURCES REGD 144A P/P 5.00000000                                                             | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     4200000 | PA      | $4237849.18     | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.7% 04/01/51                | CHARTER COMM OPT LLC/CAP REGD 3.70000000                                                                     | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7543000 | PA      | $5024470.29     | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8206 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#SD8206 3.00000000                                                                    | CUSIP: 3132DWDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      754109 | PA      | $653141.49      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-BA B 5.45% 11/25/54                 | CONSUMER LOAN FINANCE 2024-B ISSUER TRUST SER 2024-BA CL B REGD 144A P/P 5.45000000                          | CUSIP: 21050UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1024000 | PA      | $1037276.47     | 0.00%             | 2054-11-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KDAC 2017-1A  4.212% 12/15/24                 | KDAC AVIATION FINANCE LTD SER 2017-1A CL A REGD 144A P/P 4.21200000                                          | CUSIP: 48244XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      739370 | PA      | $719274.18      | 0.00%             | 2042-12-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4962 3.5% 01/20/48                | GINNIE MAE II POOL P#MA4962 3.50000000                                                                       | CUSIP: 36179TQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2185604 | PA      | $2018407.32     | 0.00%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-DA  1.69% 10/15/27                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D SER 2020-DA CL A REGD 144A P/P 1.69000000                   | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2696471 | PA      | $2554044.00     | 0.01%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES  4.8% 08/15/27                | ALASKA AIRLINES 2020 TR REGD 144A P/P 4.80000000                                                             | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000005 | PA      | $1000671.79     | 0.00%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| APID 2024-48A B V/R 07/25/37                  | APIDOS CLO XLVIII LTD SER 2024-48A CL B V/R REGD 144A P/P 5.98177000                                         | CUSIP: 03770WAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     3750000 | PA      | $3759352.50     | 0.01%             | 2037-07-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 2.659% 05/24/31                | UNITED MEXICAN STATES REGD 2.65900000                                                                        | CUSIP: 91087BAM2<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    17422000 | PA      | $15070030.00    | 0.04%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08794 4.5% 12/01/47                  | FREDDIE MAC GOLD POOL P#G08794 4.50000000                                                                    | CUSIP: 3128MJ3C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      860278 | PA      | $838394.03      | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4198 4.5% 01/20/47                | GINNIE MAE II POOL P#MA4198 4.50000000                                                                       | CUSIP: 36179SUX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      926059 | PA      | $904887.46      | 0.00%             | 2047-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 5.25% 03/01/52                | PACIFIC GAS & ELECTRIC REGD 5.25000000                                                                       | CUSIP: 694308KD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4096000 | PA      | $3407952.08     | 0.01%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T/L EFS COGEN HOLD 0% 10/01/27                | T/L EFS COGEN HOLDINGS I LLC   REGD 0.00000000                                                               | CUSIP: 26844HAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1099393 | PA      | $1102833.89     | 0.00%             | 2027-10-01      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| FREED 2022-1FP 3.35% 03/19/29                 | FREED ABS TRUST 2022-1FP SER 2022-1FP CL D REGD 144A P/P 3.35000000                                          | CUSIP: 35633KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1084088 | PA      | $1076914.11     | 0.00%             | 2029-03-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO- 3.875% 03/01/31                | ROCKETMTGE CO-ISSUER INC REGD 144A P/P 3.87500000                                                            | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    29710000 | PA      | $27541730.63    | 0.07%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FYBR 2023-1 A2 6.6% 07/20/28                  | FRONTIER ISSUER LLC SER 2023-1 CL A2 REGD 144A P/P 6.60000000                                                | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    35360000 | PA      | $35918801.15    | 0.09%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OAKCL 2024-27A D V/R 10/22/37                 | OAKTREE CLO 2024-27 LTD SER 2024-27A CL D1 V/R REGD 144A P/P 7.27238000                                      | CUSIP: 67402UAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $270412.56      | 0.00%             | 2037-10-22      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 1A V/R 10/25/59                 | OBX 2019-EXP3 TRUST SER 2019-EXP3 CL 1A8 V/R REGD 144A P/P 3.50000000                                        | CUSIP: 67113AAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      323971 | PA      | $294669.46      | 0.00%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R3 A1 V/R 06/25/57                   | CIM TRUST 2021-R3 SER 2021-R3 CL A1 V/R REGD 144A P/P 1.95100000                                             | CUSIP: 12566LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    34765055 | PA      | $31489435.70    | 0.08%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM2007 4% 09/01/48                     | FANNIE MAE POOL UMBS P#BM2007 4.00000000                                                                     | CUSIP: 3140J6GR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12863 | PA      | $12174.49       | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-2 A1 V/R 03/25/27                   | PRPM 2024-2 LLC SER 2024-2 CL A1 V/R REGD 144A P/P 7.02600000                                                | CUSIP: 74448BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4423860 | PA      | $4431884.21     | 0.01%             | 2029-03-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9106 4.5% 02/01/46                   | FANNIE MAE POOL UMBS P#AL9106 4.50000000                                                                     | CUSIP: 3138ERDL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      646295 | PA      | $632329.11      | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC 4.65% 09/09/26                   | ILLUMINA INC REGD 4.65000000                                                                                 | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     9700000 | PA      | $9711527.87     | 0.02%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOL 4.6% 07/13/30                | SHIMAO GROUP HOLDINGS LT REGD 0.00000000                                                                     | CUSIP: G81269AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |      400000 | PA      | $20500.00       | 0.00%             | 2030-07-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CWL 2006-8 2A4 V/R 01/25/46                   | COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2006-8 CL 2A4 V/R REGD 4.93368000                                  | CUSIP: 045427AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14788570 | PA      | $13996238.69    | 0.03%             | 2046-01-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5820 4% 04/01/50                     | FANNIE MAE POOL UMBS P#FM5820 4.00000000                                                                     | CUSIP: 3140X9PE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      568845 | PA      | $532683.00      | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CGMS 2014-1A BR2 V/R 04/17/31                 | CARLYLE GLOBAL MARKET STRATEGIES CLO  SER 2014-1A CL BR2 V/R REGD 144A P/P 5.94140000                        | CUSIP: 14310MBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5750000 | PA      | $5753938.75     | 0.01%             | 2031-04-17      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| SMB 2021-D A1A 1.34% 08/15/30                 | SMB PRIVATE EDUCATION LOAN TRUST 2021-D SER 2021-D CL A1A REGD 144A P/P 1.34000000                           | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      794006 | PA      | $741365.05      | 0.00%             | 2053-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG 7% 01/15/30                | VENTURE GLOBAL LNG INC REGD 144A P/P 7.00000000                                                              | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    12863000 | PA      | $13003373.66    | 0.03%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0544 2% 03/01/36                     | FREDDIE MAC POOL UMBS P#SB0544 2.00000000                                                                    | CUSIP: 3132CWS96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      480352 | PA      | $442442.72      | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 5.9% 01/15/31                | EXTRA SPACE STORAGE LP REGD 5.90000000                                                                       | CUSIP: 30225VAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8695000 | PA      | $9185933.35     | 0.02%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHI 2.65% 12/10/45                | REPUBLIC OF PHILIPPINES REGD 2.65000000                                                                      | CUSIP: 718286CL9<br>LEI: N/A                  | Long             | DBT              | USGA              | PH        |     6595000 | PA      | $4278953.85     | 0.01%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| G2SF  30 YR TBA 4.0% JUL 25                   | G2SF  30 YR TBA 4.0% JUL 25  TO BE ANNOUNCED 4.00000000                                                      | CUSIP: 21H040673<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   111900000 | PA      | $104024510.46   | 0.26%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORTA 2024- V/R 01/18/28 /EUR/                | FORTUNA CONSUMER LOAN ABS 2024-2 DAC SER 2024-2 CL C V/R REGD /EUR/ 3.56100000                               | CUSIP: G36752AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      300000 | PA      | $354981.94      | 0.00%             | 2034-10-18      | Variable      | 3.56%                 | Yes           |                  2 | On Loan: No      |
| RAKUTEN GROUP I 9.75% 04/15/29                | RAKUTEN GROUP INC REGD REG S 9.75000000                                                                      | CUSIP: J64264AK0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     5200000 | PA      | $5695969.55     | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| FED REPUBLIC O 6.125% 01/22/32                | FED REPUBLIC OF BRAZIL REGD 6.12500000                                                                       | CUSIP: 105756CK4<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |     1000000 | PA      | $1019091.81     | 0.00%             | 2032-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4941 5.5% 03/01/53                   | FANNIE MAE POOL UMBS P#MA4941 5.50000000                                                                     | CUSIP: 31418EP38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2520591 | PA      | $2525933.09     | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 05/01/29                | GOLDMAN SACHS GROUP INC REGD V/R 4.22300000                                                                  | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     7570000 | PA      | $7526846.76     | 0.02%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 09/15/34                | BANK OF AMERICA CORP REGD V/R 5.87200000                                                                     | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3020000 | PA      | $3186885.23     | 0.01%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATIO 5.875% 03/15/26                | NCL CORPORATION LTD REGD 144A P/P 5.87500000                                                                 | CUSIP: 62886HBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      206000 | PA      | $206257.50      | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1157 3.5% 07/20/43                | GINNIE MAE II POOL P#MA1157 3.50000000                                                                       | CUSIP: 36179NJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      636881 | PA      | $595471.62      | 0.00%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES  5.65% 03/15/35                | MERITAGE HOMES CORP REGD 5.65000000                                                                          | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    25415000 | PA      | $25487178.60    | 0.06%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP04.10 11/15/52 GOLDUS33XXX FLOAT                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-4396434.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VCC 2022-1 M4 V/R 02/25/31                    | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-1 SER 2022-1 CL M4 V/R REGD 144A P/P 5.20000000                  | CUSIP: 92258XAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      233050 | PA      | $185796.58      | 0.00%             | 2052-02-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| AESOP 2020-2A  2.02% 02/20/26                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2020-2A CL A REGD 144A P/P 2.02000000                           | CUSIP: 05377RDY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9740000 | PA      | $9627813.71     | 0.02%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.125% 08/31/29                  | UNITED STATES TREASURY NOTE 3.12500000                                                                       | CUSIP: 91282CFJ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    39355000 | PA      | $38404945.90    | 0.09%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-RPL1 P V/R 04/25/61                 | CSMC 2022-RPL1 TRUST SER 2022-RPL1 CL PT V/R REGD 144A P/P 4.62219300                                        | CUSIP: 12661QAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    24432697 | PA      | $21093387.66    | 0.05%             | 2061-04-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS L 4.625% 12/01/30                | CSC HOLDINGS LLC REGD 144A P/P 4.62500000                                                                    | CUSIP: 126307BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    26845000 | PA      | $12484425.10    | 0.03%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNR 2018-38 PA 3.5% 06/25/47                  | FANNIE MAE REMICS SER 2018-38 CL PA 3.50000000                                                               | CUSIP: 3136B1Q80<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2005857 | PA      | $1966584.42     | 0.00%             | 2047-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMCC 2025-BMS B V/R 01/15/27                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2025-BMS CL B V/R REGD 144A P/P 6.31176000                    | CUSIP: 46596CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3487177.05     | 0.01%             | 2042-01-15      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| SHACK 2013-4RA A V/R 04/13/31                 | SHACKLETON 2013-IV-R CLO LTD SER 2013-4RA CL A1A V/R REGD 144A P/P 5.50332000                                | CUSIP: 81882HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      116625 | PA      | $116641.46      | 0.00%             | 2031-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| EFMT 2022-4 B2 V/R 09/25/67                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2022-4 SER 2022-4 CL B2 V/R REGD 144A P/P 5.92532100                      | CUSIP: 268432AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      837000 | PA      | $724448.53      | 0.00%             | 2067-09-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| GSAMP 2005-AHL M V/R 04/25/35                 | GSAMP TRUST 2005-AHL SER 2005-AHL CL M2 V/R REGD 5.40868000                                                  | CUSIP: 36242D2B8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2801446 | PA      | $2642705.87     | 0.01%             | 2035-04-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD 5.5% 10/01/27                  | WYNN MACAU LTD REGD REG S 5.50000000                                                                         | CUSIP: G98149AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |     3000000 | PA      | $2992810.80     | 0.01%             | 2027-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LFT 2024-2A A 4.47% 01/20/29                  | LENDMARK FUNDING TRUST 2024-2 SER 2024-2A CL A REGD 144A P/P 4.47000000                                      | CUSIP: 52590AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4400000 | PA      | $4383298.04     | 0.01%             | 2034-02-21      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| OAKC 2020-7A A1R V/R 07/19/38                 | OHA CREDIT FUNDING 7 LTD SER 2020-7A CL A1R2 V/R REGD 144A P/P 0.00000000                                    | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250000.00      | 0.00%             | 2038-07-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CLAF 2021-1 B 3.464% 11/10/28                 | CLSEC HOLDINGS 22T LLC SER 2021-1 CL B REGD 144A P/P 3.46400000                                              | CUSIP: 12567UAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3856913 | PA      | $3567321.77     | 0.01%             | 2037-05-11      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC 3.65% 03/15/27                    | TEXTRON INC REGD 3.65000000                                                                                  | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |      687000 | PA      | $678168.79      | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3521 3.5% 03/20/46                | GINNIE MAE II POOL P#MA3521 3.50000000                                                                       | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5520400 | PA      | $5123865.98     | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3101 2% 03/01/52                     | FANNIE MAE POOL UMBS P#CB3101 2.00000000                                                                     | CUSIP: 3140QNNT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2771893 | PA      | $2230340.61     | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2019-2 A1 V/R 11/25/59                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 SER 2019-2 CL A1 V/R REGD 144A P/P 2.73900000                      | CUSIP: 31573TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      631473 | PA      | $599158.85      | 0.00%             | 2059-11-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| DAVINCIRE HOLDI 5.95% 04/15/35                | DAVINCIRE HOLDINGS LTD REGD 144A P/P 5.95000000                                                              | CUSIP: 23879AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     3200000 | PA      | $3213860.80     | 0.01%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MEX BONOS  7.75% 11/23/34/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 7.75000000                                                          | CUSIP: P4R07XEY8<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   748100000 | PA      | $36343518.88    | 0.09%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DCLO 2022-3A A1R V/R 01/15/38                 | DIAMETER CAPITAL CLO 3 LTD SER 2022-3A CL A1R V/R REGD 144A P/P 5.58610000                                   | CUSIP: 25255JAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      830781 | PA      | $833545.84      | 0.00%             | 2038-01-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 12/20/2026 CHASUS33XXX LONG                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-597.90        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RER6MP02.49 02/19/54 XGS FLOAT                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $949125.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLMA 2008-5 B V/R 07/25/73                    | SLM STUDENT LOAN TRUST 2008-5 SER 2008-5 CL B V/R 6.47494000                                                 | CUSIP: 78444YAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7350000 | PA      | $7453959.87     | 0.02%             | 2073-07-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5040 6% 06/01/53                     | FANNIE MAE POOL UMBS P#MA5040 6.00000000                                                                     | CUSIP: 31418ES68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      117262 | PA      | $119396.44      | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COM 1.625% 01/15/31                | OHIO POWER COMPANY REGD SER Q 1.62500000                                                                     | CUSIP: 677415CT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3071000 | PA      | $2606756.35     | 0.01%             | 2031-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ACE 2007-D1 A4 V/R 02/25/38                   | ACE SECURITIES CORP MORTGAGE LOAN TRUST SERI SER 2007-D1 CL A4 V/R REGD 144A P/P 6.93000000                  | CUSIP: 00083BAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       96721 | PA      | $82301.63       | 0.00%             | 2038-02-25      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| VCC 2024-5 M2 V/R 01/25/33                    | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-5 SER 2024-5 CL M2 V/R REGD 144A P/P 5.96000000                  | CUSIP: 92261AAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      265953 | PA      | $262250.69      | 0.00%             | 2054-10-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA 6.5% 05/22/35                  | VAR ENERGI ASA REGD 144A P/P 6.50000000                                                                      | CUSIP: 92212WAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |     2235000 | PA      | $2311332.87     | 0.01%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV 5.45% 11/19/29                | CEMEX SAB DE CV REGD REG S 5.45000000                                                                        | CUSIP: P2253TJN0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     3530000 | PA      | $3539700.44     | 0.01%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CLAST 2018-1  4.125% 06/15/25                 | CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2018-1 SER 2018-1 CL A REGD 144A P/P 4.12500000                     | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      761676 | PA      | $740421.12      | 0.00%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KAPT 2024-1A A 5.49% 10/10/27                 | KAPITUS ASSET SECURITIZATION IV LLC SER 2024-1A CL A REGD 144A P/P 5.49000000                                | CUSIP: 48555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5805000 | PA      | $5798422.94     | 0.01%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 5.8% 03/05/27                | FORD MOTOR CREDIT CO LLC REGD 5.80000000                                                                     | CUSIP: 345397D83<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    23800000 | PA      | $23987766.05    | 0.06%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SVHE 2006-OPT5 2 V/R 07/25/36                 | SOUNDVIEW HOME LOAN TRUST 2006-OPT5 SER 2006-OPT5 CL 2A4 V/R REGD 4.91368000                                 | CUSIP: 83612CAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19953878 | PA      | $18271500.69    | 0.04%             | 2036-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENE 7% 3/31/38/OFAC FAIL/        | REPUBLIC OF VENEZUELA REGD/OFAC FAIL/ 0.00000000                                                             | CUSIP: P97475AJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |      187000 | PA      | $32137.44       | 0.00%             | 2038-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 01/23/35                | BANK OF AMERICA CORP REGD V/R 5.46800000                                                                     | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    10585000 | PA      | $10874378.55    | 0.03%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| MCMLT 2019-GS1 M V/R 07/25/59                 | MILL CITY MORTGAGE LOAN TRUST 2019-GS1 SER 2019-GS1 CL M2 V/R REGD 144A P/P 3.25000000                       | CUSIP: 59981BAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1115000 | PA      | $1003705.61     | 0.00%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL1  S/UP 08/25/28                 | ATLX 2024-RPL1 TRUST SER 2024-RPL1 CL A1 S/UP REGD 144A P/P 3.85000000                                       | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4489399 | PA      | $4335498.77     | 0.01%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| DRMT 2022-2 M1 V/R 03/25/67                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2 SER 2022-2 CL M1 V/R REGD 144A P/P 4.30616000                         | CUSIP: 24380XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      526000 | PA      | $465343.42      | 0.00%             | 2067-03-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| T/L CASTLE US CORP 0% 04/29/30                | T/L CASTLE US HOLDING CORP     NEW MONEY FLFO 0.00000000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      108307 | PA      | $108306.93      | 0.00%             | 2030-04-29      | Variable      | 9.33%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXI 7.5% 03/20/26                  | PETROLEOS MEXICANO REGD 144A 7.50000000                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MS        |     8329000 | PA      | $8329000.00     | 0.02%             | 2026-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HEATHROW  1.125% 10/08/30/EUR/                | HEATHROW FUNDING LTD /EUR/ REGD REG S EMTN 1.12500000                                                        | CUSIP: G4R1K3AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     7865000 | PA      | $8318758.01     | 0.02%             | 2030-10-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES  5.5% 03/17/35                | AMCOR FLEXIBLES NORTH AM REGD 144A P/P 5.50000000                                                            | CUSIP: 02344AAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14365000 | PA      | $14574228.67    | 0.04%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8134 2% 03/01/51                     | FREDDIE MAC POOL UMBS P#SD8134 2.00000000                                                                    | CUSIP: 3132DWBB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6634215 | PA      | $5278989.11     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EART 2022-6A C 6.32% 03/15/26                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-6 SER 2022-6A CL C REGD 6.32000000                                  | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1813933 | PA      | $1822534.63     | 0.00%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| BX 2021-RISE D V/R 11/15/23                   | BX TRUST 2021-RISE SER 2021-RISE CL D V/R REGD 144A P/P 6.17648000                                           | CUSIP: 12434EAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11629192 | PA      | $11600119.44    | 0.03%             | 2036-11-15      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC 5.5% 10/15/35                 | D.R. HORTON INC REGD 5.50000000                                                                              | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     6534000 | PA      | $6653277.78     | 0.02%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD4090 6.5% 10/01/53                   | FREDDIE MAC POOL UMBS P#SD4090 6.50000000                                                                    | CUSIP: 3132E0RK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4389645 | PA      | $4582144.94     | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.559% 05/17/26                 | PROGRESS RESIDENTIAL 2021-SFR4 SER 2021-SFR4 CL E2 REGD 144A P/P 2.55900000                                  | CUSIP: 74333EAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      640000 | PA      | $627779.84      | 0.00%             | 2038-05-17      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| GREENE KI 5.106% 03/15/34/GBP/                | GREENE KING FINANCE PLC /GBP/ REGD SER A4 5.10600000                                                         | CUSIP: G4158GAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      339669 | PA      | $461502.72      | 0.00%             | 2034-03-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JS 4.375% 09/26/27                | QAZAQGAZ NC JSC REGD REG S 4.37500000                                                                        | CUSIP: Y4S6FLAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | KZ        |      600000 | PA      | $587726.40      | 0.00%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OAKC 2019-3A AR2 V/R 01/20/38                 | OHA CREDIT FUNDING 3 LTD SER 2019-3A CL AR2 V/R REGD 144A P/P 5.58947000                                     | CUSIP: 67112RBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6570000 | PA      | $6591864.96     | 0.02%             | 2038-01-20      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C1 2.762% 07/15/29                 | CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST SER 2019-C17 CL A4 REGD 2.76280000                                  | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6050000 | PA      | $5627128.60     | 0.01%             | 2052-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3462 3.5% 09/01/33                   | FANNIE MAE POOL UMBS P#MA3462 3.50000000                                                                     | CUSIP: 31418CZ49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1635569 | PA      | $1609189.08     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ECAF 2015-1A  3.473% 06/15/22                 | ECAF I LTD SER 2015-1A CL A1 REGD 144A P/P 3.47300000                                                        | CUSIP: 26827EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      112854 | PA      | $97048.82       | 0.00%             | 2040-06-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| ACLO 3A AR V/R 04/16/30 /EUR/                 | AURIUM CLO III DAC SER 3A CL AR V/R REGD 144A P/P /EUR/ 2.92200000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      822578 | PA      | $968622.72      | 0.00%             | 2030-04-16      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| NYC 2025-1155 5.832% 06/10/30                 | NYC COMMERCIAL MORTGAGE TRUST 2025-1155 SER 2025-1155 CL A REGD 144A P/P 5.83290000                          | CUSIP: 67122BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12089000 | PA      | $12143440.39    | 0.03%             | 2042-06-10      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FO 5.95% 04/20/35                | JBS USA SARL/FOOD/GRP REGD 144A P/P 5.95000000                                                               | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8425000 | PA      | $8728131.50     | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT H 1.547% 10/01/25                | COMMONSPIRIT HEALTH REGD 1.54700000                                                                          | CUSIP: 20268JAE3<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     3450000 | PA      | $3421949.15     | 0.01%             | 2025-10-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| AFFRM 2024-A A 5.61% 09/15/26                 | AFFIRM ASSET SECURITIZATION TRUST 2024-A SER 2024-A CL A REGD 144A P/P 5.61000000                            | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4793000 | PA      | $4814800.01     | 0.01%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4383 4.5% 02/01/47                   | FANNIE MAE POOL UMBS P#FM4383 4.50000000                                                                     | CUSIP: 3140X72R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2636264 | PA      | $2620521.83     | 0.01%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER  2.875% 12/04/51                | FLORIDA POWER & LIGHT CO REGD 2.87500000                                                                     | CUSIP: 341081GE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2734000 | PA      | $1722003.56     | 0.00%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CWL 2006-26 M1 V/R 06/25/37                   | CWABS ASSET-BACKED CERTIFICATES TRUST 2006-25 SER 2006-26 CL M1 V/R REGD 4.80868000                          | CUSIP: 12668HAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2149480 | PA      | $1861296.94     | 0.00%             | 2037-06-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WP CAREY I 4.25% 07/23/32/EUR/                | WP CAREY INC /EUR/ REGD 4.25000000                                                                           | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |     4105000 | PA      | $4986429.16     | 0.01%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 02/01/34                       | US BANCORP REGD V/R 4.83900000                                                                               | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     3081000 | PA      | $3042239.26     | 0.01%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| ELM 2024-ELM A10 V/R 06/10/27                 | ELM TRUST 2024-ELM SER 2024-ELM CL A10 V/R REGD 144A P/P 5.99423200                                          | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1690000 | PA      | $1707827.64     | 0.00%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMU 5.875% 11/01/29                | FRONTIER COMMUNICATIONS REGD 5.87500000                                                                      | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3442680 | PA      | $3477037.95     | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW1734 3% 05/01/52                     | FANNIE MAE POOL UMBS P#BW1734 3.00000000                                                                     | CUSIP: 3140MS4U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      873654 | PA      | $757743.41      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP 5.5% 12/01/34                   | APPLOVIN CORP REGD 5.50000000                                                                                | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    43840000 | PA      | $44510557.35    | 0.11%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRED 6.95% 03/06/26                | FORD MOTOR CREDIT CO LLC REGD 6.95000000                                                                     | CUSIP: 345397C43<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1110608.39     | 0.00%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZ 6% 11/15/26                | PETROLEOS DE VENEZUELA S REGD 6.00000000                                                                     | CUSIP: P7807HAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |     4600000 | PA      | $574048.12      | 0.00%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| F/C EURO-BOBL FUTURE  SEP25                   | FUTURE CONTRACT ON           EURO-BOBL FUTURE  SEP25 /EUR/ 0.00000000                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -437 | NC      | $-60577444.19   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| BHMS 2018-ATLS A V/R 07/15/20                 | BHMS 2018-ATLS SER 2018-ATLS CL A V/R REGD 144A P/P 5.85876000                                               | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      546000 | PA      | $545714.66      | 0.00%             | 2035-07-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FI 3.569% 12/01/31                | CDW LLC/CDW FINANCE REGD 3.56900000                                                                          | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    51985000 | PA      | $47848215.65    | 0.12%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20250917 000016440 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-296380.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II P#MA4452 4% 05/20/47                  | GINNIE MAE II POOL P#MA4452 4.00000000                                                                       | CUSIP: 36179S5M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      652949 | PA      | $611462.21      | 0.00%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISA INC 3.875% 05/15/44/EUR/                 | VISA INC /EUR/ REGD 3.87500000                                                                               | CUSIP: 92826CAX0<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     3605000 | PA      | $4234632.20     | 0.01%             | 2044-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2574 2.5% 02/01/35                   | FANNIE MAE POOL UMBS P#FM2574 2.50000000                                                                     | CUSIP: 3140X52G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1112984 | PA      | $1064476.46     | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HASC 2005-NC1 M3 V/R 07/25/35                 | HSI ASSET SECURITIZATION CORP TRUST 2005-NC1 SER 2005-NC1 CL M3 V/R REGD 5.39368000                          | CUSIP: 40430HAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4495878 | PA      | $4329328.54     | 0.01%             | 2035-07-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| CLDCD 2024-1A 5.781% 11/22/29                 | CLOUD CAPITAL HOLDCO LP SER 2024-1A CL A2 REGD 144A P/P 5.78100000                                           | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17440000 | PA      | $17668096.02    | 0.04%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/20/29                   | MORGAN STANLEY REGD V/R MTN 5.16400000                                                                       | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1807000 | PA      | $1842417.47     | 0.00%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| CAS 2023-R08 1M1 V/R 10/25/43                 | CONNECTICUT AVENUE SECURITIES TRUST 2023-R08 SER 2023-R08 CL 1M1 V/R REGD 144A P/P 5.80517000                | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      958086 | PA      | $961054.09      | 0.00%             | 2043-10-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| BX 2024-PALM A V/R 06/15/26                   | BX 2024-PALM SER 2024-PALM CL A V/R REGD 144A P/P 5.85276000                                                 | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4870385 | PA      | $4870384.61     | 0.01%             | 2037-06-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV9701 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV9701 3.00000000                                                                     | CUSIP: 3140MPX71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      982571 | PA      | $851383.28      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2015-8 LZ 3% 11/16/44                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-8 CL LZ 3.00000000                                         | CUSIP: 38379JAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1675893 | PA      | $1510560.59     | 0.00%             | 2044-11-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 5.25% 04/01/53                | CHARTER COMM OPT LLC/CAP REGD 5.25000000                                                                     | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9247000 | PA      | $7856178.43     | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/27/33                | BANK OF AMERICA CORP REGD V/R 4.57100000                                                                     | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     9334000 | PA      | $9185318.81     | 0.02%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| AOMT 2024-11 A1 V/R 10/25/28                  | ANGEL OAK MORTGAGE TRUST 2024-11 SER 2024-11 CL A1 V/R REGD 144A P/P 5.70000000                              | CUSIP: 03463QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1287232 | PA      | $1291866.06     | 0.00%             | 2069-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| HACLN 2024-1 B2 V/R 02/20/28                  | HUNTINGTON BANK AUTO CREDIT-LINKED NOTE SER 2024-1 CL B2 V/R REGD 144A P/P 5.70185000                        | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1521456 | PA      | $1530044.25     | 0.00%             | 2032-05-20      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST 6.725% 04/01/35                   | ILLINOIS ST REGD N/C B/E 6.72500000                                                                          | CUSIP: 452152FA4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |       53846 | PA      | $56942.20       | 0.00%             | 2035-04-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| CHAOT 2024-2A  5.66% 12/25/25                 | CHASE AUTO OWNER TRUST 2024-2 SER 2024-2A CL A2 REGD 144A P/P 5.66000000                                     | CUSIP: 16144CAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4420755 | PA      | $4430523.96     | 0.01%             | 2027-05-26      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MDPK 2021-38A C V/R 07/17/34                  | MADISON PARK FUNDING XXXVIII LTD SER 2021-38A CL C V/R REGD 144A P/P 6.44140000                              | CUSIP: 55821KAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1002155.00     | 0.00%             | 2034-07-17      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/19/38                   | MORGAN STANLEY REGD V/R 5.94800000                                                                           | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2945000 | PA      | $3029660.98     | 0.01%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 2.5% 07/15/31                | CROWN CASTLE INC REGD 2.50000000                                                                             | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     3259000 | PA      | $2843725.15     | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ODART 2023-1A  7.07% 11/14/27                 | ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1 SER 2023-1A CL D REGD 144A P/P 7.07000000                       | CUSIP: 682685AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1145000 | PA      | $1201286.83     | 0.00%             | 2033-02-14      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 4% AUG 25                      | G2SF 30 YR TBA 4% AUG 25       TO BE ANNOUNCED 4.00000000                                                    | CUSIP: 21H040681<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8452000 | PA      | $7856160.20     | 0.02%             | 2055-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIG HLDNG/DIG FIN 12% 05/25/27                | DIG HLDNG/DIG FIN/DIFL REGD 12.00000000                                                                      | CUSIP: G27753AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |      191699 | PA      | $193376.37      | 0.00%             | 2027-05-25      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC 6% 01/15/43                  | MDC HOLDINGS INC REGD 6.00000000                                                                             | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     5015000 | PA      | $4536696.38     | 0.01%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELIA GROU 3.875% 06/11/31/EUR/                | ELIA GROUP SA/NV /EUR/ REGD REG S 3.87500000                                                                 | CUSIP: B3S09JAB7<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |     2400000 | PA      | $2880048.35     | 0.01%             | 2031-06-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3665 4% 09/01/49                     | FANNIE MAE POOL UMBS P#FM3665 4.00000000                                                                     | CUSIP: 3140X7CB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3492376 | PA      | $3293555.12     | 0.01%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RMIT 2024-2 C 5.74% 12/15/33                  | REGIONAL MANAGEMENT ISSUANCE TRUST 2024-2 SER 2024-2 CL C REGD 144A P/P 5.74000000                           | CUSIP: 75907AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      915000 | PA      | $923244.70      | 0.00%             | 2033-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CSMC 2014-USA 4.335% 09/15/25                 | CSMC 2014-USA OA LLC SER 2014-USA CL C REGD 144A P/P 4.33550000                                              | CUSIP: 12649AAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $331580.00      | 0.00%             | 2037-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| GNMA II P#784891 3.5% 04/20/48                | GINNIE MAE II POOL P#784891 3.50000000                                                                       | CUSIP: 3622AAKC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8802093 | PA      | $8065360.75     | 0.02%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20300513 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $275319.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SARTORIUS 4.875% 09/14/35/EUR/                | SARTORIUS FINANCE BV /EUR/ REGD REG S 4.87500000                                                             | CUSIP: N7750FAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $2516975.20     | 0.01%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OBP 2019-OBP  2.516% 09/15/29                 | ONE BRYANT PARK TRUST 2019-OBP SER 2019-OBP CL A REGD 144A P/P 2.51641000                                    | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8024000 | PA      | $7305061.64     | 0.02%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2967 2% 02/01/37                     | FANNIE MAE POOL UMBS P#CB2967 2.00000000                                                                     | CUSIP: 3140QNJM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1115791 | PA      | $1025274.07     | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES  4.5% 01/15/28                | VICI PROPERTIES / NOTE REGD 144A P/P 4.50000000                                                              | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4973678.30     | 0.01%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AOMT 2023-7 A1 V/R 12/25/27                   | ANGEL OAK MORTGAGE TRUST 2023-7 SER 2023-7 CL A1 V/R REGD 144A P/P 4.80000000                                | CUSIP: 03466DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10838823 | PA      | $10768182.10    | 0.03%             | 2067-11-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE U S INC DISC 07/21/25                | ENBRIDGE U S INC DISC 07/21/25 0.00000000                                                                    | CUSIP: 29251UUM8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     3600000 | PA      | $3590279.64     | 0.01%             | 2025-07-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MSAC 2006-HE1 A4 V/R 01/25/36                 | MSAC 2006-HE1 A4 V/R 01/25/36 5.01368000                                                                     | CUSIP: 617451DR7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3750600 | PA      | $3639078.20     | 0.01%             | 2036-01-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 08/15/49                   | UNITED STATES TREASURY BOND 2.25000000                                                                       | CUSIP: 912810SJ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   117087100 | PA      | $73449286.96    | 0.18%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LMAT 2021-GS5 A1 V/R 07/25/67                 | LEGACY MORTGAGE ASSET TRUST 2021-GS5 SER 2021-GS5 CL A1 V/R REGD 144A P/P 5.25000000                         | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5488891 | PA      | $5478467.40     | 0.01%             | 2067-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDIN 6% 09/30/25                | SUNAC CHINA HOLDINGS LTD REGD 144A P/P 0.00000000                                                            | CUSIP: G8569IAA7<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | CN        |       27022 | PA      | $3187.79        | 0.00%             | 2025-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CWALT 2003-22C 5.75% 12/25/33                 | ALTERNATIVE LOAN TRUST 2003-22CB SER 2003-22CB CL 1A1 REGD 5.75000000                                        | CUSIP: 12669FEE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      226738 | PA      | $232217.68      | 0.00%             | 2033-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PLMRS 2022-3A B1 V/R 07/20/37                 | PALMER SQUARE CLO 2022-3 LTD SER 2022-3A CL B1R V/R REGD 144A P/P 5.86947000                                 | CUSIP: 69690AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250172.75      | 0.00%             | 2037-07-20      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| T/L KELSO IND 0% 12/30/2029                   | T/L KELSO INDUSTRIES LLC REGD 0.00000000                                                                     | CUSIP: 48825CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1186101 | PA      | $1186101.39     | 0.00%             | 2029-12-30      | Variable      | 10.08%                | No            |                  2 | On Loan: No      |
| VERUS 2022-4 B1 V/R 04/25/67                  | VERUS SECURITIZATION TRUST 2022-4 SER 2022-4 CL B1 V/R REGD 144A P/P 4.76589600                              | CUSIP: 92538NAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1139000 | PA      | $1022675.75     | 0.00%             | 2067-04-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| TREST 2017-1A D1 V/R 07/25/37                 | TRESTLES CLO 2017-1 LTD SER 2017-1A CL D1RR V/R REGD 144A P/P 7.43177000                                     | CUSIP: 89531FBG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $496817.50      | 0.00%             | 2037-07-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC 3.4% 04/15/30                 | BAE SYSTEMS PLC REGD 144A P/P 3.40000000                                                                     | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     7045000 | PA      | $6722684.06     | 0.02%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GCBSL 2024-76A B V/R 10/25/37                 | GOLUB CAPITAL PARTNERS CLO 76 B LTD SER 2024-76A CL B V/R REGD 144A P/P 5.95177000                           | CUSIP: 38180BAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250661.00      | 0.00%             | 2037-10-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| EUROGRID  3.279% 09/05/31/EUR/                | EUROGRID GMBH /EUR/ REGD REG S EMTN 3.27900000                                                               | CUSIP: D25727AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     1800000 | PA      | $2127578.68     | 0.01%             | 2031-09-05      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| APID 2013-12A AR V/R 04/15/31                 | APIDOS CLO XII SER 2013-12A CL ARR V/R REGD 144A P/P 5.33610000                                              | CUSIP: 03764DAM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    17501184 | PA      | $17496388.26    | 0.04%             | 2031-04-15      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 202 5.875% 10/15/27                | UNITED AIR 2020-1 A PTT REGD SER 20-1 5.87500000                                                             | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8983406 | PA      | $9166655.63     | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC MTN 7.58% 9/15/25                     | HCA INC REGD SERIES MEDIUM TERM NOTE 7.58000000                                                              | CUSIP: 19767QAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1322000 | PA      | $1328436.58     | 0.00%             | 2025-09-15      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| PRKCM 2021-AFC2  V/R 07/25/28                 | PRKCM 2021-AFC2 TRUST SER 2021-AFC2 CL A1 V/R REGD 144A P/P 2.07100000                                       | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      424847 | PA      | $376192.05      | 0.00%             | 2056-11-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 3.5 JUL 24                     | G2SF 30 YR TBA 3.5 JUL 24      TO BE ANNOUNCED 3.50000000                                                    | CUSIP: 21H032670<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -2117000 | PA      | $-1924423.94    | -0.00%            | 2055-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FFIN 2025-1A A 4.95% 04/15/50                 | FOUNDATION FINANCE TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 4.95000000                                    | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2928897 | PA      | $2946050.49     | 0.01%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FLAT 2024-2A A V/R 10/17/37                   | FLATIRON CLO 25 LTD SER 2024-2A CL A V/R REGD 144A P/P 5.62979000                                            | CUSIP: 33883XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      460000 | PA      | $461029.48      | 0.00%             | 2037-10-17      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BLAST 2023-1 D 7.84% 07/15/27                 | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2023-1 SER 2023-1 CL D REGD 7.84000000                         | CUSIP: 108056AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13770000 | PA      | $14499946.32    | 0.04%             | 2029-08-15      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| EHGVT 2021-A C 2.09% 08/27/35                 | ELARA HGV TIMESHARE ISSUER 2021-A LLC SER 2021-A CL C REGD 144A P/P 2.09000000                               | CUSIP: 28416LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      202370 | PA      | $191385.07      | 0.00%             | 2035-08-27      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERA 5.625% 04/04/42                | RUSSIAN FEDERATION REGD 5.62500000                                                                           | CUSIP: X74344DS2<br>LEI: N/A                  | Long             | DBT              | USGA              | RU        |     1200000 | PA      | $787353.19      | 0.00%             | 2042-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NMC CLO-7A A1 V/R 03/31/38                    | NEW MOUNTAIN CLO 7 LTD SER CLO-7A CL A1 V/R REGD 144A P/P 5.48442000                                         | CUSIP: 64754YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500226.00      | 0.00%             | 2038-03-31      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-1A C 5.2% 10/20/32                 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2025-1A CL C REGD 144A P/P 5.20000000                        | CUSIP: 81885BAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3400000 | PA      | $3444484.58     | 0.01%             | 2032-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BX 2020-VIVA D V/R 03/09/30                   | BX COMMERCIAL MORTGAGE TRUST 2020-VIVA SER 2020-VIVA CL D V/R REGD 144A P/P 3.54875000                       | CUSIP: 12433XAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17976173 | PA      | $16406923.20    | 0.04%             | 2044-03-11      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB9019 3% 04/01/43                     | FANNIE MAE POOL UMBS P#AB9019 3.00000000                                                                     | CUSIP: 31417GAV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1127539 | PA      | $1019074.83     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8403 6.5% 02/01/54                   | FREDDIE MAC POOL UMBS P#SD8403 6.50000000                                                                    | CUSIP: 3132DWKQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3385847 | PA      | $3497076.35     | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 10/23/34                | JPMORGAN CHASE & CO REGD V/R 6.25400000                                                                      | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2558000 | PA      | $2780138.08     | 0.01%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 02/15/43                  | UNITED STATES TREASURY BOND 3.12500000                                                                       | CUSIP: 912810QZ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    10873400 | PA      | $8744167.44     | 0.02%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| APID 2021-36A B V/R 07/20/34                  | APIDOS CLO XXXVI SER 2021-36A CL B V/R REGD 144A P/P 6.13108000                                              | CUSIP: 03769LAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $270640.71      | 0.00%             | 2034-07-20      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| BREX 2024-1 A1 6.05% 03/16/26                 | BREX COMMERCIAL CHARGE CARD MASTER TRUST SER 2024-1 CL A1 REGD 144A P/P 6.05000000                           | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1145000 | PA      | $1153766.35     | 0.00%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WFCM 2024-BPRC X V/R 07/15/31                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST SER 2024-BPRC CL X V/R REGD 144A P/P 0.31229800                        | CUSIP: 95004AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12388000 | PA      | $112813.80      | 0.00%             | 2043-07-15      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY  4.5% 10/01/29                | CHENIERE ENERGY PARTNERS REGD 4.50000000                                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     2205000 | PA      | $2181397.61     | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINAN 6.875% 11/21/53                | BAYER US FINANCE LLC REGD 144A P/P 6.87500000                                                                | CUSIP: 07274EAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8149000 | PA      | $8654012.92     | 0.02%             | 2053-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BX 2024-PAT C V/R 03/15/26                    | BX TRUST 2024-PAT SER 2024-PAT CL C V/R REGD 144A P/P 8.75076000                                             | CUSIP: 05612FAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2759000 | PA      | $2722982.91     | 0.01%             | 2041-03-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY 6.327% 04/01/35                | HARBOUR ENERGY PLC REGD 144A P/P 6.32700000                                                                  | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |     6400000 | PA      | $6362401.92     | 0.02%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| CWALT 2007-HY7C  V/R 08/25/37                 | ALTERNATIVE LOAN TRUST 2007-HY7C SER 2007-HY7C CL A1 V/R REGD 4.71368000                                     | CUSIP: 02150VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1462913 | PA      | $1354263.97     | 0.00%             | 2037-08-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-A C V/R 03/27/34                    | SOFI CONSUMER LOAN PROGRAM 2025-A TRUST SER 2025-A CL C V/R REGD 144A P/P 5.77000000                         | CUSIP: 83407UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2944000 | PA      | $2944000.00     | 0.01%             | 2034-03-27      | Fixed         | 5.77%                 | No            |                  3 | On Loan: No      |
| GOLDB 2025- V/R 03/20/26 /EUR/                | GOLDEN BAR SECURITISATION SRL 2025-1 SER 2025-1 CL D V/R REGD REG S /EUR/ 3.89700000                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IT        |      217000 | PA      | $256973.49      | 0.00%             | 2044-12-22      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNAT 5.125% 01/13/28                | SAUDI INTERNATIONAL BOND REGD 144A P/P 5.12500000                                                            | CUSIP: 80413TBJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | SA        |     3300000 | PA      | $3351694.24     | 0.01%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 07/29/25                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                                   | CUSIP: 912797QC4<br>LEI: N/A                  | Long             | STIV             | UST               | US        |    35576000 | PA      | $35461168.50    | 0.09%             | 2025-07-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IFS 2.428000 15-APR-2030 USC  /FLOAT/                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $34258.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PONY 2024-1 V/R 08/14/28 /EUR/                | PONY SA SER 2024-1 CL C V/R REGD REG S /EUR/ 3.09200000                                                      | CUSIP: L76451AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | LU        |      100000 | PA      | $117901.96      | 0.00%             | 2033-01-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| MSC 2021-230P C V/R 12/15/23                  | MORGAN STANLEY CAPITAL I TRUST 2021-230P SER 2021-230P CL C V/R REGD 144A P/P 6.22464000                     | CUSIP: 61772WAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9974000 | PA      | $9153210.62     | 0.02%             | 2038-12-15      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| T/L ENTAIN HO 0% 03/29/2027                   | T/L ENTAIN HOLDINGS            GIBRALTAR LIMITED REGD 0.00000000                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     3413024 | PA      | $3414082.21     | 0.01%             | 2027-03-29      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| VASA 2021-VASA B V/R 04/15/23                 | VASA TRUST 2021-VASA SER 2021-VASA CL B V/R REGD 144A P/P 5.67648000                                         | CUSIP: 92230AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14000000 | PA      | $13302881.20    | 0.03%             | 2039-07-15      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| AREIT LTD 202 V/R 02/17/28                    | AREIT LTD 2023-CRE8 20410812__  FLT VARIABLE 6.42550000                                                      | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     3293808 | PA      | $3303909.70     | 0.01%             | 2041-08-17      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| AGL 2022-23A A1R V/R 04/20/38                 | AGL CLO 23 LTD SER 2022-23A CL A1R V/R REGD 144A P/P 5.41947000                                              | CUSIP: 00119EAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1610000 | PA      | $1610415.38     | 0.00%             | 2038-04-20      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| WAMU 2007-HY1 4A V/R 02/25/37                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2007-HY1 SER 2007-HY1 CL 4A1 V/R REGD 4.25706800              | CUSIP: 92925VAM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5131783 | PA      | $4614961.85     | 0.01%             | 2037-02-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| FHF 2022-1A A 4.43% 01/18/28                  | FHF TRUST 2022-1 SER 2022-1A CL A REGD 144A P/P 4.43000000                                                   | CUSIP: 30327CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      917439 | PA      | $917048.20      | 0.00%             | 2028-01-18      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| HIH 2024-61P A V/R 10/15/26                   | HIH TRUST 2024-61P SER 2024-61P CL A V/R REGD 144A P/P 6.15376000                                            | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1211862 | PA      | $1212619.56     | 0.00%             | 2041-10-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| CBSLT 2020-1 A 1.69% 10/25/51                 | COMMONBOND STUDENT LOAN TRUST 2020-1 SER 2020-1 CL A REGD 144A P/P 1.69000000                                | CUSIP: 20268BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      911410 | PA      | $826955.73      | 0.00%             | 2051-10-25      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 5.9% 06/15/32                | PACIFIC GAS & ELECTRIC REGD 5.90000000                                                                       | CUSIP: 694308KG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7090000 | PA      | $7236145.32     | 0.02%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.25% 06/15/26                        | HCA INC REGD 5.25000000                                                                                      | CUSIP: 404119BT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2965900 | PA      | $2970017.23     | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PA 4.875% 03/17/31/EUR/                | GLOBAL PAYMENTS INC /EUR/ REGD 4.87500000                                                                    | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2844478.28     | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRINI 2021- V/R 07/15/59 /GBP/                | TRINITY SQUARE 2021-1 PLC SER 2021-1A CL AR V/R REGD 144A P/P /GBP/ 5.23125000                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |     1692029 | PA      | $2325926.30     | 0.01%             | 2059-07-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| MOLNLYCKE  4.25% 06/11/34/EUR/                | MOLNLYCKE HOLDING AB /EUR/ REGD REG S EMTN 4.25000000                                                        | CUSIP: W5659GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     1495000 | PA      | $1817395.39     | 0.00%             | 2034-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  5.75% 06/01/28                | GLP CAPITAL LP / FIN II REGD 5.75000000                                                                      | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11856000 | PA      | $12148795.77    | 0.03%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BSTN 2025-1C C V/R 06/15/32                   | BSTN COMMERCIAL MORTGAGE TRUST 2025-1C SER 2025-1C CL C V/R REGD 144A P/P 6.44413000                         | CUSIP: 05615EAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1995000 | PA      | $2048991.08     | 0.01%             | 2044-06-15      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| ESAIL 2007- V/R 09/13/45 /GBP/                | EUROSAIL-UK 2007-5NP PLC SER 2007-5X CL A1A V/R REGD REG S /GBP/ 5.10571000                                  | CUSIP: G3299ZAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |     4887002 | PA      | $6420611.52     | 0.02%             | 2045-09-13      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 5.125% 05/15/32                | VICI PROPERTIES LP REGD 5.12500000                                                                           | CUSIP: 925650AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13244000 | PA      | $13195246.32    | 0.03%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BX 2025-VLT6 B V/R 03/15/27                   | BX TRUST 2025-VLT6 SER 2025-VLT6 CL B V/R REGD 144A P/P 6.20433000                                           | CUSIP: 12433KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10250000 | PA      | $10238105.90    | 0.03%             | 2042-03-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| T/L SOUTH FIELD 0.00% 08/29/31                | T/L SOUTH FIELD ENERGY LLC 0% 0.00000000                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       46914 | PA      | $47090.05       | 0.00%             | 2031-08-29      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7534 2.5% 02/01/51                   | FREDDIE MAC POOL UMBS P#SD7534 2.50000000                                                                    | CUSIP: 3132DVLP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6119828 | PA      | $5193150.64     | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/23/31                | WELLS FARGO & COMPANY REGD V/R 5.15000000                                                                    | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1454311.49     | 0.00%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| MLMI 2006-RM2 A2 V/R 05/25/37                 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIE SER 2006-RM2 CL A2B V/R REGD 4.63368000                         | CUSIP: 590216AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11791132 | PA      | $1276531.49     | 0.00%             | 2037-05-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CITADEL LP 6.375% 01/23/32                    | CITADEL LP REGD 144A P/P 6.37500000                                                                          | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     2920000 | PA      | $3049135.13     | 0.01%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDING 2.528% 11/18/27                | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.52800000                                                            | CUSIP: 05401AAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    35158000 | PA      | $33420663.92    | 0.08%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER &  5.7% 03/15/55                | FLORIDA POWER & LIGHT CO REGD 5.70000000                                                                     | CUSIP: 341081GY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9900000 | PA      | $10013203.43    | 0.02%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ROMANIA 3% 02/14/31                           | ROMANIA REGD 3.00000000                                                                                      | CUSIP: X7360WBP6<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     1926000 | PA      | $1646971.08     | 0.00%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRZT 2024-NQM2 A V/R 09/25/28                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM2 SER 2024-NQM2 CL A1 V/R REGD 144A P/P 0.00000000               | CUSIP: 64832BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23895345 | PA      | $23772090.53    | 0.06%             | 2064-09-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SDART 2024-2 A2 5.8% 09/15/25                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-2 SER 2024-2 CL A2 REGD 5.80000000                               | CUSIP: 80286YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      906143 | PA      | $906697.38      | 0.00%             | 2027-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 2.55% 04/15/31                | DUKE ENERGY CAROLINAS REGD 2.55000000                                                                        | CUSIP: 26442CBB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2785000 | PA      | $2520116.17     | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5778 6% 12/01/52                     | FANNIE MAE POOL UMBS P#CB5778 6.00000000                                                                     | CUSIP: 3140QRM42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24273033 | PA      | $24713361.54    | 0.06%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MU 3.45% 03/30/51                | NORTHWESTERN MUTUAL LIFE REGD 144A P/P 3.45000000                                                            | CUSIP: 668138AE0<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $1674516.17     | 0.00%             | 2051-03-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/22/28                | JPMORGAN CHASE & CO REGD V/R 4.97900000                                                                      | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3717000 | PA      | $3764663.76     | 0.01%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COM 6.5% 10/01/28                | CONSOLIDATED COMMUNICATI REGD 144A P/P 6.50000000                                                            | CUSIP: 20903XAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2318000 | PA      | $2359221.46     | 0.01%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | NOK/USD FWD 20250702 000016440 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1373.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#ZT1361 3% 05/01/47                     | FREDDIE MAC POOL UMBS P#ZT1361 3.00000000                                                                    | CUSIP: 3132ADQN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2218352 | PA      | $1976807.04     | 0.00%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R09.10PMXIB 03/13/30 GOLDUS33XXX FIXED                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $868536.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JSW HYDRO ENER 4.125% 05/18/31                | JSW HYDRO ENERGY LT REGD REG S 4.12500000                                                                    | CUSIP: Y4S71YAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     4260000 | PA      | $3914615.39     | 0.01%             | 2031-05-18      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| MHC 2021-MHC2 F V/R 05/15/38                  | MHC TRUST 2021-MHC2 SER 2021-MHC2 CL F V/R REGD 144A P/P 6.82648000                                          | CUSIP: 55293AAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2400000 | PA      | $2400000.00     | 0.01%             | 2038-05-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RER6MP02.42 06/20/54 XGS FLOAT                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $228554.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#BQ1348 3% 08/01/50                     | FANNIE MAE POOL UMBS P#BQ1348 3.00000000                                                                     | CUSIP: 3140KLQA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      801980 | PA      | $701031.78      | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMAC 2006-WMC1  V/R 03/25/36                 | JP MORGAN MORTGAGE ACQUISITION CORP 2006-WMC1 SER 2006-WMC1 CL A5 V/R REGD 4.97368000                        | CUSIP: 46626LHU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5014714 | PA      | $4817468.04     | 0.01%             | 2036-03-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINS 5.081% 06/07/29                | BECTON DICKINSON & CO REGD 5.08100000                                                                        | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     2614000 | PA      | $2670882.86     | 0.01%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR TBA 4% JUL 25                       | FNMA 15YR TBA 4% JUL 25        TO BE ANNOUNCED 4.00000000                                                    | CUSIP: 01F040479<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3336000 | PA      | $3262677.79     | 0.01%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMU 8.625% 03/15/31                | FRONTIER COMMUNICATIONS REGD 144A P/P 8.62500000                                                             | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1982000 | PA      | $2105890.32     | 0.01%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MEX BONOS D 7.5% 05/26/33/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 7.50000000                                                          | CUSIP: P4R07XU53<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    29200000 | PA      | $1420326.47     | 0.00%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL  6.9% 02/28/32                | UZBEKISTAN INTL BOND REGD 144A P/P 6.90000000                                                                | CUSIP: 91824PAA5<br>LEI: N/A                  | Long             | DBT              | USGA              | UZ        |    14475000 | PA      | $14874342.67    | 0.04%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5068 3% 01/01/35                     | FANNIE MAE POOL UMBS P#CA5068 3.00000000                                                                     | CUSIP: 3140QCT22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1173189 | PA      | $1131651.23     | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 3.25% 11/15/49                     | INTEL CORP REGD 3.25000000                                                                                   | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    16385000 | PA      | $10377494.48    | 0.03%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SNDPT 2018-2A A V/R 07/26/31                  | SOUND POINT CLO XX LTD SER 2018-2A CL A V/R REGD 144A P/P 5.64423000                                         | CUSIP: 83611JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      178069 | PA      | $178162.19      | 0.00%             | 2031-07-26      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| GNAPK 2021-2A AR V/R 07/20/37                 | GREENACRE PARK CLO LLC SER 2021-2A CL AR V/R REGD 144A P/P 5.66667000                                        | CUSIP: 39355WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2670000 | PA      | $2682006.99     | 0.01%             | 2037-07-20      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-IA  1.33% 12/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H SER 2020-IA CL A1A REGD 144A P/P 1.33000000                 | CUSIP: 63942AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4728640 | PA      | $4343507.97     | 0.01%             | 2069-04-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| MTN 2022-LPFL A V/R 03/15/27                  | MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL SER 2022-LPFL CL A V/R REGD 144A P/P 5.71690000                      | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14830000 | PA      | $14820731.25    | 0.04%             | 2039-03-15      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| T/L MH SUB I 0% 12/31/31                      | T/L MH SUB I LLC   REGD 0.00000000                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1874685 | PA      | $1624733.14     | 0.00%             | 2031-12-31      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| MF1 2021-W10 A V/R 12/15/24                   | MF1 2021-W10X SER 2021-W10 CL A V/R REGD 144A P/P 5.38232700                                                 | CUSIP: 55284DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5140000 | PA      | $5125364.36     | 0.01%             | 2034-12-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CHI 2025-SFT B V/R 04/15/30                   | CHI COMMERCIAL MORTGAGE TRUST 2025-SFT SER 2025-SFT CL B V/R REGD 144A P/P 6.06680300                        | CUSIP: 16706GAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9645000 | PA      | $9781841.33     | 0.02%             | 2042-04-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 05/08/30                | NATWEST GROUP PLC REGD V/R_ 4.44500000                                                                       | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     4390000 | PA      | $4356415.84     | 0.01%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| TPMT 2022-1 A1 V/R 07/25/62                   | TOWD POINT MORTGAGE TRUST 2022-1 SER 2022-1 CL A1 V/R REGD 144A P/P 3.75000000                               | CUSIP: 89170VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9572168 | PA      | $9098765.33     | 0.02%             | 2062-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-3A  4.71% 04/17/28                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3 SER 2024-3A CL A3 REGD 144A P/P 4.71000000                      | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6600000 | PA      | $6623627.34     | 0.02%             | 2028-04-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHI 5.25% 04/01/33                | DUKE ENERGY OHIO INC REGD 5.25000000                                                                         | CUSIP: 26442EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      390000 | PA      | $401655.42      | 0.00%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENT 2023-CITY A V/R 09/15/28                 | CENT TRUST 2023-CITY SER 2023-CITY CL A V/R REGD 144A P/P 6.93176000                                         | CUSIP: 12516WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3074121 | PA      | $3077941.82     | 0.01%             | 2038-09-15      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| BX 2024-PUR V/R 11/15/26 /CAD/                | BX COMMERCIAL MORTGAGE TRUST 2024-PURE SER 2024-PURE CL A V/R REGD 144A P/P /CAD/ 4.65906700                 | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      495000 | PA      | $367265.43      | 0.00%             | 2041-11-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| ANDIRON FINANC V/R 01/21/30 FUNDED            | ANDIRON FINANCING LLC FUNDED VARIABLE REGD 0.00000000                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      340000 | PA      | $340000.00      | 0.00%             | 2030-01-21      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BROADCOM INC 3.469% 04/15/34                  | BROADCOM INC REGD 144A P/P 3.46900000                                                                        | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    16510000 | PA      | $14748271.23    | 0.04%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| APID 2021-37A A V/R 10/22/34                  | APIDOS CLO XXXVII SER 2021-37A CL A V/R REGD P/P 5.66399000                                                  | CUSIP: 03769HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1002098.00     | 0.00%             | 2034-10-22      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q45094 3% 12/01/46                    | FREDDIE MAC GOLD POOL P#Q45094 3.00000000                                                                    | CUSIP: 3132WJUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1664894 | PA      | $1478701.73     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACCR 2006-2 A4 V/R 09/25/36                   | ACCREDITED MORTGAGE LOAN TRUST 2006-2 SER 2006-2 CL A4 V/R REGD 4.69368000                                   | CUSIP: 00437NAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       59266 | PA      | $58990.78       | 0.00%             | 2036-09-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| BAY 2025-LIVN A V/R 05/15/27                  | BAY 2025-LIVN MORTGAGE TRUST SER 2025-LIVN CL A V/R REGD 144A P/P 6.11200000                                 | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6506000 | PA      | $6511254.90     | 0.02%             | 2035-05-15      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| CAFL 2024-RTL1 A V/R 11/28/31                 | CAFL 2024-RTL1 ISSUER LLC SER 2024-RTL1 CL A1 V/R REGD 144A P/P 6.74900000                                   | CUSIP: 12770DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      479000 | PA      | $485568.67      | 0.00%             | 2031-11-28      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TUR 5.75% 05/11/47                | REPUBLIC OF TURKIYE REGD SER 30Y 5.75000000                                                                  | CUSIP: 900123CM0<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |     2800000 | PA      | $2098797.23     | 0.01%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VFUND 1A F V/R 02/16/29 /GBP/                 | VALLEY FUNDING PLC SER 1A CL F V/R REGD 144A P/P /GBP/ 9.72147000                                            | CUSIP: G931Z3AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      982000 | PA      | $1348567.70     | 0.00%             | 2066-05-16      | Variable      | 9.72%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08849 5% 11/01/48                    | FREDDIE MAC GOLD POOL P#G08849 5.00000000                                                                    | CUSIP: 3128MJ5K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      764740 | PA      | $764427.41      | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AOTA 2015-1211 C V/R 08/10/25                 | 1211 AVENUE OF THE AMERICAS TRUST 2015-1211 SER 2015-1211 CL C V/R REGD 144A P/P 4.28017000                  | CUSIP: 90117PAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6290000 | PA      | $5873350.40     | 0.01%             | 2035-08-10      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| CIM 2020-R7 A1A V/R 12/27/61                  | CIM TRUST 2020-R7 SER 2020-R7 CL A1A V/R REGD 144A P/P 2.25000000                                            | CUSIP: 12563GAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12596503 | PA      | $11545622.25    | 0.03%             | 2061-12-27      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| US TIPS 2.125% 02/15/41                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000                                                    | CUSIP: 912810QP6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      439464 | PA      | $430067.50      | 0.00%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TMS ISSUER SARL 5.78% 08/23/32                | TMS ISSUER SARL REGD REG S 5.78000000                                                                        | CUSIP: 256834367<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     3500000 | PA      | $3609116.00     | 0.01%             | 2032-08-23      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| RMIT 2021-1 A 1.68% 09/15/25                  | REGIONAL MANAGEMENT ISSUANCE TRUST 2021-1 SER 2021-1 CL A REGD 144A P/P 1.68000000                           | CUSIP: 75907VAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       50315 | PA      | $50209.00       | 0.00%             | 2031-03-17      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| MSBAM 2013-C11 B V/R 07/15/23                 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUS SER 2013-C11 CL B V/R REGD 4.21215100                      | CUSIP: 61762TAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1563000 | PA      | $1035424.98     | 0.00%             | 2046-08-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL V/R 12/31/49                  | CASH COLLATERAL USD 0.00000000                                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |   -11150000 | PA      | $-11150000.00   | -0.03%            | 2049-12-31      | Variable      | 0.00%                 | No            |                  1 | On Loan: No      |
| HINTT 2020-A C 3.42% 10/09/39                 | HIN TIMESHARE TRUST 2020-A SER 2020-A CL C REGD 144A P/P 3.42000000                                          | CUSIP: 40439HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       65659 | PA      | $63907.65       | 0.00%             | 2039-10-09      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 12/20/2027 GSILGB2XXXX LONG                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-6111.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RMIT 2024-1 D 7.46% 05/15/29                  | REGIONAL MANAGEMENT ISSUANCE TRUST 2024-1 SER 2024-1 CL D REGD 144A P/P 7.46000000                           | CUSIP: 758983AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $311393.73      | 0.00%             | 2036-07-15      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| SE 2024-1A A 6.39% 04/22/30                   | SERVICE EXPERTS ISSUER 2024-1 LLC SER 2024-1A CL A REGD 144A P/P 6.39000000                                  | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1218128 | PA      | $1239937.32     | 0.00%             | 2035-11-20      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 08/15/48                      | UNITED STATES TREASURY BOND 3.00000000                                                                       | CUSIP: 912810SD1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    35380400 | PA      | $26166293.40    | 0.06%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA TBA 30 UR 2.5% JUL 25                    | GNMA TBA 30 UR 2.5% JUL 25     TO BE ANNOUNCED 2.50000000                                                    | CUSIP: 21H022671<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   195377000 | PA      | $165960917.75   | 0.41%             | 2055-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-4A A 4.76% 02/15/26                 | GLS AUTO RECEIVABLES ISSUER TRUST 2024-4 SER 2024-4A CL A2 REGD 144A P/P 4.76000000                          | CUSIP: 36270YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2759923 | PA      | $2759902.00     | 0.01%             | 2027-10-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| LRK 2020-A A2FX 1.4% 10/25/28                 | LAUREL ROAD PRIME STUDENT LOAN TRUST 2020-A SER 2020-A CL A2FX REGD 144A P/P 1.40000000                      | CUSIP: 51889CAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2295032 | PA      | $2130460.54     | 0.01%             | 2050-11-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 5.7% 10/15/32                     | SOUTHERN CO REGD 5.70000000                                                                                  | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      662000 | PA      | $695363.10      | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4571 4% 11/01/49                     | FANNIE MAE POOL UMBS P#CA4571 4.00000000                                                                     | CUSIP: 3140QCCH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      502391 | PA      | $472283.51      | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/21/32                   | MORGAN STANLEY REGD V/R MTN SER GMTN 2.23900000                                                              | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    17714000 | PA      | $15339395.97    | 0.04%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 02/24/33                | GOLDMAN SACHS GROUP INC REGD V/R 3.10200000                                                                  | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2395000 | PA      | $2155611.70     | 0.01%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| T/L FINASTRA USA 0% 09/13/2029                | T/L FINASTRA USA INC REGD 0.00000000                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      263158 | PA      | $263486.85      | 0.00%             | 2029-09-13      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H2 A1 V/R 03/25/70                 | CROSS 2025-H2 MORTGAGE TRUST SER 2025-H2 CL A1 V/R REGD 144A P/P 5.35600000                                  | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5414339 | PA      | $5414609.66     | 0.01%             | 2070-03-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| BBCMS 2025-5C 5.659% 04/15/30                 | BBCMS MORTGAGE TRUST 2025-5C34 SER 2025-5C34 CL A3 REGD 5.65900000                                           | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      670000 | PA      | $698775.09      | 0.00%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08843 4.5% 10/01/48                  | FREDDIE MAC GOLD POOL P#G08843 4.50000000                                                                    | CUSIP: 3128MJ5D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1981264 | PA      | $1928514.46     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HO 4.279% 03/15/32                | WARNERMEDIA HOLDINGS INC REGD SER WI 4.27900000                                                              | CUSIP: 55903VBC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22689000 | PA      | $16874943.75    | 0.04%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| REV RC BARCL 1.65% 6/17/27/EUR                | REV RC BARCL 1.65% 6/17/27/EUR 1.65000000                                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |     -304878 | PA      | $-359131.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#MA2863 3% 01/01/47                     | FANNIE MAE POOL UMBS P#MA2863 3.00000000                                                                     | CUSIP: 31418CFD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6133221 | PA      | $5437858.92     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSIO 3.75% 12/01/47                | AEP TRANSMISSION CO LLC REGD SER WI 3.75000000                                                               | CUSIP: 00115AAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2782000 | PA      | $2106232.92     | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GARTNER INC 3.75% 10/01/30                    | GARTNER INC REGD 144A P/P 3.75000000                                                                         | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     7014000 | PA      | $6563409.42     | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4119 2% 09/01/50                     | FANNIE MAE POOL UMBS P#MA4119 2.00000000                                                                     | CUSIP: 31418DSH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2108732 | PA      | $1678217.71     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGE S/UP 07/09/30                | REPUBLIC OF ARGENTINA REGD S/UP 0.75000000                                                                   | CUSIP: 040114HS2<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |    17409631 | PA      | $13884181.01    | 0.03%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 06/15/28                  | UNITED STATES TREASURY NOTE 3.87500000                                                                       | CUSIP: 91282CNH0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   484905000 | PA      | $487481057.81   | 1.20%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0015 3.5% 06/01/33                   | FREDDIE MAC POOL UMBS P#SB0015 3.50000000                                                                    | CUSIP: 3132CWAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2118171 | PA      | $2086977.48     | 0.01%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EART 2024-3A D 5.98% 09/16/30                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3 SER 2024-3A CL D REGD 5.98000000                                  | CUSIP: 30165AAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1400000 | PA      | $1431360.00     | 0.00%             | 2030-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR G V/R 03/15/23                  | LIFE 2021-BMR MORTGAGE TRUST SER 2021-BMR CL G V/R REGD 144A P/P 7.37648000                                  | CUSIP: 53218CAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6561800 | PA      | $6450263.18     | 0.02%             | 2038-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4919 5.5% 02/01/53                   | FANNIE MAE POOL UMBS P#MA4919 5.50000000                                                                     | CUSIP: 31418EPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8899089 | PA      | $8921388.36     | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T/L HEALTHPEAK PRO 0% 02/22/27                | T/L HEALTHPEAK PROPERTIES      INC REGD 0.00000000                                                           | CUSIP: 42250UAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3419352 | PA      | $3359513.76     | 0.01%             | 2027-02-22      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 5.2% 04/15/32                    | BROADCOM INC REGD 5.20000000                                                                                 | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     8181000 | PA      | $8412687.97     | 0.02%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AFFRM 2023-B A 6.82% 04/15/26                 | AFFIRM ASSET SECURITIZATION TRUST 2023-B SER 2023-B CL A REGD 144A P/P 6.82000000                            | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5360000 | PA      | $5379228.46     | 0.01%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| MFCC 2024-2A A 6.56% 07/20/26                 | MERCURY FINANCIAL CREDIT CARD MASTER TRUST SER 2024-2A CL A REGD 144A P/P 6.56000000                         | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9055000 | PA      | $9134742.86     | 0.02%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| GNMA 30YR TBA 5% JUL 12                       | GNMA 30YR TBA 5% JUL 12        TO BE ANNOUNCED 5.00000000                                                    | CUSIP: 21H050672<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   236373000 | PA      | $232153084.83   | 0.57%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOFI 2017-F BF 3.62% 09/25/26                 | SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC SER 2017-F CL BFX REGD 144A P/P 3.62000000                         | CUSIP: 83401BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1405000 | PA      | $1355561.00     | 0.00%             | 2041-01-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV2186 2% 02/01/42                     | FANNIE MAE POOL UMBS P#BV2186 2.00000000                                                                     | CUSIP: 3140MFNC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1072235 | PA      | $920977.87      | 0.00%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DO 5.289% 03/15/33                | NEW YORK ST DORM AUTH ST PERSO REGD N/C B/E 5.28900000                                                       | CUSIP: 6499022E2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      749771 | PA      | $759525.17      | 0.00%             | 2033-03-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE0764 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#QE0764 3.00000000                                                                    | CUSIP: 3133B9Z56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    26418214 | PA      | $22881002.79    | 0.06%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNCL 30YR TBA 4% JULY 25                      | FNCL 30YR TBA 4% JULY 25       TO BE ANNOUNCED 4.00000000                                                    | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   313731000 | PA      | $291684124.97   | 0.72%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/22/30                | BANK OF AMERICA CORP REGD V/R MTN 2.88400000                                                                 | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      596000 | PA      | $557856.48      | 0.00%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| T/L ARTERA SER 0% 02/17/31                    | T/L ARTERA SERVICE LLC REGD    TERM LOAN ZCP 0.00000000                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1114400 | PA      | $929254.00      | 0.00%             | 2031-02-17      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.425% 07/17/26                 | PROGRESS RESIDENTIAL TRUST SER 2021-SFR6 CL E1 REGD 144A P/P 2.42500000                                      | CUSIP: 74333HAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2730000 | PA      | $2656769.12     | 0.01%             | 2038-07-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| CASL 2021-A C 2.92% 02/25/32                  | COLLEGE AVE STUDENT LOANS 2021-A LLC SER 2021-A CL C REGD 144A P/P 2.92000000                                | CUSIP: 19424KAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      233908 | PA      | $218079.93      | 0.00%             | 2051-07-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 2.5% 8/25/55                    | FNMA 30YR TBA 2.5% 8/25/55     TO BE ANNOUNCED 2.50000000                                                    | CUSIP: 01F022683<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -50000000 | PA      | $-41460250.50   | -0.10%            | 2055-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON &  3.05% 02/26/33/EUR/                | JOHNSON & JOHNSON /EUR/ REGD 3.05000000                                                                      | CUSIP: 478160DC5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     5570000 | PA      | $6581691.65     | 0.02%             | 2033-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| OBX 2021-J3 A4 V/R 10/25/51                   | OBX 2021-J3 TRUST SER 2021-J3 CL A4 V/R REGD 144A P/P 2.50000000                                             | CUSIP: 67448XAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13171095 | PA      | $11749934.17    | 0.03%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY 2.125% 09/22/31                       | HUNGARY REGD 144A P/P 2.12500000                                                                             | CUSIP: 445545AM8<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |     3500000 | PA      | $2908728.31     | 0.01%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 2.15% 07/15/30                    | EQUINIX INC REGD 2.15000000                                                                                  | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    21570000 | PA      | $19196350.49    | 0.05%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5% AUG 25                       | FNMA 30YR TBA 5% AUG 25 TO BE ANNOUNCED 5.00000000                                                           | CUSIP: 01F050684<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   744600000 | PA      | $729284627.89   | 1.79%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS  4.4% 05/30/47                | SOUTHERN CO GAS CAPITAL REGD 4.40000000                                                                      | CUSIP: 8426EPAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1915000 | PA      | $1556126.07     | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH V/R 10/15/64                 | FARMERS INS EXCH REGD V/R 144A P/P 7.00000000                                                                | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     1860000 | PA      | $1846233.02     | 0.00%             | 2064-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-BA D 6.6% 11/25/54                  | CONSUMER LOAN FINANCE 2024-B ISSUER TRUST SER 2024-BA CL D REGD 144A P/P 6.60000000                          | CUSIP: 21050UAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      644000 | PA      | $652434.85      | 0.00%             | 2054-11-25      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC 6.1% 11/15/33                     | TEXTRON INC REGD 6.10000000                                                                                  | CUSIP: 883203CD1<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    15175000 | PA      | $16158228.62    | 0.04%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5264 4% 06/20/48                  | GINNIE MAE II POOL P#MA5264 4.00000000                                                                       | CUSIP: 36179TZ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3673662 | PA      | $3462827.68     | 0.01%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GALXY 2015-20A A V/R 04/20/31                 | GALAXY XX CLO LTD SER 2015-20A CL AR V/R REGD 144A P/P 5.53108000                                            | CUSIP: 36320MAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      215211 | PA      | $215165.85      | 0.00%             | 2031-04-20      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8238 4.5% 08/01/52                   | FREDDIE MAC POOL UMBS P#SD8238 4.50000000                                                                    | CUSIP: 3132DWEK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    76349274 | PA      | $73165950.89    | 0.18%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-7 A1 V/R 10/25/66                  | VERUS SECURITIZATION TRUST 2021-7 SER 2021-7 CL A1 V/R REGD 144A P/P 1.82900000                              | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8134805 | PA      | $7308561.00     | 0.02%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| DRSLF 2022-104A  V/R 08/20/34                 | DRYDEN 104 CLO LTD SER 2022-104A CL A1R V/R REGD 144A P/P 5.61199000                                         | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1260000 | PA      | $1261670.76     | 0.00%             | 2034-08-20      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 09/11/28                | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 5.61428600                                                          | CUSIP: 22535WAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     6250000 | PA      | $6286026.13     | 0.02%             | 2028-09-11      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.75% 11/15/43                   | UNITED STATES TREASURY BOND 3.75000000                                                                       | CUSIP: 912810RD2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    10275900 | PA      | $8978567.63     | 0.02%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 3.5 JUL 24                     | G2SF 30 YR TBA 3.5 JUL 24      TO BE ANNOUNCED 3.50000000                                                    | CUSIP: 21H032670<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      900000 | PA      | $818130.16      | 0.00%             | 2055-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SGSHR 2025- V/R 05/17/30 /GBP/                | SAGE AR FUNDING SER 2025-1X CL D V/R REGD REG S /GBP/ 0.00000000                                             | CUSIP: G7770LAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      605000 | PA      | $835283.14      | 0.00%             | 2037-05-17      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MITCHELLS 6.013% 12/15/28/GBP/                | MITCHELLS & BUTLERS FINA /GBP/ REGD SER B2 6.01300000                                                        | CUSIP: G6160KAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      188765 | PA      | $260651.54      | 0.00%             | 2028-12-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-5A  7.35% 04/20/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-5A CL D REGD 144A P/P 7.35000000                           | CUSIP: 05377RKJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2630000 | PA      | $2655622.78     | 0.01%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| MAPSL 2018-1A 4.212% 05/15/25                 | MAPS 2018-1 LTD SER 2018-1A CL A REGD 144A P/P 4.21200000                                                    | CUSIP: 56564RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      960348 | PA      | $958438.42      | 0.00%             | 2043-05-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF2 A V/R 03/25/28                 | PRPM 2024-RCF2 LLC SER 2024-RCF2 CL A1 V/R REGD 144A P/P 3.75000000                                          | CUSIP: 693987AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4797570 | PA      | $4666314.89     | 0.01%             | 2054-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3939 4.5% 09/20/46                | GINNIE MAE II POOL P#MA3939 4.50000000                                                                       | CUSIP: 36179SLU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1413000 | PA      | $1388984.41     | 0.00%             | 2046-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADC 2021-1A A 1.937% 08/15/26                 | ALIGNED DATA CENTERS ISSUER LLC SER 2021-1A CL A2 REGD 144A P/P 1.93700000                                   | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17968000 | PA      | $17366664.94    | 0.04%             | 2046-08-15      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| COLT 2022-5 A1 V/R 04/25/67                   | COLT 2022-5 MORTGAGE LOAN TRUST SER 2022-5 CL A1 V/R REGD 144A P/P 4.55000000                                | CUSIP: 19688LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    25560494 | PA      | $25612708.67    | 0.06%             | 2067-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2550 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#CB2550 2.50000000                                                                     | CUSIP: 3140QMZQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8728046 | PA      | $7349708.72     | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FFML 2004-FF7 M5 V/R 09/25/34                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2004-FF7 SER 2004-FF7 CL M5 V/R REGD 6.60868000                           | CUSIP: 32027NLE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      854074 | PA      | $924405.26      | 0.00%             | 2034-09-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| F/C US 5YR NOTE (CBT) SEP25                   | FUTURE CONTRACT ON           US 5YR NOTE (CBT) SEP25 0.00000000                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       13317 | NC      | $1451553000.00  | 3.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP 3.375% 02/15/30                  | CENTENE CORP REGD SER WI 3.37500000                                                                          | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    11102000 | PA      | $10225313.92    | 0.03%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VDCDE 20 4.292% 06/28/30 /EUR/                | VANTAGE DATA CENTERS GERMANY BORROWER LUX SARL SER 2025-1X CL A2 REGD REG S /EUR/ 4.29200000                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | LU        |     1758000 | PA      | $2078591.35     | 0.01%             | 2050-06-28      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20250711 000000908 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-271257.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMM 2015-LC19 B V/R 01/10/25                 | COMM 2015-LC19 MORTGAGE TRUST SER 2015-LC19 CL B V/R REGD 3.82900000                                         | CUSIP: 200474BF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      169000 | PA      | $166441.80      | 0.00%             | 2048-02-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260610 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-932.45        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX 2020-VIV3 B V/R 03/09/30                   | BX COMMERCIAL MORTGAGE TRUST 2020-VIV3 SER 2020-VIV3 CL B V/R REGD 144A P/P 3.54387500                       | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       69433 | PA      | $64564.23       | 0.00%             | 2044-03-09      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC 5.625% 01/01/30                 | FIRSTCASH INC REGD 144A P/P 5.62500000                                                                       | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     3594000 | PA      | $3583731.58     | 0.01%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BSP 2017-12BRA B V/R 10/15/37                 | BENEFIT STREET PARTNERS CLO XII-B LTD SER 2017-12BRA CL B V/R REGD 144A P/P 5.95610000                       | CUSIP: 081917AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      740000 | PA      | $741913.64      | 0.00%             | 2037-10-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8196 3.5% 12/01/48                   | FANNIE MAE POOL UMBS P#FM8196 3.50000000                                                                     | CUSIP: 3140XCDA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7915389 | PA      | $7290204.29     | 0.02%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LL 5% 08/01/27                | SIRIUS XM RADIO LLC REGD 144A P/P 5.00000000                                                                 | CUSIP: 82967NBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      776000 | PA      | $769352.57      | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPS 2024-B B 5.86% 03/20/29                  | REPUBLIC FINANCE ISSUANCE TRUST 2024-B SER 2024-B CL B REGD 144A P/P 5.86000000                              | CUSIP: 76042GAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1356000 | PA      | $1378157.45     | 0.00%             | 2037-11-20      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMA 4.95% 03/15/53                | NORTHROP GRUMMAN CORP REGD 4.95000000                                                                        | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     5715000 | PA      | $5136752.59     | 0.01%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ISTEL 2024- V/R 12/29/36 /EUR/                | AUTO ABS ITALIAN STELLA LOANS 2024-1 SRL SER 2024-1 CL C V/R REGD REG S /EUR/ 3.76300000                     | CUSIP: T0R34UAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IT        |      150139 | PA      | $178253.45      | 0.00%             | 2036-12-29      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| SMB 2019-A A2A 3.44% 02/15/28                 | SMB PRIVATE EDUCATION LOAN TRUST 2019-A SER 2019-A CL A2A REGD 144A P/P 3.44000000                           | CUSIP: 78449TAB7<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-CBDO         | CORP              | US        |     1719574 | PA      | $1693337.19     | 0.00%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| CASTE 2025- V/R 01/27/29 /GBP/                | CASTELL 2025-1 PLC SER 2025-1 CL D V/R REGD REG S /GBP/ 6.22067000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $137338.16      | 0.00%             | 2062-01-27      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J GALLAG 5.15% 02/15/35                | ARTHUR J GALLAGHER & CO REGD 5.15000000                                                                      | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     4315000 | PA      | $4317034.70     | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DRSLF 2017-50A A V/R 07/15/30                 | DRYDEN 50 SENIOR LOAN FUND SER 2017-50A CL A1R V/R REGD 144A P/P 5.51771000                                  | CUSIP: 262431AH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      106749 | PA      | $106721.52      | 0.00%             | 2030-07-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS S 6% 05/08/34                | ICON INVESTMENTS SIX DAC REGD 6.00000000                                                                     | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |     2105000 | PA      | $2151266.66     | 0.01%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T/L BALCAN INN 00.00% 10/18/31                | T/L BALCAN INNOVATIONS INC 0.00000000                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |      933869 | PA      | $849820.46      | 0.00%             | 2031-10-18      | Variable      | 9.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 08/15/30                | NATWEST GROUP PLC REGD V/R 4.96400000                                                                        | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    13200000 | PA      | $13351520.29    | 0.03%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-R1 A3 V/R 10/25/63                 | VERUS SECURITIZATION TRUST 2021-R1 SER 2021-R1 CL A3 V/R REGD 144A P/P 1.26200000                            | CUSIP: 92538BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      568254 | PA      | $549729.48      | 0.00%             | 2063-10-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-OA22  V/R 02/25/47                 | ALTERNATIVE LOAN TRUST 2006-OA22 SER 2006-OA22 CL A2 V/R REGD 4.85368000                                     | CUSIP: 23245PAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7155196 | PA      | $6649231.28     | 0.02%             | 2047-02-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| OAKC 2019-2A AR2 V/R 01/21/38                 | OHA CREDIT FUNDING 2 LTD SER 2019-2A CL AR2 V/R REGD 144A P/P 5.50947000                                     | CUSIP: 67707EBJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      610000 | PA      | $611406.66      | 0.00%             | 2038-01-21      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY 5.65% 04/15/34                | CHENIERE ENERGY INC REGD SER WI 5.65000000                                                                   | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    18916000 | PA      | $19373382.07    | 0.05%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUC DISC 7/30/25                | ALIMENTATION COUCHE-TARD INC__  DISCOUNT COMMERCIAL PAPER 0.00000000                                         | CUSIP: 01626UUW3<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |    10800000 | PA      | $10757790.36    | 0.03%             | 2025-07-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0789 2% 12/01/51                     | FREDDIE MAC POOL UMBS P#SD0789 2.00000000                                                                    | CUSIP: 3132DM2W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      333825 | PA      | $271594.02      | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PRET 2022-RN2 A S/UP 06/25/52                 | PRET 2022-RN2 LLC SER 2022-RN2 CL A1 S/UP REGD 144A P/P 5.00000000                                           | CUSIP: 69377NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14578785 | PA      | $14571721.11    | 0.04%             | 2052-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| MF1 2024-FL14 A V/R 03/19/39                  | MF1 2024-FL14 LLC SER 2024-FL14 CL A V/R REGD 144A P/P 6.05458000                                            | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      610000 | PA      | $610572.18      | 0.00%             | 2039-03-19      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM2 A V/R 07/25/28                 | PRPM 2024-NQM2 TRUST SER 2024-NQM2 CL A1 V/R REGD 144A P/P 6.32700000                                        | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1699025 | PA      | $1729079.37     | 0.00%             | 2069-06-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| NORIA 2024- V/R 02/25/43 /EUR/                | NORIA DE 2024 SER 2024-DE1 CL E V/R REGD REG S /EUR/ 5.43900000                                              | CUSIP: F3054BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | FR        |      200000 | PA      | $235832.89      | 0.00%             | 2043-02-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS V/R 01/13/33                      | BNP PARIBAS REGD V/R 144A P/P MTN 5.78600000                                                                 | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    15000000 | PA      | $15604558.95    | 0.04%             | 2033-01-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| BX 2024-XL4 D V/R 02/15/26                    | BX COMMERCIAL MORTGAGE TRUST 2024-XL4 SER 2024-XL4 CL D V/R REGD 144A P/P 7.45137000                         | CUSIP: 05611VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2859848 | PA      | $2867891.28     | 0.01%             | 2039-02-15      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4744 3% 06/01/47                     | FANNIE MAE POOL UMBS P#BM4744 3.00000000                                                                     | CUSIP: 3140J9HW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1103955 | PA      | $990908.44      | 0.00%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UROPA 2007- V/R 10/10/40 /EUR/                | UROPA SECURITIES PLC SER 2007-1 CL A3B V/R REGD REG S /EUR/ 2.49300000                                       | CUSIP: G92958AA8<br>LEI: 213800IVU1GPPZBQ4446 | Long             | ABS-CBDO         | CORP              | GB        |      770647 | PA      | $895056.02      | 0.00%             | 2040-10-10      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| SLMA 2005-B A4 V/R 06/15/39                   | SLM PRIVATE CREDIT STUDENT LOAN TRUST 2005-B SER 2005-B CL A4 V/R REGD 4.91008000                            | CUSIP: 78443CCB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2678390 | PA      | $2610395.39     | 0.01%             | 2039-06-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMCC 2023-CC 7.235% 10/05/28                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES  SER 2023-CCDC CL A REGD 144A P/P 7.23547000                  | CUSIP: 465981AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5800000 | PA      | $6168272.74     | 0.02%             | 2040-10-05      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5271 5.5% 02/01/54                   | FANNIE MAE POOL UMBS P#MA5271 5.50000000                                                                     | CUSIP: 31418E2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4002051 | PA      | $4003317.52     | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQS 2024-1C A 6.05% 01/20/30                  | CROCKETT PARTNERS EQUIPMENT CO IIA LLC SER 2024-1C CL A REGD 144A P/P 6.05000000                             | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6716667 | PA      | $6785299.59     | 0.02%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERG 4.6% 07/01/27                | EVERSOURCE ENERGY REGD 4.60000000                                                                            | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     9315000 | PA      | $9358961.58     | 0.02%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CAFL 2023-RTL1 A V/R 12/28/30                 | CAFL 2023-RTL1 ISSUER LLC SER 2023-RTL1 CL A1 V/R REGD 144A P/P 7.55300000                                   | CUSIP: 124762AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7075000 | PA      | $7134997.42     | 0.02%             | 2030-12-28      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5916 6% 02/01/53                     | FANNIE MAE POOL UMBS P#CB5916 6.00000000                                                                     | CUSIP: 3140QRSE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49201 | PA      | $50119.62       | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2019-2 A3 V/R 11/25/59                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 SER 2019-2 CL A3 V/R REGD 144A P/P 3.04600000                      | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      387529 | PA      | $368155.96      | 0.00%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| AESOP 2022-5A  6.12% 04/20/26                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2022-5A CL A REGD 144A P/P 6.12000000                           | CUSIP: 05377RFV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2860000 | PA      | $2882354.33     | 0.01%             | 2027-04-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OOMLT 2007-FXD1  V/R 01/25/37                 | OPTION ONE MORTGAGE LOAN TRUST 2007-FXD1 SER 2007-FXD1 CL 3A4 V/R REGD 5.86000000                            | CUSIP: 68402VAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      103262 | PA      | $100744.04      | 0.00%             | 2037-01-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| JACK 2019-1A  4.476% 08/25/26                 | JACK IN THE BOX FUNDING LLC SER 2019-1A CL A2II REGD 144A P/P 4.47600000                                     | CUSIP: 466365AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4433225 | PA      | $4368648.87     | 0.01%             | 2049-08-25      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| KSL 2025-MAK A V/R 06/15/27                   | KSL TRUST 2025-MAK SER 2025-MAK CL A V/R REGD 144A P/P 6.20438000                                            | CUSIP: 50116JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      566000 | PA      | $564567.45      | 0.00%             | 2042-06-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| F/C AUST 10Y BOND FUT SEP25                   | FUTURE CONTRACT ON           AUST 10Y BOND FUT SEP25 /AUD/ 0.00000000                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |        -285 | NC      | $-21499448.12   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GR 2.6% 02/07/30                | GOLDMAN SACHS GROUP INC REGD 2.60000000                                                                      | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      525000 | PA      | $485191.75      | 0.00%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CGCMT 2017-P7 3.915% 03/14/27                 | CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P7 SER 2017-P7 CL AS REGD 3.91500000                                | CUSIP: 17325HBR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1418000 | PA      | $1363009.53     | 0.00%             | 2050-04-14      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4900 3.5% 12/20/47                | GINNIE MAE II POOL P#MA4900 3.50000000                                                                       | CUSIP: 36179TNR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3183374 | PA      | $2952618.03     | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NJ 2023-GSP A V/R 01/06/29                    | NJ TRUST 2023-GSP SER 2023-GSP CL A V/R REGD 144A P/P 6.69678300                                             | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      840000 | PA      | $883483.02      | 0.00%             | 2029-01-06      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| ACAR 2025-1 D 5.54% 08/12/31                  | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025-1 SER 2025-1 CL D REGD 144A P/P 5.54000000                 | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3200000 | PA      | $3222900.16     | 0.01%             | 2031-08-12      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08757 3.5% 04/01/47                  | FREDDIE MAC GOLD POOL P#G08757 3.50000000                                                                    | CUSIP: 3128MJZX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1122371 | PA      | $1035609.61     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 6.607% 11/07/28                | BANCO SANTANDER SA REGD 6.60700000                                                                           | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     7200000 | PA      | $7680308.47     | 0.02%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO 3.7% 01/30/50                | GEORGIA POWER CO REGD SER B 3.70000000                                                                       | CUSIP: 373334KN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      535000 | PA      | $398745.72      | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV2942 3% 03/01/52                     | FANNIE MAE POOL UMBS P#BV2942 3.00000000                                                                     | CUSIP: 3140MGHU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      107565 | PA      | $93259.59       | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPS 2024-A B 6.47% 10/20/27                  | REPUBLIC FINANCE ISSUANCE TRUST 2024-A SER 2024-A CL B REGD 144A P/P 6.47000000                              | CUSIP: 76041RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2889000 | PA      | $2958966.67     | 0.01%             | 2032-08-20      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R4 A1A V/R 05/01/61                  | CIM TRUST 2021-R4 SER 2021-R4 CL A1A V/R REGD 144A P/P 2.00000000                                            | CUSIP: 12598HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19591443 | PA      | $18003039.28    | 0.04%             | 2061-05-01      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.25% 08/15/54                   | UNITED STATES TREASURY BOND 4.25000000                                                                       | CUSIP: 912810UC0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    24314000 | PA      | $22203620.66    | 0.05%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL9 A V/R 04/19/27                   | MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 6.46758000                                              | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1458860 | PA      | $1459390.08     | 0.00%             | 2037-06-19      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| T/L ANTYLIA SCIENT 0% 05/14/32                | T/L ANTYLIA SCIENTIFIC REGD 0.00000000                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1132815 | PA      | $1101186.99     | 0.00%             | 2032-05-14      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM1 M V/R 11/25/69                 | PRPM 2025-NQM1 TRUST SER 2025-NQM1 CL M1A V/R REGD 144A P/P 6.64500000                                       | CUSIP: 74391EAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      375332 | PA      | $381372.37      | 0.00%             | 2069-11-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| JPMCC 2020-609M  V/R 10/15/25                 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2020-609M CL D V/R REGD 144A P/P 7.44648000                     | CUSIP: 46652RAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $96276.76       | 0.00%             | 2033-10-15      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 2.5% 02/01/31                | PACIFIC GAS & ELECTRIC REGD 2.50000000                                                                       | CUSIP: 694308JG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15565000 | PA      | $13511220.04    | 0.03%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/24/31                | JPMORGAN CHASE & CO REGD V/R 5.14000000                                                                      | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7704000 | PA      | $7900289.98     | 0.02%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB4311 4% 01/01/42                     | FANNIE MAE POOL UMBS P#AB4311 4.00000000                                                                     | CUSIP: 31417AYH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      967470 | PA      | $932808.97      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KAPT 2025-1A A 5.46% 04/10/28                 | KAPITUS ASSET SECURITIZATION V LLC SER 2025-1A CL A REGD 144A P/P 5.46000000                                 | CUSIP: 48555NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12965000 | PA      | $13041146.04    | 0.03%             | 2032-04-10      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| SNVA 2021-1 A 2.58% 04/30/31                  | SUNNOVA SOL III ISSUER LLC SER 2021-1 CL A REGD 144A P/P 2.58000000                                          | CUSIP: 86745QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1037929 | PA      | $854449.82      | 0.00%             | 2056-04-28      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| EDGE 2024-1 A2 6% 07/25/29                    | EDGECONNEX DATA CENTERS ISSUER LLC SER 2024-1 CL A2 REGD 144A P/P 6.00000000                                 | CUSIP: 28000XAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9824306 | PA      | $9835157.73     | 0.02%             | 2054-07-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SLMA 2008-5 A4 V/R 07/25/23                   | SLMA 2008-5 A4 V/R 07/25/23 6.32494000                                                                       | CUSIP: 78444YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      989781 | PA      | $993435.05      | 0.00%             | 2025-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| EFMT 2021-3 A1 V/R 09/25/66                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3 SER 2021-3 CL A1 V/R REGD 144A P/P 1.24100000                      | CUSIP: 31573JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3493756 | PA      | $2898850.27     | 0.01%             | 2066-09-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| WSTOP 2024-1A 5.858% 12/05/31                 | WINGSTOP FUNDING LLC SER 2024-1A CL A2 REGD 144A P/P 5.85800000                                              | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4935000 | PA      | $5026898.58     | 0.01%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| DWSON 2024- V/R 08/20/31 /GBP/                | DOWSON 2024-1 PLC SER 2024-1 CL E V/R REGD REG S /GBP/ 8.16584000                                            | CUSIP: G2826SAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      500000 | PA      | $682445.87      | 0.00%             | 2031-08-20      | Variable      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| T/L LEALAND FINAN 0% 06/30/27                 | T/L LEALAND FINANCE COMPANY  B V REGD 0.00000000                                                             | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      148837 | PA      | $93271.52       | 0.00%             | 2027-06-30      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08788 3.5% 11/01/47                  | FREDDIE MAC GOLD POOL P#G08788 3.50000000                                                                    | CUSIP: 3128MJ2W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      579719 | PA      | $533259.08      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0290 2% 01/01/52                     | FANNIE MAE POOL UMBS P#FS0290 2.00000000                                                                     | CUSIP: 3140XFKC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2562003 | PA      | $2065311.46     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R09.15PMXIB 12/31/29 GOLDUS33XXX FIXED                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $312662.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T/L MEDIAPRO 0% 08/14/29 /EUR/                | T/L MEDIAPRO (SUBCALIDORA 2    SARL)   REGD  /EUR/ 0.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     8100000 | PA      | $9541394.85     | 0.02%             | 2029-08-14      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| JW 2024-MRCO A V/R 06/15/26                   | JW COMMERCIAL MORTGAGE TRUST 2024-MRCO SER 2024-MRCO CL A V/R REGD 144A P/P 5.93291000                       | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2613000 | PA      | $2614628.94     | 0.01%             | 2039-06-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD4977 5% 11/01/53                     | FREDDIE MAC POOL UMBS P#SD4977 5.00000000                                                                    | CUSIP: 3132DSQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    23776736 | PA      | $23353016.96    | 0.06%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 3.815% 11/02/27                | FORD MOTOR CREDIT CO LLC REGD 3.81500000                                                                     | CUSIP: 345397YT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4440000 | PA      | $4286076.74     | 0.01%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8212 2.5% 05/01/52                   | FREDDIE MAC POOL UMBS P#SD8212 2.50000000                                                                    | CUSIP: 3132DWDR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    42462036 | PA      | $35324015.48    | 0.09%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATIO 8.125% 01/15/29                | NCL CORPORATION LTD REGD 144A P/P 8.12500000                                                                 | CUSIP: 62886HBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      680000 | PA      | $716843.08      | 0.00%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0023 4% 11/20/54                  | GINNIE MAE II POOL P#MB0023 4.00000000                                                                       | CUSIP: 3618N5AZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    65445174 | PA      | $60875667.56    | 0.15%             | 2054-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-FA A 2.6% 04/15/28                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-F SER 2019-FA CL A2 REGD 144A P/P 2.60000000                  | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1535869 | PA      | $1478457.32     | 0.00%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8086 3.5% 07/01/51                   | FANNIE MAE POOL UMBS P#FM8086 3.50000000                                                                     | CUSIP: 3140XB6Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2408965 | PA      | $2184411.28     | 0.01%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BRZH6 05.000 SP 12/20/2027 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $57561.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TMTS 2005-10HE M V/R 06/25/36                 | TERWIN MORTGAGE TRUST SERIES TMTS 2005-10HE SER 2005-10HE CL M5 V/R REGD 5.45368000                          | CUSIP: 881561VF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1321607 | PA      | $1179640.53     | 0.00%             | 2036-06-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-OA11  V/R 09/25/46                 | ALTERNATIVE LOAN TRUST 2006-OA11 SER 2006-OA11 CL A4 V/R REGD 4.81368000                                     | CUSIP: 02147DAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       98784 | PA      | $91781.55       | 0.00%             | 2046-09-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 3.4% 03/01/27                 | CIGNA GROUP/THE REGD SER * 3.40000000                                                                        | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     6858000 | PA      | $6760777.22     | 0.02%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SEMT 2017-CH2 A1 V/R 12/25/47                 | SEQUOIA MORTGAGE TRUST 2017-CH2 SER 2017-CH2 CL A1 V/R REGD 144A P/P 4.00000000                              | CUSIP: 81746JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      115204 | PA      | $108067.35      | 0.00%             | 2047-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM 2024-WCL1 E V/R 06/15/26                 | COMM 2024-WCL1 MORTGAGE TRUST SER 2024-WCL1 CL E V/R REGD 144A P/P 8.79876000                                | CUSIP: 20047DAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1166000 | PA      | $1155354.65     | 0.00%             | 2041-06-15      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL IN 1.57% 01/15/26                | BERRY GLOBAL INC REGD 1.57000000                                                                             | CUSIP: 08576PAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1353000 | PA      | $1328809.65     | 0.00%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-2 A3 4.5% 07/15/26                 | DRIVE AUTO RECEIVABLES TRUST 2024-2 SER 2024-2 CL A3 REGD 4.50000000                                         | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8000000 | PA      | $7996062.40     | 0.02%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5500 3% 09/01/46                     | FANNIE MAE POOL UMBS P#FM5500 3.00000000                                                                     | CUSIP: 3140X9DE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2222386 | PA      | $2008467.86     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5337 3% 03/01/50                     | FANNIE MAE POOL UMBS P#CA5337 3.00000000                                                                     | CUSIP: 3140QC4X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6268283 | PA      | $5491543.02     | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FMBT 2024-FBLU A V/R 12/15/26                 | FONTAINEBLEAU MIAMI BEACH MORTGAGE TRUST SER 2024-FBLU CL A V/R REGD 144A P/P 5.76176000                     | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1329000 | PA      | $1328999.73     | 0.00%             | 2039-12-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| BMWLT 2024-2 A 4.29% 06/25/26                 | BMW VEHICLE LEASE TRUST SER 2024-2 CL A2A REGD 4.29000000                                                    | CUSIP: 05613MAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7807641 | PA      | $7799371.94     | 0.02%             | 2027-01-25      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| AOMT 2025-2 A1 V/R 02/25/29                   | ANGEL OAK MORTGAGE TRUST 2025-2 SER 2025-2 CL A1 V/R REGD 144A P/P 5.63700000                                | CUSIP: 03466QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2662932 | PA      | $2670366.97     | 0.01%             | 2070-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 2.8% 06/15/50                  | PECO ENERGY CO REGD 2.80000000                                                                               | CUSIP: 693304AY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      598000 | PA      | $374937.76      | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENT 1% 07/09/29                | REPUBLIC OF ARGENTINA REGD 1.00000000                                                                        | CUSIP: 040114HX1<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |      997934 | PA      | $835270.34      | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT4273 3% 06/01/43                     | FANNIE MAE POOL UMBS P#AT4273 3.00000000                                                                     | CUSIP: 3138WRXB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1146493 | PA      | $1034766.72     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEUB 2019-32A AR V/R 01/20/32                 | NEUBERGER BERMAN LOAN ADVISERS CLO 3 SER 2019-32A CL AR V/R REGD 144A P/P 5.52108000                         | CUSIP: 64132DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    13682382 | PA      | $13691166.07    | 0.03%             | 2032-01-20      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| CPTS 2019-CPT 2.865% 11/13/29                 | CENTURY PLAZA TOWERS 2019-CPT SER 2019-CPT CL A REGD 144A P/P 2.86500000                                     | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3205000 | PA      | $2921669.67     | 0.01%             | 2039-11-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| AGL 2019-2A BR V/R 07/20/37                   | AGL CORE CLO 2 LTD SER 2019-2A CL BR V/R REGD 144A P/P 6.01947000                                            | CUSIP: 001200AN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2007498.00     | 0.00%             | 2037-07-20      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| VFUND 1A RC 0% 02/16/29 /GBP/                 | VALLEY FUNDING PLC SER 1A CL RC REGD 144A P/P /GBP/ 0.00000000                                               | CUSIP: G931Z3AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |        8642 | PA      | $463382.85      | 0.00%             | 2066-05-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-NPL5 A V/R 03/27/51                 | VOLT XCVI LLC SER 2021-NPL5 CL A1 V/R REGD 144A P/P 6.11570000                                               | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      153930 | PA      | $153883.44      | 0.00%             | 2051-03-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 12/20/2027 MSCSUS33XXX LONG                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-7639.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#BM5787 4% 08/01/47                     | FANNIE MAE POOL UMBS P#BM5787 4.00000000                                                                     | CUSIP: 3140JAND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      809945 | PA      | $768332.23      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T/L POSEIDON 0% 03/13/30/EUR/                 | T/L POSEIDON BIDCO REGD /EUR/ 0.00000000                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    15000000 | PA      | $11904656.99    | 0.03%             | 2030-03-13      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| GITST 2024-NPL1  V/R 06/25/54                 | GITSIT MORTGAGE LOAN TRUST 2024-NPL1 SER 2024-NPL1 CL A1 V/R REGD 144A P/P 7.46580000                        | CUSIP: 375925AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2654953 | PA      | $2655057.40     | 0.01%             | 2054-06-25      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| TCN 2021-SFR1 2.794% 07/17/26                 | TRICON RESIDENTIAL 2021-SFR1 TRUST SER 2021-SFR1 CL E1 REGD 144A P/P 2.79400000                              | CUSIP: 89614YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1760000 | PA      | $1707892.74     | 0.00%             | 2038-07-17      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-A B 5.45% 11/25/54                  | CONSUMER LOAN FINANCE 2024-A SER 2024-A CL B REGD 144A P/P 5.45000000                                        | CUSIP: 21050QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1578000 | PA      | $1596676.73     | 0.00%             | 2054-11-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CONSU 8 C V/R 01/21/40 /EUR/                  | FTA CONSUMO SANTANDER SER 8 CL C V/R REGD REG S /EUR/ 3.59000000                                             | CUSIP: E8307YAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | ES        |      400000 | PA      | $471959.80      | 0.00%             | 2040-01-21      | Variable      | 3.59%                 | Yes           |                  2 | On Loan: No      |
| NRMLT 2024-RTL1 S/UP 03/25/39                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RTL1 SER 2024-RTL1 CL A1 S/UP REGD 144A P/P 6.66400000              | CUSIP: 64831PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8965000 | PA      | $9033787.55     | 0.02%             | 2039-03-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 5.85% 12/15/27                 | AIR LEASE CORP REGD 5.85000000                                                                               | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     8015000 | PA      | $8289583.80     | 0.02%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LUGO 2024-1 V/R 05/26/66 /EUR/                | LUGO FUNDING DAC SER 2024-1A CL A V/R REGD 144A P/P /EUR/ 3.04900000                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    12909414 | PA      | $15128557.66    | 0.04%             | 2066-05-26      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 10/15/30                | JPMORGAN CHASE & CO REGD V/R 2.73900000                                                                      | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6869000 | PA      | $6404937.51     | 0.02%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/ 3% 02/02/29                | JBS USA HOLD/FOOD/LUX CO REGD 3.00000000                                                                     | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     5290000 | PA      | $5025670.87     | 0.01%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONTINUUM GRN SP 7.5% 06/26/33                | CONTINUUM GRN SPV CO-ISS REGD REG S 7.50000000                                                               | CUSIP: Y8987LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     4340250 | PA      | $4463591.92     | 0.01%             | 2033-06-26      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CB3361 3% 04/01/52                     | FANNIE MAE POOL UMBS P#CB3361 3.00000000                                                                     | CUSIP: 3140QNWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28947 | PA      | $25213.74       | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX 2024-AIRC A V/R 08/15/26                   | BX COMMERCIAL MORTGAGE TRUST 2024-AIRC SER 2024-AIRC CL A V/R REGD 144A P/P 6.00300000                       | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8589897 | PA      | $8622109.17     | 0.02%             | 2039-08-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 5.125% 10/01/34                   | AKER BP ASA REGD 144A P/P 5.12500000                                                                         | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     5495000 | PA      | $5275901.00     | 0.01%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.25% 05/15/42                   | UNITED STATES TREASURY BOND 3.25000000                                                                       | CUSIP: 912810TH1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   195125000 | PA      | $161397339.36   | 0.40%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL4 A V/R 07/25/27                 | PRET 2024-NPL4 LLC SER 2024-NPL4 CL A1 V/R REGD 144A P/P 6.99610000                                          | CUSIP: 74143RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7597878 | PA      | $7609769.93     | 0.02%             | 2054-07-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| GNR 2021-78 IP 3% 05/20/51                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-78 CL IP 3.00000000                                        | CUSIP: 38382TBX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3547378 | PA      | $598843.92      | 0.00%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NAVSL 2015-BA A3 V/R 05/15/27                 | NAVIENT PRIVATE EDUCATION LOAN TRUST 2015-B SER 2015-BA CL A3 V/R REGD 144A P/P 5.87624000                   | CUSIP: 63939KAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4155349 | PA      | $4175049.56     | 0.01%             | 2040-07-16      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CO 6% 06/14/30                | LAS VEGAS SANDS CORP REGD 6.00000000                                                                         | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      705000 | PA      | $727329.56      | 0.00%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FI 9.5% 06/01/30                | AMERIGAS PART/FIN CORP REGD 144A P/P 9.50000000                                                              | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3484000 | PA      | $3614573.35     | 0.01%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UKLOG 2025- V/R 05/17/30 /GBP/                | UK LOGISTICS 2025-1 DAC SER 2025-1X CL D V/R REGD REG S /GBP/ 0.00000000                                     | CUSIP: G930ZMAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |     2499000 | PA      | $3430231.66     | 0.01%             | 2035-05-17      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM3 A1 V/R 12/01/64                 | OBX 2025-NQM3 TRUST SER 2025-NQM3 CL A1 V/R REGD 144A P/P 5.64800000                                         | CUSIP: 67448YAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1990828 | PA      | $2001578.95     | 0.00%             | 2064-12-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| SPLT 2023-1A A 6% 11/12/30                    | SOFI PERSONAL LOAN TRUST 2023-1 SER 2023-1A CL A REGD 144A P/P 6.00000000                                    | CUSIP: 78474NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1432451 | PA      | $1449559.92     | 0.00%             | 2030-11-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.03PSOFR 05/27/26 XGS FIXED                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $5948.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T/L STUBHUB HOLDC ZCP 03/15/30                | T/L STUBHUB HOLDCO SUB LLC REGD ZCP TERM LOAN 0.00000000                                                     | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |      589829 | PA      | $571148.76      | 0.00%             | 2030-03-15      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| ELMW6 2020-3A AR V/R 07/18/37                 | ELMWOOD CLO VI LTD SER 2020-3A CL ARR V/R REGD 144A P/P 5.64947000                                           | CUSIP: 29001VAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      745000 | PA      | $746602.50      | 0.00%             | 2037-07-18      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IFS 2.669500 15-APR-2029 USC  /FLOAT/                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-63258.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 05/18/29                | NATWEST GROUP PLC REGD V/R 4.89200000                                                                        | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1515014.31     | 0.00%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| DK 2024-SPBX A V/R 03/15/26                   | DK TRUST 2024-SPBX SER 2024-SPBX CL A V/R REGD 144A P/P 5.81176000                                           | CUSIP: 23346LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1670000 | PA      | $1672644.11     | 0.00%             | 2034-03-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| RMRK 2018-2A A2R V/R 07/25/31                 | ROMARK CLO II LTD SER 2018-2A CL A2R V/R REGD 144A P/P 5.93177000                                            | CUSIP: 77587EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9000000 | PA      | $9010107.00     | 0.02%             | 2031-07-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 5.4% 08/12/34/PEN/                | REPUBLIC OF PERU /PEN/ REGD REG S 5.40000000                                                                 | CUSIP: P78024AG4<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |   131780000 | PA      | $35050251.44    | 0.09%             | 2034-08-12      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER 5.6% 06/29/35                | INTERSTATE POWER & LIGHT REGD 5.60000000                                                                     | CUSIP: 461070AX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15985000 | PA      | $16430502.11    | 0.04%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| F/C AUST 3YR BOND FUT SEP25                   | FUTURE CONTRACT ON           AUST 3YR BOND FUT SEP25 /AUD/ 0.00000000                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |         669 | NC      | $47438628.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC 4.2% 02/22/52                       | AMGEN INC REGD 4.20000000                                                                                    | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     4565000 | PA      | $3574235.32     | 0.01%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2856 2.5% 02/01/52                   | FANNIE MAE POOL UMBS P#CB2856 2.50000000                                                                     | CUSIP: 3140QNE65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4927406 | PA      | $4148767.30     | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4838 4% 11/20/47                  | GINNIE MAE II POOL P#MA4838 4.00000000                                                                       | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      728229 | PA      | $686449.32      | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1711 4.5% 05/01/48                   | FANNIE MAE POOL UMBS P#CA1711 4.50000000                                                                     | CUSIP: 3140Q83V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1464834 | PA      | $1420862.69     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5176 4% 02/01/50                     | FANNIE MAE POOL UMBS P#CA5176 4.00000000                                                                     | CUSIP: 3140QCXE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3692379 | PA      | $3494468.57     | 0.01%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AESOP 2021-2A  4.08% 02/20/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2021-2A CL D REGD 144A P/P 4.08000000                           | CUSIP: 05377REU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13395000 | PA      | $12944827.54    | 0.03%             | 2028-02-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PRET 2022-RN1 A1 V/R 02/25/25                 | PRET 2022-RN1 LLC SER 2022-RN1 CL A1 V/R REGD 144A P/P 6.72100000                                            | CUSIP: 69363JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16668346 | PA      | $16677343.21    | 0.04%             | 2051-07-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 3% 09/15/49                    | PECO ENERGY CO REGD 3.00000000                                                                               | CUSIP: 693304AX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1060000 | PA      | $695728.12      | 0.00%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DCLO 2024-7A B V/R 07/20/37                   | DIAMETER CAPITAL CLO 7 LTD SER 2024-7A CL B V/R REGD 144A P/P 6.46947000                                     | CUSIP: 25255WAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000039.00     | 0.00%             | 2037-07-20      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.85% 06/01/60                       | AT&T INC REGD 3.85000000                                                                                     | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3191000 | PA      | $2231204.03     | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOL ZCP 12/31/30                | DIGICEL GROUP HOLDINGS REGD ZCP 144A P/P SER 2B14 0.00000000                                                 | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |      189632 | PA      | $11377.92       | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| HYUNDAI CAPITAL A V/R 03/19/27                | HYUNDAI CAPITAL AMERICA REGD V/R 144A P/P 5.45428600                                                         | CUSIP: 44891ACZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5992306.98     | 0.01%             | 2027-03-19      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0783 2% 12/01/51                     | FREDDIE MAC POOL UMBS P#SD0783 2.00000000                                                                    | CUSIP: 3132DM2Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      844326 | PA      | $679374.01      | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 12/20/2028 GSILGB2XXXX LONG                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $1462.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T/L MILANO ACQUIS 0% 10/01/27                 | T/L MILANO ACQUISITION CORP    REGD 0.00000000                                                               | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2890544 | PA      | $2779980.92     | 0.01%             | 2027-10-01      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 11/15/41                      | UNITED STATES TREASURY BOND 2.00000000                                                                       | CUSIP: 912810TC2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   320895000 | PA      | $220690523.87   | 0.54%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BPKF 2025-1 V/R 05/27/29 /GBP/                | BLETCHLEY PARK FUNDING 2025-1 PLC SER 2025-1 CL D V/R REGD REG S /GBP/ 0.00000000                            | CUSIP: G1171NAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      380000 | PA      | $521786.94      | 0.00%             | 2070-01-27      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PANAMA INFRASTRUC ZCP 04/05/32                | PANAMA INFRASTRUCTURE REGD ZCP 144A P/P 0.00000000                                                           | CUSIP: 69828QAD9<br>LEI: 213800QSH7EDGMUDJW25 | Long             | DBT              | CORP              | GB        |     7059000 | PA      | $5011890.00     | 0.01%             | 2032-04-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JANUS HEND US H 5.45% 09/10/34                | JANUS HEND US HLDGS INC REGD SER WI* 5.45000000                                                              | CUSIP: 47103MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $793552.42      | 0.00%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 3.9% 03/01/48                  | PECO ENERGY CO REGD 3.90000000                                                                               | CUSIP: 693304AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      912000 | PA      | $711442.76      | 0.00%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CIFC 2021-1A BR V/R 07/25/37                  | CIFC FUNDING 2021-I LTD SER 2021-1A CL BR V/R REGD 144A P/P 6.03177000                                       | CUSIP: 12563EAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1760000 | PA      | $1766552.48     | 0.00%             | 2037-07-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| CSMC 2006-4 1A3 6% 05/25/36                   | CSMC MORTGAGE-BACKED TRUST SERIES 2006-4 SER 2006-4 CL 1A3 REGD 6.00000000                                   | CUSIP: 12637HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      106245 | PA      | $56360.50       | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WAMU 2005-AR2 1A V/R 01/25/45                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005 SER 2005-AR2 CL 1A1A V/R REGD 5.09368000                 | CUSIP: 92922FC97<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2519512 | PA      | $2529659.84     | 0.01%             | 2045-01-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| REPS 2021-A C 3.53% 06/20/26                  | REPUBLIC FINANCE ISSUANCE TRUST 2021-A SER 2021-A CL C REGD 144A P/P 3.53000000                              | CUSIP: 76042UAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      795000 | PA      | $772874.51      | 0.00%             | 2031-12-22      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| SCGC 2024-2 V/R 05/14/38 /EUR/                | SC GERMANY SA COMPARTMENT CONSUMER 2024-2 SER 2024-2 CL D V/R REGD REG S /EUR/ 3.59200000                    | CUSIP: L81394CC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | LU        |      200000 | PA      | $235951.39      | 0.00%             | 2038-05-14      | Variable      | 3.59%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-4 A 5.41% 11/17/25                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-4 SER 2024-4 CL A2 REGD 5.41000000                               | CUSIP: 802919AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5110727 | PA      | $5115868.33     | 0.01%             | 2027-07-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08741 3% 01/01/47                    | FREDDIE MAC GOLD POOL P#G08741 3.00000000                                                                    | CUSIP: 3128MJZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3012967 | PA      | $2679728.32     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.125% 02/13/31                | PHILIP MORRIS INTL INC REGD 5.12500000                                                                       | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2471869.54     | 0.01%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ESA 2021-ESH E V/R 07/15/26                   | EXTENDED STAY AMERICA TRUST 2021-ESH SER 2021-ESH CL E V/R REGD 144A P/P 7.27648000                          | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4288639 | PA      | $4299360.30     | 0.01%             | 2038-07-15      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| SFAST 2023-1A  5.97% 10/20/27                 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2023-1A CL C REGD 144A P/P 5.97000000                        | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1965000 | PA      | $2019132.61     | 0.00%             | 2031-02-20      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| BGCLO 2021-2A A1 V/R 10/19/37                 | BIRCH GROVE CLO 2 LTD SER 2021-2A CL A1R V/R REGD 144A P/P 5.66947000                                        | CUSIP: 09077LAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4250000 | PA      | $4263617.00     | 0.01%             | 2037-10-19      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| AGL 2021-15A A1 V/R 01/20/35                  | AGL CORE CLO 15 LTD SER 2021-15A CL A1 V/R REGD P/P 5.68108000                                               | CUSIP: 00121GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4270000 | PA      | $4278296.61     | 0.01%             | 2035-01-20      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CR2 3.696% 07/10/25                 | COMM 2015-CCRE24 MORTGAGE TRUST SER 2015-CR24 CL A5 REGD 3.69600000                                          | CUSIP: 12593JBF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1096175 | PA      | $1094701.46     | 0.00%             | 2048-08-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 11/03/28                | SANTANDER UK GROUP HLDGS REGD V/R 3.82300000                                                                 | CUSIP: 80281LAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     4990000 | PA      | $4890027.05     | 0.01%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 3.375% 11/13/25                | FORD MOTOR CREDIT CO LLC REGD 3.37500000                                                                     | CUSIP: 345397B28<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9933400.20     | 0.02%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FASTR 20 3.724% 06/15/27 /CAD/                | FORD AUTO SECURITIZATION TRUST II SER 2024-BA CL A2 REGD 144A P/P /CAD/ 3.72400000                           | CUSIP: 345214BT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |     4200000 | PA      | $3103203.97     | 0.01%             | 2028-11-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| FCAT 2024-1 A2 5.64% 03/15/28                 | FLAGSHIP CREDIT AUTO TRUST 2024-1 SER 2024-1 CL A2 REGD 144A P/P 5.64000000                                  | CUSIP: 33843VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5565485 | PA      | $5579402.00     | 0.01%             | 2028-03-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL5 AS V/R 07/15/36                  | MF1 MULTIFAMILY HOUSING MORTGAGE LOAN  SER 2021-FL5 CL AS V/R REGD 144A P/P 5.62818000                       | CUSIP: 55282XAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    14253507 | PA      | $14219333.05    | 0.03%             | 2036-07-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| RCO 2025-1 A1 V/R 01/25/28                    | RCO X MORTGAGE LLC 2025-1 SER 2025-1 CL A1 V/R REGD 144A P/P 5.87500000                                      | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15813537 | PA      | $15817001.47    | 0.04%             | 2030-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM HOLDINGS II LLC                    | WINDSTREAM HOLDINGS II LLC 0.00000000                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        9444 | NS      | $122772.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BHG 2022-A C 3.08% 02/20/35                   | BHG SECURITIZATION TRUST 2022-A SER 2022-A CL C REGD 144A P/P 3.08000000                                     | CUSIP: 054977AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1845000 | PA      | $1785525.50     | 0.00%             | 2035-02-20      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| MFT 2023-2A B 6.54% 06/15/33                  | MARLETTE FUNDING TRUST 2023-2 SER 2023-2A CL B REGD 144A P/P 6.54000000                                      | CUSIP: 57109LAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      999327 | PA      | $1001183.29     | 0.00%             | 2033-06-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260630 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $555.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATL GAS T 4.25% 04/05/30/EUR/                | NATL GAS TRANSMISSION /EUR/ REGD REG S EMTN 4.25000000                                                       | CUSIP: G6374SAA4<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |     7110000 | PA      | $8745575.70     | 0.02%             | 2030-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE5462 4% 07/01/52                     | FREDDIE MAC POOL UMBS P#QE5462 4.00000000                                                                    | CUSIP: 3133BFB74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7249545 | PA      | $6755254.77     | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL8218 5% 11/01/44                     | FANNIE MAE POOL UMBS P#AL8218 5.00000000                                                                     | CUSIP: 3138ETDY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      990766 | PA      | $1004218.66     | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HVMLT 2006-12 1A V/R 12/19/36                 | HARBORVIEW MORTGAGE LOAN TRUST 2006-12 SER 2006-12 CL 1A1A V/R REGD 4.84206000                               | CUSIP: 41162DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    22694582 | PA      | $17770284.22    | 0.04%             | 2036-12-19      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| AT&T REIGN II  6.088% 12/15/44                | AT&T REIGN II LB PTT REGD 144A P/P 6.08800000                                                                | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7704192.65     | 0.02%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| SRFC 2023-3A C 7.12% 09/20/40                 | SIERRA TIMESHARE 2023-3 RECEIVABLES FUNDING LLC SER 2023-3A CL C REGD 144A P/P 7.12000000                    | CUSIP: 826944AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1746557 | PA      | $1801656.11     | 0.00%             | 2040-09-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#AV0703 4% 12/01/43                     | FANNIE MAE POOL UMBS P#AV0703 4.00000000                                                                     | CUSIP: 3138XBX90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      809008 | PA      | $778682.00      | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2806 3% 11/01/46                     | FANNIE MAE POOL UMBS P#MA2806 3.00000000                                                                     | CUSIP: 31418CDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      171835 | PA      | $152494.92      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q46289 4.5% 02/01/47                  | FREDDIE MAC GOLD POOL P#Q46289 4.50000000                                                                    | CUSIP: 3132WK7B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      257935 | PA      | $253444.94      | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 11/26/28                | LLOYDS BANKING GROUP PLC REGD V/R 5.43991300                                                                 | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    17000000 | PA      | $17035670.42    | 0.04%             | 2028-11-26      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA3633 3.5% 06/01/49                   | FANNIE MAE POOL UMBS P#CA3633 3.50000000                                                                     | CUSIP: 3140QBBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4123168 | PA      | $3799799.80     | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3376 3.5% 01/20/46                | GINNIE MAE II POOL P#MA3376 3.50000000                                                                       | CUSIP: 36179RXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      512778 | PA      | $477210.74      | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANC 1.8% 03/08/28                | EQUITABLE FINANCIAL LIFE REGD 144A P/P 1.80000000                                                            | CUSIP: 29449WAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7665000 | PA      | $7163011.18     | 0.02%             | 2028-03-08      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5010 5.5% 05/01/53                   | FANNIE MAE POOL UMBS P#MA5010 5.50000000                                                                     | CUSIP: 31418ER85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    50492261 | PA      | $50573264.81    | 0.12%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HHCAU 2025- V/R 07/21/87 /AUD/                | HOUSEHOLD CAPITAL 2025-1 RMBS SER 2025-1 CL A V/R REGD REG S /AUD/ 5.74000000                                | CUSIP: Q0288QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | AU        |     1510000 | PA      | $990596.45      | 0.00%             | 2087-07-21      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| GNRT 2A AR2 V/R 10/22/37                      | GENERATE CLO 2 LTD SER 2A CL AR2 V/R REGD 144A P/P 5.68934000                                                | CUSIP: 370910AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1170000 | PA      | $1175557.50     | 0.00%             | 2037-10-22      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.15 11/15/53 GOLD FLOAT                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $24142613.63    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 02/08/35                     | UBS GROUP AG REGD V/R 144A P/P 5.69900000                                                                    | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    15240000 | PA      | $15829712.26    | 0.04%             | 2035-02-08      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX9060 6% 04/01/53                     | FANNIE MAE POOL UMBS P#BX9060 6.00000000                                                                     | CUSIP: 3140NEB61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7423826 | PA      | $7565089.08     | 0.02%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FFMER 2007-5 2A2 V/R 10/25/37                 | MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES  SER 2007-5 CL 2A2 V/R REGD 5.43368000               | CUSIP: 59025RAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14156073 | PA      | $12035569.59    | 0.03%             | 2037-10-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| T/L SVF II FINCO 0% 04/25/29                  | T/L SVF II FINCO (CAYMAN) LP - SOFTBANK VISION FUND II B2     TRANCHE SOFR 0% 0.00000000                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |     2790958 | PA      | $2790958.07     | 0.01%             | 2029-04-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMMT 2024-VIS1  V/R 07/25/64                 | JP MORGAN MORTGAGE TRUST SERIES 2024 SER 2024-VIS1 CL B2 V/R REGD 144A P/P 8.07924200                        | CUSIP: 465970AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      180000 | PA      | $177857.78      | 0.00%             | 2064-07-25      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| GSAR 2025-1A C 5.26% 04/15/29                 | GLS AUTO SELECT RECEIVABLES TRUST 2025-1 SER 2025-1A CL C REGD 144A P/P 5.26000000                           | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      340000 | PA      | $346012.97      | 0.00%             | 2031-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.3% 12/20/54/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 85 2.30000000                                                           | CUSIP: J2S39L6L3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |  3049700000 | PA      | $19013160.40    | 0.05%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8331 5.5% 06/01/53                   | FREDDIE MAC POOL UMBS P#SD8331 5.50000000                                                                    | CUSIP: 3132DWHG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   156115581 | PA      | $156345934.16   | 0.38%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T/L ZAYO GROUP HOL 0% 03/09/27                | T/L ZAYO GROUP HOLDINGS INC    REGD 0.00000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1077875 | PA      | $1033186.07     | 0.00%             | 2027-03-09      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| GSAR 2025-1A D 5.74% 11/15/29                 | GLS AUTO SELECT RECEIVABLES TRUST 2025-1 SER 2025-1A CL D REGD 144A P/P 5.74000000                           | CUSIP: 36271FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      670000 | PA      | $685086.39      | 0.00%             | 2032-04-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN4355 4% 02/01/49                     | FANNIE MAE POOL UMBS P#BN4355 4.00000000                                                                     | CUSIP: 3140JLZV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1925827 | PA      | $1821730.14     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CEDF 2018-7A AR V/R 01/20/31                  | CEDAR FUNDING VII CLO LTD SER 2018-7A CL AR V/R REGD 144A P/P 5.34947000                                     | CUSIP: 15032FAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      165896 | PA      | $165874.96      | 0.00%             | 2031-01-20      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1598 2% 04/01/52                     | FANNIE MAE POOL UMBS P#FS1598 2.00000000                                                                     | CUSIP: 3140XGX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    75389299 | PA      | $59826719.73    | 0.15%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRAVO 2022-NQM1  V/R 09/25/61                 | BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3 SER 2022-NQM1 CL A1 V/R REGD 144A P/P 3.62600000                   | CUSIP: 10569FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2855511 | PA      | $2782792.13     | 0.01%             | 2061-09-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| MHC 2021-MHC C V/R 04/15/26                   | MHC COMMERCIAL MORTGAGE TRUST 2021-MHC SER 2021-MHC CL C V/R REGD 144A P/P 5.77744200                        | CUSIP: 55316VAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2800000 | PA      | $2800000.00     | 0.01%             | 2038-04-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3899 3.5% 06/01/52                   | FANNIE MAE POOL UMBS P#CB3899 3.50000000                                                                     | CUSIP: 3140QPKM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25435594 | PA      | $23055346.15    | 0.06%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILOT 2024-2A  4.35% 10/20/27                 | PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-2 SER 2024-2A CL A3 REGD 144A P/P 4.35000000                       | CUSIP: 73328NAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9500000 | PA      | $9501217.90     | 0.02%             | 2027-10-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2836 2% 02/01/52                     | FANNIE MAE POOL UMBS P#CB2836 2.00000000                                                                     | CUSIP: 3140QNEJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1506637 | PA      | $1217332.54     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VFIN 2024-1A  5.935% 06/15/37                 | VOLOFIN FINANCE DESIGNATED ACTIVITY CO SER 2024-1A CL A REGD 144A P/P 5.93500000                             | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7028906 | PA      | $7098235.16     | 0.02%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CASTE 2025- V/R 01/27/29 /GBP/                | CASTELL 2025-1 PLC SER 2025-1 CL C V/R REGD REG S /GBP/ 5.77067000                                           | CUSIP: G19421AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      167000 | PA      | $229355.87      | 0.00%             | 2062-01-27      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| VCC 2024-5 M4 V/R 02/25/35                    | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-5 SER 2024-5 CL M4 V/R REGD 144A P/P 9.53000000                  | CUSIP: 92261AAM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      279898 | PA      | $276869.48      | 0.00%             | 2054-10-25      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 05/16/29                     | BARCLAYS PLC REGD V/R MTN 4.97200000                                                                         | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3900000 | PA      | $3940772.16     | 0.01%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE 10.625% 06/28/28                | US RENAL CARE INC REGD P/P 10.62500000                                                                       | CUSIP: 90355YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      195300 | PA      | $166249.13      | 0.00%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.65% 08/01/28                | PACIFIC GAS & ELECTRIC REGD 4.65000000                                                                       | CUSIP: 694308JC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99426.66       | 0.00%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2960 4% 04/01/47                     | FANNIE MAE POOL UMBS P#MA2960 4.00000000                                                                     | CUSIP: 31418CJE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      501608 | PA      | $475095.10      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 2 2.875% 07/11/34                | AMER AIRLINE 21-1A EETC REGD SER A 2.87500000                                                                | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9352174 | PA      | $8232802.63     | 0.02%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 4.625% 12/01/29                | VICI PROPERTIES / NOTE REGD 144A P/P 4.62500000                                                              | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9551000 | PA      | $9383264.29     | 0.02%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SEMT 2019-CH3 A1 V/R 09/25/49                 | SEQUOIA MORTGAGE TRUST 2019-CH3 SER 2019-CH3 CL A1 V/R REGD 144A P/P 4.00000000                              | CUSIP: 81748GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      152312 | PA      | $143493.82      | 0.00%             | 2049-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDIN 4% 06/15/36/EUR/                | FISERV FUNDING UNLTD CO /EUR/ REGD 4.00000000                                                                | CUSIP: 337735AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5040000 | PA      | $5919152.29     | 0.01%             | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BA7196 4% 12/01/45                     | FANNIE MAE POOL UMBS P#BA7196 4.00000000                                                                     | CUSIP: 3140EB7J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1342729 | PA      | $1272463.84     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2017-100 ZJ 3.5% 12/25/47                 | FANNIE MAE REMICS SER 2017-100 CL ZJ 3.50000000                                                              | CUSIP: 3136B0GN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2046449 | PA      | $1823352.07     | 0.00%             | 2047-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REG11 2018-1A AR V/R 07/17/37                 | REGATTA XI FUNDING LTD SER 2018-1A CL AR V/R REGD 144A P/P 5.67979000                                        | CUSIP: 75887XAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3490000 | PA      | $3502644.27     | 0.01%             | 2037-07-17      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOO 5.5% 01/15/36                | JBS USA HOLD/FOOD GRP/CO REGD 144A P/P 5.50000000                                                            | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15155000 | PA      | $15177277.85    | 0.04%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA 6.25% 09/10/34/EUR/                   | ROMANIA /EUR/ REGD 144A P/P 6.25000000                                                                       | CUSIP: X7360WDK5<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |    37290000 | PA      | $44320409.68    | 0.11%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| T/L ALTICE FINAN 0% 10/31/27                  | T/L ALTICE FINANCING S.A. 0.00000000                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      637567 | PA      | $510582.48      | 0.00%             | 2027-10-31      | Variable      | 9.26%                 | No            |                  2 | On Loan: No      |
| SGSHR 2025- V/R 05/17/30 /GBP/                | SAGE AR FUNDING SER 2025-1X CL C V/R REGD REG S /GBP/ 0.00000000                                             | CUSIP: G7770LAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      703000 | PA      | $970898.81      | 0.00%             | 2037-05-17      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CO 3.557% 08/15/27                | BAT CAPITAL CORP REGD 3.55700000                                                                             | CUSIP: 05526DBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1646000 | PA      | $1619600.14     | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL  5.8% 04/15/34                | ASHTEAD CAPITAL INC REGD 144A P/P 5.80000000                                                                 | CUSIP: 045054AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6590000 | PA      | $6744567.66     | 0.02%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| 1345T 2025-AOA A V/R 06/15/30                 | 1345T 2025-AOA SER 2025-AOA CL A V/R REGD 144A P/P 5.90000000                                                | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1148000 | PA      | $1149791.57     | 0.00%             | 2030-06-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| MSM 2007-8XS A5 V/R 04/25/37                  | MORGAN STANLEY MORTGAGE LOAN TRUST 2007-8XS SER 2007-8XS CL A5 V/R REGD 4.96368000                           | CUSIP: 61754PAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18173254 | PA      | $6347739.38     | 0.02%             | 2037-04-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPAN 5.15% 03/15/34                | WILLIAMS COMPANIES INC REGD 5.15000000                                                                       | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    21805000 | PA      | $21754902.79    | 0.05%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HDMOT 2024-B A 4.62% 03/16/26                 | HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-B SER 2024-B CL A2 REGD 4.62000000                                     | CUSIP: 41284PAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19844260 | PA      | $19850068.14    | 0.05%             | 2027-08-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-1A D 5.95% 12/17/29                 | GLS AUTO RECEIVABLES ISSUER TRUST 2024-1 SER 2024-1A CL D REGD 144A P/P 5.95000000                           | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2600000 | PA      | $2653144.52     | 0.01%             | 2029-12-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SHR 2024-LXRY E V/R 10/15/26                  | SHR TRUST 2024-LXRY SER 2024-LXRY CL E V/R REGD 144A P/P 8.76176000                                          | CUSIP: 784234AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      163000 | PA      | $162399.87      | 0.00%             | 2041-10-15      | Variable      | 8.76%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL F 2.45% 03/15/31                | FIDELITY NATL FINANCIAL REGD 2.45000000                                                                      | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     6840000 | PA      | $5936367.67     | 0.01%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM WAR WT EX 12/31/35                 | WINDSTREAM WARRANTS EXP 12/31/35 0.00000000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        1877 | NS      | $24401.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FORDL 2023-B D 6.97% 06/15/26                 | FORD CREDIT AUTO LEASE TRUST 2023-B SER 2023-B CL D REGD 6.97000000                                          | CUSIP: 34529NAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2810000 | PA      | $2844294.08     | 0.01%             | 2028-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| CMXS 2025-A C 5.46% 09/15/28                  | CARMAX SELECT RECEIVABLES TRUST 2025-A SER 2025-A CL C REGD 5.46000000                                       | CUSIP: 14319UAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6570000 | PA      | $6717918.29     | 0.02%             | 2031-07-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| VCC 2022-3 A V/R 06/25/52                     | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-3 SER 2022-3 CL A V/R REGD 144A P/P 5.22000000                   | CUSIP: 92257BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2649437 | PA      | $2554255.73     | 0.01%             | 2052-06-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 11/02/33                     | BARCLAYS PLC REGD V/R 7.43700000                                                                             | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3900000 | PA      | $4426304.61     | 0.01%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP IN 4.25% 08/09/42                | ALTRIA GROUP INC REGD 4.25000000                                                                             | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     3556000 | PA      | $2890622.90     | 0.01%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T/L FIRST EAGLE 0% 06/06/32                   | T/L FIRST EAGLE INVESTMENT     MANAGEMENT LLC REGD 0.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      751768 | PA      | $737671.89      | 0.00%             | 2032-06-06      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HLTN 2024-DPLO A V/R 06/15/26                 | HLTN COMMERCIAL MORTGAGE TRUST 2024-DPLO SER 2024-DPLO CL A V/R REGD 144A P/P 5.95326000                     | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1117000 | PA      | $1117698.13     | 0.00%             | 2041-06-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS7403 3% 05/01/31                     | FREDDIE MAC POOL UMBS P#ZS7403 3.00000000                                                                    | CUSIP: 3132A8GL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1975176 | PA      | $1928400.59     | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/23/36                | WELLS FARGO & COMPANY REGD V/R 5.60500000                                                                    | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    20250000 | PA      | $20902443.46    | 0.05%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| RAD 2019-5A AR V/R 07/24/32                   | RAD CLO 5 LTD SER 2019-5A CL AR V/R REGD 144A P/P 5.65679000                                                 | CUSIP: 74923EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      427230 | PA      | $428132.27      | 0.00%             | 2032-07-24      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP 5.6% 03/23/34                  | SOLVENTUM CORP REGD 5.60000000                                                                               | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     2189000 | PA      | $2252800.07     | 0.01%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67714 4% 07/01/48                    | FREDDIE MAC GOLD POOL P#G67714 4.00000000                                                                    | CUSIP: 3132XCSB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3343783 | PA      | $3169657.97     | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GFMT 2019-1 A22 V/R 02/25/59                  | GALTON FUNDING MORTGAGE TRUST 2019-1 SER 2019-1 CL A22 V/R REGD 144A P/P 4.00000000                          | CUSIP: 36418WAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      204969 | PA      | $195210.80      | 0.00%             | 2059-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CAALT 2023-1A  7.71% 11/16/26                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-1 SER 2023-1A CL C REGD 144A P/P 7.71000000                           | CUSIP: 224927AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2135000 | PA      | $2190686.99     | 0.01%             | 2033-07-15      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| KKR 2013-1A BR2 V/R 04/15/29                  | KKR FINANCIAL CLO 2013-1 LTD SER 2013-1A CL BR2 V/R REGD 144A P/P 6.20610000                                 | CUSIP: 48249VBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1002094.00     | 0.00%             | 2029-04-15      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8220 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#SD8220 3.00000000                                                                    | CUSIP: 3132DWDZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    64833431 | PA      | $56130590.82    | 0.14%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN6677 4% 06/01/49                     | FANNIE MAE POOL UMBS P#BN6677 4.00000000                                                                     | CUSIP: 3140JPM36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2235149 | PA      | $2106449.08     | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T/L CAST & CREW 0% 12/29/2028                 | T/L CAST & CREW PAYROLL LLC    REGD 0.00000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      545706 | PA      | $515108.69      | 0.00%             | 2028-12-29      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| F/C EURO-BUXL 30Y BND SEP25                   | FUTURE CONTRACT ON           EURO-BUXL 30Y BND SEP25 /EUR/ 0.00000000                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -330 | NC      | $-46157027.64   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMDB 2018-C8 4.421% 05/15/28                 | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8 SER 2018-C8 CL AS REGD 4.42100000                         | CUSIP: 46591ABE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       64000 | PA      | $62589.47       | 0.00%             | 2051-06-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SCG 2025-DLFN D V/R 03/15/27                  | SCG COMMERCIAL MORTGAGE TRUST 2025-DLFN SER 2025-DLFN CL D V/R REGD 144A P/P 6.46176000                      | CUSIP: 78398EAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      204000 | PA      | $201454.69      | 0.00%             | 2035-03-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD 5.95% 02/15/29                  | AIRCASTLE LTD REGD 144A P/P 5.95000000                                                                       | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |     3340000 | PA      | $3450444.92     | 0.01%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREA 5.3% 03/01/48                | WESTERN MIDSTREAM OPERAT REGD 5.30000000                                                                     | CUSIP: 958254AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5089000 | PA      | $4246798.03     | 0.01%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNT 2.707% 10/01/33                | MIAMI-DADE CNTY FL AVIATION RE REGD B/E 2.70700000                                                           | CUSIP: 59333P6J2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1290000 | PA      | $1117489.98     | 0.00%             | 2033-10-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4% 11/15/47                       | ORACLE CORP REGD 4.00000000                                                                                  | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4860000 | PA      | $3719825.53     | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL  3.205% 03/08/27                | ATHENE GLOBAL FUNDING REGD 144A P/P 3.20500000                                                               | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     5070000 | PA      | $4934822.60     | 0.01%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 08/23/28                | GOLDMAN SACHS GROUP INC REGD V/R 4.48200000                                                                  | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    16340000 | PA      | $16361707.04    | 0.04%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL 4.75% 02/15/26                | WESTERN DIGITAL CORP REGD 4.75000000                                                                         | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     1870000 | PA      | $1865079.62     | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DBGS 2024-SBL A V/R 08/15/26                  | DBGS 2024-SBL SER 2024-SBL CL A V/R REGD 144A P/P 6.19410000                                                 | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5008000 | PA      | $5008000.00     | 0.01%             | 2034-08-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 02/04/27                | JPMORGAN CHASE & CO REGD V/R 1.04000000                                                                      | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6799000 | PA      | $6658798.91     | 0.02%             | 2027-02-04      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23 E V/R 06/15/26                  | BMP 2024-MF23 SER 2024-MF23 CL E V/R REGD 144A 7.70081000                                                    | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      917000 | PA      | $914051.29      | 0.00%             | 2041-06-15      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| RRAM 2020-8A A2R V/R 07/15/37                 | RR 8 LTD SER 2020-8A CL A2R V/R REGD 144A P/P 5.95610000                                                     | CUSIP: 74980FAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2008530.00     | 0.00%             | 2037-07-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| HILT 2024-ORL D V/R 05/15/26                  | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL SER 2024-ORL CL D V/R REGD 144A P/P 7.50063000                       | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2093000 | PA      | $2089075.63     | 0.01%             | 2037-05-15      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3217 1.5% 08/01/50                   | FREDDIE MAC POOL UMBS P#RA3217 1.50000000                                                                    | CUSIP: 3133KJSE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1636331 | PA      | $1240590.61     | 0.00%             | 2050-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNR 2019-79 FA V/R 01/25/50                   | FANNIE MAE REMICS SER 2019-79 CL FA V/R 4.91965000                                                           | CUSIP: 3136B72K6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1663628 | PA      | $1617494.41     | 0.00%             | 2050-01-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 6.9% 08/12/37/PEN/                | REPUBLIC OF PERU /PEN/ REGD P/P 6.90000000                                                                   | CUSIP: 715638AV4<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |      340000 | PA      | $97384.18       | 0.00%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL 2.1% 06/15/30                | INTERCONTINENTALEXCHANGE REGD 2.10000000                                                                     | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     3955000 | PA      | $3540808.67     | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-NQM1 M V/R 11/25/69                 | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN  SER 2025-NQM1 CL M1 V/R REGD 144A P/P 6.49600000                   | CUSIP: 617932AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      450792 | PA      | $452770.80      | 0.00%             | 2069-11-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FO 6.75% 03/15/34                | JBS USA HOLD/FOOD/LUX CO REGD 6.75000000                                                                     | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    13488000 | PA      | $14724377.52    | 0.04%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| T/L OREGON TOOL 0% 10/15/29                   | T/L OREGON TOOL LUX LP REGD 0.00000000                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     1774178 | PA      | $1431903.94     | 0.00%             | 2029-10-15      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GA 7.625% 12/10/35                | VISTA OIL & GAS ARGENTIN REGD 144A P/P 7.62500000                                                            | CUSIP: 92841RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |      538000 | PA      | $521591.00      | 0.00%             | 2035-12-10      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| T/L ABG INTERM 00.00% 12/21/28                | T/L ABG INTERMEDIATE HOLDINGS  2 LLC 0.00000000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1169467 | PA      | $1167911.78     | 0.00%             | 2028-12-21      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8316 5.5% 04/01/53                   | FREDDIE MAC POOL UMBS P#SD8316 5.50000000                                                                    | CUSIP: 3132DWGZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13083262 | PA      | $13104251.07    | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RC R/P BOFA S  4.440% 07/01/25                | RC R/P BOFA S  4.440% 07/01/25 4.44000000                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |     9400000 | PA      | $9400000.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | INR/USD FWD 20250820 000000902 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $201.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CWL 2007-BC2 2A4 V/R 06/25/37                 | CWABS ASSET-BACKED CERTIFICATES TRUST 2007-BC2 SER 2007-BC2 CL 2A4 V/R REGD 5.01368000                       | CUSIP: 12669QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4108089 | PA      | $3992335.45     | 0.01%             | 2037-06-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| NRZT 2021-INV1 A V/R 03/25/28                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV1 SER 2021-INV1 CL A6 V/R REGD 144A P/P 2.50000000               | CUSIP: 64829WAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4734011 | PA      | $4264752.72     | 0.01%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4513 5% 06/20/47                  | GINNIE MAE II POOL P#MA4513 5.00000000                                                                       | CUSIP: 36179TAN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1063225 | PA      | $1061592.78     | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INCREF 2025-FL1  V/R 10/19/42                 | INCREF 2025-FL1 LLC SER 2025-FL1 CL A V/R REGD 144A P/P 6.04596000                                           | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1739000 | PA      | $1743072.74     | 0.00%             | 2042-10-19      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS9487 4% 05/01/47                     | FANNIE MAE POOL UMBS P#AS9487 4.00000000                                                                     | CUSIP: 3138WKRH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      564968 | PA      | $535137.13      | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QG4978 4.5% 06/01/53                   | FREDDIE MAC POOL UMBS P#QG4978 4.50000000                                                                    | CUSIP: 3133C5Q79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      942137 | PA      | $901911.64      | 0.00%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-A C 5.75% 11/25/54                  | CONSUMER LOAN FINANCE 2024-A SER 2024-A CL C REGD 144A P/P 5.75000000                                        | CUSIP: 21050QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      795000 | PA      | $805570.24      | 0.00%             | 2054-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4221 3% 01/01/43                     | FANNIE MAE POOL UMBS P#BM4221 3.00000000                                                                     | CUSIP: 3140J8VP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1006054 | PA      | $909127.19      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSAR 2025-3A C 5.14% 09/15/31                 | GLS AUTO SELECT RECEIVABLES TRUST 2025-3 SER 2025-3A CL C REGD 144A P/P 5.14000000                           | CUSIP: 36272GAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $799835.60      | 0.00%             | 2031-09-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SERV 2020-1 A 2.841% 01/30/28                 | SERVICEMASTER FUNDING LLC SER 2020-1 CL A2I REGD 144A P/P 2.84100000                                         | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      608478 | PA      | $565266.03      | 0.00%             | 2051-01-30      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3155 3% 10/01/32                     | FANNIE MAE POOL UMBS P#MA3155 3.00000000                                                                     | CUSIP: 31418CQH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2449816 | PA      | $2378726.51     | 0.01%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMA 1.25% 05/15/27                | BIOMARIN PHARMACEUTICAL REGD CONVERTIBLE 1.25000000                                                          | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |     2655000 | PA      | $2499141.23     | 0.01%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1406 2% 01/01/52                     | FANNIE MAE POOL UMBS P#FS1406 2.00000000                                                                     | CUSIP: 3140XGR43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      828193 | PA      | $657952.48      | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T/L TRUGREEN LIMIT 0% 11/02/27                | T/L TRUGREEN LIMITED           PARTNERSHIP REGD 0.00000000                                                   | CUSIP: 89787RAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1857518 | PA      | $1758847.07     | 0.00%             | 2027-11-02      | Variable      | 8.43%                 | No            |                  2 | On Loan: No      |
| AOMT 2021-7 A1 V/R 11/25/25                   | ANGEL OAK MORTGAGE TRUST 2021-7 SER 2021-7 CL A1 V/R REGD 144A P/P 1.97800000                                | CUSIP: 03464JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5373701 | PA      | $4629887.56     | 0.01%             | 2066-10-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 4.7% 01/15/35                | T-MOBILE USA INC REGD 4.70000000                                                                             | CUSIP: 87264ADM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19845000 | PA      | $19226939.78    | 0.05%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 08/15/52                      | UNITED STATES TREASURY BOND 3.00000000                                                                       | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    19311100 | PA      | $13939446.02    | 0.03%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| F/C US ULTRA BOND CBT SEP25                   | FUTURE CONTRACT ON           US ULTRA BOND CBT SEP25 0.00000000                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       10719 | NC      | $1276900875.00  | 3.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HONO 2021-LULU A V/R 10/15/23                 | HONO 2021-LULU MORTGAGE TRUST SER 2021-LULU CL A V/R REGD 144A P/P 5.57648000                                | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2446000 | PA      | $2427655.00     | 0.01%             | 2036-10-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| SELF 2024-STRG A V/R 11/15/26                 | SELF COMMERCIAL MORTGAGE TRUST 2024-STRG SER 2024-STRG CL A V/R REGD 144A P/P 5.85404000                     | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1210000 | PA      | $1217831.60     | 0.00%             | 2034-11-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL9 A V/R 02/25/61                 | CSMC 2021-RPL9 TRUST SER 2021-RPL9 CL A1 V/R REGD 144A P/P 3.78405700                                        | CUSIP: 12658XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12505058 | PA      | $12384079.16    | 0.03%             | 2061-02-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| COLT 2021-6 A1 V/R 12/25/66                   | COLT 2021-6 MORTGAGE LOAN TRUST SER 2021-6 CL A1 V/R REGD 144A P/P 1.90700000                                | CUSIP: 12658YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11660930 | PA      | $10549196.64    | 0.03%             | 2066-12-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RE 4.375% 01/15/28                | CONTINENTAL RESOURCES REGD SER WI 4.37500000                                                                 | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2297398.83     | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VFUND 1A R 0% 02/16/29 /GBP/                  | VALLEY FUNDING PLC SER 1A CL R REGD 144A P/P /GBP/ 0.00000000                                                | CUSIP: G931Z3AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      684133 | PA      | $573031.54      | 0.00%             | 2066-05-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5153 2% 04/01/42                     | FREDDIE MAC POOL UMBS P#RB5153 2.00000000                                                                    | CUSIP: 3133KYWN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      766298 | PA      | $656165.24      | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60645 4.5% 06/01/46                  | FREDDIE MAC GOLD POOL P#G60645 4.50000000                                                                    | CUSIP: 31335AWE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      324064 | PA      | $317615.88      | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RMIT 2024-2 A 5.11% 12/15/33                  | REGIONAL MANAGEMENT ISSUANCE TRUST 2024-2 SER 2024-2 CL A REGD 144A P/P 5.11000000                           | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4485000 | PA      | $4509539.23     | 0.01%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| HVMLT 2006-10 1A V/R 11/19/36                 | HARBORVIEW MORTGAGE LOAN TRUST 2006-10 SER 2006-10 CL 1A1A V/R REGD 4.63206000                               | CUSIP: 41162CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6327137 | PA      | $4829933.64     | 0.01%             | 2036-11-19      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| UMBS P#DB4487 6% 09/01/54                     | FANNIE MAE POOL UMBS P#DB4487 6.00000000                                                                     | CUSIP: 3140AD6Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      903601 | PA      | $919020.26      | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA  7.25% 01/31/41                | FIEMEX ENERGIA - BANC AC REGD 144A P/P 7.25000000                                                            | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      407643 | PA      | $413410.78      | 0.00%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CASL 2023-A A1 V/R 03/25/38                   | COLLEGE AVE STUDENT LOANS 2023-A LLC SER 2023-A CL A1 V/R REGD 144A P/P 6.20517000                           | CUSIP: 193938AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1533957 | PA      | $1552466.64     | 0.00%             | 2055-05-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO  7.2% 11/28/33                | INTESA SANPAOLO SPA REGD REG S 7.20000000                                                                    | CUSIP: T5R13TXR6<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1100000 | PA      | $1235383.27     | 0.00%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SYMP 2015-16A AR V/R 10/15/31                 | SYMPHONY CLO XVI LTD SER 2015-16A CL ARR V/R REGD 144A P/P 5.45610000                                        | CUSIP: 87165VAX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      225383 | PA      | $225425.96      | 0.00%             | 2031-10-15      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ7056 2% 01/01/52                     | FANNIE MAE POOL UMBS P#BQ7056 2.00000000                                                                     | CUSIP: 3140KSZW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    93445310 | PA      | $74153495.27    | 0.18%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WESTF 2023-A A 8% 10/15/29                    | WILLIS ENGINE STRUCTURED TRUST VII SER 2023-A CL A REGD 144A P/P 8.00000000                                  | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10366823 | PA      | $10676904.12    | 0.03%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZU 6% 12/09/20/               | REPUBLIC OF VENEZUELA REGD 0.00000000                                                                        | CUSIP: P97475AG5<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |       30000 | PA      | $4053.00        | 0.00%             | 2049-12-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 20- 4.25% 11/15/32                | BRITISH AIR 20-1 A PTT REGD 144A P/P 4.25000000                                                              | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      266841 | PA      | $255840.69      | 0.00%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08800 3.5% 02/01/48                  | FREDDIE MAC GOLD POOL P#G08800 3.50000000                                                                    | CUSIP: 3128MJ3J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      607082 | PA      | $556801.14      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB 2015-C B 3.5% 03/15/26                    | SMB PRIVATE EDUCATION LOAN TRUST 2015-C SER 2015-C CL B REGD 144A P/P 3.50000000                             | CUSIP: 78448RAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      269530 | PA      | $267884.48      | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 4.125% 08/17/27                | FORD MOTOR CREDIT CO LLC REGD 4.12500000                                                                     | CUSIP: 345397A86<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6472000 | PA      | $6326369.32     | 0.02%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WFRBS 2014-C2 4.378% 05/15/24                 | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C20 SER 2014-C20 CL B REGD 4.37800000                                   | CUSIP: 92890FAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1634350 | PA      | $1452120.11     | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LBA 2024-7IND D V/R 10/15/26                  | LBA TRUST 2024-7IND SER 2024-7IND CL D V/R REGD 144A P/P 6.95276000                                          | CUSIP: 52109XAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      304000 | PA      | $304570.00      | 0.00%             | 2041-10-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| JPMCC 2024-IGLG  V/R 11/09/27                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2024-IGLG CL F V/R REGD 144A P/P 8.48980500                       | CUSIP: 46593KAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2160000 | PA      | $2151504.94     | 0.01%             | 2039-11-09      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| CGMS 2017-3A A1R V/R 10/21/37                 | CARLYLE US CLO 2017-3 LTD SER 2017-3A CL A1R2 V/R REGD 144A P/P 5.66947000                                   | CUSIP: 14314FAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2570000 | PA      | $2578280.54     | 0.01%             | 2037-10-21      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20250917 000011553 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-249940.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#SD0297 4% 03/01/50                     | FREDDIE MAC POOL UMBS P#SD0297 4.00000000                                                                    | CUSIP: 3132DMKJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3821325 | PA      | $3619260.32     | 0.01%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRU 5.152% 03/20/28                | SPRINT SPECTRUM / SPEC I REGD 144A P/P 5.15200000                                                            | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15213550 | PA      | $15317855.78    | 0.04%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 10/21/33                       | US BANCORP REGD V/R 5.85000000                                                                               | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2799000 | PA      | $2944645.91     | 0.01%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 01/25/33                    | CITIGROUP INC REGD V/R 3.05700000                                                                            | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4514000 | PA      | $4034212.45     | 0.01%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| ILPT 2019-SUR 4.145% 02/11/29                 | ILPT TRUST 2019-SURF SER 2019-SURF CL A REGD 144A P/P 4.14500000                                             | CUSIP: 44965LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7575000 | PA      | $7373395.92     | 0.02%             | 2041-02-11      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| OAKCL 2024-27A A V/R 10/22/37                 | OAKTREE CLO 2024-27 LTD SER 2024-27A CL A2 V/R REGD 144A P/P 5.84238000                                      | CUSIP: 67402UAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      350000 | PA      | $350108.85      | 0.00%             | 2037-10-22      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 2.3% 02/15/31                      | LEIDOS INC REGD SER WI 2.30000000                                                                            | CUSIP: 52532XAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3500007.60     | 0.01%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MSAC 2004-HE8 M1 V/R 09/25/34                 | MORGAN STANLEY ABS CAPITAL I INC TRUST 2004-HE8 SER 2004-HE8 CL M1 V/R REGD 5.39368000                       | CUSIP: 61744CHA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1646909 | PA      | $1724690.85     | 0.00%             | 2034-09-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-N4 D 2.3% 11/10/26                 | CARVANA AUTO RECEIVABLES TRUST 2021-N4 SER 2021-N4 CL D REGD 2.30000000                                      | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1147978 | PA      | $1115281.24     | 0.00%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CWL 2004-14 M4 V/R 06/25/35                   | CWABS ASSET-BACKED CERTIFICATES TRUST 2004-13 SER 2004-14 CL M4 V/R REGD 5.85868000                          | CUSIP: 126673SV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6787608 | PA      | $6897662.62     | 0.02%             | 2035-06-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| GSAR 2024-3A C 5.92% 08/15/30                 | GLS AUTO SELECT RECEIVABLES TRUST 2024-3 SER 2024-3A CL C REGD 144A P/P 5.92000000                           | CUSIP: 37989EAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2100000 | PA      | $2164859.97     | 0.01%             | 2030-08-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0198 4% 11/01/40                     | FANNIE MAE POOL UMBS P#BF0198 4.00000000                                                                     | CUSIP: 3140FXGG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      784329 | PA      | $762725.98      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSM 2007-8XS A9 V/R 04/25/37                  | MORGAN STANLEY MORTGAGE LOAN TRUST 2007-8XS SER 2007-8XS CL A9 V/R REGD 4.97368000                           | CUSIP: 61754PAX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1754886 | PA      | $612949.31      | 0.00%             | 2037-04-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| GSMBS 2020-INV1  V/R 10/25/50                 | GS MORTGAGE-BACKED SECURITIES TRUST 2020-INV1 SER 2020-INV1 CL A14 V/R REGD 144A P/P 2.90765000              | CUSIP: 36258KAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3085184 | PA      | $2623250.32     | 0.01%             | 2050-10-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| NORIA 2024- V/R 02/25/43 /EUR/                | NORIA DE 2024 SER 2024-DE1 CL D V/R REGD REG S /EUR/ 3.53900000                                              | CUSIP: F3054BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | FR        |      200000 | PA      | $235577.51      | 0.00%             | 2043-02-25      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| CTADL 2024- V/R 04/27/28 /GBP/                | CITADEL 2024-1 PLC SER 2024-1 CL D V/R REGD REG S /GBP/ 0.00000000                                           | CUSIP: G214A0AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      203000 | PA      | $278584.69      | 0.00%             | 2060-04-28      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FS2040 2% 02/01/52                     | FANNIE MAE POOL UMBS P#FS2040 2.00000000                                                                     | CUSIP: 3140XHHS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5258585 | PA      | $4171187.54     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THRM 2023-1A A 7.58% 04/15/29                 | THEOREM FUNDING TRUST 2023-1 SER 2023-1A CL A REGD 144A P/P 7.58000000                                       | CUSIP: 88338QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      937429 | PA      | $940687.71      | 0.00%             | 2029-04-15      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PER 3.55% 03/10/51                | REPUBLIC OF PERU REGD 3.55000000                                                                             | CUSIP: 715638DT6<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |     5249000 | PA      | $3598032.03     | 0.01%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES  2.6% 10/01/40                | GILEAD SCIENCES INC REGD 2.60000000                                                                          | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     3720000 | PA      | $2668974.34     | 0.01%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSO/NR03.75 03/19/55 GOLDUS33XXX FLOAT                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |           1 | NC      | $97021.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20250702 000000902 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $516444.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AON CORP/AON GLO 2.6% 12/02/31                | AON CORP/AON GLOBAL HOLD REGD 2.60000000                                                                     | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9185000 | PA      | $8140311.79     | 0.02%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| REG24 2021-5A AR V/R 01/20/38                 | REGATTA XXIV FUNDING LTD SER 2021-5A CL AR V/R REGD 144A P/P 5.58947000                                      | CUSIP: 75889HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      480000 | PA      | $481363.20      | 0.00%             | 2038-01-20      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| GPIF 2023-1A A V/R 09/01/25                   | GRACIE POINT INTERNATIONAL FUNDING 2023-1 SER 2023-1A CL A V/R REGD 144A P/P 6.29828000                      | CUSIP: 383931AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1638409 | PA      | $1641074.24     | 0.00%             | 2026-09-01      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| FOCUS 2023-2  8.241% 10/30/30                 | FOCUS BRANDS FUNDING SER 2023-2 CL A2 REGD 144A P/P 8.24100000                                               | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3201250 | PA      | $3378526.58     | 0.01%             | 2053-10-30      | Fixed         | 8.24%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 10/19/29                          | BPCE SA REGD V/R 144A P/P 6.71400000                                                                         | CUSIP: 05571AAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     8600000 | PA      | $9108267.74     | 0.02%             | 2029-10-19      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20290702 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $86575.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO 2024-NQM3  V/R 03/25/64                 | BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM3 SER 2024-NQM3 CL B1 V/R REGD 144A P/P 8.10000000                   | CUSIP: 10569LAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      168000 | PA      | $170571.49      | 0.00%             | 2064-03-25      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| SOCAR TURK ENRG 7.23% 03/17/26                | SOCAR TURK ENRG FUNDING REGD REG S 7.23000000                                                                | CUSIP: G84641AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     3400000 | PA      | $3370562.66     | 0.01%             | 2026-03-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| CGMS 2014-5A A2R V/R 07/15/31                 | CARLYLE GLOBAL MARKET STRATEGIES CLO  SER 2014-5A CL A2RR V/R REGD 144A P/P 5.96771000                       | CUSIP: 14311AAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      330000 | PA      | $330089.76      | 0.00%             | 2031-07-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 2.7% 08/21/40                 | CVS HEALTH CORP REGD 2.70000000                                                                              | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      576000 | PA      | $397170.14      | 0.00%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZFF4 01.000 SP 06/20/2029 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-5635.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.2% 03/01/29                | PACIFIC GAS & ELECTRIC REGD 4.20000000                                                                       | CUSIP: 694308KB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4334000 | PA      | $4229512.20     | 0.01%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CARVL 2021-1A B V/R 07/20/34                  | CARVAL CLO IV LTD SER 2021-1A CL B V/R REGD 144A P/P 6.28108000                                              | CUSIP: 14687EAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1505127.00     | 0.00%             | 2034-07-20      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 11/24/26                 | DEUTSCHE BANK NY REGD V/R 2.12900000                                                                         | CUSIP: 251526CE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $890896.64      | 0.00%             | 2026-11-24      | Variable      | 2.13%                 | Yes           |                  2 | On Loan: No      |
| SILK 6 C V/R 12/25/39 /EUR/                   | TAGUS - SOCIEDADE DE TITULARIZACAO DE CREDIT SER 6 CL C V/R REGD REG S /EUR/ 3.75400000                      | CUSIP: X89368GE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | PT        |      200000 | PA      | $235780.12      | 0.00%             | 2039-12-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA4564 3% 03/01/52                     | FANNIE MAE POOL UMBS P#MA4564 3.00000000                                                                     | CUSIP: 31418ECA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36605420 | PA      | $31737273.75    | 0.08%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL8 A V/R 11/25/27                 | PRET 2024-NPL8 LLC SER 2024-NPL8 CL A1 V/R REGD 144A P/P 5.96320000                                          | CUSIP: 69392DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8241241 | PA      | $8244846.49     | 0.02%             | 2054-11-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20250805 000004334 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4949.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SABINE PASS LI 5.875% 06/30/26                | SABINE PASS LIQUEFACTION REGD 5.87500000                                                                     | CUSIP: 785592AV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4799000 | PA      | $4825116.49     | 0.01%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMIN 8.75% 11/15/29                | GREAT CAN GAMING/RAPTOR REGD 144A P/P 8.75000000                                                             | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1905000 | PA      | $1864650.77     | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER 5% 02/15/32                | ARTHUR J GALLAGHER & CO REGD 5.00000000                                                                      | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     1645000 | PA      | $1667180.32     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY  5.375% 02/01/29                | EXPAND ENERGY CORP REGD SER WI 5.37500000                                                                    | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     7094000 | PA      | $7100602.24     | 0.02%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM3 A V/R 08/25/69                 | PRPM 2024-NQM3 SER 2024-NQM3 CL A1 V/R REGD 144A P/P 5.22800000                                              | CUSIP: 69381FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5074455 | PA      | $5063427.57     | 0.01%             | 2069-08-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5462 5.5% 01/01/53                   | FANNIE MAE POOL UMBS P#CB5462 5.50000000                                                                     | CUSIP: 3140QRB85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1209206 | PA      | $1219637.04     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AESOP 2024-1A  5.36% 06/20/29                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-1A CL A REGD 144A P/P 5.36000000                           | CUSIP: 05377RHY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11268000 | PA      | $11561419.85    | 0.03%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5191 3.5% 05/20/48                | GINNIE MAE II POOL P#MA5191 3.50000000                                                                       | CUSIP: 36179TXU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2495607 | PA      | $2304952.44     | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4947 4% 01/01/53                     | FANNIE MAE POOL UMBS P#FS4947 4.00000000                                                                     | CUSIP: 3140XLP93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18563823 | PA      | $17297152.56    | 0.04%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TR 2.866% 09/15/28                | FIRSTENERGY TRANSMISSION REGD 144A P/P 2.86600000                                                            | CUSIP: 33767BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16876000 | PA      | $16078350.80    | 0.04%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| N/A                                           | TRY/USD FWD 20250819 000000902 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $96811.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| F/C AUST 10Y BOND FUT SEP25                   | FUTURE CONTRACT ON           AUST 10Y BOND FUT SEP25 /AUD/ 0.00000000                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |        4666 | NC      | $351987455.92   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSPAN GAS EA 5.994% 03/06/33                | KEYSPAN GAS EAST CORP REGD 144A P/P 5.99400000                                                               | CUSIP: 49338CAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6005000 | PA      | $6240678.60     | 0.02%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| OCT15 2013-1A A1 V/R 07/19/30                 | OCTAGON INVESTMENT PARTNERS XV LTD SER 2013-1A CL A1RR V/R REGD 144A P/P 5.50108000                          | CUSIP: 67590EBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1689093 | PA      | $1688822.61     | 0.00%             | 2030-07-19      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHIL 5.9% 02/04/50                | REPUBLIC OF PHILIPPINES REGD 5.90000000                                                                      | CUSIP: 718286DH7<br>LEI: N/A                  | Long             | DBT              | USGA              | PH        |     8005000 | PA      | $8165409.39     | 0.02%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCI 5% 01/15/32                | VZ SECURED FINANCING BV REGD 144A P/P 5.00000000                                                             | CUSIP: 91845AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     6500000 | PA      | $5782454.60     | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSMC 2015-6R 5A2 V/R 03/27/36                 | CSMC SERIES 2015-6R SER 2015-6R CL 5A2 V/R REGD 144A P/P 3.66057000                                          | CUSIP: 12650EBQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      496166 | PA      | $383870.33      | 0.00%             | 2036-03-27      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY  2.65% 07/15/30                | SIMON PROPERTY GROUP LP REGD 2.65000000                                                                      | CUSIP: 828807DK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3540000 | PA      | $3265561.15     | 0.01%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 02/01/28                | JPMORGAN CHASE & CO REGD V/R 3.78200000                                                                      | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3273000 | PA      | $3244562.74     | 0.01%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN7755 3% 09/01/49                     | FANNIE MAE POOL UMBS P#BN7755 3.00000000                                                                     | CUSIP: 3140JQTM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14493188 | PA      | $12853760.68    | 0.03%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP 6.1% 04/12/34                  | TD SYNNEX CORP REGD 6.10000000                                                                               | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    11215000 | PA      | $11803163.50    | 0.03%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CWHL 2007-J1 2A1 6% 02/25/37                  | CHL MORTGAGE PASS-THROUGH TRUST 2007-J1 SER 2007-J1 CL 2A1 REGD 6.00000000                                   | CUSIP: 12669MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9689730 | PA      | $3494107.89     | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5026 3.5% 04/01/53                   | FANNIE MAE POOL UMBS P#MA5026 3.50000000                                                                     | CUSIP: 31418ESQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23296315 | PA      | $20991894.62    | 0.05%             | 2053-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HINTT 2024-A A 5.49% 03/15/43                 | HINNT 2024-A LLC SER 2024-A CL A REGD 144A P/P 5.49000000                                                    | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1991117 | PA      | $2024322.51     | 0.00%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LL 3.302% 01/15/35                | CAMERON LNG LLC REGD 144A P/P 3.30200000                                                                     | CUSIP: 133434AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7846000 | PA      | $6726421.15     | 0.02%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN S 3.5% 02/12/34                | UNITED MEXICAN STATES REGD 3.50000000                                                                        | CUSIP: 91087BAR1<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    10653000 | PA      | $8927214.00     | 0.02%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL L 9.5% 02/01/29                | VENTURE GLOBAL LNG INC REGD 144A P/P 9.50000000                                                              | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    33200000 | PA      | $36167349.60    | 0.09%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE 4.9% 05/01/33                | ERAC USA FINANCE LLC REGD 144A P/P 4.90000000                                                                | CUSIP: 26884TAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11015000 | PA      | $11015729.63    | 0.03%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SINO OCEAN LAND 4.75% 08/05/29                | SINO OCEAN LAND IV REGD 4.75000000                                                                           | CUSIP: Y800KLAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     1725000 | PA      | $111193.50      | 0.00%             | 2029-08-05      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| UMBS P#FM5530 4% 11/01/50                     | FANNIE MAE POOL UMBS P#FM5530 4.00000000                                                                     | CUSIP: 3140X9EC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      145982 | PA      | $136731.86      | 0.00%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY 2.8% 02/01/26                | NEW YORK CITY NY TRANSITIONAL REGD N/C B/E 2.80000000                                                        | CUSIP: 64971WA75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1850000 | PA      | $1833098.22     | 0.00%             | 2026-02-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 06/14/29                | BANK OF AMERICA CORP REGD V/R MTN 2.08700000                                                                 | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    20550000 | PA      | $19262147.12    | 0.05%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| T/L OPAL US LLC 0% 03/01/32                   | T/L OPAL US LLC REGD 0.00000000                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1182098 | PA      | $1186164.11     | 0.00%             | 2032-03-01      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4108 3% 09/01/49                     | FANNIE MAE POOL UMBS P#CA4108 3.00000000                                                                     | CUSIP: 3140QBR67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11741674 | PA      | $10393489.89    | 0.03%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-5 A1 V/R 06/25/68                  | VERUS SECURITIZATION TRUST 2023-5 SER 2023-5 CL A1 V/R REGD 144A P/P 6.47600000                              | CUSIP: 924934AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3392488 | PA      | $3412315.33     | 0.01%             | 2068-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| GSMS 2023-SHIP E V/R 09/06/26                 | GS MORTGAGE SECURITIES CORP TRUST 2023-SHIP SER 2023-SHIP CL E V/R REGD 144A P/P 7.68138700                  | CUSIP: 36270GAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5939000 | PA      | $5975181.58     | 0.01%             | 2038-09-10      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 11/15/53                   | UNITED STATES TREASURY BOND 4.75000000                                                                       | CUSIP: 912810TV0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    33355000 | PA      | $33052720.31    | 0.08%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-NQM6 P V/R 12/25/67                 | CSMC 2022-NQM6 TRUST SER 2022-NQM6 CL PT V/R REGD 144A P/P 8.85424100                                        | CUSIP: 12663YAM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3709649 | PA      | $3688022.36     | 0.01%             | 2067-12-25      | Variable      | 8.85%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENER 4.4% 03/24/51                | DIAMONDBACK ENERGY INC REGD 4.40000000                                                                       | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      596000 | PA      | $459884.52      | 0.00%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#BD2450 3.5% 01/01/47                   | FANNIE MAE POOL UMBS P#BD2450 3.50000000                                                                     | CUSIP: 3140F9WL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5168687 | PA      | $4771066.31     | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8329 5% 06/01/53                     | FREDDIE MAC POOL UMBS P#SD8329 5.00000000                                                                    | CUSIP: 3132DWHE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    34765049 | PA      | $34145513.38    | 0.08%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RATE 2021-HB1 A1 V/R 12/25/51                 | RATE MORTGAGE TRUST 2021-HB1 SER 2021-HB1 CL A1 V/R REGD 144A P/P 2.50000000                                 | CUSIP: 75409XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10095200 | PA      | $8219703.25     | 0.02%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WBOX 2019-1A A1R V/R 07/24/36                 | WHITEBOX CLO I LTD SER 2019-1A CL A1RR V/R REGD 144A P/P 5.59518000                                          | CUSIP: 96467FAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      150000 | PA      | $150100.80      | 0.00%             | 2036-07-24      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| CIFC 2019-5A A1R V/R 01/15/35                 | CIFC FUNDING 2019-V LTD SER 2019-5A CL A1R1 V/R REGD 144A P/P 5.65771000                                     | CUSIP: 12554XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3350000 | PA      | $3356646.40     | 0.01%             | 2035-01-15      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MSWF 2023-2 XA V/R 12/15/56                   | MSWF COMMERCIAL MORTGAGE TRUST 2023-2 SER 2023-2 CL XA V/R REGD 1.14084100                                   | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19443568 | PA      | $1147046.06     | 0.00%             | 2056-12-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 07/01/25                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                                   | CUSIP: 912797PU5<br>LEI: N/A                  | Long             | STIV             | UST               | US        |    35576000 | PA      | $35576000.00    | 0.09%             | 2025-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 09/13/34                     | CAIXABANK SA REGD V/R 144A P/P 6.84000000                                                                    | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     2400000 | PA      | $2636257.22     | 0.01%             | 2034-09-13      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23 A V/R 06/15/26                  | BMP 2024-MF23 SER 2024-MF23 CL A V/R REGD 144A 5.68370000                                                    | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1992000 | PA      | $1994490.00     | 0.00%             | 2041-06-15      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-HX1 A1 V/R 12/27/66                 | GCAT 2022-CM1 TRUST SER 2022-HX1 CL A1 V/R REGD 144A P/P 2.88500000                                          | CUSIP: 36168XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      128229 | PA      | $119630.55      | 0.00%             | 2066-12-27      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| HVMLT 2007-6 1A1 V/R 11/19/15                 | HARBORVIEW MORTGAGE LOAN TRUST 2007-6 SER 2007-6 CL 1A1A V/R REGD 4.63206000                                 | CUSIP: 41165BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5170655 | PA      | $4367308.68     | 0.01%             | 2037-08-19      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CHI 2025-SFT A V/R 04/15/30                   | CHI COMMERCIAL MORTGAGE TRUST 2025-SFT SER 2025-SFT CL A V/R REGD 144A P/P 5.66489900                        | CUSIP: 16706GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    27085000 | PA      | $27587074.65    | 0.07%             | 2042-04-15      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 5.2% 01/15/33                | T-MOBILE USA INC REGD 5.20000000                                                                             | CUSIP: 87264ACV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3977000 | PA      | $4051194.75     | 0.01%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| THERMO FI 1.625% 10/18/41/EUR/                | THERMO FISHER SC FNCE I /EUR/ REGD 1.62500000                                                                | CUSIP: N8578GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1805000 | PA      | $1529434.99     | 0.00%             | 2041-10-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 01/10/29                | SANTANDER UK GROUP HLDGS REGD V/R 6.53400000                                                                 | CUSIP: 80281LAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      800000 | PA      | $834975.61      | 0.00%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| NYMT 2024-BPL3 A V/R 09/25/39                 | NYMT LOAN TRUST SERIES 2024-BPL3 SER 2024-BPL3 CL A1 V/R REGD 144A P/P 5.26800000                            | CUSIP: 67119RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4895000 | PA      | $4877670.72     | 0.01%             | 2039-09-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFIN 5.2% 03/27/28                | MACQUARIE AIRFINANCE HLD REGD 144A P/P 5.20000000                                                            | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    10370000 | PA      | $10485552.91    | 0.03%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BDS 2021-FL10 A V/R 12/16/36                  | BDS 2021-FL10 LTD SER 2021-FL10 CL A V/R REGD 144A P/P 5.77908000                                            | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1394253 | PA      | $1394500.75     | 0.00%             | 2036-12-16      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20250723 000016440 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-934729.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DTAOT 2023-3A  7.12% 04/15/27                 | DT AUTO OWNER TRUST 2023-3 SER 2023-3A CL D REGD 144A P/P 7.12000000                                         | CUSIP: 23345WAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5425000 | PA      | $5646992.09     | 0.01%             | 2029-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MEX BONOS D 8.5% 05/31/29/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.50000000                                                          | CUSIP: P9767G6N6<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    43200000 | PA      | $2294438.11     | 0.01%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COLT 2022-8 B1 V/R 07/01/62                   | COLT 2022-8 MORTGAGE LOAN TRUST SER 2022-8 CL B1 V/R REGD 144A P/P 6.49301900                                | CUSIP: 19688MAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      430000 | PA      | $427993.06      | 0.00%             | 2067-08-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| FFML 2003-FFH2 M V/R 02/25/34                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2003-FFH2 SER 2003-FFH2 CL M1A V/R REGD 6.08861000                        | CUSIP: 32027NES6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2264100 | PA      | $2331425.86     | 0.01%             | 2034-02-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 4.85% 03/15/35                    | SOUTHERN CO REGD 4.85000000                                                                                  | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     5203000 | PA      | $5086260.65     | 0.01%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA 5% 01/26/33                       | KEY BANK NA REGD MTN 5.00000000                                                                              | CUSIP: 49327M3H5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6297000 | PA      | $6213832.81     | 0.02%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EART 2024-5A A 4.45% 03/15/26                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-5 SER 2024-5A CL A3 REGD 4.45000000                                 | CUSIP: 30165BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5100000 | PA      | $5090483.91     | 0.01%             | 2028-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SUBWAY 2024-1 6.268% 07/30/31                 | SUBWAY FUNDING LLC SER 2024-1A CL A2II REGD 144A P/P 6.26800000                                              | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1998955 | PA      | $2047867.63     | 0.01%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PRO 5.05% 03/15/35                | DUKE ENERGY PROGRESS LLC REGD 5.05000000                                                                     | CUSIP: 26442UAU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2355000 | PA      | $2364977.73     | 0.01%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BCM 1999-B A1B V/R 09/15/10                   | BCMSC TRUST 1999-B SER 1999-B CL A1B V/R REGD 6.60500000                                                     | CUSIP: 09774XBB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3594315 | PA      | $230068.51      | 0.00%             | 2029-12-15      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| FORDO 2024-C A 4.32% 05/15/26                 | FORD CREDIT AUTO OWNER TRUST 2024-C SER 2024-C CL A2A REGD 4.32000000                                        | CUSIP: 34532UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23105934 | PA      | $23085711.61    | 0.06%             | 2027-08-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP02.25 03/12/50 GOLDUS33XXX FLOAT                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $992289.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/23/31                | BANK OF AMERICA CORP REGD V/R MTN 1.89800000                                                                 | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3918000 | PA      | $3442641.64     | 0.01%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#QG5960 5.5% 07/01/53                   | FREDDIE MAC POOL UMBS P#QG5960 5.50000000                                                                    | CUSIP: 3133C6TR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      798684 | PA      | $799656.35      | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOL 5.2% 01/16/27                | SHIMAO GROUP HOLDINGS LT REGD 0.00000000                                                                     | CUSIP: G81269AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |     4595000 | PA      | $229887.85      | 0.00%             | 2027-01-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 02/02/27                     | UBS GROUP AG REGD V/R 144A P/P 1.30500000                                                                    | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    10300000 | PA      | $10105699.67    | 0.02%             | 2027-02-02      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#QH5959 6% 12/01/53                     | FREDDIE MAC POOL UMBS P#QH5959 6.00000000                                                                    | CUSIP: 3133CJTQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       85480 | PA      | $87021.13       | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8117 2% 07/01/36                     | FANNIE MAE POOL UMBS P#FM8117 2.00000000                                                                     | CUSIP: 3140XCAT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1088902 | PA      | $1000972.38     | 0.00%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DAVIDE CA 2.375% 01/17/29/EUR/                | DAVIDE CAMPARI-MILANO SP /EUR/ REGD REG S CONVERTIBLE 2.37500000                                             | CUSIP: N24565AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     4200000 | PA      | $4749220.53     | 0.01%             | 2029-01-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GSAR 2024-4A A 4.43% 01/15/28                 | GLS AUTO SELECT RECEIVABLES TRUST 2024-4 SER 2024-4A CL A2 REGD 144A P/P 4.43000000                          | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6609383 | PA      | $6604628.73     | 0.02%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| DCLO 2024-8A A1A V/R 10/20/37                 | DIAMETER CAPITAL CLO 8 LTD SER 2024-8A CL A1A V/R REGD 144A P/P 5.66947000                                   | CUSIP: 25256JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8310000 | PA      | $8328306.93     | 0.02%             | 2037-10-20      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES 4.75% 04/01/28                | VICI PROPERTIES LP REGD 4.75000000                                                                           | CUSIP: 925650AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      411000 | PA      | $414361.82      | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COLT 2021-RPL1 A V/R 09/25/61                 | COLT 2021-RPL1 TRUST SER 2021-RPL1 CL A1 V/R REGD 144A P/P 1.66540000                                        | CUSIP: 12598PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15025149 | PA      | $13750517.54    | 0.03%             | 2061-09-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| MAPSL 2021-1A 2.521% 06/15/28                 | MAPS 2021-1 TRUST SER 2021-1A CL A REGD 144A P/P 2.52100000                                                  | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4557908 | PA      | $4293955.62     | 0.01%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| SCFET 2022-2A C 6.5% 10/20/28                 | SCF EQUIPMENT LEASING 2022-2 LLC SER 2022-2A CL C REGD 144A P/P 6.50000000                                   | CUSIP: 78397WAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3145000 | PA      | $3161721.97     | 0.01%             | 2032-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FFML 2006-FF16 2 V/R 12/25/36                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF16 SER 2006-FF16 CL 2A4 V/R REGD 4.85368000                        | CUSIP: 320275AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4766757 | PA      | $1922107.23     | 0.00%             | 2036-12-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM1 M V/R 01/25/65                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1 SER 2025-NQM1 CL M1 V/R REGD 144A P/P 6.47200000               | CUSIP: 64832DAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      322972 | PA      | $325740.97      | 0.00%             | 2065-01-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| BHG 2025-1CON  4.82% 04/17/36                 | BHG SECURITIZATION TRUST 2025-1CON SER 2025-1CON CL A REGD 144A P/P 4.82000000                               | CUSIP: 08860AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6495429 | PA      | $6531271.09     | 0.02%             | 2036-04-17      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPOR 5.5% 05/15/34                | ATLASSIAN CORPORATION REGD 5.50000000                                                                        | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | AU        |    26815000 | PA      | $27535059.98    | 0.07%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.375% 08/15/35                      | AT&T INC REGD 5.37500000                                                                                     | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    21855000 | PA      | $22253926.53    | 0.05%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALTDE 2025-1A A 5.9% 02/15/32                 | ALTDE 2025-1 TRUST SER 2025-1A CL A REGD 144A P/P 5.90000000                                                 | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10763295 | PA      | $10974603.34    | 0.03%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN H 3.3% 01/12/31                | COUNTRY GARDEN HLDGS REGD 0.00000000                                                                         | CUSIP: G24524BM4<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |     4895000 | PA      | $364775.40      | 0.00%             | 2031-01-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5109 3% 12/01/32                     | FANNIE MAE POOL UMBS P#BM5109 3.00000000                                                                     | CUSIP: 3140J9VB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1434774 | PA      | $1398624.73     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CMDC 2025-1A  5.656% 02/25/30                 | COMPASS DATACENTERS ISSUER III LLC SER 2025-1A CL A2 REGD 144A P/P 5.65600000                                | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7400000 | PA      | $7474646.02     | 0.02%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0212 2% 12/01/51                     | FANNIE MAE POOL UMBS P#FS0212 2.00000000                                                                     | CUSIP: 3140XFGW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3221645 | PA      | $2587296.58     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DRVPNK 2025-1A 5.19% 02/10/29                 | AUTONATION FINANCE TRUST 2025-1 SER 2025-1A CL C REGD 144A P/P 5.19000000                                    | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $912818.97      | 0.00%             | 2030-12-10      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| STAR 2020-INV 2.501% 11/25/55                 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV SER 2020-INV1 CL M1 REGD 144A P/P 2.50100000                    | CUSIP: 85573EAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1545000 | PA      | $1425646.28     | 0.00%             | 2055-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLT 2003-1 M1 V/R 02/25/33                   | FREMONT HOME LOAN TRUST 2003-1 SER 2003-1 CL M1 V/R REGD 5.70868000                                          | CUSIP: 35729PAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1178099 | PA      | $1297526.53     | 0.00%             | 2033-02-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| TESLA 2024-B A 4.79% 04/20/26                 | TESLA AUTO LEASE TRUST 2024-B SER 2024-B CL A2A REGD 144A P/P 4.79000000                                     | CUSIP: 881934AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5299945 | PA      | $5301515.75     | 0.01%             | 2027-01-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| SESAC 2022-1 A2 5.5% 07/25/26                 | SESAC FINANCE LLC SER 2022-1 CL A2 REGD 144A P/P 5.50000000                                                  | CUSIP: 78396YAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1218542 | PA      | $1216045.10     | 0.00%             | 2052-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS CORP 7.3% 08/15/31                       | HESS CORP REGD 7.30000000                                                                                    | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     2087000 | PA      | $2366978.81     | 0.01%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDING V/R 03/20/31                | SANTANDER HOLDINGS USA REGD V/R 5.74100000                                                                   | CUSIP: 80282KBQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7900000 | PA      | $8109743.03     | 0.02%             | 2031-03-20      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8383 5.5% 12/01/53                   | FREDDIE MAC POOL UMBS P#SD8383 5.50000000                                                                    | CUSIP: 3132DWJ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5387042 | PA      | $5390828.03     | 0.01%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSMBS 2023-CCM1  V/R 08/25/53                 | GS MORTGAGE-BACKED SECURITIES TRUST 2023-CCM1 SER 2023-CCM1 CL B1 V/R REGD 144A P/P 7.39677000               | CUSIP: 362918AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      375000 | PA      | $372988.73      | 0.00%             | 2053-08-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| CHASE 2025-2 A4A V/R 04/25/32                 | CHASE HOME LENDING MORTGAGE TRUST SERIES 2 SER 2025-2 CL A4A V/R REGD 144A P/P 5.50000000                    | CUSIP: 16159VAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    27905344 | PA      | $27992000.95    | 0.07%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ISTEL 2025- V/R 12/28/40 /EUR/                | AUTO ABS ITALIAN STELLA LOANS 2025-1 SRL SER 2025-1 CL D V/R REGD REG S /EUR/ 3.94300000                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IT        |      100000 | PA      | $117854.01      | 0.00%             | 2040-12-28      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| EDENB 2024- V/R 06/22/28 /GBP/                | EDENBROOK MORTGAGE FUNDING PLC SER 2024-1 CL C V/R REGD REG S /GBP/ 6.16673000                               | CUSIP: G3041EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      591417 | PA      | $812400.80      | 0.00%             | 2057-03-22      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & EL 3.3% 03/15/27                | PACIFIC GAS & ELECTRIC REGD 3.30000000                                                                       | CUSIP: 694308HS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2052000 | PA      | $2004446.34     | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHI 2.95% 05/05/45                | REPUBLIC OF PHILIPPINES REGD 2.95000000                                                                      | CUSIP: 718286CH8<br>LEI: N/A                  | Long             | DBT              | USGA              | PH        |     9273000 | PA      | $6353865.07     | 0.02%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ELMW3 2019-3A CR V/R 07/18/37                 | ELMWOOD CLO III LTD SER 2019-3A CL CRR V/R REGD 144A P/P 6.36947000                                          | CUSIP: 29002HBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $499640.00      | 0.00%             | 2037-07-18      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| RFT 2024-1 A S/UP 07/25/26                    | REDWOOD FUNDING TRUST 2024-1 SER 2024-1 CL A S/UP REGD 144A P/P 7.74500000                                   | CUSIP: 75806FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5159788 | PA      | $5194586.48     | 0.01%             | 2054-12-25      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL8387 4% 03/01/46                     | FANNIE MAE POOL UMBS P#AL8387 4.00000000                                                                     | CUSIP: 3138ETJ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3934752 | PA      | $3738485.86     | 0.01%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GREENKO POWER II 4.3% 12/13/28                | GREENKO POWER II LT REGD REG S 4.30000000                                                                    | CUSIP: V3855MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |     2392500 | PA      | $2244131.51     | 0.01%             | 2028-12-13      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| INGERSOLL RAND I 5.7% 08/14/33                | INGERSOLL RAND INC REGD 5.70000000                                                                           | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    20320000 | PA      | $21279086.12    | 0.05%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BSP 2022-26A AR V/R 07/20/37                  | BENEFIT STREET PARTNERS CLO XXVI LTD SER 2022-26A CL AR V/R REGD 144A P/P 5.64947000                         | CUSIP: 08186AAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501566.00      | 0.00%             | 2037-07-20      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6636 2.5% 08/01/50                   | FANNIE MAE POOL UMBS P#CA6636 2.50000000                                                                     | CUSIP: 3140QELS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4284867 | PA      | $3613432.71     | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6589 3% 04/20/50                  | GINNIE MAE II POOL P#MA6589 3.00000000                                                                       | CUSIP: 36179VKA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      104646 | PA      | $91175.78       | 0.00%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY F 1.4% 03/15/26                | ALLIANT ENERGY FINANCE REGD 144A P/P 1.40000000                                                              | CUSIP: 01882YAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      925000 | PA      | $896680.80      | 0.00%             | 2026-03-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN9004 2% 03/01/51                     | FANNIE MAE POOL UMBS P#BN9004 2.00000000                                                                     | CUSIP: 3140JSAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1034459 | PA      | $832936.97      | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NRZT 2024-NQM3 B V/R 11/25/64                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM3 SER 2024-NQM3 CL B1 V/R REGD 144A P/P 7.16661500               | CUSIP: 647910AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      286000 | PA      | $281033.67      | 0.00%             | 2064-11-25      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8018 6.5% 02/01/54                   | FANNIE MAE POOL UMBS P#CB8018 6.50000000                                                                     | CUSIP: 3140QT4C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6803243 | PA      | $7057649.57     | 0.02%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNRT 2024-16A B V/R 07/20/37                  | GENERATE CLO 16 LTD SER 2024-16A CL B V/R REGD 144A P/P 6.11947000                                           | CUSIP: 37149YAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501851.00      | 0.00%             | 2037-07-20      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| JACK 2022-1A  3.445% 02/25/27                 | JACK IN THE BOX FUNDING LLC SER 2022-1A CL A2I REGD 144A P/P 3.44500000                                      | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      266475 | PA      | $256955.39      | 0.00%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20251203 000006038 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-138572.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS 5.375% 08/15/34                | STEEL DYNAMICS INC REGD 5.37500000                                                                           | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    10885000 | PA      | $11052616.16    | 0.03%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HLSY 2021-4A A V/R 04/20/34                   | HALSEYPOINT CLO 4 LTD SER 2021-4A CL A V/R REGD 144A P/P 5.75108000                                          | CUSIP: 40637LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      480000 | PA      | $480744.00      | 0.00%             | 2034-04-20      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8382 5% 12/01/53                     | FREDDIE MAC POOL UMBS P#SD8382 5.00000000                                                                    | CUSIP: 3132DWJ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    32858832 | PA      | $32267555.74    | 0.08%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4534 3% 11/01/49                     | FANNIE MAE POOL UMBS P#CA4534 3.00000000                                                                     | CUSIP: 3140QCBC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17824503 | PA      | $15808274.55    | 0.04%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 01/12/34                     | UBS GROUP AG REGD V/R 144A P/P 5.95900000                                                                    | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    13100000 | PA      | $13790518.42    | 0.03%             | 2034-01-12      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/24/29                | JPMORGAN CHASE & CO REGD V/R 5.29900000                                                                      | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      386000 | PA      | $396310.94      | 0.00%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.15% 02/15/28                   | BROADCOM INC REGD 4.15000000                                                                                 | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     9600000 | PA      | $9572064.58     | 0.02%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ATRM 9A AR2 V/R 05/28/30                      | MADISON PARK FUNDING XL LTD SER 9A CL AR2 V/R REGD 144A P/P 5.58155000                                       | CUSIP: 55821CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      110677 | PA      | $110708.49      | 0.00%             | 2030-05-28      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM2 A1 V/R 02/25/26                 | OBX 2022-NQM2 TRUST SER 2022-NQM2 CL A1 V/R REGD 144A P/P 2.97855000                                         | CUSIP: 67448DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    34363123 | PA      | $32593302.19    | 0.08%             | 2062-01-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0222 3% 11/01/34                     | FREDDIE MAC POOL UMBS P#SB0222 3.00000000                                                                    | CUSIP: 3132CWG73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      602228 | PA      | $580920.64      | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED ME 4.625% 05/04/33/EUR/                | UNITED MEXICAN STATES /EUR/ REGD 4.62500000                                                                  | CUSIP: P9767HGK9<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    12700000 | PA      | $14920168.71    | 0.04%             | 2033-05-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RMIT 2021-2 A 1.9% 01/15/28                   | REGIONAL MANAGEMENT ISSUANCE TRUST 2021-2 SER 2021-2 CL A REGD 144A P/P 1.90000000                           | CUSIP: 75907UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3668000 | PA      | $3491737.93     | 0.01%             | 2033-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL 3.8% 05/13/60                 | STATE OF ISRAEL REGD REG S SER 40Y 3.80000000                                                                | CUSIP: M87068AT5<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | USGA              | IL        |    15900000 | PA      | $10309773.86    | 0.03%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 2.45% 07/15/28                   | CENTENE CORP REGD 2.45000000                                                                                 | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     2274000 | PA      | $2111716.49     | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-4A  7.24% 06/20/28                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-4A CL C REGD 144A P/P 7.24000000                           | CUSIP: 05377RHA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5640000 | PA      | $5907995.88     | 0.01%             | 2029-06-20      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| UKLOG 2024- V/R 05/17/29 /GBP/                | UK LOGISTICS 2024-1 DAC SER 2024-1X CL A V/R REGD REG S /GBP/ 5.87090000                                     | CUSIP: G930ZAAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      407000 | PA      | $559785.87      | 0.00%             | 2034-05-17      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| EXTRA SPACE STOR 2.2% 10/15/30                | EXTRA SPACE STORAGE LP REGD 2.20000000                                                                       | CUSIP: 30225VAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4425000 | PA      | $3914065.38     | 0.01%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| RC R/P BOFA S  4.430% 07/01/25                | RC R/P BOFA S  4.430% 07/01/25 4.43000000                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |   400000000 | PA      | $400000000.00   | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| STWD 2021-LIH E V/R 11/15/26                  | STWD 2021-LIH MORTGAGE TRUST SER 2021-LIH CL E V/R REGD 144A P/P 7.32900000                                  | CUSIP: 78486EAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6877000 | PA      | $6868403.75     | 0.02%             | 2036-11-15      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| NLT 2021-INV3 PT V/R 11/25/56                 | NLT 2021-INV3 TRUST SER 2021-INV3 CL PT V/R REGD 144A P/P 0.00000000                                         | CUSIP: 62916BAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16033168 | PA      | $15004229.53    | 0.04%             | 2056-11-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION C 5.45% 05/03/28                | SMBC AVIATION CAPITAL FI REGD 144A P/P 5.45000000                                                            | CUSIP: 78448TAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     9005000 | PA      | $9205750.36     | 0.02%             | 2028-05-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3522 4.5% 11/01/48                   | FANNIE MAE POOL UMBS P#MA3522 4.50000000                                                                     | CUSIP: 31418C4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      418990 | PA      | $407299.22      | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM 2024-WCL1 A V/R 06/15/26                 | COMM 2024-WCL1 MORTGAGE TRUST SER 2024-WCL1 CL A V/R REGD 144A P/P 6.15276000                                | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3850000 | PA      | $3848795.34     | 0.01%             | 2041-06-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3363 4% 09/01/46                     | FANNIE MAE POOL UMBS P#BM3363 4.00000000                                                                     | CUSIP: 3140J7WZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      424461 | PA      | $399417.26      | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NSLT 2021-BA A 1.42% 04/20/62                 | NELNET STUDENT LOAN TRUST 2021-B SER 2021-BA CL AFX REGD 144A P/P 1.42000000                                 | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3803099 | PA      | $3556524.36     | 0.01%             | 2062-04-20      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4196 3.5% 01/20/47                | GINNIE MAE II POOL P#MA4196 3.50000000                                                                       | CUSIP: 36179SUV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1554186 | PA      | $1439939.21     | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MLMI 2006-AF2 AV V/R 09/25/37                 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIE SER 2006-AF2 CL AV1 V/R REGD 4.75368000                         | CUSIP: 59023NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      230633 | PA      | $121495.18      | 0.00%             | 2037-09-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL  5.5% 08/11/32                | ASHTEAD CAPITAL INC REGD 144A P/P 5.50000000                                                                 | CUSIP: 04505AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2475000 | PA      | $2506510.39     | 0.01%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF0098 3.5% 05/01/52                   | FREDDIE MAC POOL UMBS P#QF0098 3.50000000                                                                    | CUSIP: 3133BMDB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      179902 | PA      | $162043.87      | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 5% 05/15/45                      | UNITED STATES TREASURY BOND 5.00000000                                                                       | CUSIP: 912810UL0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   513295000 | PA      | $527250207.81   | 1.29%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIMCO 2024-22A E V/R 04/19/37                 | AIMCO CLO 22 LTD SER 2024-22A CL E V/R REGD 144A P/P 10.76947000                                             | CUSIP: 00901VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      500000 | PA      | $501578.50      | 0.00%             | 2037-04-19      | Variable      | 10.77%                | No            |                  2 | On Loan: No      |
| CLFT 2024-BA R 0% 11/25/54                    | CONSUMER LOAN FINANCE 2024-B ISSUER TRUST SER 2024-BA CL R REGD 144A P/P 0.00000000                          | CUSIP: 21050UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1156333 | PA      | $567695.55      | 0.00%             | 2054-11-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| PARAMOUNT GLOBA 5.85% 09/01/43                | PARAMOUNT GLOBAL REGD 5.85000000                                                                             | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      823000 | PA      | $716271.98      | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX7273 5.5% 02/01/53                   | FANNIE MAE POOL UMBS P#BX7273 5.50000000                                                                     | CUSIP: 3140NCCK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2587083 | PA      | $2596663.45     | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 3.1% 07/15/31                     | AKER BP ASA REGD 144A P/P 3.10000000                                                                         | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     5635000 | PA      | $5031924.10     | 0.01%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EQT CORP 6.375% 04/01/29                      | EQT CORP REGD 144A P/P 6.37500000                                                                            | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     7982000 | PA      | $8233390.14     | 0.02%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8201 3% 03/01/52                     | FREDDIE MAC POOL UMBS P#SD8201 3.00000000                                                                    | CUSIP: 3132DWDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    57300250 | PA      | $49673923.69    | 0.12%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VCC 2024-5 A V/R 02/25/32                     | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-5 SER 2024-5 CL A V/R REGD 144A P/P 5.49000000                   | CUSIP: 92261ABA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      719651 | PA      | $718111.37      | 0.00%             | 2054-10-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5192 6.5% 11/01/53                   | FANNIE MAE POOL UMBS P#MA5192 6.50000000                                                                     | CUSIP: 31418EXW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    45888097 | PA      | $47395574.21    | 0.12%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| USPTT 2022-2A  4.25% 06/17/30                 | UPSTART STRUCTURED PASS-THROUGH TRUST SERI SER 2022-2A CL A REGD 144A P/P 4.25000000                         | CUSIP: 91680YAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      720601 | PA      | $715904.63      | 0.00%             | 2030-06-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCR 2024-HF1 A V/R 12/15/26                   | MCR 2024-HF1 MORTGAGE TRUST SER 2024-HF1 CL A V/R REGD 144A P/P 6.10476000                                   | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1143000 | PA      | $1143714.38     | 0.00%             | 2041-12-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 06/20/2028 MSCSUS33XXX LONG                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $2838.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EGP/USD FWD 20251222 000001733 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $28687.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB 2022-B A1A 3.94% 02/16/55                 | SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1A REGD 144A P/P 3.94000000                           | CUSIP: 83206NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20087779 | PA      | $19543775.85    | 0.05%             | 2055-02-16      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| MILOS 2017-1A BR V/R 10/20/30                 | MILOS CLO LTD SER 2017-1A CL BR V/R REGD 144A P/P 6.08108000                                                 | CUSIP: 60162PAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250167.50      | 0.00%             | 2030-10-20      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH  7.375% 06/01/31                | SOTERA HEALTH HLDGS LLC REGD 144A P/P 7.37500000                                                             | CUSIP: 83600WAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1134082.87     | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDING 2.75% 01/15/27                | ANTARES HOLDINGS REGD 144A P/P 2.75000000                                                                    | CUSIP: 03666HAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     8970000 | PA      | $8607622.49     | 0.02%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CRVNA 2023-N4  7.22% 12/10/27                 | CARVANA AUTO RECEIVABLES TRUST 2023-N4 SER 2023-N4 CL D REGD 144A P/P 7.22000000                             | CUSIP: 14688LAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1361135.10     | 0.00%             | 2030-02-11      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMIC 4.95% 08/15/35                | GENERAL DYNAMICS CORP REGD 4.95000000                                                                        | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      458000 | PA      | $459751.74      | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 06/17/27                | WELLS FARGO & COMPANY REGD V/R MTN 3.19600000                                                                | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    13648000 | PA      | $13484522.89    | 0.03%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| T/L HILTON GARDEN 0% 05/31/29                 | T/L HILTON GARDEN INN WAIKIKI  REGD 0.00000000                                                               | CUSIP: BYD3CW2A7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5100000 | PA      | $5082150.00     | 0.01%             | 2029-05-31      | Variable      | 7.82%                 | Yes           |                  3 | On Loan: No      |
| ROLLS-ROYCE PLC 5.75% 10/15/27                | ROLLS-ROYCE PLC REGD 144A P/P 5.75000000                                                                     | CUSIP: 77578JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    13800000 | PA      | $14163354.00    | 0.03%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 03/01/29/EUR/                | UBS GROUP AG /EUR/ REGD V/R REG S 7.75000000                                                                 | CUSIP: H3698DDX9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1400000 | PA      | $1857637.72     | 0.00%             | 2029-03-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| LBMLT 2006-WL1 M V/R 01/25/36                 | LONG BEACH MORTGAGE LOAN TRUST 2006-WL1 SER 2006-WL1 CL M1 V/R REGD 5.06368000                               | CUSIP: 542514QW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10975158 | PA      | $10547356.31    | 0.03%             | 2046-01-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| ARCLO 2022-FL1 A V/R 12/15/26                 | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 20 SER 2022-FL1 CL A V/R REGD 144A P/P 5.75385000                  | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1724277 | PA      | $1724090.74     | 0.00%             | 2037-01-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.0% AUG 25                     | FNMA 30YR TBA 4.0% AUG 25      TO BE ANNOUNCED 4.00000000                                                    | CUSIP: 01F040685<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   149000000 | PA      | $138511834.87   | 0.34%             | 2055-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  5.25% 04/01/53                | PUBLIC SERVICE COLORADO REGD 5.25000000                                                                      | CUSIP: 744448CY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7343827.76     | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T/L UNITED NATURA ZCP 05/01/31                | T/L UNITED NATURAL FOODS INC REGD ZCP TERM LOAN 0.00000000                                                   | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |     1320445 | PA      | $1327047.45     | 0.00%             | 2031-05-01      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 5.625% 04/01/35                | VICI PROPERTIES LP REGD 5.62500000                                                                           | CUSIP: 925650AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8300000 | PA      | $8376298.33     | 0.02%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM8 A V/R 10/25/66                 | CSMC 2021-NQM8 SER 2021-NQM8 CL A1 V/R REGD 144A P/P 1.84100000                                              | CUSIP: 12659FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9721862 | PA      | $8720928.28     | 0.02%             | 2066-10-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 01/23/49                | BANK OF AMERICA CORP REGD V/R 3.94600000                                                                     | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      530000 | PA      | $416132.62      | 0.00%             | 2049-01-23      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV2 A V/R 05/25/69                 | COLT 2024-INV2 MORTGAGE LOAN TRUST SER 2024-INV2 CL A1 V/R REGD 144A P/P 6.42100000                          | CUSIP: 12622SAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      825336 | PA      | $835317.11      | 0.00%             | 2069-05-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 07/03/36                     | CAIXABANK SA REGD V/R 144A P/P 0.00000000                                                                    | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     8105000 | PA      | $8188132.99     | 0.02%             | 2036-07-03      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MLMI 2006-OPT1 A V/R 08/25/37                 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES SER 2006-OPT1 CL A1 V/R REGD 4.72368000                        | CUSIP: 59022VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9295337 | PA      | $8481273.11     | 0.02%             | 2037-08-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL  V/R 03/15/21                 | BBCMS 2018-TALL MORTGAGE TRUST SER 2018-TALL CL A V/R REGD 144A P/P 5.23101000                               | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1673000 | PA      | $1581250.34     | 0.00%             | 2037-03-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY 5.95% 06/30/33                | CHENIERE ENERGY PARTNERS REGD 5.95000000                                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    18823000 | PA      | $19648112.42    | 0.05%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES 4.75% 08/09/27                | QUANTA SERVICES INC REGD 4.75000000                                                                          | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2520980.25     | 0.01%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZU 9% 05/07/23/               | REPUBLIC OF VENEZUELA REGD 9.00000000                                                                        | CUSIP: P17625AA5<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |     7405000 | PA      | $1165659.63     | 0.00%             | 2049-05-07      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FIN 5.125% 10/07/34                | GOODMAN US FINANCE SIX REGD 144A P/P 5.12500000                                                              | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6678096.03     | 0.02%             | 2034-10-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.6% 04/01/50                     | ORACLE CORP REGD 3.60000000                                                                                  | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    16280000 | PA      | $11385298.67    | 0.03%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BONOS DE T 5.94% 02/12/29/PEN/                | BONOS DE TESORERIA /PEN/ REGD 5.94000000                                                                     | CUSIP: P6S32DET6<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |     9770000 | PA      | $2890668.50     | 0.01%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| AGL 2024-32A A1 V/R 07/21/37                  | AGL CLO 32 LTD SER 2024-32A CL A1 V/R REGD 144A P/P 5.64947000                                               | CUSIP: 00121BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      260000 | PA      | $260815.10      | 0.00%             | 2037-07-21      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| MSBAM 2016-C30 2.86% 08/15/26                 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2016-C30 CL A5 REGD 2.86000000                     | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3220000 | PA      | $3140080.57     | 0.01%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| NYMT 2024-BPL2 A V/R 05/25/39                 | NYMT LOAN TRUST SERIES 2024-BPL2 SER 2024-BPL2 CL A1 V/R REGD 144A P/P 6.50900000                            | CUSIP: 67120TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8405000 | PA      | $8495067.14     | 0.02%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5399 4.5% 08/20/48                | GINNIE MAE II POOL P#MA5399 4.50000000                                                                       | CUSIP: 36179T7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2541289 | PA      | $2475560.73     | 0.01%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FLAT 2024-2A B V/R 10/17/37                   | FLATIRON CLO 25 LTD SER 2024-2A CL B V/R REGD 144A P/P 5.87979000                                            | CUSIP: 33883XAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $601192.20      | 0.00%             | 2037-10-17      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENE 5.55% 04/01/35                | DIAMONDBACK ENERGY INC REGD 5.55000000                                                                       | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     7580000 | PA      | $7662291.21     | 0.02%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HBCT 2015-HB1 4.154% 08/05/25                 | HUDSONS BAY SIMON JV TRUST 2015-HBS SER 2015-HB10 CL A10 REGD 144A P/P 4.15450000                            | CUSIP: 44422PBN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3540000 | PA      | $3522805.51     | 0.01%             | 2034-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MCMLT 2019-GS2 A V/R 08/25/59                 | MILL CITY MORTGAGE LOAN TRUST 2019-GS2 SER 2019-GS2 CL A1 V/R REGD 144A P/P 2.75000000                       | CUSIP: 59981TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3628505 | PA      | $3507664.11     | 0.01%             | 2059-08-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSU 4% 10/15/33                | ROCKETMTGE CO-ISSUER INC REGD P/P 4.00000000                                                                 | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    29285000 | PA      | $26200356.77    | 0.06%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 5.9% 11/15/33                | AMERICAN TOWER CORP REGD 5.90000000                                                                          | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    22471000 | PA      | $23706994.88    | 0.06%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIO 2.3% 11/15/30                | MOTOROLA SOLUTIONS INC REGD 2.30000000                                                                       | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     7753000 | PA      | $6882298.95     | 0.02%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE3540 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE3540 3.00000000                                                                    | CUSIP: 3133BC4Z7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29230 | PA      | $25323.97       | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/05/29                | BANK OF AMERICA CORP REGD V/R MTN 3.97000000                                                                 | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    11309000 | PA      | $11183884.35    | 0.03%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| TPMT 2017-3 A2 V/R 07/25/57                   | TOWD POINT MORTGAGE TRUST 2017-3 SER 2017-3 CL A2 V/R REGD 144A P/P 3.00000000                               | CUSIP: 89169DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      277920 | PA      | $272886.52      | 0.00%             | 2057-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| STRE 2024-1A A 6.27% 07/15/44                 | STREAM INNOVATIONS 2024-1 ISSUER TRUST SER 2024-1A CL A REGD 144A P/P 6.27000000                             | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      667070 | PA      | $692567.47      | 0.00%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BX 2024-XL4 E V/R 02/15/26                    | BX COMMERCIAL MORTGAGE TRUST 2024-XL4 SER 2024-XL4 CL E V/R REGD 144A P/P 8.49984000                         | CUSIP: 05611VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1704545 | PA      | $1658215.94     | 0.00%             | 2039-02-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8309 2% 08/01/51                     | FANNIE MAE POOL UMBS P#FM8309 2.00000000                                                                     | CUSIP: 3140XCGT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5728275 | PA      | $4592156.93     | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REG32 2025-4A A1 V/R 07/25/38                 | REGATTA 32 FUNDING LTD SER 2025-4A CL A1 V/R REGD 144A P/P 5.62766000                                        | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1230000 | PA      | $1234095.90     | 0.00%             | 2038-07-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA 8.875% 01/13/33                  | ECOPETROL SA REGD 8.87500000                                                                                 | CUSIP: 279158AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      750000 | PA      | $773703.88      | 0.00%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| LBMLT 2004-6 M1 V/R 11/25/34                  | LONG BEACH MORTGAGE LOAN TRUST 2004-6 SER 2004-6 CL M1 V/R REGD 5.63368000                                   | CUSIP: 542514JM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13342454 | PA      | $12653471.49    | 0.03%             | 2034-11-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 5.45% 06/15/27                | PACIFIC GAS & ELECTRIC REGD 5.45000000                                                                       | CUSIP: 694308KF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3084000 | PA      | $3119695.57     | 0.01%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EQT CORP 5% 01/15/29                          | EQT CORP REGD 5.00000000                                                                                     | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     7228000 | PA      | $7289248.56     | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CH 3.7% 11/15/29                | CHENIERE CORP CHRISTI HD REGD SER WI 3.70000000                                                              | CUSIP: 16412XAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8154000 | PA      | $7866168.12     | 0.02%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NEUB 2024-56A D V/R 07/24/37                  | NEUBERGER BERMAN LOAN ADVISERS CLO 5 SER 2024-56A CL D V/R REGD 144A P/P 7.37518000                          | CUSIP: 64135TAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001435.00     | 0.00%             | 2037-07-24      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| CBASS 2004-CB2 M V/R 07/25/33                 | CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC SER 2004-CB2 CL M1 V/R REGD 5.21368000                   | CUSIP: 12489WHY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3915424 | PA      | $3875110.65     | 0.01%             | 2033-07-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| PSTAT 2022-3A A1 V/R 04/15/31                 | PALMER SQUARE LOAN FUNDING 2022-3 LTD SER 2022-3A CL A1BR V/R REGD 144A P/P 5.65610000                       | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249749.50      | 0.00%             | 2031-04-15      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| SMB 2024-E A1A 5.09% 07/15/35                 | SMB PRIVATE EDUCATION LOAN TRUST 2024-E SER 2024-E CL A1A REGD 144A P/P 5.09000000                           | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1960767 | PA      | $1979834.33     | 0.00%             | 2056-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CRSNT 2021-MOON  V/R 04/15/26                 | CRSNT TRUST 2021-MOON SER 2021-MOON CL C V/R REGD 144A P/P 5.98448000                                        | CUSIP: 22877LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12000000 | PA      | $11775000.00    | 0.03%             | 2036-04-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| T/L BAKED JUICE 0.00% 01/24/30                | T/L NAKED JUICE LLC ZCP 0.00000000                                                                           | CUSIP: 62984CAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      482953 | PA      | $222762.12      | 0.00%             | 2030-01-24      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| SMB 2019-B A2A 2.84% 09/15/28                 | SMB PRIVATE EDUCATION LOAN TRUST 2019-B SER 2019-B CL A2A REGD 144A P/P 2.84000000                           | CUSIP: 83192CAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1935515 | PA      | $1888794.02     | 0.00%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREAS BDS        4.25% 11/15/40 | UNITED STATES TREAS BDS        4.25% 11/15/40 4.25000000                                                     | CUSIP: 912810QL5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     3050400 | PA      | $2924094.38     | 0.01%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2837 2% 02/01/52                     | FANNIE MAE POOL UMBS P#CB2837 2.00000000                                                                     | CUSIP: 3140QNEK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3478042 | PA      | $2803715.56     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 02/13/30                    | CITIGROUP INC REGD V/R 5.17400000                                                                            | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     9627000 | PA      | $9821788.48     | 0.02%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| SAN 2025-NQM2 A1 V/R 02/25/65                 | SANTANDER MORTGAGE ASSET RECEIVABLE  SER 2025-NQM2 CL A1 V/R REGD 144A P/P 5.73200000                        | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1673808 | PA      | $1686049.38     | 0.00%             | 2065-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| PROG 2022-SFR 5.192% 06/17/27                 | PROGRESS RESIDENTIAL 2022-SFR5 TRUST SER 2022-SFR5 CL C REGD 144A P/P 5.19200000                             | CUSIP: 74332YAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3215000 | PA      | $3220935.85     | 0.01%             | 2039-06-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 03/09/27                | GOLDMAN SACHS GROUP INC REGD V/R 1.43100000                                                                  | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    43135000 | PA      | $42203196.44    | 0.10%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| AOMT 2021-3 A2 V/R 06/25/25                   | ANGEL OAK MORTGAGE TRUST 2021-3 SER 2021-3 CL A2 V/R REGD 144A P/P 1.30500000                                | CUSIP: 03465EAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2284440 | PA      | $1955816.88     | 0.00%             | 2066-05-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| SLMA 2008-7 A4 V/R 07/25/23                   | SLM STUDENT LOAN TRUST 2008-7 SER 2008-7 CL A4 V/R 5.52494000                                                | CUSIP: 78445FAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3496039 | PA      | $3434012.33     | 0.01%             | 2025-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-1 A 5.53% 10/15/25                 | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-1 SER 2024-1 CL A3 REGD 5.53000000                        | CUSIP: 107933AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1392721 | PA      | $1394547.65     | 0.00%             | 2028-01-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| CWALT 2004-16CB 5.5% 07/25/34                 | ALTERNATIVE LOAN TRUST 2004-16CB SER 2004-16CB CL 1A1 REGD 5.50000000                                        | CUSIP: 12667FLT0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      123542 | PA      | $125405.59      | 0.00%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 2.55% 02/15/31                | T-MOBILE USA INC REGD 2.55000000                                                                             | CUSIP: 87264ACB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1908000 | PA      | $1708093.08     | 0.00%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| THLOG 2024- V/R 11/17/29 /EUR/                | THUNDER LOGISTICS 2024-1 DAC SER 2024-1X CL B V/R REGD REG S /EUR/ 4.17700000                                | CUSIP: G8856JAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      171072 | PA      | $201816.18      | 0.00%             | 2036-11-17      | Variable      | 4.18%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN 6.25% 03/15/32                | ROYAL CARIBBEAN CRUISES REGD 144A P/P 6.25000000                                                             | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     6310000 | PA      | $6485922.80     | 0.02%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WAAV 2019-1 A 3.597% 09/15/27                 | WAVE 2019-1 LLC SER 2019-1 CL A REGD 144A P/P 3.59700000                                                     | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      390145 | PA      | $374070.79      | 0.00%             | 2044-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 12/15/26                  | UNITED STATES TREASURY NOTE 4.37500000                                                                       | CUSIP: 91282CJP7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    49294400 | PA      | $49662182.56    | 0.12%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 6.375% 10/06/30                | GLENCORE FUNDING LLC REGD 144A P/P 6.37500000                                                                | CUSIP: 378272BP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22994000 | PA      | $24678350.05    | 0.06%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP 4.95% 03/03/35                | MCDONALD'S CORP REGD 4.95000000                                                                              | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     7880000 | PA      | $7875363.80     | 0.02%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ISTEL 2024- V/R 12/29/36 /EUR/                | AUTO ABS ITALIAN STELLA LOANS 2024-1 SRL SER 2024-1 CL D V/R REGD REG S /EUR/ 4.36300000                     | CUSIP: T0R34UAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IT        |      142329 | PA      | $169247.38      | 0.00%             | 2036-12-29      | Variable      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| KEDRION SPA 6.5% 09/01/29                     | KEDRION SPA REGD 144A P/P 6.50000000                                                                         | CUSIP: 49272YAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     6835000 | PA      | $6541346.80     | 0.02%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-NQM2 M V/R 02/25/67                 | GCAT 2022-NQM2 TRUST SER 2022-NQM2 CL M1 V/R REGD 144A P/P 4.19540700                                        | CUSIP: 36169KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      363000 | PA      | $301773.88      | 0.00%             | 2067-02-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3802 3% 07/20/46                  | GINNIE MAE II POOL P#MA3802 3.00000000                                                                       | CUSIP: 36179SGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3873383 | PA      | $3477481.87     | 0.01%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESO 10% 01/01/29/BRL/                | NOTA DO TESOURO NACIONAL /BRL/ REGD SER NTNF 10.00000000                                                     | CUSIP: P8T60MZC0<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |    48200000 | PA      | $8139981.15     | 0.02%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                           | IFS 2.648000 15-APR-2029 USC  /FLOAT/                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-50460.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAVSL 2014-AA A3 V/R 04/15/25                 | NAVIENT PRIVATE EDUCATION LOAN TRUST 2014-A SER 2014-AA CL A3 V/R REGD 144A P/P 6.02624000                   | CUSIP: 63939CAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       16961 | PA      | $16964.73       | 0.00%             | 2031-10-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| PROJECT GRANGE 6.5% 03/20/45                  | PROJECT GRANGE BND/CORP REGD 6.50000000                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     4427000 | PA      | $4427000.00     | 0.01%             | 2045-03-20      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| TSY INFL IX N/B 1.000% 2/15/46                | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000                                                    | CUSIP: 912810RR1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2707760 | PA      | $2050962.21     | 0.01%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SPCLO 2025-8A A1 V/R 04/15/38                 | SILVER POINT CLO 8 LTD SER 2025-8A CL A1 V/R REGD 144A P/P 5.43221000                                        | CUSIP: 827918AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1790000 | PA      | $1786688.50     | 0.00%             | 2038-04-15      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2458 5% 07/01/52                     | FANNIE MAE POOL UMBS P#FS2458 5.00000000                                                                     | CUSIP: 3140XHWU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1416817 | PA      | $1406123.98     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08796 3.5% 01/01/48                  | FREDDIE MAC GOLD POOL P#G08796 3.50000000                                                                    | CUSIP: 3128MJ3E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      686094 | PA      | $629727.19      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/22/32                | GOLDMAN SACHS GROUP INC REGD V/R 2.61500000                                                                  | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      553000 | PA      | $491535.69      | 0.00%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| PLNT 2019-1A  3.858% 12/05/29                 | PLANET FITNESS MASTER ISSUER LLC SER 2019-1A CL A2 REGD 144A P/P 3.85800000                                  | CUSIP: 72703PAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4124925 | PA      | $3927216.11     | 0.01%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| CTADL 2024- V/R 04/27/28 /GBP/                | CITADEL 2024-1 PLC SER 2024-1 CL B V/R REGD REG S /GBP/ 0.00000000                                           | CUSIP: G214A0AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      177000 | PA      | $243282.18      | 0.00%             | 2060-04-28      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CASL 2024-A A1B V/R 06/25/54                  | COLLEGE AVE STUDENT LOANS TRUST 2024-A SER 2024-A CL A1B V/R REGD 144A P/P 6.05517000                        | CUSIP: 19424RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2795610 | PA      | $2842701.02     | 0.01%             | 2054-06-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| CIFC 2014-4RA A1 V/R 01/17/35                 | CIFC FUNDING 2014-IV-R LTD SER 2014-4RA CL A1A2 V/R REGD 144A P/P 5.26979000                                 | CUSIP: 12552FBC6<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |    20210000 | PA      | $20080878.31    | 0.05%             | 2035-01-17      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8488 4% 12/20/52                  | GINNIE MAE II POOL P#MA8488 4.00000000                                                                       | CUSIP: 36179XND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7928854 | PA      | $7441628.49     | 0.02%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AQFIT 2024-A A 4.81% 06/17/30                 | AQUA FINANCE TRUST 2024-A SER 2024-A CL A REGD 144A P/P 4.81000000                                           | CUSIP: 03837DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9890940 | PA      | $9889912.19     | 0.02%             | 2050-04-18      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6.5% JUL 25                     | FNMA 30YR TBA 6.5% JUL 25      TO BE ANNOUNCED 6.50000000                                                    | CUSIP: 01F062671<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   167000000 | PA      | $172423593.87   | 0.42%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OCP 2020-8RA CR V/R 10/17/36                  | OCP CLO 2020-8R LTD SER 2020-8RA CL CR V/R REGD 144A P/P 6.17979000                                          | CUSIP: 670898AU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250344.25      | 0.00%             | 2036-10-17      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA9466 5.5% 02/01/54                   | FANNIE MAE POOL UMBS P#DA9466 5.50000000                                                                     | CUSIP: 3140YXQU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1925226 | PA      | $1930794.35     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DRMT 2021-1 B1 V/R 02/25/25                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2 SER 2021-1 CL B1 V/R REGD 144A P/P 3.10100000                         | CUSIP: 24380VAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1226000 | PA      | $1100806.89     | 0.00%             | 2065-05-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| EQT CORP 5.7% 04/01/28                        | EQT CORP REGD 5.70000000                                                                                     | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     7803000 | PA      | $8026313.51     | 0.02%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CIFC 2021-6A A V/R 10/15/34                   | CIFC FUNDING 2021-VI LTD SER 2021-6A CL A V/R REGD 144A P/P 5.65771000                                       | CUSIP: 12553SAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      330000 | PA      | $330691.35      | 0.00%             | 2034-10-15      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CO 3.25% 06/30/26                | ITC HOLDINGS CORP REGD 3.25000000                                                                            | CUSIP: 465685AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1974583.80     | 0.00%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA1202 3.5% 08/01/49                   | FREDDIE MAC POOL UMBS P#RA1202 3.50000000                                                                    | CUSIP: 3133KGKP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1784195 | PA      | $1629407.88     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NSLT 2021-DA B 2.9% 08/20/31                  | NELNET STUDENT LOAN TRUST 2021-D SER 2021-DA CL B REGD 144A P/P 2.90000000                                   | CUSIP: 64034YAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      293000 | PA      | $261287.82      | 0.00%             | 2062-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WESTF 2018-A B V/R 09/15/26                   | WILLIS ENGINE STRUCTURED TRUST IV SER 2018-A CL B V/R REGD 144A P/P 5.43800000                               | CUSIP: 97064EAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      503878 | PA      | $494783.85      | 0.00%             | 2043-09-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| LMAT 2021-GS2 A1 V/R 04/25/61                 | LEGACY MORTGAGE ASSET TRUST 2021-GS2 SER 2021-GS2 CL A1 V/R REGD 144A P/P 5.75000000                         | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3284210 | PA      | $3283447.14     | 0.01%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 06/30/30                  | UNITED STATES TREASURY NOTE 3.87500000                                                                       | CUSIP: 91282CNK3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  1405519000 | PA      | $1410899495.39  | 3.46%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5272 6% 02/01/54                     | FANNIE MAE POOL UMBS P#MA5272 6.00000000                                                                     | CUSIP: 31418E2E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1038921 | PA      | $1056759.25     | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION  5.158% 02/16/29                | CONSTELLATION SOFTWARE REGD 144A P/P 5.15800000                                                              | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |    11695000 | PA      | $11896251.77    | 0.03%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| VSTA 2020-2 A1 V/R 10/25/25                   | VISTA POINT SECURITIZATION TRUST 2020-2 SER 2020-2 CL A1 V/R REGD 144A P/P 1.47500000                        | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      536784 | PA      | $515560.97      | 0.00%             | 2065-04-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| TRTX 2025-FL6 A V/R 09/18/42                  | TRTX 2025-FL6 ISSUER LTD SER 2025-FL6 CL A V/R REGD 144A P/P 5.85140000                                      | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8472000 | PA      | $8477297.54     | 0.02%             | 2042-09-18      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BLP 2024-IND2 A V/R 03/15/26                  | BLP COMMERCIAL MORTGAGE TRUST 2024-IND2 SER 2024-IND2 CL A V/R REGD 144A P/P 5.65391000                      | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      471567 | PA      | $472156.66      | 0.00%             | 2041-03-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| CYGPK 2020-1A AR V/R 07/17/34                 | CAYUGA PARK CLO LTD SER 2020-1A CL AR V/R REGD 144A P/P 5.66140000                                           | CUSIP: 149791AP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1275000 | PA      | $1276819.43     | 0.00%             | 2034-07-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8827 2.5% 02/01/51                   | FANNIE MAE POOL UMBS P#CA8827 2.50000000                                                                     | CUSIP: 3140QGYZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4014646 | PA      | $3359861.17     | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CYRUS 2024-2A A 4.5% 05/20/29                 | CYRUSONE DATA CENTERS ISSUER I LLC SER 2024-2A CL A2 REGD 144A P/P 4.50000000                                | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1071159.10     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 4.125% 08/15/30                | VICI PROPERTIES / NOTE REGD 144A P/P 4.12500000                                                              | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14376000 | PA      | $13798357.80    | 0.03%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC 7.75% 07/15/26                   | DILLARDS INC REGD 7.75000000                                                                                 | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |      135000 | PA      | $137021.59      | 0.00%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20250917 000003534 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1332479.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO 5.705% 05/01/40                     | BOEING CO REGD 5.70500000                                                                                    | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    13561000 | PA      | $13397436.71    | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ELM15 2022-2A A1 V/R 04/22/35                 | ELMWOOD CLO 15 LTD SER 2022-2A CL A1 V/R REGD 144A P/P 5.61238000                                            | CUSIP: 29003JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    11210000 | PA      | $11207197.50    | 0.03%             | 2035-04-22      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| FHLT 2005-2 M3 V/R 06/25/35                   | FREMONT HOME LOAN TRUST 2005-2 SER 2005-2 CL M3 V/R REGD 5.18368000                                          | CUSIP: 35729PLN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      271026 | PA      | $274218.20      | 0.00%             | 2035-06-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                           | TRY/USD FWD 20250722 000000902 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $529074.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV V/R /PERP/                    | CEMEX SAB DE CV REGD V/R /PERP/ 144A P/P 5.12500000                                                          | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     5670000 | PA      | $5576898.03     | 0.01%             | 2173-09-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC 7% 12/01/28                      | DILLARDS INC REGD 7.00000000                                                                                 | CUSIP: 254067AN1<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |      380000 | PA      | $400702.21      | 0.00%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WFCM 2020-C55 2.725% 12/15/30                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55 SER 2020-C55 CL A5 REGD 2.72500000                            | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5200000 | PA      | $4779992.88     | 0.01%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT 5.1% 06/18/50                | REPUBLICA ORIENT URUGUAY REGD 5.10000000                                                                     | CUSIP: 760942BA9<br>LEI: N/A                  | Long             | DBT              | USGA              | UY        |     4378000 | PA      | $4037479.16     | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KINGP 2021-1A A V/R 01/21/35                  | KINGS PARK CLO LTD SER 2021-1A CL A V/R REGD 144A P/P 5.66108000                                             | CUSIP: 496094AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250574.25      | 0.00%             | 2035-01-21      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IND 4.75% 09/10/34                | REPUBLIC OF INDONESIA REGD 4.75000000                                                                        | CUSIP: 455780DX1<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |     2400000 | PA      | $2358302.35     | 0.01%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5 A 4.62% 11/15/28                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5 SER 2024-5 CL A3 REGD 4.62000000                               | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4300000 | PA      | $4303877.74     | 0.01%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-2 A2B V/R 02/16/26                 | CARMAX AUTO OWNER TRUST 2024-2 SER 2024-2 CL A2B V/R REGD 4.88319000                                         | CUSIP: 14319EAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2175497 | PA      | $2176600.66     | 0.01%             | 2027-05-17      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| ELMW4 2020-1A BR V/R 04/18/37                 | ELMWOOD CLO IV LTD SER 2020-1A CL BR V/R REGD 144A P/P 6.11947000                                            | CUSIP: 29002GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1255285.00     | 0.00%             | 2037-04-18      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R13.2914PBZDIOVRA 01/02/29 GOLD FIXED                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |           1 | NC      | $205718.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVSL 2019-CA  3.13% 02/15/68                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C SER 2019-CA CL A2 REGD 144A P/P 3.13000000                  | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      253897 | PA      | $248928.38      | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VERUS 2022-4 A1 V/R 04/25/67                  | VERUS SECURITIZATION TRUST 2022-4 SER 2022-4 CL A1 V/R REGD 144A P/P 4.47400000                              | CUSIP: 92538NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9911892 | PA      | $9923100.97     | 0.02%             | 2067-04-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 5.5% 03/15/35                      | LEIDOS INC REGD 5.50000000                                                                                   | CUSIP: 52532XAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9020000 | PA      | $9157507.01     | 0.02%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASS 5.795% 04/24/35                | BROOKFIELD ASSET MANAGEM REGD 5.79500000                                                                     | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | US        |     5470000 | PA      | $5612831.38     | 0.01%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL ICE GSC                       | CASH COLLATERAL ICE GSC 4.23000000                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |      628000 | PA      | $628000.00      | 0.00%             | 2049-12-31      | Floating      | 4.23%                 | No            |                  1 | On Loan: No      |
| UMBS P#SD3176 6% 06/01/53                     | FREDDIE MAC POOL UMBS P#SD3176 6.00000000                                                                    | CUSIP: 3132DQQ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2750398 | PA      | $2820965.46     | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP 4.5% 01/15/29                        | EQT CORP REGD 144A P/P 4.50000000                                                                            | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    25172000 | PA      | $24866019.74    | 0.06%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250711 000005208 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5500224.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA P#784082 7.5% 08/15/33                   | GINNIE MAE I POOL P#784082 7.50000000                                                                        | CUSIP: 3622A2RB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32047 | PA      | $32950.24       | 0.00%             | 2033-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BFLD 2024-UNIV E V/R 11/15/26                 | BFLD COMMERCIAL MORTGAGE TRUST 2024-UNIV SER 2024-UNIV CL E V/R REGD 144A P/P 7.95129000                     | CUSIP: 08861RAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      842000 | PA      | $841115.48      | 0.00%             | 2041-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| T/L CLOUD SOFTWARE 0% 03/30/29                | T/L CLOUD SOFTWARE GROUP INC.  REGD TERM LOAN 0.00000000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1142179 | PA      | $1142955.19     | 0.00%             | 2029-03-30      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING 5.7% 05/08/33                | GLENCORE FUNDING LLC REGD 144A P/P 5.70000000                                                                | CUSIP: 378272BL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17355000 | PA      | $17943037.73    | 0.04%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELE V/R 09/04/25                | PACIFIC GAS & ELECTRIC REGD V/R 5.34670500                                                                   | CUSIP: 694308KS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22100000 | PA      | $22099908.06    | 0.05%             | 2025-09-04      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| GREENE KI 4.064% 03/15/35/GBP/                | GREENE KING FINANCE PLC /GBP/ REGD REG S SER A6 4.06430000                                                   | CUSIP: G415ACAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2603250 | PA      | $3375597.10     | 0.01%             | 2035-03-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS L 11.75% 01/31/29                | CSC HOLDINGS LLC REGD 144A P/P 11.75000000                                                                   | CUSIP: 126307BN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11036000 | PA      | $10496955.41    | 0.03%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| NAVSL 2020-2A A1 V/R 02/25/33                 | NAVIENT STUDENT LOAN TRUST 2020-2 SER 2020-2A CL A1B V/R 144A P/P 5.31965000                                 | CUSIP: 63942HAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15472523 | PA      | $15421492.65    | 0.04%             | 2069-08-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| US TIPS 1% 02/15/48                           | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000                                                    | CUSIP: 912810SB5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4292937 | PA      | $3155690.98     | 0.01%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-6 A1 4.17% 08/20/27                 | VERIZON MASTER TRUST SER 2024-6 CL A1A REGD 4.17000000                                                       | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    48100000 | PA      | $48162948.47    | 0.12%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3121 4% 09/01/47                     | FANNIE MAE POOL UMBS P#MA3121 4.00000000                                                                     | CUSIP: 31418CPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       88166 | PA      | $83482.93       | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17- 3.7% 10/15/25                | AMER AIRLINE 17-2 CLAS B REGD SER B 3.70000000                                                               | CUSIP: 02377DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550904 | PA      | $547517.72      | 0.00%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MILA 2024-1 V/R 03/15/28 /EUR/                | MILA 2024-1 BV SER 2024-1 CL C V/R REGD REG S /EUR/ 3.53800000                                               | CUSIP: N9396BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | NL        |      100000 | PA      | $117793.11      | 0.00%             | 2041-09-16      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS  5.4% 08/15/32                | GLOBAL PAYMENTS INC REGD 5.40000000                                                                          | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    11425000 | PA      | $11661954.50    | 0.03%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING S 5% 01/15/28                | ALTICE FINANCING SA REGD 144A P/P 5.00000000                                                                 | CUSIP: 02154CAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      520000 | PA      | $391192.78      | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AOMT 2021-1 A3 V/R 02/25/25                   | ANGEL OAK MORTGAGE TRUST 2021-1 SER 2021-1 CL A3 V/R REGD 144A P/P 1.21700000                                | CUSIP: 03465CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1913215 | PA      | $1662372.98     | 0.00%             | 2066-01-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| GSKY 2024-1 A4 5.67% 06/25/59                 | GREENSKY HOME IMPROVEMENT TRUST 2024-1 SER 2024-1 CL A4 REGD 144A P/P 5.67000000                             | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2644161 | PA      | $2696206.70     | 0.01%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| DIGITAL D 3.875% 03/15/35/EUR/                | DIGITAL DUTCH FINCO BV /EUR/ REGD REG S 3.87500000                                                           | CUSIP: N2639EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1644000 | PA      | $1906781.12     | 0.00%             | 2035-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRNTS 2024-28A A V/R 04/25/37                 | TRINITAS CLO XXVIII LTD SER 2024-28A CL A1 V/R REGD 144A P/P 5.83177000                                      | CUSIP: 89640FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      320000 | PA      | $320948.16      | 0.00%             | 2037-04-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 06/30/31                   | UNITED STATES TREASURY NOTE 4.25000000                                                                       | CUSIP: 91282CKW0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    15364900 | PA      | $15648790.50    | 0.04%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NYO 2021-1290 A V/R 11/15/28                  | NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 5.52148000                      | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10900000 | PA      | $10872991.98    | 0.03%             | 2038-11-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-LTV1  V/R 06/01/42                 | JP MORGAN MORTGAGE TRUST 2020-LTV1 SER 2020-LTV1 CL B1A V/R REGD 144A P/P 3.23005700                         | CUSIP: 46591NBR7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4421929 | PA      | $3848273.29     | 0.01%             | 2050-06-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-2 B 5.69% 03/15/28                 | CARMAX AUTO OWNER TRUST 2024-2 SER 2024-2 CL B REGD 5.69000000                                               | CUSIP: 14319EAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6610000 | PA      | $6795822.96     | 0.02%             | 2029-11-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CIFC 2019-1A CR2 V/R 10/20/37                 | CIFC FUNDING 2019-I LTD SER 2019-1A CL CR2 V/R REGD 144A P/P 6.26947000                                      | CUSIP: 12553DAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251012.25      | 0.00%             | 2037-10-20      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS6499 4% 01/01/53                     | FANNIE MAE POOL UMBS P#FS6499 4.00000000                                                                     | CUSIP: 3140XNGH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23723476 | PA      | $22104850.75    | 0.05%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIGRE 2025-HE4 A V/R 07/25/55                 | FIGRE TRUST 2025-HE4 SER 2025-HE4 CL A V/R REGD 144A P/P 5.40800000                                          | CUSIP: 31684PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17250000 | PA      | $17249777.48    | 0.04%             | 2055-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS IN 5.25% 05/01/28                | MICHAELS COS INC/THE REGD 144A P/P 5.25000000                                                                | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    10913000 | PA      | $8724963.14     | 0.02%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-CES4 A V/R 09/25/28                 | TOWD POINT MORTGAGE TRUST 2024-CES4 SER 2024-CES4 CL A1 V/R REGD 144A P/P 5.12200000                         | CUSIP: 89182QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    24121065 | PA      | $24013654.06    | 0.06%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| EVBRT 2024-A A 6.43% 08/20/41                 | EVERBRIGHT SOLAR TRUST 2024-A SER 2024-A CL A REGD 144A P/P 6.43000000                                       | CUSIP: 29977FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4206548 | PA      | $4085199.89     | 0.01%             | 2054-06-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| NDFT 2024-2 V/R 07/15/27 /GBP/                | NEWDAY FUNDING MASTER ISSUER PLC - SERIES  SER 2024-2X CL C V/R REGD REG S /GBP/ 6.11621000                  | CUSIP: G6S85ADS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      281000 | PA      | $388799.59      | 0.00%             | 2032-07-15      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AMDOCS LTD 2.538% 06/15/30                    | AMDOCS LTD REGD 2.53800000                                                                                   | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | US        |     7803000 | PA      | $7068876.13     | 0.02%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| HLSY 2024-8A A1 V/R 01/30/38                  | SAGARD-HALSEYPOINT CLO 8 LTD SER 2024-8A CL A1 V/R REGD 144A P/P 5.70438000                                  | CUSIP: 78662AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $600985.20      | 0.00%             | 2038-01-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| SLG 2021-OVA  2.585% 07/15/31                 | SLG OFFICE TRUST 2021-OVA SER 2021-OVA CL A REGD 144A P/P 2.58540000                                         | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      214000 | PA      | $187698.27      | 0.00%             | 2041-07-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PRO 5.55% 03/15/55                | DUKE ENERGY PROGRESS LLC REGD 5.55000000                                                                     | CUSIP: 26442UAV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14285000 | PA      | $13962664.40    | 0.03%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 5.9% 01/07/35                | GENERAL MOTORS FINL CO REGD 5.90000000                                                                       | CUSIP: 37045XFC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      393000 | PA      | $395084.91      | 0.00%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SMB 2017-A A2A 2.88% 09/15/34                 | SMB PRIVATE EDUCATION LOAN TRUST 2017-A SER 2017-A CL A2A REGD 144A P/P 2.88000000                           | CUSIP: 78448WAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       33217 | PA      | $33132.76       | 0.00%             | 2034-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MDPK 2022-62A AR V/R 07/17/36                 | MADISON PARK FUNDING LXII LTD SER 2022-62A CL AR V/R REGD 144A P/P 6.12979000                                | CUSIP: 55817HAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      780000 | PA      | $779960.22      | 0.00%             | 2036-07-17      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| DTAOT 2023-2A  6.62% 01/15/27                 | DT AUTO OWNER TRUST 2023-2 SER 2023-2A CL D REGD 144A P/P 6.62000000                                         | CUSIP: 23346CAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8095000 | PA      | $8308058.78     | 0.02%             | 2029-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/32                | JPMORGAN CHASE & CO REGD V/R 2.58000000                                                                      | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5561000 | PA      | $4966383.90     | 0.01%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL 4.8% 03/15/47                | SOUTHERN NATURAL GAS REGD 144A P/P 4.80000000                                                                | CUSIP: 84346LAA8<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $829544.69      | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MVW 2015-9A A1R V/R 07/15/31                  | MOUNTAIN VIEW CLO IX LTD SER 2015-9A CL A1R V/R REGD 144A P/P 5.63771000                                     | CUSIP: 62432BAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      298655 | PA      | $298715.56      | 0.00%             | 2031-07-15      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 09/16/36                   | MORGAN STANLEY REGD V/R 2.48400000                                                                           | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    20625000 | PA      | $17525786.44    | 0.04%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R14.0087PBZDIOVRA 01/04/27 GOLD FIXED                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |           1 | NC      | $-55450.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THPT 2023-THL A V/R 12/10/26                  | THPT 2023-THL MORTGAGE TRUST SER 2023-THL CL A V/R REGD 144A P/P 7.22711300                                  | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      623866 | PA      | $634552.38      | 0.00%             | 2034-12-10      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP 5.8% 09/15/33                    | NORDSON CORP REGD 5.80000000                                                                                 | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     2660000 | PA      | $2809519.53     | 0.01%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| T/L WEC US LTD 0% 01/17/31                    | T/L WEC US HOLDINGS LTD        TERM LOAN/ ZCP 0.00000000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1168082 | PA      | $1167988.22     | 0.00%             | 2031-01-27      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 3.05% 08/12/51                     | INTEL CORP REGD 3.05000000                                                                                   | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     7210000 | PA      | $4283368.57     | 0.01%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.125% 07/15/31                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000                                                    | CUSIP: 91282CCM1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2633180 | PA      | $2423017.16     | 0.01%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX3974 5.5% 12/01/52                   | FANNIE MAE POOL UMBS P#BX3974 5.50000000                                                                     | CUSIP: 3140N8MY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      327316 | PA      | $328603.73      | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NA 5.375% 04/24/30                | KAZMUNAYGAS NATIONAL CO REGD REG S EMTN 5.37500000                                                           | CUSIP: Y44709AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | KZ        |     2346000 | PA      | $2361532.51     | 0.01%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GSMS 2013-PEMB D V/R 03/05/25                 | GS MORTGAGE SECURITIES CORP TRUST 2013-PEMB SER 2013-PEMB CL D V/R REGD 144A P/P 3.66781700                  | CUSIP: 36197VAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5150000 | PA      | $1390500.00     | 0.00%             | 2033-03-05      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI D V/R 01/15/24                 | SMRT 2022-MINI SER 2022-MINI CL D V/R REGD 144A P/P 6.26200000                                               | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1120000 | PA      | $1104600.00     | 0.00%             | 2039-01-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| RRAM 2024-29RA A V/R 07/15/39                 | RR 29 LTD SER 2024-29RA CL A1R V/R REGD 144A P/P 5.64610000                                                  | CUSIP: 74989VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3200000 | PA      | $3213094.40     | 0.01%             | 2039-07-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5140 6.5% 09/01/53                   | FANNIE MAE POOL UMBS P#MA5140 6.50000000                                                                     | CUSIP: 31418EWA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9485246 | PA      | $9828541.94     | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEST 2025-ROSE A V/R 04/10/30                 | WEST TRUST 2025-ROSE SER 2025-ROSE CL A V/R REGD 144A P/P 5.45406300                                         | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      892000 | PA      | $903222.07      | 0.00%             | 2035-04-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8289 5.5% 01/01/53                   | FREDDIE MAC POOL UMBS P#SD8289 5.50000000                                                                    | CUSIP: 3132DWF65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15319430 | PA      | $15363736.22    | 0.04%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LXS 2005-5N 3A2 V/R 11/25/35                  | LEHMAN XS TRUST SERIES 2005-5N SER 2005-5N CL 3A2 V/R REGD 4.79368000                                        | CUSIP: 86359DUT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9083533 | PA      | $8462981.51     | 0.02%             | 2035-11-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| CANYC 2020-1A AR V/R 07/15/34                 | CANYON CLO 2020-1 LTD SER 2020-1A CL AR2 V/R REGD 144A P/P 5.33610000                                        | CUSIP: 13876LAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4800000 | PA      | $4786872.00     | 0.01%             | 2034-07-15      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| SMB 2020-A A2A 2.23% 02/15/29                 | SMB PRIVATE EDUCATION LOAN TRUST 2020-A SER 2020-A CL A2A REGD 144A P/P 2.23000000                           | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4196425 | PA      | $4041544.28     | 0.01%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| PRM5 2025-PRM5 D V/R 03/10/28                 | PRM5 TRUST 2025-PRM5 SER 2025-PRM5 CL D V/R REGD 144A P/P 5.81195200                                         | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      761000 | PA      | $757432.74      | 0.00%             | 2033-03-10      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1563 4.5% 04/01/48                   | FANNIE MAE POOL UMBS P#CA1563 4.50000000                                                                     | CUSIP: 3140Q8WZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      553352 | PA      | $535686.88      | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FKH 2022-SFR2 D 4.5% 07/17/27                 | FIRSTKEY HOMES 2022-SFR2 TRUST SER 2022-SFR2 CL D REGD 144A P/P 4.50000000                                   | CUSIP: 33767PAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10352000 | PA      | $10140530.38    | 0.02%             | 2039-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRYPK 2023-19A A V/R 04/15/38                 | BRYANT PARK FUNDING 2023-19 LTD SER 2023-19A CL A1R V/R REGD 144A P/P 5.49260000                             | CUSIP: 11765AAQ2<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |      320000 | PA      | $320078.72      | 0.00%             | 2038-04-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO- 3.625% 03/01/29                | ROCKETMTGE CO-ISSUER INC REGD REG S 3.62500000                                                               | CUSIP: U7468CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4385000 | PA      | $4166030.64     | 0.01%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5354 6% 05/01/54                     | FANNIE MAE POOL UMBS P#MA5354 6.00000000                                                                     | CUSIP: 31418E5Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      139034 | PA      | $141363.94      | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4325 2% 05/01/51                     | FANNIE MAE POOL UMBS P#MA4325 2.00000000                                                                     | CUSIP: 31418DYX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    52170701 | PA      | $41505188.89    | 0.10%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIF 4.6% 10/01/29                | JACKSON NATL LIFE GLOBAL REGD 144A P/P 4.60000000                                                            | CUSIP: 46849LVB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16700000 | PA      | $16657903.14    | 0.04%             | 2029-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-OA3 1 V/R 05/25/36                 | ALTERNATIVE LOAN TRUST 2006-OA3 SER 2006-OA3 CL 1A1 V/R REGD 4.83368000                                      | CUSIP: 12668BB44<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3353406 | PA      | $2865417.09     | 0.01%             | 2036-05-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| AJAXM 2019-F A1 V/R 07/25/59                  | AJAX MORTGAGE LOAN TRUST 2019-F SER 2019-F CL A1 V/R REGD 144A P/P 2.86000000                                | CUSIP: 00969PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6818828 | PA      | $6617321.16     | 0.02%             | 2059-07-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| MCMLT 2018-2 M1 V/R 05/25/58                  | MILL CITY MORTGAGE LOAN TRUST 2018-2 SER 2018-2 CL M1 V/R REGD 144A P/P 3.75000000                           | CUSIP: 59980MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      485679 | PA      | $475993.64      | 0.00%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 4.704% 01/10/36                | CVS PASS-THROUGH TR 2013 REGD P/P 4.70400000                                                                 | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3556862 | PA      | $3407383.26     | 0.01%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO- 2.875% 10/15/26                | ROCKETMTGE CO-ISSUER INC REGD P/P 2.87500000                                                                 | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8290000 | PA      | $8084984.16     | 0.02%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STACR 2022-DNA7  V/R 09/25/42                 | FREDDIE MAC STACR REMIC TRUST 2022-DNA7 SER 2022-DNA7 CL M1B V/R REGD 144A P/P 9.30517000                    | CUSIP: 35564KL49<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9000000 | PA      | $9728460.00     | 0.02%             | 2052-03-25      | Variable      | 9.31%                 | No            |                  2 | On Loan: No      |
| T/L HEARTLAND DENT 0% 04/28/28                | T/L HEARTLAND DENTAL LLC       REGD 0.00000000                                                               | CUSIP: 42236WAW7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      735113 | PA      | $735208.34      | 0.00%             | 2028-04-28      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| BRAVO 2024-NQ 8.042% 12/01/63                 | BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM1 SER 2024-NQM1 CL B1 REGD 144A P/P 8.04200000                       | CUSIP: 10570FAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      112000 | PA      | $113347.01      | 0.00%             | 2063-12-01      | Fixed         | 8.04%                 | No            |                  2 | On Loan: No      |
| PRK 2017-280P E V/R 09/15/19                  | 280 PARK AVENUE 2017-280P MORTGAGE TRUST SER 2017-280P CL E V/R REGD 144A P/P 6.73089000                     | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1330280 | PA      | $1280394.50     | 0.00%             | 2034-09-15      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE 7.625% 11/08/28                | KONDOR FINANCE PLC (NAK) REGD 144A P/P 7.62500000                                                            | CUSIP: 50050MAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      268539 | PA      | $210802.95      | 0.00%             | 2028-11-08      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| TAOT 2024-D A2 4.55% 06/15/26                 | TOYOTA AUTO RECEIVABLES 2024-D OWNER TRUST SER 2024-D CL A2A REGD 4.55000000                                 | CUSIP: 89239TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8040237 | PA      | $8040524.88     | 0.02%             | 2027-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/22/27                | BANK OF AMERICA CORP REGD V/R 1.73400000                                                                     | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    39105000 | PA      | $38009231.37    | 0.09%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BX 2024-PAT D V/R 03/15/26                    | BX TRUST 2024-PAT SER 2024-PAT CL D V/R REGD 144A P/P 9.70076000                                             | CUSIP: 05612FAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1322000 | PA      | $1298543.49     | 0.00%             | 2041-03-15      | Variable      | 9.70%                 | No            |                  2 | On Loan: No      |
| PIER 2024-1 V/R 09/21/29 /GBP/                | PIERPONT BTL 2024-1 PLC SER 2024-1 CL D V/R REGD REG S /GBP/ 6.41673000                                      | CUSIP: G70997AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      119000 | PA      | $163941.23      | 0.00%             | 2061-09-21      | Variable      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| BSPRT 2021-FL7 A V/R 12/15/38                 | BSPRT 2021-FL7 ISSUER LTD SER 2021-FL7 CL A V/R REGD 144A P/P 5.74624000                                     | CUSIP: 05602CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3158506 | PA      | $3151342.60     | 0.01%             | 2038-12-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-A D 6.6% 11/25/54                   | CONSUMER LOAN FINANCE 2024-A SER 2024-A CL D REGD 144A P/P 6.60000000                                        | CUSIP: 21050QAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1044000 | PA      | $1055840.84     | 0.00%             | 2054-11-25      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER  3.95% 03/15/29                | AMERICAN TOWER CORP REGD 3.95000000                                                                          | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     2106000 | PA      | $2061653.77     | 0.01%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BAYER US FINAN 6.125% 11/21/26                | BAYER US FINANCE LLC REGD 144A P/P 6.12500000                                                                | CUSIP: 07274EAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5712000 | PA      | $5805197.11     | 0.01%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% JUL 25                       | FNMA 30YR TBA 6% JUL 25        TO BE ANNOUNCED 6.00000000                                                    | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   489289000 | PA      | $497177728.26   | 1.22%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3662 3% 05/20/46                  | GINNIE MAE II POOL P#MA3662 3.00000000                                                                       | CUSIP: 36179SB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3165085 | PA      | $2842083.77     | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TCN 2024-SFR2  4.75% 06/17/28                 | TRICON RESIDENTIAL 2024-SFR2 TRUST SER 2024-SFR2 CL A REGD 144A P/P 4.75000000                               | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4990330 | PA      | $5003190.25     | 0.01%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 12/03/35                | WELLS FARGO & COMPANY REGD V/R 5.21100000                                                                    | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3725000 | PA      | $3739329.03     | 0.01%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY CIT 2.69% 05/01/33                | NEW YORK NY CITY TRANSITIONAL REGD B/E 2.69000000                                                            | CUSIP: 64972JRV2<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |      935000 | PA      | $816972.43      | 0.00%             | 2033-05-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/17/26                   | MORGAN STANLEY REGD V/R MTN 4.67900000                                                                       | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2299644.17     | 0.01%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| T/L AMSPEC PARENT 0% 12/22/31                 | T/L AMSPEC PARENT LLC REGD 0.00000000                                                                        | CUSIP: 03218AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       67809 | PA      | $68063.18       | 0.00%             | 2031-12-22      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0024 4.5% 11/20/54                | GINNIE MAE II POOL P#MB0024 4.50000000                                                                       | CUSIP: 3618N5A25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36477410 | PA      | $34931518.20    | 0.09%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOOD 2022-3CS  4.95% 09/20/36                 | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-3 SER 2022-3CS CL A REGD 144A P/P 4.95000000                  | CUSIP: 38237TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      155181 | PA      | $139900.39      | 0.00%             | 2049-07-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF N 5.647% 11/01/40                | PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E GO OF A 5.64700000                                               | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      825000 | PA      | $859254.41      | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MELLO 2021-INV4  V/R 02/25/44                 | MELLO MORTGAGE CAPITAL ACCEPTANCE 2021 SER 2021-INV4 CL A3 V/R REGD 144A P/P 2.50000000                      | CUSIP: 58550NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8262736 | PA      | $6694625.92     | 0.02%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA 7.5% 05/01/30/EUR/                 | GRIFOLS SA /EUR/ REGD REG S P/P 7.50000000                                                                   | CUSIP: E5706XAS7<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     4246000 | PA      | $5230479.72     | 0.01%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8265 4% 11/01/52                     | FREDDIE MAC POOL UMBS P#SD8265 4.00000000                                                                    | CUSIP: 3132DWFE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    34569435 | PA      | $32207062.44    | 0.08%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRAVO 2024-CES2  V/R 09/25/54                 | BRAVO RESIDENTIAL FUNDING TRUST 2024-CES2 SER 2024-CES2 CL A1A V/R REGD 144A P/P 5.54900000                  | CUSIP: 10570PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      589538 | PA      | $591587.57      | 0.00%             | 2054-09-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| NYCT 2024-3ELV A V/R 08/15/26                 | NYCT TRUST 2024-3ELV SER 2024-3ELV CL A V/R REGD 144A P/P 6.30270000                                         | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2250078 | PA      | $2261947.61     | 0.01%             | 2029-08-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7506 4.5% 07/01/52                   | FREDDIE MAC POOL UMBS P#RA7506 4.50000000                                                                    | CUSIP: 3133KPKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3631612 | PA      | $3480452.12     | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8874 6.5% 07/01/54                   | FANNIE MAE POOL UMBS P#CB8874 6.50000000                                                                     | CUSIP: 3140QU2G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12586332 | PA      | $12999807.96    | 0.03%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INGIM 2014-1A AA V/R 04/18/31                 | VOYA CLO 2014-1 LTD SER 2014-1A CL AAR2 V/R REGD 144A P/P 5.52108000                                         | CUSIP: 92915PAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      542711 | PA      | $542814.33      | 0.00%             | 2031-04-18      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 10/21/25                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                                   | CUSIP: 912797RD1<br>LEI: N/A                  | Long             | STIV             | UST               | US        |      455000 | PA      | $449053.61      | 0.00%             | 2025-10-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.95% 03/25/51                    | ORACLE CORP REGD 3.95000000                                                                                  | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     7001000 | PA      | $5167400.58     | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLO 6.05% 11/01/35                | MICRON TECHNOLOGY INC REGD 6.05000000                                                                        | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     9365000 | PA      | $9801077.48     | 0.02%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MIDO 2023-12A A1 V/R 04/18/36                 | MIDOCEAN CREDIT CLO XII LTD SER 2023-12A CL A1R V/R REGD 144A P/P 5.61238000                                 | CUSIP: 59803TAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1380000 | PA      | $1382174.88     | 0.00%             | 2036-04-18      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| FNR 2024-10 AF V/R 12/25/50                   | FANNIE MAE REMICS SER 2024-10 CL AF V/R 5.25001000                                                           | CUSIP: 3136BQ6A2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2623838 | PA      | $2627906.48     | 0.01%             | 2050-12-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ROC 2024-RTL1 A1 V/R 04/25/27                 | ROC MORTGAGE TRUST 2024-RTL1 SER 2024-RTL1 CL A1 V/R REGD 144A P/P 5.58900000                                | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11670000 | PA      | $11663770.55    | 0.03%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 5.125% 05/15/32                | T-MOBILE USA INC REGD 5.12500000                                                                             | CUSIP: 87264ADS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4917000 | PA      | $5014322.18     | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IND 3.05% 03/12/51                | REPUBLIC OF INDONESIA REGD 3.05000000                                                                        | CUSIP: 455780CW4<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |     4490000 | PA      | $2953508.35     | 0.01%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/21/34                   | MORGAN STANLEY REGD V/R MTN 5.25000000                                                                       | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    12148000 | PA      | $12357530.89    | 0.03%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| F/C US 10YR ULTRA FUT SEP25                   | FUTURE CONTRACT ON           US 10YR ULTRA FUT SEP25 0.00000000                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      -13037 | NC      | $-1489680953.13 | -3.66%            |  |  |  | No            |                  1 | On Loan: No      |
| GSMBS 2024-RPL6  ZCP 01/25/64                 | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL6 SER 2024-RPL6 CL SA ZCP REGD 144A P/P 0.00000000               | CUSIP: 36272QAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       58926 | PA      | $57587.57       | 0.00%             | 2064-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY N 3.95% 08/01/32                | NEW YORK CITY NY TRANSITIONAL REGD B/E 3.95000000                                                            | CUSIP: 64971XGH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1900000 | PA      | $1832955.84     | 0.00%             | 2032-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER  5.125% 05/15/52                | GEORGIA POWER CO REGD 5.12500000                                                                             | CUSIP: 373334KR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2753000 | PA      | $2572759.85     | 0.01%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6341 2.5% 07/01/50                   | FANNIE MAE POOL UMBS P#CA6341 2.50000000                                                                     | CUSIP: 3140QEBK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4189116 | PA      | $3532308.63     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5.5% JUL 25                     | FNMA 30YR TBA 5.5% JUL 25      TO BE ANNOUNCED 5.50000000                                                    | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   668453000 | PA      | $668300071.32   | 1.64%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1283 3.5% 12/01/42                   | FANNIE MAE POOL UMBS P#MA1283 3.50000000                                                                     | CUSIP: 31418AM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      390810 | PA      | $363716.97      | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6441 4% 12/01/49                     | FANNIE MAE POOL UMBS P#CA6441 4.00000000                                                                     | CUSIP: 3140QEEP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      330000 | PA      | $310791.64      | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BSP 2016-10A A2A V/R 04/20/34                 | BENEFIT STREET PARTNERS CLO X LTD SER 2016-10A CL A2AR V/R REGD 144A P/P 6.08108000                          | CUSIP: 08181LAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      290000 | PA      | $290401.07      | 0.00%             | 2034-04-20      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/24/29                | JPMORGAN CHASE & CO REGD V/R 4.91500000                                                                      | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5222000 | PA      | $5292123.94     | 0.01%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| T/L TRANSDIGM INC 0% 03/22/30                 | T/L TRANSDIGM INC REGD 0.00000000                                                                            | CUSIP: 89364MCB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2034640 | PA      | $2041435.20     | 0.01%             | 2030-03-22      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| AGL 2021-13A A1 V/R 10/20/34                  | AGL CLO 13 LTD SER 2021-13A CL A1 V/R REGD 144A P/P 5.69108000                                               | CUSIP: 00120JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250448.75      | 0.00%             | 2034-10-20      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| HDMOT 2024-B A 4.31% 01/17/28                 | HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-B SER 2024-B CL A3 REGD 4.31000000                                     | CUSIP: 41284PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16100000 | PA      | $16128516.32    | 0.04%             | 2029-07-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| ACAR 2024-4 A 4.81% 03/13/28                  | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024-4 SER 2024-4 CL A REGD 144A P/P 4.81000000                 | CUSIP: 024945AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1163695 | PA      | $1163399.24     | 0.00%             | 2028-03-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4624 3% 06/01/52                     | FANNIE MAE POOL UMBS P#MA4624 3.00000000                                                                     | CUSIP: 31418ED64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1894241 | PA      | $1640623.08     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5176 2% 12/01/50                     | FANNIE MAE POOL UMBS P#FM5176 2.00000000                                                                     | CUSIP: 3140X8XE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2831794 | PA      | $2277985.24     | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM7400 4% 07/01/48                     | FREDDIE MAC POOL UMBS P#ZM7400 4.00000000                                                                    | CUSIP: 3131Y2GH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      413834 | PA      | $392022.50      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3221 1.5% 02/01/37                   | FANNIE MAE POOL UMBS P#FS3221 1.50000000                                                                     | CUSIP: 3140XJSK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      895957 | PA      | $802845.20      | 0.00%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPS 2024-B A 5.42% 11/20/28                  | REPUBLIC FINANCE ISSUANCE TRUST 2024-B SER 2024-B CL A REGD 144A P/P 5.42000000                              | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10092000 | PA      | $10241906.57    | 0.03%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL 2.85% 02/01/29                | WESTERN DIGITAL CORP REGD 2.85000000                                                                         | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     4080000 | PA      | $3782405.62     | 0.01%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SMB 2024-C A1B V/R 06/17/52                   | SMB PRIVATE EDUCATION LOAN TRUST 2024-C SER 2024-C CL A1B V/R REGD 144A P/P 5.40319000                       | CUSIP: 83206EAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1275456 | PA      | $1266322.18     | 0.00%             | 2052-06-17      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| WLAKE 2023-3A  6.47% 03/15/29                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3 SER 2023-3A CL D REGD 144A P/P 6.47000000                       | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5675000 | PA      | $5815559.54     | 0.01%             | 2029-03-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM1890 2.5% 01/01/32                   | FANNIE MAE POOL UMBS P#BM1890 2.50000000                                                                     | CUSIP: 3140J6C47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      429311 | PA      | $413998.28      | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FSRIA 2022-FL4 A V/R 01/19/39                 | FS RIALTO 2022-FL4 ISSUER LLC SER 2022-FL4 CL A V/R REGD 144A P/P 6.20185000                                 | CUSIP: 30326MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1654140 | PA      | $1655226.49     | 0.00%             | 2039-01-19      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS G 6.45% 11/07/24                | CIFI HOLDINGS GROUP REGD 0.00000000                                                                          | CUSIP: G2140AAU1<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | CN        |      660000 | PA      | $64350.00       | 0.00%             | 2025-11-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CTADL 2024- V/R 04/27/28 /GBP/                | CITADEL 2024-1 PLC SER 2024-1 CL C V/R REGD REG S /GBP/ 0.00000000                                           | CUSIP: G214A0AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      186000 | PA      | $255651.95      | 0.00%             | 2060-04-28      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#QB1193 2.5% 07/01/50                   | FREDDIE MAC POOL UMBS P#QB1193 2.50000000                                                                    | CUSIP: 3133A7KE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      711101 | PA      | $599437.06      | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER  5.65% 03/15/33                | AMERICAN TOWER CORP REGD 5.65000000                                                                          | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     6855000 | PA      | $7144381.08     | 0.02%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T/L NAKED JUICE 0.00% 01/24/29                | T/L NAKED JUICE LLC ZCP 0.00000000                                                                           | CUSIP: 62984CAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5062521 | PA      | $4016249.91     | 0.01%             | 2029-01-24      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOL 6.625% 06/20/33                | INTESA SANPAOLO SPA REGD REG S 6.62500000                                                                    | CUSIP: T5R13TNZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    20000000 | PA      | $21717319.80    | 0.05%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4579 3% 04/01/52                     | FANNIE MAE POOL UMBS P#MA4579 3.00000000                                                                     | CUSIP: 31418ECR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    60608170 | PA      | $52541376.97    | 0.13%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5939 2% 06/01/35                     | FANNIE MAE POOL UMBS P#CA5939 2.00000000                                                                     | CUSIP: 3140QDS54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      398800 | PA      | $368465.18      | 0.00%             | 2035-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#783956 4.5% 05/15/41                   | GINNIE MAE I POOL P#783956 4.50000000                                                                        | CUSIP: 3622A2MD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      189290 | PA      | $182269.77      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT H 2.782% 10/01/30                | COMMONSPIRIT HEALTH REGD 2.78200000                                                                          | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     5970000 | PA      | $5465201.28     | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PA 3.849% 06/28/33                | REPUBLIC OF PARAGUAY REGD REG S 3.84900000                                                                   | CUSIP: P75744AL9<br>LEI: N/A                  | Long             | DBT              | USGA              | PY        |     2000000 | PA      | $1812740.00     | 0.00%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NETFLIX I 4.625% 05/15/29/EUR/                | NETFLIX INC /EUR/ REGD 4.62500000                                                                            | CUSIP: U74079AS0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2893359.19     | 0.01%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DRSLF 2015-41A A V/R 04/15/31                 | DRYDEN 41 SENIOR LOAN FUND SER 2015-41A CL AR V/R REGD 144A P/P 5.48771000                                   | CUSIP: 26244KAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      635833 | PA      | $636393.30      | 0.00%             | 2031-04-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| FFML 2006-FF11 1 V/R 08/25/36                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF11 SER 2006-FF11 CL 1A2 V/R REGD 4.79368000                        | CUSIP: 32028PAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18682604 | PA      | $18537037.99    | 0.05%             | 2036-08-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 5.7% 03/15/34                     | SOUTHERN CO REGD 5.70000000                                                                                  | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    16145000 | PA      | $16871088.28    | 0.04%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COMM 2024-WCL1 B V/R 06/15/26                 | COMM 2024-WCL1 MORTGAGE TRUST SER 2024-WCL1 CL B V/R REGD 144A P/P 6.90176000                                | CUSIP: 20047DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1003000 | PA      | $998925.31      | 0.00%             | 2041-06-15      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| F/C LONG GILT FUTURE  SEP25                   | FUTURE CONTRACT ON           LONG GILT FUTURE  SEP25 /GBP/ 0.00000000                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        7291 | NC      | $931043385.80   | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VIPER ENERGY I 5.375% 11/01/27                | VIPER ENERGY INC REGD 144A P/P 5.37500000                                                                    | CUSIP: 92763MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7596000 | PA      | $7604264.07     | 0.02%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WNCHR 1 D V/R 10/21/56 /GBP/                  | WINCHESTER 1 PLC SER 1 CL D V/R REGD REG S /GBP/ 6.54240000                                                  | CUSIP: G96938AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      144000 | PA      | $197478.76      | 0.00%             | 2056-10-21      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| JACKSON NATL LIF 4.9% 01/13/27                | JACKSON NATL LIFE GLOBAL REGD 144A P/P 4.90000000                                                            | CUSIP: 46849LVC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12400000 | PA      | $12485659.94    | 0.03%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS F 5.75% 07/21/28                | MELCO RESORTS FINANCE REGD REG S 5.75000000                                                                  | CUSIP: G5975LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |     3000000 | PA      | $2931000.30     | 0.01%             | 2028-07-21      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BMO 2023-C5 XA V/R 05/15/33                   | BMO 2023-C5 MORTGAGE TRUST SER 2023-C5 CL XA V/R REGD 0.94397000                                             | CUSIP: 055988AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5651694 | PA      | $263931.87      | 0.00%             | 2056-06-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR1615 2% 02/01/51                     | FANNIE MAE POOL UMBS P#BR1615 2.00000000                                                                     | CUSIP: 3140KYYM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3230907 | PA      | $2571907.33     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM1  V/R 01/25/70                 | HOMES 2025-NQM1 TRUST SER 2025-NQM1 CL M1 V/R REGD 144A P/P 6.52000000                                       | CUSIP: 43761DAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3350000 | PA      | $3386875.46     | 0.01%             | 2070-01-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250716 000009605 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19979.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCLP 2025-A D V/R 03/27/34                    | SOFI CONSUMER LOAN PROGRAM 2025-A TRUST SER 2025-A CL D V/R REGD 144A P/P 6.26000000                         | CUSIP: 83407UAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2177000 | PA      | $2177000.00     | 0.01%             | 2034-03-27      | Fixed         | 6.26%                 | No            |                  3 | On Loan: No      |
| VICI PROPERTIES 4.95% 02/15/30                | VICI PROPERTIES LP REGD 4.95000000                                                                           | CUSIP: 925650AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10632000 | PA      | $10694198.48    | 0.03%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLACKROCK  3.75% 07/18/35/EUR/                | BLACKROCK INC /EUR/ REGD 3.75000000                                                                          | CUSIP: 09290DAL5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    10040000 | PA      | $12068330.22    | 0.03%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GSAR 2025-1A B 5.04% 04/15/28                 | GLS AUTO SELECT RECEIVABLES TRUST 2025-1 SER 2025-1A CL B REGD 144A P/P 5.04000000                           | CUSIP: 36271FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      435000 | PA      | $441362.05      | 0.00%             | 2031-02-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BBSG 2016-MRP 3.275% 06/05/26                 | BBSG 2016-MRP MORTGAGE TRUST SER 2016-MRP CL A REGD 144A P/P 3.27500000                                      | CUSIP: 055287AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2045000 | PA      | $1548796.09     | 0.00%             | 2036-06-05      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| GFH 2025-IND  5.148% 06/15/28                 | GFH 2025-IND MORTGAGE TRUST SER 2025-IND CL A REGD 144A P/P 5.14800000                                       | CUSIP: 36171JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15565000 | PA      | $15617078.93    | 0.04%             | 2033-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-4 D 7.16% 09/15/27                 | CARMAX AUTO OWNER TRUST 2023-4 SER 2023-4 CL D REGD 7.16000000                                               | CUSIP: 14318XAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1960000 | PA      | $2049261.14     | 0.01%             | 2030-04-15      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| CASL 2018-A A2 4.13% 01/25/30                 | COLLEGE AVE STUDENT LOANS 2018-A LLC SER 2018-A CL A2 REGD 144A P/P 4.13000000                               | CUSIP: 19423DAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      979229 | PA      | $958616.81      | 0.00%             | 2047-12-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA9090 2.5% 02/01/51                   | FANNIE MAE POOL UMBS P#CA9090 2.50000000                                                                     | CUSIP: 3140QHC45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18834165 | PA      | $15684263.29    | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL 3.7% 10/04/26                | PARAMOUNT GLOBAL REGD 3.70000000                                                                             | CUSIP: 92553PBB7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1518000 | PA      | $1483492.08     | 0.00%             | 2026-10-04      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| MUZ88 2023-2A A1 V/R 04/15/38                 | 1988 CLO 2 LTD SER 2023-2A CL A1R V/R REGD 144A P/P 5.49197000                                               | CUSIP: 653947AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1220000 | PA      | $1216074.28     | 0.00%             | 2038-04-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5148 2% 03/01/42                     | FREDDIE MAC POOL UMBS P#RB5148 2.00000000                                                                    | CUSIP: 3133KYWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2699095 | PA      | $2300795.80     | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC 3.5% 06/01/31                       | BLOCK INC REGD 3.50000000                                                                                    | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     1345000 | PA      | $1233725.85     | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GMCAR 2024-4 A3 4.4% 02/16/28                 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-4 SER 2024-4 CL A3 REGD 4.40000000                   | CUSIP: 38014AAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12300000 | PA      | $12335414.16    | 0.03%             | 2029-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NAVTR 2021-1 A V/R 11/15/28                   | NAVIGATOR AIRCRAFT ABS LTD SER 2021-1 CL A V/R REGD 144A P/P 2.77100000                                      | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10315171 | PA      | $9641498.73     | 0.02%             | 2046-11-15      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND  3.65% 07/21/27                | AERCAP IRELAND CAP/GLOBA REGD 3.65000000                                                                     | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      200000 | PA      | $196965.41      | 0.00%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CASL 2024-B A1 5.69% 08/25/54                 | COLLEGE AVE STUDENT LOANS 2024-B LLC SER 2024-B CL A1A REGD 144A P/P 5.69000000                              | CUSIP: 19423UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14101575 | PA      | $14475571.20    | 0.04%             | 2054-08-25      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS  2.9% 05/15/30                | GLOBAL PAYMENTS INC REGD 2.90000000                                                                          | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     5565000 | PA      | $5116407.02     | 0.01%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 3% 01/15/52                         | AMGEN INC REGD 3.00000000                                                                                    | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1704000 | PA      | $1094049.49     | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRKCM 2022-AFC1  V/R 04/25/57                 | PRKCM 2022-AFC1 TRUST SER 2022-AFC1 CL A1A V/R REGD 144A P/P 4.10000000                                      | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      214069 | PA      | $211421.50      | 0.00%             | 2057-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP 10.75% 11/30/29                 | ECHOSTAR CORP REGD SER . 10.75000000                                                                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    41342402 | PA      | $42582674.06    | 0.10%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CWL 2005-13 MV3 V/R 04/25/36                  | CWABS ASSET-BACKED CERTIFICATES TRUST 2005-13 SER 2005-13 CL MV3 V/R REGD 5.16868000                         | CUSIP: 126670HL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    34850000 | PA      | $30616833.23    | 0.08%             | 2036-04-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| SOFI PERS LN TR V/R 2/12/31                   | SOFI PERS LN TR REGD 0.00000000                                                                              | CUSIP: 83407R105<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55887 | PA      | $1574949.31     | 0.00%             | 2031-02-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LV 2024-SHOW A V/R 10/10/29                   | FASHION SHOW MALL LLC SER 2024-SHOW CL A V/R REGD 144A P/P 5.27439200                                        | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      181570 | PA      | $183360.84      | 0.00%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD 8% 06/15/28                  | GGAM FINANCE LTD REGD 144A P/P 8.00000000                                                                    | CUSIP: 36170JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2697000 | PA      | $2852668.14     | 0.01%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3799 3% 08/01/47                     | FANNIE MAE POOL UMBS P#BM3799 3.00000000                                                                     | CUSIP: 3140J8GH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4877373 | PA      | $4359832.99     | 0.01%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHASE 2025-5 A4 V/R 07/25/32                  | CHASE HOME LENDING MORTGAGE TRUST 2025-5 SER 2025-5 CL A4 V/R REGD 144A P/P 6.00000000                       | CUSIP: 161935AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4925454 | PA      | $4989676.71     | 0.01%             | 2056-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| LBZZ 2024-3A A 4.97% 05/15/27                 | LENDBUZZ SECURITIZATION TRUST 2024-3 SER 2024-3A CL A2 REGD 144A P/P 4.97000000                              | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4338191 | PA      | $4342686.98     | 0.01%             | 2029-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAP V/R 06/10/26                | PINNACLE WEST CAPITAL REGD V/R 5.22168700                                                                    | CUSIP: 723484AL5<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    19700000 | PA      | $19731751.87    | 0.05%             | 2026-06-10      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPE 2.95% 07/15/31                | ESSENTIAL PROPER REGD 2.95000000                                                                             | CUSIP: 29670VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2490066.04     | 0.01%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CHASE 2024-RPL4  V/R 03/25/43                 | CHASE HOME LENDING MORTGAGE TRUST 2024-RPL4 SER 2024-RPL4 CL A1A V/R REGD 144A P/P 3.37500000                | CUSIP: 16160NAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7638106 | PA      | $6826831.24     | 0.02%             | 2064-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/23/29                | BANK OF AMERICA CORP REGD V/R MTN 4.27100000                                                                 | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1006672.94     | 0.00%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| APID 2024-48A C V/R 07/25/37                  | APIDOS CLO XLVIII LTD SER 2024-48A CL C V/R REGD 144A P/P 6.33177000                                         | CUSIP: 03770WAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      500000 | PA      | $502244.50      | 0.00%             | 2037-07-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| SESAC 2019-1  5.216% 07/25/26                 | SESAC FINANCE LLC SER 2019-1 CL A2 REGD 144A P/P 5.21600000                                                  | CUSIP: 78396YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7219550 | PA      | $7187004.27     | 0.02%             | 2049-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019- 2.9% 05/01/28                | UNITED AIR 2019-2 A PTT REGD SER A 2.90000000                                                                | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1122571 | PA      | $1041156.89     | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINA 7.75% 04/15/32                | VMED O2 UK FINANCING I REGD 144A P/P 7.75000000                                                              | CUSIP: 92858RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1895000 | PA      | $1969183.57     | 0.00%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP 5.75% 03/15/30                  | CARNIVAL CORP REGD 144A P/P 5.75000000                                                                       | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    18860000 | PA      | $19179111.20    | 0.05%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DRMT 2022-2 A1 V/R 03/25/67                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2 SER 2022-2 CL A1 V/R REGD 144A P/P 4.30000000                         | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7478638 | PA      | $7235653.62     | 0.02%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/21/28                   | MORGAN STANLEY REGD V/R MTN 2.47500000                                                                       | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1941300.86     | 0.00%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MLANE 2024-B A 5.88% 10/15/26                 | MISSION LANE CREDIT CARD MASTER TRUST SER 2024-B CL A REGD 144A P/P 5.88000000                               | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7620000 | PA      | $7680571.38     | 0.02%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY6131 6.5% 09/01/53                   | FANNIE MAE POOL UMBS P#BY6131 6.50000000                                                                     | CUSIP: 3140NNY58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      287398 | PA      | $297651.13      | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MHC 2021-MHC2 E V/R 05/15/38                  | MHC TRUST 2021-MHC2 SER 2021-MHC2 CL E V/R REGD 144A P/P 6.37648000                                          | CUSIP: 55293AAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1640000 | PA      | $1640000.00     | 0.00%             | 2038-05-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| SAST 2006-1 M1 V/R 03/25/36                   | SAXON ASSET SECURITIES TRUST 2006-1 SER 2006-1 CL M1 V/R REGD 4.89868000                                     | CUSIP: 80556UAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      818514 | PA      | $799313.40      | 0.00%             | 2036-03-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08833 5% 07/01/48                    | FREDDIE MAC GOLD POOL P#G08833 5.00000000                                                                    | CUSIP: 3128MJ4T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      390427 | PA      | $390956.37      | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNR 2023-118 BA V/R 05/16/65                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-118 CL BA V/R 3.74912000                                   | CUSIP: 38381JNH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      444674 | PA      | $406404.56      | 0.00%             | 2065-05-16      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250702 000003534 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4445390.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CLFT 2024-A R 0% 11/25/54                     | CONSUMER LOAN FINANCE 2024-A SER 2024-A CL R REGD 144A P/P 0.00000000                                        | CUSIP: 21050QAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1492855 | PA      | $637747.62      | 0.00%             | 2054-11-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CNO GLOBAL FUN 4.875% 12/10/27                | CNO GLOBAL FUNDING REGD 144A P/P MTN 4.87500000                                                              | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3225017.41     | 0.01%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNT 2.607% 10/01/32                | MIAMI-DADE CNTY FL AVIATION RE REGD B/E 2.60700000                                                           | CUSIP: 59333P6H6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      900000 | PA      | $793366.02      | 0.00%             | 2032-10-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEA 5.625% 09/30/31                | ROYAL CARIBBEAN CRUISES REGD 144A P/P 5.62500000                                                             | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    24100000 | PA      | $24247229.07    | 0.06%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67706 3.5% 12/01/47                  | FREDDIE MAC GOLD POOL P#G67706 3.50000000                                                                    | CUSIP: 3132XCR31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12736987 | PA      | $11764003.30    | 0.03%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FP0025 2% 08/01/50                     | FANNIE MAE POOL UMBS P#FP0025 2.00000000                                                                     | CUSIP: 3140XTA35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1392133 | PA      | $1112085.13     | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO 4.95% 04/15/33                   | EVERGY METRO REGD 4.95000000                                                                                 | CUSIP: 30037DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4993359.55     | 0.01%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY  5.875% 02/01/29                | EXPAND ENERGY CORP REGD 144A P/P 5.87500000                                                                  | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1568000 | PA      | $1574304.93     | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY  5.3% 01/15/35                | DOMINION ENERGY SOUTH REGD SER 2025 5.30000000                                                               | CUSIP: 25731VAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      386000 | PA      | $394619.24      | 0.00%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 11/05/30                    | CITIGROUP INC REGD V/R 2.97600000                                                                            | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    13520000 | PA      | $12648762.28    | 0.03%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| DBWF 2024-LCRS A V/R 04/15/29                 | DBWF 2024-LCRS MORTGAGE TRUST SER 2024-LCRS CL A V/R REGD 144A P/P 6.05276000                                | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      245000 | PA      | $244464.06      | 0.00%             | 2037-04-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| T/L COTIVITI 0% 02/13/32/                     | T/L COTIVITI INC REGD 0.00000000                                                                             | CUSIP: 22164MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      775531 | PA      | $771009.44      | 0.00%             | 2032-02-13      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8385 6.5% 12/01/53                   | FREDDIE MAC POOL UMBS P#SD8385 6.50000000                                                                    | CUSIP: 3132DWJ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14238746 | PA      | $14706504.81    | 0.04%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 08/07/25                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                                   | CUSIP: 912797MG9<br>LEI: N/A                  | Long             | STIV             | UST               | US        |    52018000 | PA      | $51790748.96    | 0.13%             | 2025-08-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SEVERN TR 3.875% 08/04/35/EUR/                | SEVERN TRENT WATER UTIL /EUR/ REGD REG S EMTN 3.87500000                                                     | CUSIP: G80572AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     6565000 | PA      | $7778979.57     | 0.02%             | 2035-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0646 2% 02/01/52                     | FANNIE MAE POOL UMBS P#FS0646 2.00000000                                                                     | CUSIP: 3140XFWG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1802085 | PA      | $1452686.96     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-1A  5.25% 04/20/28                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-1A CL A REGD 144A P/P 5.25000000                           | CUSIP: 05377RGC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2870000 | PA      | $2925473.08     | 0.01%             | 2029-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEB4P 2024-1A 7.386% 04/30/29                 | SEB FUNDING LLC SER 2024-1A CL A2 REGD 144A P/P 7.38600000                                                   | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8440000 | PA      | $8630938.96     | 0.02%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGE S/UP 07/09/35                | REPUBLIC OF ARGENTINA REGD S/UP SER * 4.12500000                                                             | CUSIP: 040114HT0<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |     4446707 | PA      | $2991382.11     | 0.01%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| FSMT 2017-2 B1 V/R 10/25/47                   | FLAGSTAR MORTGAGE TRUST 2017-2 SER 2017-2 CL B1 V/R REGD 144A P/P 3.97863600                                 | CUSIP: 33850RAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1059518 | PA      | $980168.89      | 0.00%             | 2047-10-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4127 3.5% 12/20/46                | GINNIE MAE II POOL P#MA4127 3.50000000                                                                       | CUSIP: 36179SSQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1273301 | PA      | $1178494.24     | 0.00%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS0406 3% 09/01/43                     | FANNIE MAE POOL UMBS P#AS0406 3.00000000                                                                     | CUSIP: 3138W9NY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      568423 | PA      | $512324.11      | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLT 2005-E 2A4 V/R 01/25/36                  | FREMONT HOME LOAN TRUST 2005-E SER 2005-E CL 2A4 V/R REGD 5.09368000                                         | CUSIP: 35729PNC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5270333 | PA      | $5084314.90     | 0.01%             | 2036-01-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| GNR 2022-78 IO 3% 08/20/51                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-78 CL IO 3.00000000                                        | CUSIP: 38383P6D8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2392003 | PA      | $406626.65      | 0.00%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO 9% 06/01/31                        | CARVANA CO REGD 144A P/P 9.00000000                                                                          | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    12925775 | PA      | $15311765.13    | 0.04%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4% 11/15/42                      | UNITED STATES TREASURY BOND 4.00000000                                                                       | CUSIP: 912810TM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    73150000 | PA      | $66735088.07    | 0.16%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9385 3% 11/01/46                     | FANNIE MAE POOL UMBS P#AL9385 3.00000000                                                                     | CUSIP: 3138ERNB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      827960 | PA      | $737587.35      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260617 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $241.37         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX 2024-GPA3 B V/R 12/15/26                   | BX COMMERCIAL MORTGAGE TRUST 2024-GPA3 SER 2024-GPA3 CL B V/R REGD 144A P/P 5.95409000                       | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      624518 | PA      | $625103.01      | 0.00%             | 2039-12-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/22/28                | WELLS FARGO & COMPANY REGD V/R MTN 5.70700000                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     7710000 | PA      | $7877426.97     | 0.02%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| HACLN 2024-2 B2 V/R 10/20/32                  | HUNTINGTON BANK AUTO CREDIT-LINKED NOTE SER 2024-2 CL B2 V/R REGD 144A P/P 5.65185000                        | CUSIP: 44644NAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2568929 | PA      | $2581885.78     | 0.01%             | 2032-10-20      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| DPF 2022-1  V/R 01/28/27 /EUR/                | DUTCH PROPERTY FINANCE 2022-1 BV SER 2022-1 CL A V/R REGD REG S /EUR/ 2.91100000                             | CUSIP: N2819YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | NL        |     7746839 | PA      | $9135427.19     | 0.02%             | 2059-10-28      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATI 5.1% 03/28/35                | RUSSIAN FEDERATION REGD REG S 5.10000000                                                                     | CUSIP: X5424XCG1<br>LEI: N/A                  | Long             | DBT              | USGA              | RU        |      200000 | PA      | $64684.16       | 0.00%             | 2035-03-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JABIL INC 3% 01/15/31                         | JABIL INC REGD 3.00000000                                                                                    | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     2470000 | PA      | $2251903.67     | 0.01%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG 2.5% 08/15/50                | DUKE ENERGY PROGRESS LLC REGD 2.50000000                                                                     | CUSIP: 26442UAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2277000 | PA      | $1317456.65     | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ADMT 2024-NQM5 M V/R 11/25/69                 | A&D MORTGAGE TRUST 2024-NQM5 SER 2024-NQM5 CL M1 V/R REGD 144A P/P 6.51600000                                | CUSIP: 00039KAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      786000 | PA      | $796471.96      | 0.00%             | 2069-11-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPA 2.9% 10/01/51                | OHIO POWER COMPANY REGD SER R 2.90000000                                                                     | CUSIP: 677415CU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1573000 | PA      | $960474.29      | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 3.95% 06/30/62                | CHARTER COMM OPT LLC/CAP REGD 3.95000000                                                                     | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    30296000 | PA      | $19520208.44    | 0.05%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-4 A 4.72% 07/15/26                 | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-4 SER 2024-4 CL A3 REGD 4.72000000                        | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5700000 | PA      | $5702492.04     | 0.01%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| T/L BLACKHAWK NETW 0% 03/12/29                | T/L BLACKHAWK NETWORK          HOLDINGS INC REGD 0.00000000                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1400497 | PA      | $1407065.41     | 0.00%             | 2029-03-12      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7548 2.5% 11/01/51                   | FREDDIE MAC POOL UMBS P#SD7548 2.50000000                                                                    | CUSIP: 3132DVL52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15996925 | PA      | $13513439.93    | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS9972 4% 07/01/47                     | FANNIE MAE POOL UMBS P#AS9972 4.00000000                                                                     | CUSIP: 3138WLCJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      494405 | PA      | $468219.53      | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDIA CLEAN ENER 4.5% 04/18/27                | INDIA CLEAN ENERGY HLDG REGD REG S EMTN 4.50000000                                                           | CUSIP: V4605MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |     5200000 | PA      | $5014500.92     | 0.01%             | 2027-04-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC O 6.95% 08/12/31/PEN/                | REPUBLIC OF PERU /PEN/ REGD P/P 6.95000000                                                                   | CUSIP: 715638BD3<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |    26220000 | PA      | $8027429.34     | 0.02%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.688% 05/17/26                 | PROGRESS RESIDENTIAL 2021-SFR3 SER 2021-SFR3 CL E2 REGD 144A P/P 2.68800000                                  | CUSIP: 74333VAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1510000 | PA      | $1485346.99     | 0.00%             | 2026-05-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CBASS 2006-CB5 A V/R 06/25/36                 | SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2006-CB5 CL A3 V/R REGD 4.71368000                         | CUSIP: 81376WAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3352562 | PA      | $2256091.04     | 0.01%             | 2036-06-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| ANCHC 2021-17A A V/R 02/15/38                 | ANCHORAGE CAPITAL CLO 17 LTD SER 2021-17A CL A1R V/R REGD 144A P/P 5.48610000                                | CUSIP: 03332PAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250195.50      | 0.00%             | 2038-02-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US025537AJ08 01.000 BP 12/20/2029 BOASW LONG                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-369608.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WBOX 2020-2A A1R V/R 10/24/37                 | WHITEBOX CLO II LTD SER 2020-2A CL A1R2 V/R REGD 144A P/P 5.65518000                                         | CUSIP: 96466CAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1107000 | PA      | $1109461.97     | 0.00%             | 2037-10-24      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| CWL 2006-22 2A4 V/R 05/25/47                  | CWABS ASSET-BACKED CERTIFICATES TRUST 2006-22 SER 2006-22 CL 2A4 V/R REGD 4.87368000                         | CUSIP: 12666BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5274628 | PA      | $5029876.88     | 0.01%             | 2047-05-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSOFRR03.92 06/03/26 XGS FLOAT                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $24778.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#CB2838 2% 02/01/52                     | FANNIE MAE POOL UMBS P#CB2838 2.00000000                                                                     | CUSIP: 3140QNEL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7785753 | PA      | $6264582.44     | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANCHC 2016-8A AR V/R 10/27/34                 | ANCHORAGE CAPITAL CLO 8 LTD SER 2016-8A CL AR2A V/R REGD 144A P/P 5.74423000                                 | CUSIP: 03329KAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      930000 | PA      | $931735.38      | 0.00%             | 2034-10-27      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| MRCD 2019-PAR 2.717% 12/15/24                 | MRCD 2019-MARK MORTGAGE TRUST SER 2019-PARK CL D REGD 144A P/P 2.71752000                                    | CUSIP: 55348UAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2182800.00     | 0.01%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| HOF 2022-1 A1 V/R 07/25/67                    | HOMEWARD OPPORTUNITIES FUND TRUST 2022-1 SER 2022-1 CL A1 V/R REGD 144A P/P 5.08200000                       | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2980897 | PA      | $2964626.52     | 0.01%             | 2067-07-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA9625 5.5% 08/01/53                   | FREDDIE MAC POOL UMBS P#RA9625 5.50000000                                                                    | CUSIP: 3133KRVS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      621670 | PA      | $624474.46      | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1146 4% 08/01/42                     | FANNIE MAE POOL UMBS P#MA1146 4.00000000                                                                     | CUSIP: 31418AHY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      780914 | PA      | $749722.78      | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO  4.25% 07/12/25                | LOGAN GROUP CO LTD REGD REG S 0.00000000                                                                     | CUSIP: G5631SAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |     2205000 | PA      | $143325.00      | 0.00%             | 2026-07-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VDCUK 20 6.172% 11/28/27 /GBP/                | VANTAGE DATA CENTERS JERSEY BORROWER SPV LTD SER 2024-1X CL A2 REGD REG S /GBP/ 6.17200000                   | CUSIP: G931Z0AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      892000 | PA      | $1255024.88     | 0.00%             | 2039-05-28      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA 5.625% 05/30/37/EUR/                  | ROMANIA /EUR/ REGD 144A P/P 5.62500000                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | RO        |    10300000 | PA      | $11407258.33    | 0.03%             | 2037-05-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SREIT 2021-FLWR  V/R 07/15/23                 | STWD TRUST 2021-FLWR SER 2021-FLWR CL E V/R REGD 144A P/P 6.35047000                                         | CUSIP: 78485GAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7460000 | PA      | $7455337.50     | 0.02%             | 2036-07-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| PKAIR 2024-1  5.842% 09/15/39                 | PK ALIFT LOAN FUNDING 3 LP SER 2024-1 CL A1 REGD 144A P/P 5.84200000                                         | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2628868 | PA      | $2661310.67     | 0.01%             | 2039-09-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| AHPT 2024-ATRM E V/R 11/10/24                 | ATRIUM HOTEL PORTFOLIO TRUST 2024-ATRM SER 2024-ATRM CL E V/R REGD 144A P/P 9.52014100                       | CUSIP: 04963XAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      698000 | PA      | $715451.33      | 0.00%             | 2029-11-10      | Variable      | 9.52%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20250903 000011091 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $348317.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATION 5.7% 12/30/34                | VISTRA OPERATIONS CO LLC REGD 144A P/P 5.70000000                                                            | CUSIP: 92840VAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13104000 | PA      | $13343788.65    | 0.03%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMCC 2024-IGLG  V/R 11/09/27                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2024-IGLG CL D V/R REGD 144A P/P 6.69839400                       | CUSIP: 46593KAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      830000 | PA      | $829278.23      | 0.00%             | 2039-11-09      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| GSMBS 2024-RPL5  ZCP 07/25/64                 | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL5 SER 2024-RPL5 CL SA ZCP REGD 144A P/P 0.00000000               | CUSIP: 362951AH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       37330 | PA      | $36919.03       | 0.00%             | 2064-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REG31 2025-1A A2 V/R 03/25/38                 | REGATTA 31 FUNDING LTD SER 2025-1A CL A2 V/R REGD 144A P/P 5.83115000                                        | CUSIP: 758962AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2200000 | PA      | $2201179.20     | 0.01%             | 2038-03-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-2 D 6.42% 03/15/28                 | CARMAX AUTO OWNER TRUST 2024-2 SER 2024-2 CL D REGD 6.42000000                                               | CUSIP: 14319EAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      225000 | PA      | $232469.10      | 0.00%             | 2030-10-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 07/31/25                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                                   | CUSIP: 912797PG6<br>LEI: N/A                  | Long             | STIV             | UST               | US        |      793000 | PA      | $790246.31      | 0.00%             | 2025-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA1088 6.5% 11/01/53                   | FANNIE MAE POOL UMBS P#DA1088 6.50000000                                                                     | CUSIP: 3140A1F69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5457555 | PA      | $5658966.92     | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL 5.75% 03/12/54                | STATE OF ISRAEL REGD SER 30Y 5.75000000                                                                      | CUSIP: 46514BRM1<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |    45087000 | PA      | $41729081.65    | 0.10%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-INV2 A V/R 03/25/48                 | GCAT 2025-INV2 TRUST SER 2025-INV2 CL A1 V/R REGD 144A P/P 6.00000000                                        | CUSIP: 36173QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21765000 | PA      | $21963953.87    | 0.05%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF7483 5.5% 02/01/53                   | FREDDIE MAC POOL UMBS P#QF7483 5.50000000                                                                    | CUSIP: 3133BVJ48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      546488 | PA      | $546984.27      | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE U 5.4% 04/07/35                | AMRIZE FINANCE US LLC REGD 144A P/P 5.40000000                                                               | CUSIP: 43475RAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9335000 | PA      | $9471862.77     | 0.02%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR TBA 3% JUL 25                       | FNMA 15YR TBA 3% JUL 25        TO BE ANNOUNCED 3.00000000                                                    | CUSIP: 01F030470<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -4824000 | PA      | $-4599279.94    | -0.01%            | 2040-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPSMT 2010-1 B V/R 03/25/50                   | JP MORGAN SEASONED MORTGAGE TRUST 2010-1 SER 2010-1 CL B V/R REGD 144A P/P 0.00000000                        | CUSIP: 46635HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3780184 | PA      | $3283826.86     | 0.01%             | 2050-03-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 04/01/31                     | UBS GROUP AG REGD V/R 144A P/P 4.19400000                                                                    | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    33164000 | PA      | $32475489.82    | 0.08%             | 2031-04-01      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.45% 09/15/34                        | HCA INC REGD 5.45000000                                                                                      | CUSIP: 404121AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6223000 | PA      | $6276855.77     | 0.02%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC 4.75% 04/15/29                   | ENTEGRIS INC REGD 144A P/P 4.75000000                                                                        | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    24450000 | PA      | $24178861.73    | 0.06%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.35% 02/15/30                   | BROADCOM INC REGD 4.35000000                                                                                 | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     9300000 | PA      | $9265505.28     | 0.02%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BX 2023-DELC A V/R 05/15/25                   | BX TRUST 2023-DELC SER 2023-DELC CL A V/R REGD 144A P/P 7.00176000                                           | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3912000 | PA      | $3936397.58     | 0.01%             | 2038-05-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.125% 07/15/26                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000                                                    | CUSIP: 912828S50<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    38944821 | PA      | $38607707.23    | 0.09%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/21/33                   | MORGAN STANLEY REGD V/R MTN 2.94300000                                                                       | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10959000 | PA      | $9780843.28     | 0.02%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| FIGRE 2024-SL1 A V/R 07/25/53                 | FIGRE TRUST 2024-SL1 SER 2024-SL1 CL A1 V/R REGD 144A P/P 5.74800000                                         | CUSIP: 31684JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1639966 | PA      | $1658395.55     | 0.00%             | 2053-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BLUEM 2019-25A A V/R 01/15/38                 | BLUEMOUNTAIN CLO XXV LTD SER 2019-25A CL A1RR V/R REGD 144A P/P 5.60610000                                   | CUSIP: 09627FBA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      260000 | PA      | $260604.50      | 0.00%             | 2038-01-15      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 6.625% 01/15/28                 | CITIGROUP INC REGD 6.62500000                                                                                | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1093581.72     | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 05/15/48                  | UNITED STATES TREASURY BOND 3.12500000                                                                       | CUSIP: 912810SC3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    12780000 | PA      | $9696325.81     | 0.02%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX7774 5.5% 03/01/53                   | FANNIE MAE POOL UMBS P#BX7774 5.50000000                                                                     | CUSIP: 3140NCT82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1372174 | PA      | $1378793.83     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RALI 2007-QH8 A V/R 10/25/37                  | RALI SERIES 2007-QH8 TRUST SER 2007-QH8 CL A V/R REGD 5.39745600                                             | CUSIP: 74924EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      688727 | PA      | $552790.69      | 0.00%             | 2037-10-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| AJAXM 2021-F A V/R 06/25/61                   | AJAX MORTGAGE LOAN TRUST 2021-F SER 2021-F CL A V/R REGD 144A P/P 4.87500000                                 | CUSIP: 00971FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      428409 | PA      | $428036.40      | 0.00%             | 2061-06-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| SMB 2024-A A1A 5.24% 03/15/56                 | SMB PRIVATE EDUCATION LOAN TRUST 2024-A SER 2024-A CL A1A REGD 144A P/P 5.24000000                           | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4055077 | PA      | $4123334.27     | 0.01%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| STRE 2024-2A A 5.21% 02/15/45                 | STREAM INNOVATIONS 2024-2 ISSUER TRUST SER 2024-2A CL A REGD 144A P/P 5.21000000                             | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3584933 | PA      | $3624695.81     | 0.01%             | 2045-02-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSOFRR03.25 03/19/55 GOLDUS33XXX FLOAT                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $11680570.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IMM 2007-A A V/R 05/25/37                     | IMPAC CMB TRUST SERIES 2007-A SER 2007-A CL A V/R REGD 144A P/P 4.93368000                                   | CUSIP: 452550AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      437550 | PA      | $423954.78      | 0.00%             | 2037-05-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H6 A1 V/R 09/25/69                 | CROSS 2024-H6 MORTGAGE TRUST SER 2024-H6 CL A1 V/R REGD 144A P/P 5.12900000                                  | CUSIP: 227919AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4816218 | PA      | $4798780.33     | 0.01%             | 2069-09-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| BSP 2015-6BR A1R V/R 04/20/38                 | BENEFIT STREET PARTNERS CLO LTD SER 2015-6BR CL A1R V/R REGD 144A P/P 5.46313000                             | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3240000 | PA      | $3233196.00     | 0.01%             | 2038-04-20      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2469 4% 10/01/48                     | FANNIE MAE POOL UMBS P#CA2469 4.00000000                                                                     | CUSIP: 3140Q9W74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      377374 | PA      | $356723.97      | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORDO 2024-C A 4.07% 03/15/28                 | FORD CREDIT AUTO OWNER TRUST 2024-C SER 2024-C CL A3 REGD 4.07000000                                         | CUSIP: 34532UAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7400000 | PA      | $7389698.46     | 0.02%             | 2029-07-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSM 5% 01/15/35                | FIRSTENERGY TRANSMISSION REGD SER WI 5.00000000                                                              | CUSIP: 33767BAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9823000 | PA      | $9717281.73     | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP3 1A V/R  01/25/60                | OBX 2020-EXP3 TRUST SER 2020-EXP3 CL 1A9 V/R REGD 144A P/P 3.00000000                                        | CUSIP: 67448WAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1488303 | PA      | $1293307.10     | 0.00%             | 2060-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMCC 2019-OS 3.397% 06/05/29                 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES SER 2019-OSB CL A REGD 144A P/P 3.39730000                  | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8012500 | PA      | $7516814.70     | 0.02%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8082 1.5% 10/01/50                   | FREDDIE MAC POOL UMBS P#SD8082 1.50000000                                                                    | CUSIP: 3132DV6T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4110415 | PA      | $3094363.81     | 0.01%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RAMP 2005-RS5 M5 V/R 05/25/35                 | RAMP SERIES 2005-RS5 TRUST SER 2005-RS5 CL M5 V/R REGD 5.45368000                                            | CUSIP: 76112BQA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      129523 | PA      | $131441.52      | 0.00%             | 2035-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL SCX V/R 12/31/49              | CASH COLLATERAL SCX VARIABLE REGD 4.23000000                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |     -305000 | PA      | $-305000.00     | -0.00%            | 2049-12-31      | Floating      | 4.23%                 | No            |                  1 | On Loan: No      |
| BARC 2022-NQM1 A V/R 07/25/52                 | BARCLAYS MORTGAGE LOAN TRUST 2022-NQM1 SER 2022-NQM1 CL A1 V/R REGD 144A P/P 4.55000000                      | CUSIP: 06744DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1582739 | PA      | $1574498.07     | 0.00%             | 2052-07-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| BUNDESSCHAT 2.2% 03/11/27/EUR/                | BUNDESSCHATZANWEISUNGEN /EUR/ REGD REG S SER 2Y 2.20000000                                                   | CUSIP: D2S1KZAA8<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     5935000 | PA      | $7031332.15     | 0.02%             | 2027-03-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HPA 2021-3 A 2.2% 01/17/29                    | HOME PARTNERS OF AMERICA 2021-3 TRUST SER 2021-3 CL A REGD 144A P/P 2.20000000                               | CUSIP: 43730XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23564364 | PA      | $21736509.48    | 0.05%             | 2041-01-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/23/30                | JPMORGAN CHASE & CO REGD V/R 5.01200000                                                                      | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4434000 | PA      | $4515838.34     | 0.01%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R5 A1A V/R 08/25/61                  | CIM TRUST 2021-R5 SER 2021-R5 CL A1A V/R REGD 144A P/P 2.00000000                                            | CUSIP: 12592SAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17883603 | PA      | $15714732.88    | 0.04%             | 2061-08-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/ 2.65% 02/15/32                | NXP BV/NXP FDG/NXP USA REGD 2.65000000                                                                       | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1005000 | PA      | $874620.30      | 0.00%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| KSTRL 2018-1A  4.25% 10/15/25                 | KESTREL AIRCRAFT FUNDING LTD SER 2018-1A CL A REGD P/P 4.25000000                                            | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1610457 | PA      | $1578392.66     | 0.00%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 6.2% 09/15/55                | SOUTHERN CAL EDISON REGD 6.20000000                                                                          | CUSIP: 842400JK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3159844.05     | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.17 11/15/53 GOLD FLOAT                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $14754199.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA 7.5% 01/15/28                  | VAR ENERGI ASA REGD 144A P/P 7.50000000                                                                      | CUSIP: 92212WAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |     5135000 | PA      | $5435186.97     | 0.01%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/07/28                    | CITIGROUP INC REGD V/R 4.64300000                                                                            | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    10750000 | PA      | $10778494.17    | 0.03%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| WNCHR 1 C V/R 10/21/56 /GBP/                  | WINCHESTER 1 PLC SER 1 CL C V/R REGD REG S /GBP/ 5.86408000                                                  | CUSIP: G96938AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      155000 | PA      | $212195.87      | 0.00%             | 2056-10-21      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| ROCC 2024-CNT 8.819% 11/13/29                 | ROCK TRUST 2024-CNTR SER 2024-CNTR CL E REGD 144A P/P 8.81906000                                             | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1181000 | PA      | $1242503.41     | 0.00%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| HORZN 2018-1  4.458% 12/15/25                 | HORIZON AIRCRAFT FINANCE I LTD SER 2018-1 CL A REGD 144A P/P 4.45800000                                      | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      975041 | PA      | $931138.63      | 0.00%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-A A2 5.35% 11/25/54                 | CONSUMER LOAN FINANCE 2024-A SER 2024-A CL A2 REGD 144A P/P 5.35000000                                       | CUSIP: 21050QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6440000 | PA      | $6523252.46     | 0.02%             | 2054-11-25      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US TIPS 2.125% 02/15/40                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000                                                    | CUSIP: 912810QF8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      296840 | PA      | $292964.20      | 0.00%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMI 5.95% 04/15/35                | BOOZ ALLEN HAMILTON INC REGD 5.95000000                                                                      | CUSIP: 09951LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3856578.20     | 0.01%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GCAR 2023-2A D 6.31% 07/15/27                 | GLS AUTO RECEIVABLES ISSUER TRUST 2023-2 SER 2023-2A CL D REGD 144A P/P 6.31000000                           | CUSIP: 379928AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3335000 | PA      | $3403898.77     | 0.01%             | 2029-03-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| T/L XEROX CORPORAT 0% 11/17/29                | T/L XEROX CORPORATION REGD 0.00000000                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1061667 | PA      | $1022183.48     | 0.00%             | 2029-11-17      | Variable      | 8.27%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE V/R 01/14/28                | JACKSON NATL LIFE GLOBAL REGD V/R 144A P/P 5.31635000                                                        | CUSIP: 46849CJN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8024769.60     | 0.02%             | 2028-01-14      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| USA COM PART/U 6.875% 09/01/27                | USA COM PART/USA COM FIN REGD SER WI 6.87500000                                                              | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2505000 | PA      | $2510038.96     | 0.01%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ONYP 2020-1NYP A V/R 01/15/23                 | ONE NEW YORK PLAZA TRUST 2020-1NYP SER 2020-1NYP CL A V/R REGD 144A P/P 5.37648000                           | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10921000 | PA      | $10614439.88    | 0.03%             | 2036-01-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF1 A V/R 02/25/55                 | PRPM 2025-RCF1 LLC SER 2025-RCF1 CL A1 V/R REGD 144A P/P 4.50000000                                          | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4285550 | PA      | $4226187.30     | 0.01%             | 2055-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.4% 03/20/55/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 86 2.40000000                                                           | CUSIP: J2S39L7Y4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |  1402850000 | PA      | $8939058.98     | 0.02%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7972 4% 11/01/49                     | FANNIE MAE POOL UMBS P#FM7972 4.00000000                                                                     | CUSIP: 3140XB2E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      270050 | PA      | $255338.04      | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BSP 2014-IVA BR4 V/R 04/20/34                 | BENEFIT STREET PARTNERS CLO IV LTD SER 2014-IVA CL BR4 V/R REGD 144A P/P 6.16947000                          | CUSIP: 08180FBW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9750000 | PA      | $9781804.50     | 0.02%             | 2034-04-20      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3832 6% 01/01/53                     | FANNIE MAE POOL UMBS P#FS3832 6.00000000                                                                     | CUSIP: 3140XKHJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2983030 | PA      | $3038594.54     | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TAOT 2024-D A3 4.4% 04/17/28                  | TOYOTA AUTO RECEIVABLES 2024-D OWNER TRUST SER 2024-D CL A3 REGD 4.40000000                                  | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13000000 | PA      | $13054832.70    | 0.03%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TPMT 2015-5 B2 V/R 11/25/29                   | TOWD POINT MORTGAGE TRUST 2015-5 SER 2015-5 CL B2 V/R REGD 144A P/P 4.00899000                               | CUSIP: 89171VAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10000000 | PA      | $9744184.00     | 0.02%             | 2055-05-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMAT 3.6% 11/15/31                | STEWART INFORMATION SERV REGD 3.60000000                                                                     | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    18925000 | PA      | $16922133.56    | 0.04%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-A A1 5.15% 11/25/54                 | CONSUMER LOAN FINANCE 2024-A SER 2024-A CL A1 REGD 144A P/P 5.15000000                                       | CUSIP: 21050QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4437892 | PA      | $4453193.02     | 0.01%             | 2054-11-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 01/10/28                    | CITIGROUP INC REGD V/R 3.88700000                                                                            | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2384000 | PA      | $2362329.01     | 0.01%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC 3% 06/01/30                       | TEXTRON INC REGD 3.00000000                                                                                  | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    23695000 | PA      | $21988329.24    | 0.05%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PLNT 2022-1A  4.008% 12/05/31                 | PLANET FITNESS MASTER ISSUER LLC SER 2022-1A CL A2II REGD 144A P/P 4.00800000                                | CUSIP: 72703PAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1161000 | PA      | $1071457.29     | 0.00%             | 2051-12-05      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| AFUND 2024- V/R 09/20/61 /GBP/                | ATLAS FUNDING 2024-1 PLC SER 2024-1 CL D V/R REGD REG S /GBP/ 6.41584000                                     | CUSIP: G061A7AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      118880 | PA      | $163714.77      | 0.00%             | 2061-09-20      | Variable      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| HCA INC 5.25% 03/01/30                        | HCA INC REGD 5.25000000                                                                                      | CUSIP: 404119CZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2973063.59     | 0.01%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RFT 2023-1 A S/UP 12/25/26                    | REDWOOD FUNDING TRUST 2023-1 SER 2023-1 CL A S/UP REGD 144A P/P 7.50000000                                   | CUSIP: 75806CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3457694 | PA      | $3470329.40     | 0.01%             | 2059-07-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5352 5% 05/01/54                     | FANNIE MAE POOL UMBS P#MA5352 5.00000000                                                                     | CUSIP: 31418E5N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      809351 | PA      | $793486.01      | 0.00%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3410 3% 03/01/52                     | FANNIE MAE POOL UMBS P#CB3410 3.00000000                                                                     | CUSIP: 3140QNYG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      829894 | PA      | $719350.98      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK4764 4% 08/01/48                     | FANNIE MAE POOL UMBS P#BK4764 4.00000000                                                                     | CUSIP: 3140HJJJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7976 | PA      | $7546.51        | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMMT 2024-CES2  V/R 09/25/54                 | JP MORGAN MORTGAGE TRUST SERIES 2024 SER 2024-CES2 CL PT V/R REGD 144A P/P 0.00000000                        | CUSIP: 46658QAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    93409045 | PA      | $101079805.13   | 0.25%             | 2055-02-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALT 5.375% 06/15/34                | ELEVANCE HEALTH INC REGD 5.37500000                                                                          | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     7730000 | PA      | $7900841.66     | 0.02%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMCC 2018-WPT 5.35% 07/05/23                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES SER 2018-WPT CL DFX REGD 144A P/P 5.35030000                  | CUSIP: 46645WBE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10060000 | PA      | $6388100.00     | 0.02%             | 2033-07-05      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CWALT 2004-16CB 5.5% 08/25/34                 | ALTERNATIVE LOAN TRUST 2004-16CB SER 2004-16CB CL 3A1 REGD 5.50000000                                        | CUSIP: 12667FLZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      103087 | PA      | $104483.86      | 0.00%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AASET 2022-1A A 6% 05/16/29                   | AASET 2022-1 LLC SER 2022-1A CL A REGD 144A P/P 6.00000000                                                   | CUSIP: 00255EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1207288 | PA      | $1224798.13     | 0.00%             | 2047-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2000 4.5% 11/01/52                   | FREDDIE MAC POOL UMBS P#SD2000 4.50000000                                                                    | CUSIP: 3132DPGH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1814854 | PA      | $1745542.71     | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MFIT 2024-BA A 4.91% 10/20/30                 | MARINER FINANCE ISSUANCE TRUST 2024-B SER 2024-BA CL A REGD 144A P/P 4.91000000                              | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5527000 | PA      | $5586996.14     | 0.01%             | 2038-11-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 5% 05/15/50                | ENERGY TRANSFER LP REGD 5.00000000                                                                           | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1578000 | PA      | $1318687.56     | 0.00%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAFL 2021-3 D 3.469% 10/15/31                 | COREVEST AMERICAN FINANCE 2021-3 TRUST SER 2021-3 CL D REGD 144A P/P 3.46900000                              | CUSIP: 21873NAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1630000 | PA      | $1459099.23     | 0.00%             | 2054-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20250917 000009605 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-391182.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#SD8070 4% 06/01/50                     | FREDDIE MAC POOL UMBS P#SD8070 4.00000000                                                                    | CUSIP: 3132DV6F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       70812 | PA      | $66507.52       | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.125% 06/15/39                       | HCA INC REGD 5.12500000                                                                                      | CUSIP: 404119BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14720000 | PA      | $13843856.62    | 0.03%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| T/L CASTLE US 00.00% 05/31/30                 | T/L CASTLE US HOLDING          CORPORATION 0.00000000                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      720994 | PA      | $390237.91      | 0.00%             | 2030-05-31      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 4.375% 05/15/30                    | LEIDOS INC REGD SER WI 4.37500000                                                                            | CUSIP: 52532XAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1685000 | PA      | $1660180.52     | 0.00%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TMCL 2025-1H A 6.43% 04/23/29                 | TMCL VII HOLDINGS LTD SER 2025-1H CL A REGD 144A P/P 6.43000000                                              | CUSIP: 87257FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    13395000 | PA      | $13394784.34    | 0.03%             | 2050-07-23      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1310 2% 08/01/51                     | FANNIE MAE POOL UMBS P#CB1310 2.00000000                                                                     | CUSIP: 3140QLN44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9140180 | PA      | $7252752.08     | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20250917 000004664 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $132733.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RCKT 2024-CES5 A V/R 08/25/44                 | RCKT MORTGAGE TRUST 2024-CES5 SER 2024-CES5 CL A1A V/R REGD 144A P/P 5.84600000                              | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    24409403 | PA      | $24528369.35    | 0.06%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 2.726% 03/25/31                | BAT CAPITAL CORP REGD 2.72600000                                                                             | CUSIP: 05526DBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    27430000 | PA      | $24702070.86    | 0.06%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY CO LTD 7% 02/15/27                | STUDIO CITY CO LTD REGD REG S 7.00000000                                                                     | CUSIP: G8539EAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |     3600000 | PA      | $3613464.00     | 0.01%             | 2027-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GWOLF 2018-2A A1 V/R 10/20/31                 | GREYWOLF CLO VII LTD SER 2018-2A CL A1 V/R REGD 144A P/P 5.70947000                                          | CUSIP: 39809AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      177189 | PA      | $177226.31      | 0.00%             | 2031-10-20      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| LBA 2024-BOLT A V/R 06/15/26                  | LBA TRUST 2024-BOLT SER 2024-BOLT CL A V/R REGD 144A P/P 5.90286000                                          | CUSIP: 50177BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7490000 | PA      | $7494669.27     | 0.02%             | 2039-06-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20250702 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2757106.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#ZA5103 3.5% 12/01/47                   | FREDDIE MAC POOL UMBS P#ZA5103 3.50000000                                                                    | CUSIP: 31329NU48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      122511 | PA      | $112137.92      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURC 5.375% 03/01/30                | ANTERO RESOURCES CORP REGD 144A P/P 5.37500000                                                               | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    19949000 | PA      | $20076633.70    | 0.05%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FAR 5.75% 09/30/39                | TOPAZ SOLAR FARMS LLC REGD 144A P/P 5.75000000                                                               | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2809531 | PA      | $2758425.63     | 0.01%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N2  6.44% 08/10/28                 | CARVANA AUTO RECEIVABLES TRUST 2024-N2 SER 2024-N2 CL D REGD 144A P/P 6.44000000                             | CUSIP: 14687VAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900000 | PA      | $1956251.97     | 0.00%             | 2030-09-10      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 4.4% 12/01/61                | CHARTER COMM OPT LLC/CAP REGD 4.40000000                                                                     | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4511000 | PA      | $3163048.96     | 0.01%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6818 2% 08/20/50                  | GINNIE MAE II POOL P#MA6818 2.00000000                                                                       | CUSIP: 36179VSF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11563320 | PA      | $9421395.81     | 0.02%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | TRY/USD FWD 20250708 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-224.51        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#QF6551 5.5% 01/01/53                   | FREDDIE MAC POOL UMBS P#QF6551 5.50000000                                                                    | CUSIP: 3133BUH42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      424326 | PA      | $425184.59      | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-3A  4.93% 09/15/28                 | LAD AUTO RECEIVABLES TRUST 2024-3 SER 2024-3A CL C REGD 144A P/P 4.93000000                                  | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $803357.20      | 0.00%             | 2030-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA8002 4% 03/01/50                     | FREDDIE MAC POOL UMBS P#QA8002 4.00000000                                                                    | CUSIP: 3133A23K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57818 | PA      | $54062.57       | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS5182 3.5% 06/01/45                   | FANNIE MAE POOL UMBS P#AS5182 3.50000000                                                                     | CUSIP: 3138WEXL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      592064 | PA      | $549641.71      | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAS 2022-R06 1M1 V/R 05/25/42                 | CONNECTICUT AVENUE SECURITIES TRUST 2022-R06 SER 2022-R06 CL 1M1 V/R REGD 144A P/P 7.05517000                | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1707658 | PA      | $1747542.84     | 0.00%             | 2042-05-25      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA5969 6.5% 12/01/53                   | FANNIE MAE POOL UMBS P#DA5969 6.50000000                                                                     | CUSIP: 3140A6T30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       86760 | PA      | $89825.70       | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OCPA 2023-29A BR V/R 01/20/36                 | OCP AEGIS CLO 2023-29 LTD SER 2023-29A CL BR V/R REGD 144A P/P 5.81947000                                    | CUSIP: 67118BAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    15500000 | PA      | $15491676.50    | 0.04%             | 2036-01-20      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| HORZN 2019-2  3.425% 11/15/26                 | HORIZON AIRCRAFT FINANCE III LTD SER 2019-2 CL A REGD 144A P/P 3.42500000                                    | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1168265 | PA      | $1110428.60     | 0.00%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1177 3.5% 09/01/42                   | FANNIE MAE POOL UMBS P#MA1177 3.50000000                                                                     | CUSIP: 31418AJX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       55522 | PA      | $51672.94       | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8347 4.5% 08/01/53                   | FREDDIE MAC POOL UMBS P#SD8347 4.50000000                                                                    | CUSIP: 3132DWHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13075978 | PA      | $12524443.76    | 0.03%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHERO 2024- V/R 12/15/33 /EUR/                | AUTO1 CAR FUNDING SARL SER 2024-1 CL C V/R REGD REG S /EUR/ 3.39200000                                       | CUSIP: L04719AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | LU        |      100000 | PA      | $117948.72      | 0.00%             | 2033-12-15      | Variable      | 3.39%                 | Yes           |                  2 | On Loan: No      |
| SYMP 2020-22A A1 V/R 04/18/33                 | SYMPHONY CLO XXII LTD SER 2020-22A CL A1AR V/R REGD 144A P/P 5.44947000                                      | CUSIP: 87167GCH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7800000 | PA      | $7798986.00     | 0.02%             | 2033-04-18      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| MAGNE 2020-25A A V/R 01/25/32                 | MAGNETITE XXV LTD SER 2020-25A CL A V/R REGD 144A P/P 5.74338000                                             | CUSIP: 55955GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11496216 | PA      | $11507424.80    | 0.03%             | 2032-01-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| GMALT 2024-3 A 4.21% 12/20/26                 | GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-3 SER 2024-3 CL A3 REGD 4.21000000                                | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13200000 | PA      | $13196883.48    | 0.03%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0539 2% 09/01/35                     | FREDDIE MAC POOL UMBS P#SB0539 2.00000000                                                                    | CUSIP: 3132CWS47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1174344 | PA      | $1079824.62     | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SCGC 2025-1 V/R 06/14/31 /EUR/                | SC GERMANY SA COMPARTMENT CONSUMER 2025-1 SER 2025-1 CL D V/R REGD REG S /EUR/ 3.66400000                    | CUSIP: L81394CK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | DE        |      200000 | PA      | $237262.45      | 0.00%             | 2038-12-14      | Variable      | 3.66%                 | Yes           |                  2 | On Loan: No      |
| INVITATION HOME 4.15% 04/15/32                | INVITATION HOMES OP REGD 4.15000000                                                                          | CUSIP: 46188BAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        4000 | PA      | $3786.41        | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CWALT 2007-5CB 1A 6% 04/25/37                 | ALTERNATIVE LOAN TRUST 2007-5CB SER 2007-5CB CL 1A4 REGD 6.00000000                                          | CUSIP: 02150EAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11970106 | PA      | $5942018.04     | 0.01%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.209% 07/17/26                 | PROGRESS RESIDENTIAL 2021-SFR5 TRUST SER 2021-SFR5 CL E1 REGD 144A P/P 2.20900000                            | CUSIP: 74333FAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2185000 | PA      | $2115793.62     | 0.01%             | 2038-07-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE C 6% 04/01/27                | TRAVEL + LEISURE CO REGD 6.00000000                                                                          | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     5015000 | PA      | $5059515.25     | 0.01%             | 2027-04-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8437 5% 06/01/54                     | FREDDIE MAC POOL UMBS P#SD8437 5.00000000                                                                    | CUSIP: 3132DWLS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2262431 | PA      | $2218083.41     | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MLANE 2025-A A 5.8% 03/15/27                  | MISSION LANE CREDIT CARD MASTER TRUST SER 2025-A CL A REGD 144A P/P 5.80000000                               | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4695000 | PA      | $4704994.25     | 0.01%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL0160 4.5% 05/01/41                   | FANNIE MAE POOL UMBS P#AL0160 4.50000000                                                                     | CUSIP: 3138EGFA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1832433 | PA      | $1822742.17     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSMBS 2024-RPL6  V/R 01/25/64                 | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL6 SER 2024-RPL6 CL PT V/R REGD 144A P/P 3.33175400               | CUSIP: 36272QAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   105724033 | PA      | $88271987.15    | 0.22%             | 2064-01-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| GNR 2021-2 AH 1.5% 06/16/63                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-2 CL AH 1.50000000                                         | CUSIP: 38380RNG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12607435 | PA      | $9173197.19     | 0.02%             | 2063-06-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REG19 2022-1A B V/R 04/20/35                  | REGATTA XIX FUNDING LTD SER 2022-1A CL B V/R REGD 144A P/P 6.12238000                                        | CUSIP: 75888EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      320000 | PA      | $321385.60      | 0.00%             | 2035-04-20      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR AC 2.45% 09/15/28                | NISSAN MOTOR ACCEPTANCE REGD 144A P/P MTN 2.45000000                                                         | CUSIP: 65480CAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4251821.81     | 0.01%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 5.673% 04/01/35                | GLENCORE FUNDING LLC REGD 144A P/P 5.67300000                                                                | CUSIP: 378272CA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6840000 | PA      | $6977891.19     | 0.02%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.875% 10/31/30                  | UNITED STATES TREASURY NOTE 4.87500000                                                                       | CUSIP: 91282CJG7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    14038400 | PA      | $14736481.34    | 0.04%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.15% 01/01/26                | PACIFIC GAS & ELECTRIC REGD 3.15000000                                                                       | CUSIP: 694308JP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6569000 | PA      | $6506176.78     | 0.02%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TPMT 2019-1 A1 V/R 11/25/28                   | TOWD POINT MORTGAGE TRUST 2019-1 SER 2019-1 CL A1 V/R REGD 144A P/P 3.75000000                               | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3790625 | PA      | $3687596.98     | 0.01%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| WELLI 2025-4A A V/R 04/18/38                  | WELLINGTON MANAGEMENT CLO 4 LTD SER 2025-4A CL A V/R REGD 144A P/P 5.42865000                                | CUSIP: 94957LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      690000 | PA      | $688270.17      | 0.00%             | 2038-04-18      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-K736  V/R 07/25/26                 | FREMF 2019-K736 MORTGAGE TRUST SER 2019-K736 CL B V/R REGD 144A P/P 3.86200900                               | CUSIP: 30298MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5440000 | PA      | $5360025.47     | 0.01%             | 2026-07-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| VEGAS 2024-GCS D V/R 07/10/29                 | VEGAS 2024-GCS SER 2024-GCS CL D V/R REGD 144A P/P 6.21650000                                                | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6110000 | PA      | $5767701.30     | 0.01%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 10/31/27                  | UNITED STATES TREASURY NOTE 4.12500000                                                                       | CUSIP: 91282CFU0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    24969000 | PA      | $25197232.14    | 0.06%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ONDK 2024-2A A 4.98% 10/18/27                 | ONDECK ASSET SECURITIZATION TRUST IV LLC SER 2024-2A CL A REGD 144A P/P 4.98000000                           | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3425000 | PA      | $3405099.72     | 0.01%             | 2031-10-17      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 06/14/27                | SANTANDER UK GROUP HLDGS REGD V/R 1.67300000                                                                 | CUSIP: 80281LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     3939000 | PA      | $3826160.92     | 0.01%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNAT 6.25% 03/15/30                | EDISON INTERNATIONAL REGD 6.25000000                                                                         | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3250111.07     | 0.01%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20250917 000011343 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $39901.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#CB5405 4.5% 10/01/52                   | FANNIE MAE POOL UMBS P#CB5405 4.50000000                                                                     | CUSIP: 3140QRAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      902190 | PA      | $864639.98      | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4599 3% 05/01/52                     | FANNIE MAE POOL UMBS P#MA4599 3.00000000                                                                     | CUSIP: 31418EDD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9252498 | PA      | $8020055.18     | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-NPL3 A V/R 01/25/24                 | VOLT XCIV LLC SER 2021-NPL3 CL A1 V/R REGD 144A P/P 6.23950000                                               | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      522003 | PA      | $521784.35      | 0.00%             | 2051-02-27      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING 6.5% 10/06/33                | GLENCORE FUNDING LLC REGD 144A P/P 6.50000000                                                                | CUSIP: 378272BQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    49030000 | PA      | $53168642.89    | 0.13%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 04/25/36                | AMERICAN EXPRESS CO REGD V/R 5.66700000                                                                      | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1263345.37     | 0.00%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IFS 2.869500 15-APR-2028 USC  /FLOAT/                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-188789.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TPMT 2019-4 M1 V/R 11/25/33                   | TOWD POINT MORTGAGE TRUST 2019-4 SER 2019-4 CL M1 V/R REGD 144A P/P 3.50000000                               | CUSIP: 89178BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1155000 | PA      | $1012732.30     | 0.00%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 6.5% 09/01/30                       | ONEOK INC REGD 144A P/P 6.50000000                                                                           | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     4475000 | PA      | $4780869.61     | 0.01%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4185 4.5% 09/01/46                   | FANNIE MAE POOL UMBS P#BM4185 4.50000000                                                                     | CUSIP: 3140J8UK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      915758 | PA      | $898986.32      | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PLMRS 2024-2A B V/R 07/20/37                  | PALMER SQUARE CLO 2024-2 LTD SER 2024-2A CL B V/R REGD 144A P/P 5.91947000                                   | CUSIP: 69703LAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2630000 | PA      | $2636614.45     | 0.01%             | 2037-07-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| DRVPNK 2025-1A 5.63% 02/10/29                 | AUTONATION FINANCE TRUST 2025-1 SER 2025-1A CL D REGD 144A P/P 5.63000000                                    | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1800000 | PA      | $1824807.24     | 0.00%             | 2032-09-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MSAC 2007-HE1 A2 V/R 11/25/36                 | MORGAN STANLEY ABS CAPITAL I INC TRUST 2007-HE1 SER 2007-HE1 CL A2D V/R REGD 4.89368000                      | CUSIP: 617526AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1839243 | PA      | $1035630.28     | 0.00%             | 2036-11-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2306 5% 02/01/53                     | FREDDIE MAC POOL UMBS P#SD2306 5.00000000                                                                    | CUSIP: 3132DPR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      566967 | PA      | $561816.70      | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERN 4.75% 04/01/48                | AMERICAN INTERNATIONAL REGD 4.75000000                                                                       | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      502000 | PA      | $445469.22      | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RAD 2023-21A CR V/R 01/25/37                  | RAD CLO 21 LTD SER 2023-21A CL CR V/R REGD 144A P/P 6.08177000                                               | CUSIP: 750099AQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1989850.00     | 0.00%             | 2037-01-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| CMLTI 2020-EXP2  V/R 08/25/50                 | CITIGROUP MORTGAGE LOAN TRUST INC SER 2020-EXP2 CL A4 V/R REGD 144A P/P 2.50000000                           | CUSIP: 17328PAX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      840433 | PA      | $719579.77      | 0.00%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 3.3% 07/01/30                | CROWN CASTLE INC REGD 3.30000000                                                                             | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1872127.82     | 0.00%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN  6.15% 02/01/36                | TEVA PHARM FIN CO LLC REGD 6.15000000                                                                        | CUSIP: 88163VAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2705000 | PA      | $2781024.03     | 0.01%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BX 2022-LBA6 A V/R 01/15/27                   | BX TRUST 2022-LBA6 SER 2022-LBA6 CL A V/R REGD 144A P/P 5.31176000                                           | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      805000 | PA      | $804496.88      | 0.00%             | 2039-01-15      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| WOM CHILE HOLDCO S 5% 04/01/32                | WOM CHILE HOLDCO SPA REGD P/P CONVERTIBLE 5.00000000                                                         | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      759134 | PA      | $750135.51      | 0.00%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RCO 2025-2 A1 V/R 04/25/28                    | RCO IX MORTGAGE LLC 2025-2 SER 2025-2 CL A1 V/R REGD 144A P/P 6.51310000                                     | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17369440 | PA      | $17444172.01    | 0.04%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| SYMP 2024-44A B V/R 07/14/37                  | SYMPHONY CLO 44 LTD SER 2024-44A CL B V/R REGD 144A P/P 6.04171000                                           | CUSIP: 871972AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3500000 | PA      | $3510948.00     | 0.01%             | 2037-07-14      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| SMB 2018-B A2A 3.6% 08/15/27                  | SMB PRIVATE EDUCATION LOAN TRUST 2018-B SER 2018-B CL A2A REGD 144A P/P 3.60000000                           | CUSIP: 78449LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      919327 | PA      | $906127.30      | 0.00%             | 2037-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2039 4% 07/01/48                     | FANNIE MAE POOL UMBS P#CA2039 4.00000000                                                                     | CUSIP: 3140Q9HR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2147244 | PA      | $2031968.14     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN 4.5% 10/22/25                | OFFICE CHERIFIEN DES PHO REGD 4.50000000                                                                     | CUSIP: V6811PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |      259000 | PA      | $257848.49      | 0.00%             | 2025-10-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CYRUS 2025-1A  5.91% 02/20/30                 | CYRUSONE DATA CENTERS ISSUER I LLC SER 2025-1A CL A2 REGD 144A P/P 5.91000000                                | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17495000 | PA      | $17832233.62    | 0.04%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SINO OCEAN LAND 4.75% 01/14/30                | SINO OCEAN LAND IV REGD 4.75000000                                                                           | CUSIP: Y800KLAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     3305000 | PA      | $264446.27      | 0.00%             | 2030-01-14      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| DISH NETWORK C 11.75% 11/15/27                | DISH NETWORK CORP REGD 144A P/P 11.75000000                                                                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1133908.60     | 0.00%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| VISIO 2022-1 B1 V/R 07/25/26                  | VISIO 2022-1 TRUST SER 2022-1 CL B1 V/R REGD 144A P/P 6.26599000                                             | CUSIP: 92838CAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      412000 | PA      | $380691.79      | 0.00%             | 2057-08-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RER6MP02.25 09/17/55 GOLDUS33XXX FLOAT                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $20263801.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVSL 2021-EA  2.03% 12/15/28                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E SER 2021-EA CL B REGD 144A P/P 2.03000000                   | CUSIP: 63942EAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1680000 | PA      | $1192772.11     | 0.00%             | 2069-12-16      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH2 A2 V/R 09/25/35                 | SEQUOIA MORTGAGE TRUST 2018-CH2 SER 2018-CH2 CL A21 V/R REGD 144A P/P 4.00000000                             | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       98366 | PA      | $92092.21       | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RE 5.5% 04/15/35                | HOST HOTELS & RESORTS LP REGD 5.50000000                                                                     | CUSIP: 44107TBC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    33880000 | PA      | $33533977.46    | 0.08%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN S 4.5% 01/31/50                | UNITED MEXICAN STATES REGD 4.50000000                                                                        | CUSIP: 91087BAG5<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     9566000 | PA      | $6945394.30     | 0.02%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HLSY 2022-6A A1R V/R 01/20/38                 | HALSEYPOINT CLO 6 LTD SER 2022-6A CL A1R V/R REGD 144A P/P 5.61947000                                        | CUSIP: 40639GAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500373.50      | 0.00%             | 2038-01-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA4922 6.5% 10/01/53                   | FANNIE MAE POOL UMBS P#DA4922 6.50000000                                                                     | CUSIP: 3140A5PG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      251269 | PA      | $261285.52      | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GCBSL 2020-48A A V/R 04/17/38                 | GOLUB CAPITAL PARTNERS 48 LP SER 2020-48A CL A1R V/R REGD 144A P/P 5.59100000                                | CUSIP: 38177DAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000788.00     | 0.00%             | 2038-04-17      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| FHR 5516 FC V/R 03/25/55                      | FREDDIE MAC REMICS SER 5516 CL FC V/R 5.70517000                                                             | CUSIP: 3137HKBM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    52453891 | PA      | $52584816.38    | 0.13%             | 2055-03-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| BX 2021-LBA AJV V/R 02/15/23                  | BX TRUST 2021-LBA SER 2021-LBA CL AJV V/R REGD 144A P/P 5.22648000                                           | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2281398 | PA      | $2279972.13     | 0.01%             | 2036-02-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| BX 2023-XL3 A V/R 01/15/26                    | BX COMMERCIAL MORTGAGE TRUST 2023-XL3 SER 2023-XL3 CL A V/R REGD 144A P/P 6.07318000                         | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2002677 | PA      | $2008292.75     | 0.00%             | 2040-12-09      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| TTN 2021-MHC F V/R 03/15/26                   | TTAN 2021-MHC SER 2021-MHC CL F V/R REGD 144A P/P 7.32648000                                                 | CUSIP: 87303TAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1384280 | PA      | $1385577.85     | 0.00%             | 2038-03-15      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20251002 000000902 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5821343.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/25/34                | BANK OF AMERICA CORP REGD V/R 5.28800000                                                                     | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2371578.47     | 0.01%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF1 A V/R 01/25/28                 | PRPM 2024-RCF1 LLC SER 2024-RCF1 CL A1 V/R REGD 144A P/P 4.00000000                                          | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1343046 | PA      | $1316734.59     | 0.00%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| TYSN 2023-CRNR A V/R 12/10/28                 | TYSN 2023-CRNR MORTGAGE TRUST SER 2023-CRNR CL A V/R REGD 144A P/P 6.57974500                                | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      770000 | PA      | $815634.28      | 0.00%             | 2033-12-10      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| REG23 2021-4A A1 V/R 01/20/35                 | REGATTA XXIII FUNDING LTD SER 2021-4A CL A1 V/R REGD 144A P/P 5.68108000                                     | CUSIP: 75889FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      360000 | PA      | $360727.92      | 0.00%             | 2035-01-20      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSIO 2.75% 08/15/51                | AEP TRANSMISSION CO LLC REGD SER N 2.75000000                                                                | CUSIP: 00115AAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      735000 | PA      | $449629.87      | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.419% 04/15/33                  | BROADCOM INC REGD 144A P/P 3.41900000                                                                        | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    14461000 | PA      | $13115095.79    | 0.03%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC 5.6% 04/15/35                     | PAYCHEX INC REGD 5.60000000                                                                                  | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     6075000 | PA      | $6279495.19     | 0.02%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FMBT 2024-FBLU G V/R 12/15/26                 | FONTAINEBLEAU MIAMI BEACH MORTGAGE TRUST SER 2024-FBLU CL G V/R REGD 144A P/P 9.96176000                     | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      831000 | PA      | $830097.78      | 0.00%             | 2039-12-15      | Variable      | 9.96%                 | No            |                  2 | On Loan: No      |
| HERTZ 2023-1A  9.13% 06/25/26                 | HERTZ VEHICLE FINANCING III LLC SER 2023-1A CL 1D REGD 144A P/P 9.13000000                                   | CUSIP: 42806MCJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2585000 | PA      | $2614353.19     | 0.01%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 A 4.751% 10/22/25                 | DELL EQUIPMENT FINANCE TRUST 2024-2 SER 2024-2 CL A1 REGD 144A P/P 4.75100000                                | CUSIP: 24704EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1277166 | PA      | $1277400.13     | 0.00%             | 2025-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/21/34                   | MORGAN STANLEY REGD V/R MTN 5.42400000                                                                       | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5875000 | PA      | $6018364.75     | 0.01%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.75% 02/15/42                        | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.75000000                                                    | CUSIP: 912810QV3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      709845 | PA      | $551059.70      | 0.00%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC  1.75% 07/02/49/EUR/                | MEDTRONIC GLOBAL HLDINGS /EUR/ REGD 1.75000000                                                               | CUSIP: 58507LAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     7258000 | PA      | $5445608.66     | 0.01%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ESA 2021-ESH F V/R 07/15/26                   | EXTENDED STAY AMERICA TRUST 2021-ESH SER 2021-ESH CL F V/R REGD 144A P/P 8.12648000                          | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      601267 | PA      | $601267.15      | 0.00%             | 2038-07-15      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING 2.5% 09/01/30                | GLENCORE FUNDING LLC REGD 144A P/P 2.50000000                                                                | CUSIP: 378272AY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7163000 | PA      | $6454124.38     | 0.02%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CA 4.95% 03/23/27                | GAZPROM (GAZ CAPITAL SA) REGD REG S 4.95000000                                                               | CUSIP: L4191BCA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    20900000 | PA      | $16929000.00    | 0.04%             | 2027-03-23      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLO 1.75% 06/15/30                | DUKE ENERGY FLORIDA LLC REGD 1.75000000                                                                      | CUSIP: 26444HAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      449000 | PA      | $396043.93      | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 2.25% 11/15/31                | T-MOBILE USA INC REGD 2.25000000                                                                             | CUSIP: 87264ABX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2149000 | PA      | $1863359.95     | 0.00%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 4.25% 12/15/41                | DUKE ENERGY CAROLINAS REGD 4.25000000                                                                        | CUSIP: 26442CAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1411104.29     | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINA 2.875% 10/28/31                | SYNCHRONY FINANCIAL REGD 2.87500000                                                                          | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    11753000 | PA      | $10197374.92    | 0.03%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 06/20/2026 JPM LONG                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $599.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PKBLU 2022-2A A1 V/R 07/20/37                 | PARK BLUE CLO 2022-II LTD SER 2022-2A CL A1R V/R REGD 144A P/P 5.68947000                                    | CUSIP: 70018CAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      540000 | PA      | $541152.90      | 0.00%             | 2037-07-20      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67707 3.5% 01/01/48                  | FREDDIE MAC GOLD POOL P#G67707 3.50000000                                                                    | CUSIP: 3132XCR49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8850739 | PA      | $8135365.86     | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VEN 8.25% 10/13/24/               | REPUBLIC OF VENEZUELA REGD/ 8.25000000                                                                       | CUSIP: P97475AP5<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |     7294000 | PA      | $1164605.77     | 0.00%             | 2025-10-13      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-K94 B V/R 07/25/29                 | FREMF 2019-K94 MORTGAGE TRUST SER 2019-K94 CL B V/R REGD 144A P/P 3.96346400                                 | CUSIP: 30310XAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2800000 | PA      | $2682232.84     | 0.01%             | 2052-07-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG 6.2% 03/22/26                | TIMES CHINA HLDG LTD REGD 0.00000000                                                                         | CUSIP: G8879TAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |     1950000 | PA      | $66300.00       | 0.00%             | 2026-03-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7541 2% 05/01/51                     | FREDDIE MAC POOL UMBS P#SD7541 2.00000000                                                                    | CUSIP: 3132DVLW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1823995 | PA      | $1468673.16     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLB D/N 11/07/25                             | FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000                                                             | CUSIP: 313385NY8<br>LEI: N/A                  | Long             | STIV             | USGA              | US        |   100000000 | PA      | $98526667.00    | 0.24%             | 2025-11-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/22/32                | BANK OF AMERICA CORP REGD V/R 2.68700000                                                                     | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6988000 | PA      | $6271204.71     | 0.02%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| KONDOR FI 7.125% 07/19/26/EUR/                | KONDOR FINANCE PLC (NAK) /EUR/ REGD REG S 7.12500000                                                         | CUSIP: G5308HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      974249 | PA      | $991254.10      | 0.00%             | 2026-07-19      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| PFIZER INVESTME 4.75% 05/19/33                | PFIZER INVESTMENT ENTER REGD 4.75000000                                                                      | CUSIP: 716973AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     3490000 | PA      | $3479507.80     | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ODART 2025-1A D 6.1% 09/15/31                 | ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2025-1 SER 2025-1A CL D REGD 144A P/P 6.10000000                       | CUSIP: 682684AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      554000 | PA      | $562408.72      | 0.00%             | 2037-07-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPA 2.6% 04/01/30                | OHIO POWER COMPANY REGD SER P 2.60000000                                                                     | CUSIP: 677415CS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      112000 | PA      | $103093.79      | 0.00%             | 2030-04-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/ 5.25% 08/15/27                | ARDAGH PKG FIN/HLDGS USA REGD 144A P/P 5.25000000                                                            | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      445000 | PA      | $198438.85      | 0.00%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 06/11/35                    | CITIGROUP INC REGD V/R 5.44900000                                                                            | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3441000 | PA      | $3514742.69     | 0.01%             | 2035-06-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| GCAT 2019-RPL1 A V/R 10/25/68                 | GCAT 2019-RPL1 TRUST SER 2019-RPL1 CL A1 V/R REGD 144A P/P 2.65000000                                        | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1010137 | PA      | $978980.40      | 0.00%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| AOMT 2024-10 A1 V/R 10/25/28                  | ANGEL OAK MORTGAGE TRUST 2024-10 SER 2024-10 CL A1 V/R REGD 144A P/P 5.34800000                              | CUSIP: 034933AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      743428 | PA      | $741783.75      | 0.00%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.6% 04/01/34                         | HCA INC REGD 5.60000000                                                                                      | CUSIP: 404119CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13700000 | PA      | $14017118.56    | 0.03%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-3 B1 V/R 06/25/66                  | VERUS SECURITIZATION TRUST 2021-3 SER 2021-3 CL B1 V/R REGD 144A P/P 3.20300000                              | CUSIP: 92539LAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      612000 | PA      | $435800.06      | 0.00%             | 2066-06-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| CWL 2007-SEA2 2A V/R 06/25/47                 | CWABS ASSET BACKED NOTES TRUST 2007-SEA2 SER 2007-SEA2 CL 2A1 V/R REGD 144A P/P 5.93368000                   | CUSIP: 12671CAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1941708 | PA      | $1549403.40     | 0.00%             | 2047-06-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| SCG 2025-DLFN E V/R 03/15/27                  | SCG COMMERCIAL MORTGAGE TRUST 2025-DLFN SER 2025-DLFN CL E V/R REGD 144A P/P 7.26176000                      | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1554000 | PA      | $1566950.26     | 0.00%             | 2035-03-15      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| SMB 2017-B A2A 2.82% 07/15/26                 | SMB PRIVATE EDUCATION LOAN TRUST 2017-B SER 2017-B CL A2A REGD 144A P/P 2.82000000                           | CUSIP: 83189DAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      247376 | PA      | $244564.68      | 0.00%             | 2035-10-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-7 A15 V/R 09/01/42                 | JP MORGAN MORTGAGE TRUST 2020-7 SER 2020-7 CL A15 V/R REGD 144A P/P 3.00000000                               | CUSIP: 46591XBT1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2541758 | PA      | $2198218.38     | 0.01%             | 2051-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP 5.4% 05/15/35                  | STARBUCKS CORP REGD 5.40000000                                                                               | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     3060000 | PA      | $3117926.93     | 0.01%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BX 2024-VLT4 E V/R 07/15/29                   | BX TRUST 2024-VLT4 SER 2024-VLT4 CL E V/R REGD 144A P/P 7.20116400                                           | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1090000 | PA      | $1083868.75     | 0.00%             | 2029-07-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| GNMA II P#784472 3.5% 02/20/48                | GINNIE MAE II POOL P#784472 3.50000000                                                                       | CUSIP: 3622A26H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3204619 | PA      | $2955283.40     | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1991 5% 12/01/52                     | FREDDIE MAC POOL UMBS P#SD1991 5.00000000                                                                    | CUSIP: 3132DPF86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2966183 | PA      | $2939239.63     | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3333 4% 04/01/48                     | FANNIE MAE POOL UMBS P#MA3333 4.00000000                                                                     | CUSIP: 31418CV35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      156921 | PA      | $148530.22      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSRM 2023-NQM1 B V/R 10/25/27                 | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN  SER 2023-NQM1 CL B1 V/R REGD 144A P/P 7.40985300                   | CUSIP: 61775VAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      478000 | PA      | $475849.67      | 0.00%             | 2068-09-25      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANC 8.875% 02/01/30                | DIRECTV FINANCING LLC REGD 144A P/P 8.87500000                                                               | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1585000 | PA      | $1554234.82     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FKH 2020-SFR1 2.241% 09/17/25                 | FIRSTKEY HOMES 2020-SFR1 TRUST SER 2020-SFR1 CL D REGD 144A P/P 2.24100000                                   | CUSIP: 33767MAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1590000 | PA      | $1578200.93     | 0.00%             | 2037-08-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO 5.2% 06/01/41                | ALABAMA POWER CO REGD SER 11-C 5.20000000                                                                    | CUSIP: 010392FF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       99000 | PA      | $93555.25       | 0.00%             | 2041-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GR 6.2% 04/14/34                | JEFFERIES FIN GROUP INC REGD 6.20000000                                                                      | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    14090000 | PA      | $14738390.38    | 0.04%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SPCLO 2024-4A A1 V/R 04/15/37                 | SILVER POINT CLO 4 LTD SER 2024-4A CL A1 V/R REGD 144A P/P 5.88610000                                        | CUSIP: 82809EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      320000 | PA      | $320857.92      | 0.00%             | 2037-04-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250702 000016440 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1102112.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERUS 2022-7 M1 V/R 07/25/67                  | VERUS SECURITIZATION TRUST 2022-7 SER 2022-7 CL M1 V/R REGD 144A P/P 5.33374600                              | CUSIP: 92539NAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      640000 | PA      | $624566.08      | 0.00%             | 2067-07-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5105 4.5% 08/01/53                   | FANNIE MAE POOL UMBS P#MA5105 4.50000000                                                                     | CUSIP: 31418EU73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    79414914 | PA      | $76065278.21    | 0.19%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMSR 2022-SFR3 B 4% 10/17/27                  | AMSR 2022-SFR3 TRUST SER 2022-SFR3 CL B REGD 144A P/P 4.00000000                                             | CUSIP: 66981YAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20305000 | PA      | $19891050.09    | 0.05%             | 2039-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AQFIT 2025-1 D 6.77% 12/19/50                 | AQFIT 2025-1 D 144A 6.77000000                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     6200000 | PA      | $6200000.00     | 0.02%             | 2050-12-19      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/ 9% 06/15/30                | ICAHN ENTERPRISES/FIN REGD 9.00000000                                                                        | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5077000 | PA      | $4747484.83     | 0.01%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GARTNER INC 4.5% 07/01/28                     | GARTNER INC REGD 144A P/P 4.50000000                                                                         | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    14904000 | PA      | $14748630.27    | 0.04%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/25/33                | JPMORGAN CHASE & CO REGD V/R 2.96300000                                                                      | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4991000 | PA      | $4486065.07     | 0.01%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9538 2% 11/01/51                     | FANNIE MAE POOL UMBS P#FM9538 2.00000000                                                                     | CUSIP: 3140XDS49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2525117 | PA      | $2035574.58     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BJ8592 4% 04/01/48                     | FANNIE MAE POOL UMBS P#BJ8592 4.00000000                                                                     | CUSIP: 3140HARN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       55831 | PA      | $52828.57       | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSOFRR03.25 12/20/53 GOLDUS33XXX FLOAT                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $15789211.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#CB2966 2% 03/01/37                     | FANNIE MAE POOL UMBS P#CB2966 2.00000000                                                                     | CUSIP: 3140QNJL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      591020 | PA      | $544351.44      | 0.00%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3385 4% 06/01/45                     | FANNIE MAE POOL UMBS P#BM3385 4.00000000                                                                     | CUSIP: 3140J7XP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1694797 | PA      | $1586652.60     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R09.02PMXIB 12/17/29 GOLDUS33XXX FIXED                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $204988.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVHE 2007-NS1 M1 V/R 01/25/37                 | SOUNDVIEW HOME LOAN TRUST 2007-NS1 SER 2007-NS1 CL M1 V/R REGD 4.95868000                                    | CUSIP: 83612QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      268845 | PA      | $256849.53      | 0.00%             | 2037-01-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| EATON 2014-1RA A V/R 07/15/30                 | EATON VANCE CLO 2014-1R LTD SER 2014-1RA CL A2 V/R REGD 144A P/P 6.00771000                                  | CUSIP: 27830TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000107.00     | 0.00%             | 2030-07-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON U 5.125% 10/01/28                | GRAND CANYON UNIVERSITY REGD 5.12500000                                                                      | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1890000 | PA      | $1833042.47     | 0.00%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SDART 2023-2 B 5.24% 04/15/26                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2 SER 2023-2 CL B REGD 5.24000000                                | CUSIP: 80287JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21104031 | PA      | $21142568.96    | 0.05%             | 2028-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.06PJI3M 01/08/31 GOLDUS33XXX FIXED                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |           1 | NC      | $183438.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LADAR 2023-3A  6.43% 12/15/26                 | LAD AUTO RECEIVABLES TRUST 2023-3 SER 2023-3A CL C REGD 144A P/P 6.43000000                                  | CUSIP: 50168BAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3640000 | PA      | $3731877.24     | 0.01%             | 2028-12-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| CIFC 2021-7A A1 V/R 01/23/35                  | CIFC FUNDING 2021-VII LTD SER 2021-7A CL A1 V/R REGD 144A P/P 5.67095000                                     | CUSIP: 12567HAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11700000 | PA      | $11719866.60    | 0.03%             | 2035-01-23      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3.6% 11/15/60                | T-MOBILE USA INC REGD 3.60000000                                                                             | CUSIP: 87264ABY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1187000 | PA      | $791483.67      | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4698 3% 08/01/52                     | FANNIE MAE POOL UMBS P#MA4698 3.00000000                                                                     | CUSIP: 31418EGG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14007633 | PA      | $12138975.57    | 0.03%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MANA 2007-A3 A1 V/R 04/25/37                  | MERRILL LYNCH ALTERNATIVE NOTE ASSET TRUST SERIES 2 SER 2007-A3 CL A1 V/R REGD 4.85368000                    | CUSIP: 59024HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    26582798 | PA      | $4457137.82     | 0.01%             | 2037-04-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD5324 4% 02/01/53                     | FREDDIE MAC POOL UMBS P#SD5324 4.00000000                                                                    | CUSIP: 3132DS4H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11951713 | PA      | $11118942.37    | 0.03%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDIN 2.85% 04/27/31                | GLENCORE FUNDING LLC REGD 144A P/P 2.85000000                                                                | CUSIP: 378272BE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11709000 | PA      | $10556725.28    | 0.03%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| RAD 2021-10A C V/R 04/23/34                   | RAD CLO 10 LTD SER 2021-10A CL C V/R REGD 144A P/P 6.29095000                                                | CUSIP: 48662LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500291.50      | 0.00%             | 2034-04-23      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| THERMO FISH 0.5% 03/01/28/EUR/                | THERMO FISHER SCIENTIFIC /EUR/ REGD 0.50000000                                                               | CUSIP: 883556CB6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     6905000 | PA      | $7728196.11     | 0.02%             | 2028-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN 5.125% 05/07/29                | MONG DUONG FIN HLDGS BV REGD 5.12500000                                                                      | CUSIP: N6000DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | VN        |     3244353 | PA      | $3168006.86     | 0.01%             | 2029-05-07      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ALEN 2021-ACEN A V/R 04/15/26                 | ALEN 2021-ACEN MORTGAGE TRUST SER 2021-ACEN CL A V/R REGD 144A P/P 5.57648000                                | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11160000 | PA      | $10685700.00    | 0.03%             | 2034-04-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PKBLU 2025-7A A1 V/R 04/25/38                 | PARK BLUE CLO 2025-VII LTD SER 2025-7A CL A1 V/R REGD 144A P/P 5.46613000                                    | CUSIP: 70019HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $999650.00      | 0.00%             | 2038-04-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| WBOX 2021-3A A1R V/R 10/15/35                 | WHITEBOX CLO III LTD SER 2021-3A CL A1R V/R REGD 144A P/P 5.52610000                                         | CUSIP: 96467HAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      330000 | PA      | $330809.49      | 0.00%             | 2035-10-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH G 5.625% 07/15/54                | UNITEDHEALTH GROUP INC REGD 5.62500000                                                                       | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    11505000 | PA      | $11160094.71    | 0.03%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 2.375% 07/15/31                | AMERICAN HOMES 4 RENT REGD 2.37500000                                                                        | CUSIP: 02666TAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1471599.14     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPO 5.25% 05/15/29                | ATLASSIAN CORPORATION REGD 5.25000000                                                                        | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | AU        |    12080000 | PA      | $12403648.69    | 0.03%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROCKT 2021-2A A1 V/R 07/20/34                 | ROCKFORD TOWER CLO 2021-2 LTD SER 2021-2A CL A1 V/R REGD 144A P/P 5.69108000                                 | CUSIP: 77341LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      790000 | PA      | $791188.16      | 0.00%             | 2034-07-20      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 05/15/55                   | UNITED STATES TREASURY BOND 4.75000000                                                                       | CUSIP: 912810UK2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   669605000 | PA      | $665838471.88   | 1.63%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDI 9.75% 10/01/31                | HAH GROUP HOLDING CO LLC REGD 144A P/P 9.75000000                                                            | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |     1153000 | PA      | $1143099.42     | 0.00%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250711 000000908 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $128246.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HARVT 21A 1.04% 07/15/31 /EUR/                | HARVEST CLO XXI DAC SER 21A CL A2R REGD 144A P/P /EUR/ 1.04000000                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     3049232 | PA      | $3521974.15     | 0.01%             | 2031-07-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4837 3.5% 11/20/47                | GINNIE MAE II POOL P#MA4837 3.50000000                                                                       | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4805276 | PA      | $4438630.50     | 0.01%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018- 3.7% 03/01/30                | UNITED AIR 2018-1 A PTT REGD SER A 3.70000000                                                                | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      435385 | PA      | $405925.26      | 0.00%             | 2030-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CSMCM 2022-RPL1  V/R 04/25/61                 | CSMCM 2022-RPL1 TRUST SER 2022-RPL1 CL CERT V/R REGD 144A P/P 4.23104000                                     | CUSIP: 12662JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1036539 | PA      | $857459.41      | 0.00%             | 2061-04-25      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.15% 05/01/30                      | BOEING CO REGD 5.15000000                                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    22725000 | PA      | $23136311.60    | 0.06%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EART 2023-2A B 5.61% 09/15/27                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-2 SER 2023-2A CL B REGD 5.61000000                                  | CUSIP: 30168CAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2822652 | PA      | $2824492.23     | 0.01%             | 2027-09-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 01/23/35                | WELLS FARGO & COMPANY REGD V/R 5.49900000                                                                    | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2565000 | PA      | $2630453.23     | 0.01%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RE 2.875% 04/01/32                | CONTINENTAL RESOURCES REGD 144A P/P 2.87500000                                                               | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    40207000 | PA      | $33801315.25    | 0.08%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.05PJI3M 01/07/31 GOLDUS33XXX FIXED                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |           1 | NC      | $59719.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#SD8332 6% 06/01/53                     | FREDDIE MAC POOL UMBS P#SD8332 6.00000000                                                                    | CUSIP: 3132DWHH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      281583 | PA      | $286677.10      | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-C A 4.56% 11/20/26                 | SBNA AUTO LEASE TRUST 2024-C SER 2024-C CL A3 REGD 144A P/P 4.56000000                                       | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    34000000 | PA      | $34067745.00    | 0.08%             | 2028-02-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8194 2.5% 02/01/52                   | FREDDIE MAC POOL UMBS P#SD8194 2.50000000                                                                    | CUSIP: 3132DWC76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    67677292 | PA      | $56272161.38    | 0.14%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.3% 03/15/45                | PACIFIC GAS & ELECTRIC REGD 4.30000000                                                                       | CUSIP: 694308HL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3980000 | PA      | $3004041.75     | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BJETS 2024-1A 6.197% 05/15/30                 | BUSINESS JET SECURITIES 2024-1 LLC SER 2024-1A CL A REGD 144A P/P 6.19700000                                 | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2583951 | PA      | $2639501.09     | 0.01%             | 2039-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| T/L TRITON WATER 0% 03/31/2028                | T/L TRITON WATER HOLDINGS      REGD 0.00000000                                                               | CUSIP: 89678QAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      314658 | PA      | $315645.64      | 0.00%             | 2028-03-31      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAE 5.875% 03/30/31                | ENERGEAN ISRAEL FINANCE REGD 5.87500000                                                                      | CUSIP: M4R2A7AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |     6495000 | PA      | $5975400.00     | 0.01%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8318 3% 11/01/46                     | FANNIE MAE POOL UMBS P#AS8318 3.00000000                                                                     | CUSIP: 3138WJG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      639315 | PA      | $566561.06      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-2 A1 V/R 05/25/30                   | PRPM 2025-2 LLC SER 2025-2 CL A1 V/R REGD 144A P/P 6.46900000                                                | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1901492 | PA      | $1899347.21     | 0.00%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| RALI 2007-QS2  6.25% 01/25/37                 | RALI SERIES 2007-QS2 TRUST SER 2007-QS2 CL A4 REGD 6.25000000                                                | CUSIP: 74923CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10592610 | PA      | $8834114.71     | 0.02%             | 2037-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/23/29                | JPMORGAN CHASE & CO REGD V/R 4.00500000                                                                      | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      419000 | PA      | $415313.90      | 0.00%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NSLT 2025-AA A1B V/R 03/15/57                 | NELNET STUDENT LOAN TRUST 2025-A SER 2025-AA CL A1B V/R REGD 144A P/P 5.40385000                             | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5572323 | PA      | $5532231.99     | 0.01%             | 2057-03-15      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-8 A1 V/R 11/25/66                  | VERUS SECURITIZATION TRUST 2021-8 SER 2021-8 CL A1 V/R REGD 144A P/P 1.82400000                              | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10002222 | PA      | $9133473.24     | 0.02%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV 6% 02/01/35                | BACARDI-MARTINI BV REGD 144A P/P 6.00000000                                                                  | CUSIP: 05634WAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     4500000 | PA      | $4645741.59     | 0.01%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4586 3.5% 07/20/47                | GINNIE MAE II POOL P#MA4586 3.50000000                                                                       | CUSIP: 36179TCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1557863 | PA      | $1439644.67     | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4961 3% 01/20/48                  | GINNIE MAE II POOL P#MA4961 3.00000000                                                                       | CUSIP: 36179TQN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1760816 | PA      | $1575905.36     | 0.00%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA 4.914% 05/29/30                   | CITIBANK NA REGD SER . 4.91400000                                                                            | CUSIP: 17325FBP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3280000 | PA      | $3342972.56     | 0.01%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SFO 2021-555 C V/R 05/15/28                   | SFO COMMERCIAL MORTGAGE TRUST 2021-555 SER 2021-555 CL C V/R REGD 144A P/P 6.22648000                        | CUSIP: 78432WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6550000 | PA      | $6452148.24     | 0.02%             | 2038-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 5.625% 05/15/52                | VICI PROPERTIES LP REGD 5.62500000                                                                           | CUSIP: 925650AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4944000 | PA      | $4563576.60     | 0.01%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC 7.75% 05/15/27                   | DILLARDS INC REGD 7.75000000                                                                                 | CUSIP: 254063AW0<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |       85000 | PA      | $88874.01       | 0.00%             | 2027-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| US TIPS 1.5% 02/15/53                         | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.50000000                                                    | CUSIP: 912810TP3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    23850099 | PA      | $18879551.38    | 0.05%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 4.25% 12/15/27                   | CENTENE CORP REGD SER WI 4.25000000                                                                          | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1947000 | PA      | $1917497.89     | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS L 5.375% 02/01/28                | CSC HOLDINGS LLC REGD 144A P/P 5.37500000                                                                    | CUSIP: 126307AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2440000 | PA      | $2233956.86     | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| T/L DK CROWN HOL 0% 02/25/32                  | T/L DK CROWN HOLDINGS INC REGD 0.00000000                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1497245 | PA      | $1491630.01     | 0.00%             | 2032-02-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| VCC 2025-MC1 A1 V/R 05/25/55                  | VCC 2025-MC1 TRUST SER 2025-MC1 CL A1 V/R REGD 144A P/P 8.16300000                                           | CUSIP: 91825JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1511000 | PA      | $1521026.54     | 0.00%             | 2055-05-25      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| HTL 2024-T53 A V/R 05/10/27                   | HTL COMMERCIAL MORTGAGE TRUST 2024-T53 SER 2024-T53 CL A V/R REGD 144A P/P 5.87564000                        | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      630000 | PA      | $636449.00      | 0.00%             | 2039-05-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDI 3% 03/08/31/EUR/                | AMERICAN MEDICAL SYST EU /EUR/ REGD 3.00000000                                                               | CUSIP: N03206AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    11990000 | PA      | $14100818.53    | 0.03%             | 2031-03-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOT V/R 09/08/28                | BANK OF NOVA SCOTIA REGD V/R 5.39890700                                                                      | CUSIP: 06418GAM9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     7700000 | PA      | $7731879.62     | 0.02%             | 2028-09-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6872 6% 08/01/53                     | FANNIE MAE POOL UMBS P#CB6872 6.00000000                                                                     | CUSIP: 3140QST68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8689191 | PA      | $8863011.71     | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08726 3% 10/01/46                    | FREDDIE MAC GOLD POOL P#G08726 3.00000000                                                                    | CUSIP: 3128MJYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2163764 | PA      | $1922668.02     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX 2025-LIFE A V/R 06/13/35                   | BX TRUST 2025-LIFE SER 2025-LIFE CL A V/R REGD 144A P/P 5.88360000                                           | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3825000 | PA      | $3896196.64     | 0.01%             | 2047-06-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| DIN 2025-1A A2 6.72% 06/05/30                 | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC SER 2025-1A CL A2 REGD 144A P/P 6.72000000                         | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    27430000 | PA      | $27325009.75    | 0.07%             | 2055-06-07      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.50PBW6M 06/18/35 GOLDUS33XXX FIXED                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |           1 | NC      | $741030.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#FM5771 4% 04/01/50                     | FANNIE MAE POOL UMBS P#FM5771 4.00000000                                                                     | CUSIP: 3140X9MV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      107812 | PA      | $100980.88      | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7554 2.5% 04/01/52                   | FREDDIE MAC POOL UMBS P#SD7554 2.50000000                                                                    | CUSIP: 3132DVMB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17672387 | PA      | $14883935.15    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4383 4% 04/20/47                  | GINNIE MAE II POOL P#MA4383 4.00000000                                                                       | CUSIP: 36179S2Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      824417 | PA      | $777377.88      | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CZK/USD FWD 20250722 000011343 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-224698.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LBA 2024-7IND A V/R 10/15/26                  | LBA TRUST 2024-7IND SER 2024-7IND CL A V/R REGD 144A P/P 5.75476000                                          | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1201125.00     | 0.00%             | 2041-10-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI T V/R 09/10/27                | SUMITOMO MITSUI TR BK LT REGD V/R 144A P/P MTN 5.37725300                                                    | CUSIP: 86563VBW8<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |     3100000 | PA      | $3128933.14     | 0.01%             | 2027-09-10      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2863 2.5% 02/01/52                   | FANNIE MAE POOL UMBS P#CB2863 2.50000000                                                                     | CUSIP: 3140QNFD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      765320 | PA      | $650613.01      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07957 4% 01/01/45                    | FREDDIE MAC GOLD POOL P#G07957 4.00000000                                                                    | CUSIP: 3128MAE62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      654921 | PA      | $626906.38      | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX 2024-VLT4 A V/R 07/15/29                   | BX TRUST 2024-VLT4 SER 2024-VLT4 CL A V/R REGD 144A P/P 5.80316500                                           | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10685000 | PA      | $10681660.94    | 0.03%             | 2029-07-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FI 4.5% 08/15/28                | FIDELITY NATL FINANCIAL REGD SER WI 4.50000000                                                               | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    15455000 | PA      | $15426169.78    | 0.04%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.75% 11/15/47                   | UNITED STATES TREASURY BOND 2.75000000                                                                       | CUSIP: 912810RZ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    14558900 | PA      | $10352742.80    | 0.03%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BDS 2022-FL12 A V/R 08/19/38                  | BDS 2022-FL12 LLC SER 2022-FL12 CL A V/R REGD 144A P/P 6.45408000                                            | CUSIP: 07336CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      487598 | PA      | $487930.95      | 0.00%             | 2038-08-19      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 09/16/25                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                                   | CUSIP: 912797QU4<br>LEI: N/A                  | Long             | STIV             | UST               | US        |     2548000 | PA      | $2524865.23     | 0.01%             | 2025-09-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | TRY/USD FWD 20250708 000000902 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $123833.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#CB2554 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#CB2554 2.50000000                                                                     | CUSIP: 3140QMZU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3768778 | PA      | $3163398.95     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250917 000003534 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3174164.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TCN 2021-SFR1 2.894% 07/17/26                 | TRICON RESIDENTIAL 2021-SFR1 TRUST SER 2021-SFR1 CL E2 REGD 144A P/P 2.89400000                              | CUSIP: 89614YAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4695000 | PA      | $4555972.13     | 0.01%             | 2038-07-17      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPIT 6.375% 07/15/30                | AVIATION CAPITAL GROUP REGD 144A P/P 6.37500000                                                              | CUSIP: 05366DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13350000 | PA      | $14154839.33    | 0.03%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANC 4.25% 12/15/25                | BAYER US FINANCE II LLC REGD 144A P/P 4.25000000                                                             | CUSIP: 07274NAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2035000 | PA      | $2029271.66     | 0.00%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 6.15% 08/12/32/PEN/                | REPUBLIC OF PERU /PEN/ REGD 144A P/P 6.15000000                                                              | CUSIP: 715638BY7<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |   140152000 | PA      | $40822177.29    | 0.10%             | 2032-08-12      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| CWL 2007-12 1A1 V/R 06/25/37                  | CWABS INC ASSET-BACKED CERTIFICATES SERIES 2007-12 SER 2007-12 CL 1A1 V/R REGD 5.17368000                    | CUSIP: 126697AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2359475 | PA      | $2304128.67     | 0.01%             | 2047-08-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| GT 1996-3 M1 V/R 05/15/27                     | CONSECO FINANCE CORP SER 1996-3 CL M1 V/R REGD 393505MG4 7.70000000                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |      941747 | PA      | $942441.65      | 0.00%             | 2027-05-15      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#QH6440 6.5% 12/01/53                   | FREDDIE MAC POOL UMBS P#QH6440 6.50000000                                                                    | CUSIP: 3133CKEM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      237564 | PA      | $246176.85      | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FKH 2020-SFR1 2.791% 09/17/25                 | FIRSTKEY HOMES 2020-SFR1 TRUST SER 2020-SFR1 CL E REGD 144A P/P 2.79100000                                   | CUSIP: 33767MAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      805000 | PA      | $799421.67      | 0.00%             | 2037-08-17      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| SRFC 2021-1A C 1.79% 11/20/37                 | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC SER 2021-1A CL C REGD 144A P/P 1.79000000                    | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      169923 | PA      | $166844.14      | 0.00%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0080 3% 09/01/49                     | FREDDIE MAC POOL UMBS P#SD0080 3.00000000                                                                    | CUSIP: 3132DMCR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      979923 | PA      | $874379.96      | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20250917 000006038 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1312381.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#SD7531 3% 12/01/50                     | FREDDIE MAC POOL UMBS P#SD7531 3.00000000                                                                    | CUSIP: 3132DVLL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6428326 | PA      | $5672342.50     | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3238 3.5% 01/01/48                   | FANNIE MAE POOL UMBS P#MA3238 3.50000000                                                                     | CUSIP: 31418CS47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3794269 | PA      | $3478112.25     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIFC 2015-1A BRR V/R 01/22/31                 | CIFC FUNDING 2015-I LTD SER 2015-1A CL BRR V/R REGD 144A P/P 5.98399000                                      | CUSIP: 12548MBG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500454.50      | 0.00%             | 2031-01-22      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 5.125% 11/15/31                | VICI PROPERTIES LP REGD 5.12500000                                                                           | CUSIP: 925650AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7550000 | PA      | $7559368.80     | 0.02%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PSTAT 2024-1A A2 V/R 10/15/32                 | PALMER SQUARE LOAN FUNDING 2024-1 LTD SER 2024-1A CL A2 V/R REGD 144A P/P 5.70610000                         | CUSIP: 69703NAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      670000 | PA      | $671002.99      | 0.00%             | 2032-10-15      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LL 3.402% 01/15/38                | CAMERON LNG LLC REGD 144A P/P 3.40200000                                                                     | CUSIP: 133434AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1886000 | PA      | $1606931.35     | 0.00%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IFS 2.832000 15-APR-2028 USC  /FLOAT/                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-97520.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC 1.375% 10/15/40/EUR/                | MEDTRONIC GLOBAL HLDINGS /EUR/ REGD 1.37500000                                                               | CUSIP: 58507LAV1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1500000 | PA      | $1252643.79     | 0.00%             | 2040-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LFT 2024-2A D 5.69% 12/20/29                  | LENDMARK FUNDING TRUST 2024-2 SER 2024-2A CL D REGD 144A P/P 5.69000000                                      | CUSIP: 52590AAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      483000 | PA      | $486891.82      | 0.00%             | 2034-02-21      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| OAKC 2014-10RA A V/R 04/20/38                 | OAK HILL CREDIT PARTNERS X-R LTD SER 2014-10RA CL AR2 V/R REGD 144A P/P 5.39947000                           | CUSIP: 67707CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1030000 | PA      | $1027476.50     | 0.00%             | 2038-04-20      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3384 4% 06/01/48                     | FANNIE MAE POOL UMBS P#MA3384 4.00000000                                                                     | CUSIP: 31418CXN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2847059 | PA      | $2694661.82     | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC 2.55% 03/23/31                   | ILLUMINA INC REGD 2.55000000                                                                                 | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    13240000 | PA      | $11641346.79    | 0.03%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VEN 7.65% 04/21/25/               | REPUBLIC OF VENEZUELA REGD/ 7.65000000                                                                       | CUSIP: P97497TZ7<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |      534000 | PA      | $84158.40       | 0.00%             | 2026-04-21      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| BVSTAT 2024-1A B V/R 07/20/32                 | VERDELITE STATIC CLO 2024-1 LTD SER 2024-1A CL B V/R REGD 144A P/P 5.91947000                                | CUSIP: 92338VAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250507.75      | 0.00%             | 2032-07-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| BX 2023-VLT3 A V/R 11/15/28                   | BX COMMERCIAL MORTGAGE TRUST 2023-VLT3 SER 2023-VLT3 CL A V/R REGD 144A P/P 6.25176000                       | CUSIP: 05611GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      590000 | PA      | $590000.00      | 0.00%             | 2028-11-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 2.3% 02/01/32                | CHARTER COMM OPT LLC/CAP REGD 2.30000000                                                                     | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8270000 | PA      | $6977751.80     | 0.02%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMSURG EQUITY                                 | AMSURG EQUITY 0.00000000                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       90873 | NS      | $4102606.98     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| STRE 2025-1A A 5.05% 09/15/45                 | STREAM INNOVATIONS 2025-1 ISSUER TRUST SER 2025-1A CL A REGD 144A P/P 5.05000000                             | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4851000 | PA      | $4885866.56     | 0.01%             | 2045-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GCAT 2023-NQM4 A V/R 05/25/67                 | GCAT 2023-NQM4 TRUST SER 2023-NQM4 CL A1 V/R REGD 144A P/P 4.25000000                                        | CUSIP: 36171FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2031037 | PA      | $1928106.84     | 0.00%             | 2067-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-K98 B V/R 08/25/29                 | FREMF 2019-K98 MORTGAGE TRUST SER 2019-K98 CL B V/R REGD 144A P/P 3.86220600                                 | CUSIP: 30312DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2895000 | PA      | $2749831.96     | 0.01%             | 2052-10-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| NLT 2023-1 A1 V/R 10/25/62                    | NLT 2023-1 TRUST SER 2023-1 CL A1 V/R REGD 144A P/P 3.20000000                                               | CUSIP: 62917MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7590552 | PA      | $6918029.98     | 0.02%             | 2062-10-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                           | TRS IBOXIG INDEX /LONG/                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           1 | NC      | $564728.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALABAMA POWER C 3.75% 03/01/45                | ALABAMA POWER CO REGD 3.75000000                                                                             | CUSIP: 010392FM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      708000 | PA      | $551871.17      | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CWALT 2007-OA2 2 V/R 03/25/47                 | ALTERNATIVE LOAN TRUST 2007-OA2 SER 2007-OA2 CL 2A1 V/R REGD 4.69368000                                      | CUSIP: 02149LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8449225 | PA      | $6690300.44     | 0.02%             | 2047-03-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW3384 3% 07/01/52                     | FANNIE MAE POOL UMBS P#BW3384 3.00000000                                                                     | CUSIP: 3140MUXN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1038191 | PA      | $899477.77      | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX 2024-PAT A V/R 03/15/26                    | BX TRUST 2024-PAT SER 2024-PAT CL A V/R REGD 144A P/P 6.40176000                                             | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1290000 | PA      | $1290000.00     | 0.00%             | 2041-03-15      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/23/35                | GOLDMAN SACHS GROUP INC REGD V/R 5.01600000                                                                  | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    19135000 | PA      | $18903544.95    | 0.05%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| RFMSI 2006-SA4 2 V/R 11/25/36                 | RFMSI SERIES 2006-SA4 TRUST SER 2006-SA4 CL 2A1 V/R REGD 5.53885600                                          | CUSIP: 74958CAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       70379 | PA      | $57810.89       | 0.00%             | 2036-11-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANC 6.875% 04/15/34                | SAMMONS FINANCIAL GROUP REGD 144A P/P 6.87500000                                                             | CUSIP: 79588TAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3961522.88     | 0.01%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EQT CORP 3.9% 10/01/27                        | EQT CORP REGD 3.90000000                                                                                     | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     8276000 | PA      | $8166296.49     | 0.02%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-8A  7.34% 02/20/29                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-8A CL C REGD 144A P/P 7.34000000                           | CUSIP: 05377RHP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2250000 | PA      | $2376858.83     | 0.01%             | 2030-02-20      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| BAHA 2024-MAR C V/R 12/10/29                  | BAHA TRUST 2024-MAR SER 2024-MAR CL C V/R REGD 144A P/P 7.76631600                                           | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      909000 | PA      | $948483.32      | 0.00%             | 2041-12-10      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| GNR 2019-90 HE 3% 07/20/49                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-90 CL HE 3.00000000                                        | CUSIP: 38381XHZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      139335 | PA      | $123998.11      | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUA 5.25% 08/10/29                | REPUBLIC OF GUATEMALA REGD REG S 5.25000000                                                                  | CUSIP: P5015VAP1<br>LEI: N/A                  | Long             | DBT              | USGA              | GT        |     1300000 | PA      | $1288625.00     | 0.00%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20250702 000016440 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $199070.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 4.3% 02/15/29                | CROWN CASTLE INC REGD 4.30000000                                                                             | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     2285000 | PA      | $2255219.34     | 0.01%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BWAY 2025-1535 A V/R 05/05/30                 | BWAY TRUST 2025-1535 SER 2025-1535 CL A V/R REGD 144A P/P 6.51931000                                         | CUSIP: 12430BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      358000 | PA      | $368433.66      | 0.00%             | 2042-05-05      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND 5.375% 12/15/31                | AERCAP IRELAND CAP/GLOBA REGD 5.37500000                                                                     | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     5980000 | PA      | $6111409.30     | 0.01%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0476 2% 02/01/52                     | FANNIE MAE POOL UMBS P#FS0476 2.00000000                                                                     | CUSIP: 3140XFQ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14767546 | PA      | $11882344.79    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WPT 2017-WWP  3.526% 11/10/27                 | WORLDWIDE PLAZA TRUST 2017-WWP SER 2017-WWP CL A REGD 144A P/P 3.52630000                                    | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1740000 | PA      | $1226699.83     | 0.00%             | 2036-11-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| CTADL 2024- V/R 04/27/28 /GBP/                | CITADEL 2024-1 PLC SER 2024-1 CL E V/R REGD REG S /GBP/ 0.00000000                                           | CUSIP: G214A0AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      198000 | PA      | $271792.30      | 0.00%             | 2060-04-28      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AOMT 2025-1 A1 V/R 07/25/29                   | ANGEL OAK MORTGAGE TRUST 2025-1 SER 2025-1 CL A1 V/R REGD 144A P/P 5.69100000                                | CUSIP: 034934AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3438937 | PA      | $3451458.09     | 0.01%             | 2070-01-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| ELM38 2025-1A A V/R 04/22/38                  | ELMWOOD CLO 38 LTD SER 2025-1A CL A V/R REGD 144A P/P 5.42636000                                             | CUSIP: 289908AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      830000 | PA      | $828174.00      | 0.00%             | 2038-04-22      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| MFIT 2025-AA A 4.98% 05/20/29                 | MARINER FINANCE ISSUANCE TRUST 2025-A SER 2025-AA CL A REGD 144A P/P 4.98000000                              | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8948000 | PA      | $9069411.83     | 0.02%             | 2038-05-20      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2275 5.5% 01/01/53                   | FREDDIE MAC POOL UMBS P#SD2275 5.50000000                                                                    | CUSIP: 3132DPQ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      438784 | PA      | $442568.53      | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4979 5.5% 04/01/53                   | FANNIE MAE POOL UMBS P#MA4979 5.50000000                                                                     | CUSIP: 31418EQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      854106 | PA      | $855476.40      | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BGCLO 2021-3A A1 V/R 01/19/38                 | BIRCH GROVE CLO 3 LTD SER 2021-3A CL A1R V/R REGD 144A P/P 5.52947000                                        | CUSIP: 09076VAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250321.50      | 0.00%             | 2038-01-19      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| CONTINUUM ENERGY 9.5% 02/24/27                | CONTINUUM ENERGY AURA REGD REG S 9.50000000                                                                  | CUSIP: Y1758JAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     3000000 | PA      | $3097532.79     | 0.01%             | 2027-02-24      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD1882 5% 11/01/52                     | FREDDIE MAC POOL UMBS P#SD1882 5.00000000                                                                    | CUSIP: 3132DPCT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1395463 | PA      | $1382786.72     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTF 2021-A  3.104% 05/15/29                 | WILLIS ENGINE STRUCTURED TRUST VI SER 2021-A CL A REGD 144A P/P 3.10400000                                   | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2069792 | PA      | $1923994.08     | 0.00%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MSRM 2024-INV4 A V/R 11/25/45                 | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN  SER 2024-INV4 CL A2 V/R REGD 144A P/P 5.50000000                   | CUSIP: 61776XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    25005785 | PA      | $24867703.50    | 0.06%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.875% 02/15/26                       | HCA INC REGD 5.87500000                                                                                      | CUSIP: 404119BS7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1085000 | PA      | $1086177.41     | 0.00%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VEN 9.25% 05/07/28/               | REPUBLIC OF VENEZUELA REGD REG S/ 9.25000000                                                                 | CUSIP: P17625AB3<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |      420000 | PA      | $72395.77       | 0.00%             | 2028-05-07      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| T/L STATION CASINO 0% 03/14/31                | T/L STATION CASINOS LLC REGD 0.00000000                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      627726 | PA      | $628485.61      | 0.00%             | 2031-03-14      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATUR DISC 07/11/25                  | CANADIAN NATUR DISC 07/11/25 0.00000000                                                                      | CUSIP: 13638WUB6<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     2400000 | PA      | $2396528.88     | 0.01%             | 2025-07-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-13T1 A 6% 05/25/36                 | ALTERNATIVE LOAN TRUST 2006-13T1 SER 2006-13T1 CL A3 REGD 6.00000000                                         | CUSIP: 12668BZD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      871821 | PA      | $390724.73      | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0469 2.5% 01/01/36                   | FREDDIE MAC POOL UMBS P#SB0469 2.50000000                                                                    | CUSIP: 3132CWQW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      783380 | PA      | $736792.13      | 0.00%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T/L NUMERICABLE U ZCP 08/15/28                | T/L NUMERICABLE U S  LLC 0.00000000                                                                          | CUSIP: F6628DAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4058586 | PA      | $3667378.76     | 0.01%             | 2028-08-15      | Variable      | 9.76%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-BA A 5.15% 11/25/54                 | CONSUMER LOAN FINANCE 2024-B ISSUER TRUST SER 2024-BA CL A1 REGD 144A P/P 5.15000000                         | CUSIP: 21050UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1972490 | PA      | $1973744.40     | 0.00%             | 2054-11-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T/L MAGNITE INC 0% 02/06/31                   | T/L MAGNITE INC REGD 0.00000000                                                                              | CUSIP: 55955NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1648449 | PA      | $1650509.45     | 0.00%             | 2031-02-06      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| EART 2024-3A A 5.65% 12/15/27                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3 SER 2024-3A CL A3 REGD 5.65000000                                 | CUSIP: 30165AAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3300000 | PA      | $3306829.68     | 0.01%             | 2027-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ASIMI 2025- V/R 05/16/32 /GBP/                | ASIMI FUNDING 2025-1 PLC SER 2025-1 CL D V/R REGD REG S /GBP/ 6.61621000                                     | CUSIP: G0R2LUAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      124195 | PA      | $170282.64      | 0.00%             | 2032-05-16      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/08/37                | BANK OF AMERICA CORP REGD V/R 3.84600000                                                                     | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    11670000 | PA      | $10679147.80    | 0.03%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| RAD 2021-15A A V/R 01/20/34                   | RAD CLO 15 LTD SER 2021-15A CL A V/R REGD 144A P/P 5.62108000                                                | CUSIP: 750103AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5901775 | PA      | $5900299.97     | 0.01%             | 2034-01-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H7 A1 V/R 11/25/69                 | CROSS 2024-H7 MORTGAGE TRUST SER 2024-H7 CL A1 V/R REGD 144A P/P 5.58500000                                  | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    28076061 | PA      | $28155423.81    | 0.07%             | 2069-11-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5443 5% 08/01/54                     | FANNIE MAE POOL UMBS P#MA5443 5.00000000                                                                     | CUSIP: 31418FBM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      137052 | PA      | $134365.55      | 0.00%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VCC 2024-5 M3 V/R 03/25/34                    | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-5 SER 2024-5 CL M3 V/R REGD 144A P/P 6.76000000                  | CUSIP: 92261AAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      447261 | PA      | $443983.46      | 0.00%             | 2054-10-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM1626 4% 11/01/48                     | FANNIE MAE POOL UMBS P#FM1626 4.00000000                                                                     | CUSIP: 3140X4YY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19191 | PA      | $18164.72       | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5106 5% 08/01/53                     | FANNIE MAE POOL UMBS P#MA5106 5.00000000                                                                     | CUSIP: 31418EU81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46620028 | PA      | $45806144.89    | 0.11%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HPA 2019-2 D 3.121% 10/19/27                  | HOME PARTNERS OF AMERICA 2019-2 TRUST SER 2019-2 CL D REGD 144A P/P 3.12100000                               | CUSIP: 43732TAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1181448 | PA      | $1125510.50     | 0.00%             | 2039-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MEDCO LAUREL TR 6.95% 11/12/28                | MEDCO LAUREL TREE REGD REG S 6.95000000                                                                      | CUSIP: Y59500AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     2793000 | PA      | $2769183.17     | 0.01%             | 2028-11-12      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| NFAS 2025-1 A 6.351% 05/15/28                 | NFAS3 LLC SER 2025-1 CL A REGD 144A P/P 6.35100000                                                           | CUSIP: 62909DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5520000 | PA      | $5562383.11     | 0.01%             | 2031-05-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BAHA 2024-MAR A V/R 12/10/29                  | BAHA TRUST 2024-MAR SER 2024-MAR CL A V/R REGD 144A P/P 6.17072600                                           | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13774000 | PA      | $14259354.44    | 0.03%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM1066 4% 02/01/47                     | FANNIE MAE POOL UMBS P#BM1066 4.00000000                                                                     | CUSIP: 3140J5FG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1204454 | PA      | $1142045.32     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T/L SUNBELT TRANS 0% 10/16/31                 | T/L SUNBELT TRANSFORMER        SUNBELT SOLOMON TLB 0.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1197000 | PA      | $1197000.00     | 0.00%             | 2031-10-16      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9107 4.5% 03/01/46                   | FANNIE MAE POOL UMBS P#AL9107 4.50000000                                                                     | CUSIP: 3138ERDM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      554089 | PA      | $543940.79      | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUN 5.875% 06/04/27                | CNO GLOBAL FUNDING REGD 144A P/P MTN 5.87500000                                                              | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     8600000 | PA      | $8832493.35     | 0.02%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE4965 5% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE4965 5.00000000                                                                    | CUSIP: 3133BEQS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      147779 | PA      | $146076.41      | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SAND 5.625% 06/15/28                | LAS VEGAS SANDS CORP REGD 5.62500000                                                                         | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    11835000 | PA      | $12072117.42    | 0.03%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5164 5% 10/01/53                     | FANNIE MAE POOL UMBS P#MA5164 5.00000000                                                                     | CUSIP: 31418EW22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      693912 | PA      | $682404.70      | 0.00%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CA 5.875% 11/15/40                | TIME WARNER CABLE LLC REGD 5.87500000                                                                        | CUSIP: 88732JAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12025000 | PA      | $11544747.96    | 0.03%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMAC 2006-CW1 M V/R 05/25/36                 | JP MORGAN MORTGAGE ACQUISITION TRUST 2006-CW1 SER 2006-CW1 CL M2 V/R REGD 4.86868000                         | CUSIP: 46628MAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11322000 | PA      | $10175293.12    | 0.02%             | 2036-05-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| HBCT 2015-HB7 3.914% 08/05/22                 | HUDSONS BAY SIMON JV TRUST 2015-HBS SER 2015-HB7 CL A7 REGD 144A P/P 3.91410000                              | CUSIP: 44422PAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      199663 | PA      | $198969.86      | 0.00%             | 2034-08-05      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 1.985% 07/13/33/EUR/                | PROSUS NV /EUR/ REGD REG S EMTN 1.98500000                                                                   | CUSIP: N7163RAV5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     4100000 | PA      | $4184240.30     | 0.01%             | 2033-07-13      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 05/15/27                    | UNITED STATES TREASURY NOTE 4.50000000                                                                       | CUSIP: 91282CKR1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    38024000 | PA      | $38524550.22    | 0.09%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5139 6% 09/01/53                     | FANNIE MAE POOL UMBS P#MA5139 6.00000000                                                                     | CUSIP: 31418EV98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      209519 | PA      | $213236.96      | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AOTA 2015-1211 B V/R 08/10/25                 | 1211 AVENUE OF THE AMERICAS TRUST 2015-1211 SER 2015-1211 CL B V/R REGD 144A P/P 4.22957000                  | CUSIP: 90117PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4700000 | PA      | $4445953.25     | 0.01%             | 2035-08-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| GSMS 2021-DM A V/R 11/15/23                   | GS MORTGAGE SECURITIES CORP TRUST 2021-DM SER 2021-DM CL A V/R REGD 144A P/P 5.31148000                      | CUSIP: 36265AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8981000 | PA      | $8913642.50     | 0.02%             | 2036-11-15      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF8351 5.5% 03/01/53                   | FREDDIE MAC POOL UMBS P#QF8351 5.50000000                                                                    | CUSIP: 3133BWH48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34532 | PA      | $34650.52       | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FFML 2006-FF2 A5 V/R 02/25/36                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF2 SER 2006-FF2 CL A5 V/R REGD 5.03368000                           | CUSIP: 32027NA35<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11602065 | PA      | $10848406.11    | 0.03%             | 2036-02-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| ELM29 2024-5A AR V/R 04/20/37                 | ELMWOOD CLO 29 LTD SER 2024-5A CL AR1 V/R REGD 144A P/P 5.78947000                                           | CUSIP: 289913AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250625.00      | 0.00%             | 2037-04-20      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| FHR 4879 BC 3% 04/15/49                       | FREDDIE MAC REMICS SER 4879 CL BC 3.00000000                                                                 | CUSIP: 3137FLUD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1782750 | PA      | $1598338.22     | 0.00%             | 2049-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3386 5.5% 07/01/53                   | FREDDIE MAC POOL UMBS P#SD3386 5.50000000                                                                    | CUSIP: 3132DQXP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10387327 | PA      | $10397035.61    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQT 2024-EXTR A V/R 08/05/29                  | EQT TRUST 2024-EXTR SER 2024-EXTR CL A V/R REGD 144A P/P 5.33080000                                          | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6220000 | PA      | $6358688.58     | 0.02%             | 2041-07-05      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| GNRT 8A A1R2 V/R 01/20/38                     | GENERATE CLO 8 LTD SER 8A CL A1R2 V/R REGD 144A P/P 5.64947000                                               | CUSIP: 37148EAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      260000 | PA      | $260859.30      | 0.00%             | 2038-01-20      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| GSMS 2025-800D A V/R 11/18/27                 | GS MORTGAGE SECURITIES CORP TRUST 2025-800D SER 2025-800D CL A V/R REGD 144A P/P 6.96460000                  | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3492000 | PA      | $3498241.25     | 0.01%             | 2041-11-25      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6359 2.5% 07/01/50                   | FANNIE MAE POOL UMBS P#CA6359 2.50000000                                                                     | CUSIP: 3140QEB50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2598100 | PA      | $2192757.28     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN F 2.4% 08/15/31                | FIRST AMERICAN FINANCIAL REGD 2.40000000                                                                     | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $5800593.53     | 0.01%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC 6.05% 08/15/56                       | AT&T INC REGD 6.05000000                                                                                     | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1933000 | PA      | $1972659.28     | 0.00%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SDART 2024-3 D 5.97% 07/17/28                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3 SER 2024-3 CL D REGD 5.97000000                                | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11735000 | PA      | $12059732.09    | 0.03%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4942 6% 03/01/53                     | FANNIE MAE POOL UMBS P#MA4942 6.00000000                                                                     | CUSIP: 31418EP46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4286130 | PA      | $4366189.47     | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 09/13/29                | NATWEST GROUP PLC REGD V/R 5.80800000                                                                        | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    11800000 | PA      | $12254740.02    | 0.03%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CAD/USD FWD 20250702 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-66764.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T/L SABRE INC 0% 11/15/2029/                  | T/L SABRE INC REGD 0.00000000                                                                                | CUSIP: 78571YBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1047339 | PA      | $1042626.00     | 0.00%             | 2029-11-15      | Variable      | 10.43%                | No            |                  2 | On Loan: No      |
| FHLT 2004-C M1 V/R 08/25/34                   | FREMONT HOME LOAN TRUST 2004-C SER 2004-C CL M1 V/R REGD 5.40868000                                          | CUSIP: 35729PET3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5778388 | PA      | $5408312.50     | 0.01%             | 2034-08-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| EART 2024-5A D 5.06% 10/15/28                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-5 SER 2024-5A CL D REGD 5.06000000                                  | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4600000 | PA      | $4602872.24     | 0.01%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| MCCP 2024-3A A V/R 01/20/35                   | ATLANTIC AVENUE 2024-3 LTD SER 2024-3A CL A V/R REGD 144A P/P 5.52947000                                     | CUSIP: 04822JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    19000000 | PA      | $19004104.00    | 0.05%             | 2035-01-20      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSM 2.65% 01/15/32                | AMERICAN TRANSMISSION SY REGD 144A P/P 2.65000000                                                            | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7200000 | PA      | $6334615.94     | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-C35 3.184% 07/15/26                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C35 SER 2016-C35 CL AS REGD 3.18400000                            | CUSIP: 95000FAV8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3155000 | PA      | $3083694.48     | 0.01%             | 2048-07-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH B 3.85% 03/29/26                | GREENKO DUTCH BV REGD REG S 3.85000000                                                                       | CUSIP: N3700LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2640000 | PA      | $2590605.60     | 0.01%             | 2026-03-29      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| BSP 2018-5BA CR V/R 07/20/37                  | BENEFIT STREET PARTNERS CLO V-B LTD SER 2018-5BA CL CR V/R REGD 144A P/P 6.41947000                          | CUSIP: 08181JAP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $499631.50      | 0.00%             | 2037-07-20      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| NRZT 2024-RPL1 A V/R 01/25/64                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RPL1 SER 2024-RPL1 CL A V/R REGD 144A P/P 3.80000000                | CUSIP: 64832AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14011449 | PA      | $13278092.52    | 0.03%             | 2064-01-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/24/29                   | MORGAN STANLEY REGD V/R MTN SER GMTN 3.77200000                                                              | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     9147000 | PA      | $9016408.56     | 0.02%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-2 B1 V/R 03/25/27                  | VERUS SECURITIZATION TRUST 2023-2 SER 2023-2 CL B1 V/R REGD 144A P/P 7.47456900                              | CUSIP: 92539DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      744000 | PA      | $743183.31      | 0.00%             | 2068-03-25      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1607 3% 10/01/33                     | FANNIE MAE POOL UMBS P#MA1607 3.00000000                                                                     | CUSIP: 31418AYD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      691736 | PA      | $664608.86      | 0.00%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEO 6.75% 04/24/33                | STAR ENERGY GEOTHERMAL REGD REG S 6.75000000                                                                 | CUSIP: G84393AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |      900802 | PA      | $915226.56      | 0.00%             | 2033-04-24      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#DB3402 6% 05/01/54                     | FANNIE MAE POOL UMBS P#DB3402 6.00000000                                                                     | CUSIP: 3140ACX81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       91148 | PA      | $92705.38       | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T/L CONNECTW 0% 09/29/2028                    | T/L CONNECTWISE LLC REGD 0.00000000                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      408370 | PA      | $410072.59      | 0.00%             | 2028-09-29      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VEN 9.25% 09/15/27                | REPUBLIC OF VENEZUELA REGD 0.00000000                                                                        | CUSIP: 922646AS3<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |     1049000 | PA      | $209800.00      | 0.00%             | 2027-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GCAR 2023-4A D 7.18% 11/15/27                 | GLS AUTO RECEIVABLES ISSUER TRUST 2023-4 SER 2023-4A CL D REGD 144A P/P 7.18000000                           | CUSIP: 362929AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4300000 | PA      | $4470811.48     | 0.01%             | 2029-08-15      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| LNCR 2022-CRE7 A V/R 01/17/37                 | LOANCORE 2022-CRE7 ISSUER LTD SER 2022-CRE7 CL A V/R REGD 144A P/P 5.85319000                                | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2638004 | PA      | $2636500.33     | 0.01%             | 2037-01-17      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 12/20/2026 MSCSUS33XXX LONG                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $3799.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 B V/R 05/25/66                 | GCAT 2021-NQM3 TRUST SER 2021-NQM3 CL B1 V/R REGD 144A P/P 3.47100000                                        | CUSIP: 36167HAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      578000 | PA      | $421390.90      | 0.00%             | 2066-05-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIE 6.75% 05/02/34                | OFFICE CHERIFIEN DES PHO REGD 144A P/P 6.75000000                                                            | CUSIP: 67091TAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |      441000 | PA      | $456783.83      | 0.00%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0216 2% 01/01/37                     | FANNIE MAE POOL UMBS P#FS0216 2.00000000                                                                     | CUSIP: 3140XFG21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      485183 | PA      | $447779.12      | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 05/14/32                     | UBS GROUP AG REGD V/R 144A P/P 3.09100000                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    11700000 | PA      | $10620828.27    | 0.03%             | 2032-05-14      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| NEUB 2015-20A A1 V/R 04/15/39                 | NEUBERGER BERMAN CLO XX LTD SER 2015-20A CL A1R3 V/R REGD 144A P/P 5.46778000                                | CUSIP: 64130TBJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      740000 | PA      | $739766.16      | 0.00%             | 2039-04-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HUNT 2024-1A A 5.23% 01/16/29                 | HUNTINGTON AUTO TRUST 2024-1 SER 2024-1A CL A3 REGD 144A P/P 5.23000000                                      | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13900000 | PA      | $14022618.85    | 0.03%             | 2029-01-16      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.125% 08/31/28                  | UNITED STATES TREASURY NOTE 1.12500000                                                                       | CUSIP: 91282CCV1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    28794000 | PA      | $26587209.99    | 0.07%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2409 5% 07/01/52                     | FANNIE MAE POOL UMBS P#FS2409 5.00000000                                                                     | CUSIP: 3140XHVB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1147711 | PA      | $1138246.31     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20250711 000006038 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-90702.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAPT 2024-1A 1A 5.49% 05/10/28                | KAPITUS ASSET SECURITIZATION IV LLC SER 2024-1A CL 1A REGD 144A P/P 5.49000000                               | CUSIP: 48555MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10250000 | PA      | $10238386.75    | 0.03%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| BX 2024-BRBK B V/R 10/15/26                   | BX COMMERCIAL MORTGAGE TRUST 2024-BRBK SER 2024-BRBK CL B V/R REGD 144A P/P 8.24030000                       | CUSIP: 05613NAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      778000 | PA      | $779941.89      | 0.00%             | 2041-10-15      | Variable      | 8.24%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8733 2% 09/01/36                     | FANNIE MAE POOL UMBS P#FM8733 2.00000000                                                                     | CUSIP: 3140XCV39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1151968 | PA      | $1056246.02     | 0.00%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FIN 5.5% 06/15/34                | EQUINIX EU 2 FINANCING C REGD 5.50000000                                                                     | CUSIP: 29390XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1920216.23     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T/L ELANCO ANIMAL 0% 8/1/27                   | T/L ELANCO ANIMAL HEALTH       INCORPORATED REGD 0.00000000                                                  | CUSIP: 28414BAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2725053 | PA      | $2722001.35     | 0.01%             | 2027-08-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5296 5.5% 03/01/54                   | FANNIE MAE POOL UMBS P#MA5296 5.50000000                                                                     | CUSIP: 31418E3E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1169997 | PA      | $1170216.93     | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4978 5% 04/01/53                     | FANNIE MAE POOL UMBS P#MA4978 5.00000000                                                                     | CUSIP: 31418EQ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29509072 | PA      | $29015105.49    | 0.07%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SBAT 2024-A C 5.59% 01/15/30                  | SBNA AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL C REGD 144A P/P 5.59000000                                  | CUSIP: 78437PAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      200000 | PA      | $203533.96      | 0.00%             | 2030-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 11/08/32                | JPMORGAN CHASE & CO REGD V/R 2.54500000                                                                      | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $3565393.12     | 0.01%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| TMUST 2024-2A  4.25% 08/20/27                 | T-MOBILE US TRUST 2024-2 SER 2024-2A CL A REGD 144A P/P 4.25000000                                           | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6900000 | PA      | $6908017.80     | 0.02%             | 2029-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T/L HEALTHPEAK OP ZCP 03/01/29                | T/L HEALTHPEAK OP LLC REGD ZCP TERM LOAN 0.00000000                                                          | CUSIP: 42250UAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     6900991 | PA      | $6693961.03     | 0.02%             | 2029-03-01      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| CIM 2023-R3 A1A V/R 01/25/63                  | CIM TRUST 2023-R3 SER 2023-R3 CL A1A V/R REGD 144A P/P 4.50000000                                            | CUSIP: 12570GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    26873842 | PA      | $26730094.15    | 0.07%             | 2063-01-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC 6.1% 03/15/33                     | TRIMBLE INC REGD 6.10000000                                                                                  | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    16585000 | PA      | $17619322.70    | 0.04%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FFIN 2024-1A B 5.95% 12/15/49                 | FOUNDATION FINANCE TRUST 2024-1 SER 2024-1A CL B REGD 144A P/P 5.95000000                                    | CUSIP: 349941AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      299098 | PA      | $305386.98      | 0.00%             | 2049-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 7.0% AUG 25                     | FNMA 30YR TBA 7.0% AUG 25      TO BE ANNOUNCED 7.00000000                                                    | CUSIP: 01F070682<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    34300000 | PA      | $35979051.89    | 0.09%             | 2055-08-13      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WESTF 2018-A A V/R 09/15/26                   | WILLIS ENGINE STRUCTURED TRUST IV SER 2018-A CL A V/R REGD 144A P/P 4.75000000                               | CUSIP: 97064EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      338790 | PA      | $336485.40      | 0.00%             | 2043-09-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8309 6% 03/01/53                     | FREDDIE MAC POOL UMBS P#SD8309 6.00000000                                                                    | CUSIP: 3132DWGS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       63903 | PA      | $65018.25       | 0.00%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BSP 2014-IVA AR4 V/R 04/20/34                 | BENEFIT STREET PARTNERS CLO IV LTD SER 2014-IVA CL AR4 V/R REGD 144A P/P 5.61947000                          | CUSIP: 08180FBU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    24000000 | PA      | $24062208.00    | 0.06%             | 2034-04-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| VF UKRAINE (VF 9.625% 02/11/27                | VF UKRAINE (VFU FUNDING) REGD 9.62500000                                                                     | CUSIP: G933FZAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |      150045 | PA      | $143147.61      | 0.00%             | 2027-02-11      | Variable      | 9.62%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#AI1888 4.5% 05/01/41                   | FANNIE MAE POOL UMBS P#AI1888 4.50000000                                                                     | CUSIP: 3138AFC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1146432 | PA      | $1139935.85     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 6.033% 01/17/35                | BANCO SANTANDER SA REGD 6.03300000                                                                           | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1600000 | PA      | $1685647.87     | 0.00%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| CIFC 2017-1A BRR V/R 04/21/37                 | CIFC FUNDING 2017-I LTD SER 2017-1A CL BRR V/R REGD 144A P/P 6.31947000                                      | CUSIP: 17181PAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      510000 | PA      | $510774.18      | 0.00%             | 2037-04-21      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| FASTR 20 3.945% 10/15/25 /CAD/                | FORD AUTO SECURITIZATION TRUST II SER 2024-BA CL A1 REGD 144A P/P /CAD/ 3.94500000                           | CUSIP: 345214BR0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |     1704442 | PA      | $1253895.82     | 0.00%             | 2026-10-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BXP 2017-GM A 3.379% 06/13/27                 | BXP TRUST 2017-GM SER 2017-GM CL A REGD 144A P/P 3.37900000                                                  | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3800000 | PA      | $3675459.94     | 0.01%             | 2039-06-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4026 4% 05/01/50                     | FANNIE MAE POOL UMBS P#MA4026 4.00000000                                                                     | CUSIP: 31418DPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      507730 | PA      | $477260.28      | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIM 2023-R1 A1A V/R 04/25/62                  | CIM TRUST 2023-R1 SER 2023-R1 CL A1A V/R REGD 144A P/P 5.40000000                                            | CUSIP: 12569RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    31959401 | PA      | $31767763.27    | 0.08%             | 2062-04-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPIT 5.125% 04/10/30                | AVIATION CAPITAL GROUP REGD 144A P/P 5.12500000                                                              | CUSIP: 05369AAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      285000 | PA      | $287691.62      | 0.00%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08710 3% 06/01/46                    | FREDDIE MAC GOLD POOL P#G08710 3.00000000                                                                    | CUSIP: 3128MJYG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1780616 | PA      | $1584055.07     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T/L AI AQUA MERGER 0% 07/31/28                | T/L AI AQUA MERGER SUB INC 0.00000000                                                                        | CUSIP: 00132UAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      665195 | PA      | $663818.06      | 0.00%             | 2028-07-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08750 3% 03/01/47                    | FREDDIE MAC GOLD POOL P#G08750 3.00000000                                                                    | CUSIP: 3128MJZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1781692 | PA      | $1580211.78     | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 08/15/46                   | UNITED STATES TREASURY BOND 2.25000000                                                                       | CUSIP: 912810RT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   442200000 | PA      | $289692821.42   | 0.71%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS L 4.125% 12/01/30                | CSC HOLDINGS LLC REGD 144A P/P 4.12500000                                                                    | CUSIP: 126307BB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2415000 | PA      | $1703812.93     | 0.00%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AQFIT 2025-1 R 144 0% 12/19/50                | AQFIT 2025-1 R 144A 0.00000000                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       15827 | PA      | $6314973.00     | 0.02%             | 2050-12-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NOHT 2019-HNLA A V/R 04/15/21                 | NEW ORLEANS HOTEL TRUST 2019-HNLA SER 2019-HNLA CL A V/R REGD 144A P/P 5.34771000                            | CUSIP: 647622AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $4962323.00     | 0.01%             | 2032-04-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| TREST 2017-1A A1 V/R 07/25/37                 | TRESTLES CLO 2017-1 LTD SER 2017-1A CL A1RR V/R REGD 144A P/P 5.74177000                                     | CUSIP: 89531FAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      650000 | PA      | $652021.50      | 0.00%             | 2037-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| SDART 2021-3 D 1.33% 06/15/25                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-3 SER 2021-3 CL D REGD 1.33000000                                | CUSIP: 80287EAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      188922 | PA      | $188162.03      | 0.00%             | 2027-09-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER &  5.8% 03/15/65                | FLORIDA POWER & LIGHT CO REGD 5.80000000                                                                     | CUSIP: 341081GZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      566000 | PA      | $573890.23      | 0.00%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COLT 2022-4 A1 V/R 03/25/67                   | COLT 2022-4 MORTGAGE LOAN TRUST SER 2022-4 CL A1 V/R REGD 144A P/P 4.30100000                                | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19176427 | PA      | $19110142.24    | 0.05%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023- 5.8% 01/15/36                | UNITED AIR 2023-1 A PTT REGD 5.80000000                                                                      | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    26744020 | PA      | $27279090.48    | 0.07%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 11/02/28                     | BARCLAYS PLC REGD V/R 7.38500000                                                                             | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3100000 | PA      | $3290667.79     | 0.01%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| GNMA P#783411 5% 09/15/41                     | GINNIE MAE I POOL P#783411 5.00000000                                                                        | CUSIP: 36241LYG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       86992 | PA      | $88355.33       | 0.00%             | 2041-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHAMS 2006-AA7 A V/R 01/25/37                 | FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUS SER 2006-AA7 CL A1 V/R REGD 4.86873100                    | CUSIP: 32052CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1853049 | PA      | $1475291.82     | 0.00%             | 2037-01-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| TAURS 2025- V/R 02/18/28 /GBP/                | TAURUS 2025-2 UK DAC SER 2025-UK2X CL B V/R REGD REG S /GBP/ 6.22087000                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      739176 | PA      | $1012416.81     | 0.00%             | 2035-02-18      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CAR 3.45% 04/15/51                | DUKE ENERGY CAROLINAS REGD 3.45000000                                                                        | CUSIP: 26442CBC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4423000 | PA      | $3132220.78     | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/26/28                | JPMORGAN CHASE & CO REGD V/R 4.32300000                                                                      | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2997.11        | 0.00%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.75% 03/02/63                      | AMGEN INC REGD 5.75000000                                                                                    | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     3492000 | PA      | $3394887.17     | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED KING 4.5% 03/07/35/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.50000000                                                              | CUSIP: G4527HN64<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |    27430000 | PA      | $37668403.99    | 0.09%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20251002 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8075230.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MICRON TECHNOL 5.875% 09/15/33                | MICRON TECHNOLOGY INC REGD 5.87500000                                                                        | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    29025000 | PA      | $30322620.97    | 0.07%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR  4.27% 05/15/47                | TEACHERS INSUR & ANNUITY REGD 144A P/P 4.27000000                                                            | CUSIP: 878091BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      515000 | PA      | $418084.46      | 0.00%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| VERUS 2022-2 A2 V/R 02/25/67                  | VERUS SECURITIZATION TRUST 2022-2 SER 2022-2 CL A2 V/R REGD 144A P/P 4.26000000                              | CUSIP: 92538XAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23712641 | PA      | $22545839.36    | 0.06%             | 2067-02-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMMT 2015-1 B4 V/R 08/25/19                  | JP MORGAN TRUST 2015-1 SER 2015-1 CL B4 V/R REGD 144A P/P 5.66125000                                         | CUSIP: 46643UDR7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      461921 | PA      | $455283.73      | 0.00%             | 2044-12-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| DRMT 2022-3 M1 V/R 06/25/26                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2 SER 2022-3 CL M1 V/R REGD 144A P/P 5.26892000                         | CUSIP: 24381YAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2188000 | PA      | $2028315.38     | 0.00%             | 2067-07-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8064 4% 05/01/50                     | FREDDIE MAC POOL UMBS P#SD8064 4.00000000                                                                    | CUSIP: 3132DV5Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       55186 | PA      | $51732.79       | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5675 4.5% 02/01/53                   | FANNIE MAE POOL UMBS P#CB5675 4.50000000                                                                     | CUSIP: 3140QRJV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4447262 | PA      | $4262773.48     | 0.01%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FFIN 2023-2A B 6.97% 07/15/31                 | FOUNDATION FINANCE TRUST 2023-2 SER 2023-2A CL B REGD 144A P/P 6.97000000                                    | CUSIP: 35042RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1521012 | PA      | $1590145.12     | 0.00%             | 2049-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| HGVT 2022-1D C 4.69% 06/20/34                 | HILTON GRAND VACATIONS TRUST 2022-1D SER 2022-1D CL C REGD 144A P/P 4.69000000                               | CUSIP: 43283BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      157684 | PA      | $156244.67      | 0.00%             | 2034-06-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7755 3% 10/01/50                     | FANNIE MAE POOL UMBS P#CA7755 3.00000000                                                                     | CUSIP: 3140QFTM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3088782 | PA      | $2704095.26     | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FFML 2006-FF17 A V/R 12/25/36                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF17 SER 2006-FF17 CL A5 V/R REGD 4.58368000                         | CUSIP: 32028KAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2326815 | PA      | $1997311.44     | 0.00%             | 2036-12-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| PARPK 2021-1A A V/R 07/20/34                  | POINT AU ROCHE PARK CLO LTD SER 2021-1A CL A V/R REGD 144A P/P 5.61108000                                    | CUSIP: 73052VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500721.00      | 0.00%             | 2034-07-20      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FL 5.875% 11/15/33                | DUKE ENERGY FLORIDA LLC REGD 5.87500000                                                                      | CUSIP: 26444HAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2340000 | PA      | $2493868.15     | 0.01%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T/L CALPINE CORPO 0% 01/31/31                 | T/L CALPINE CORPORATION REGD 0.00000000                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2946263 | PA      | $2944053.19     | 0.01%             | 2031-01-31      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| AOMT 2023-1 A1 V/R 01/25/27                   | ANGEL OAK MORTGAGE TRUST 2023-1 SER 2023-1 CL A1 V/R REGD 144A P/P 4.75000000                                | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5320246 | PA      | $5278012.72     | 0.01%             | 2067-09-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| T/L POTOMAC ENERGY 0% 11/12/26                | T/L POTOMAC ENERGY CENTER      LLC 0.00000000                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      718891 | PA      | $718890.96      | 0.00%             | 2026-11-12      | Variable      | 10.56%                | No            |                  2 | On Loan: No      |
| CIM 2021-R6 A1 V/R 07/25/61                   | CIM TRUST 2021-R6 SER 2021-R6 CL A1 V/R REGD 144A P/P 1.42500000                                             | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3553485 | PA      | $3170631.57     | 0.01%             | 2061-07-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.75PNF3F 06/19/29 GOLDUS33XXX FIXED                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | NZ        |           1 | NC      | $1238700.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP 7.5% 06/01/27                        | EQT CORP REGD 144A P/P 7.50000000                                                                            | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     5424000 | PA      | $5522684.04     | 0.01%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 2.172% 07/14/28                | NOMURA HOLDINGS INC REGD 2.17200000                                                                          | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    19200000 | PA      | $17923182.53    | 0.04%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL 5.95% 10/15/33                | ASHTEAD CAPITAL INC REGD 144A P/P 5.95000000                                                                 | CUSIP: 045054AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3530000 | PA      | $3656295.46     | 0.01%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5598 5.5% 11/20/48                | GINNIE MAE II POOL P#MA5598 5.50000000                                                                       | CUSIP: 36179UGF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      439008 | PA      | $447384.07      | 0.00%             | 2048-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.5% 03/01/42                | CHARTER COMM OPT LLC/CAP REGD 3.50000000                                                                     | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      293000 | PA      | $208923.22      | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T/L POTOMAC ENERGY 0% 03/14/32                | T/L POTOMAC ENERGY CENTER LLC  REGD 0.00000000                                                               | CUSIP: 73767TAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      732495 | PA      | $730663.35      | 0.00%             | 2032-03-14      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MAD 2015-11MD A V/R 09/10/25                  | ELEVEN MADISON TRUST 2015-11MD MORT SER 2015-11MD CL A V/R REGD 144A P/P 3.67329300                          | CUSIP: 556227AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5260000 | PA      | $5192060.26     | 0.01%             | 2035-09-10      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250917 000011343 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-40132.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPR 2021-NRD C V/R 12/15/23                   | BPR TRUST 2021-NRD SER 2021-NRD CL C V/R REGD 144A P/P 6.73600000                                            | CUSIP: 05592CAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2920000 | PA      | $2833238.92     | 0.01%             | 2038-12-15      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| VEGAS 2024-TI 5.518% 11/10/27                 | VEGAS TRUST 2024-TI SER 2024-TI CL A REGD 144A P/P 5.51830000                                                | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $912037.77      | 0.00%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| OBX 2020-INV1 A5 V/R 12/25/49                 | OBX 2020-INV1 TRUST SER 2020-INV1 CL A5 V/R REGD 144A P/P 3.50000000                                         | CUSIP: 67113CAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      936215 | PA      | $842279.76      | 0.00%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP V/R 03/15/55                        | PG&E CORP REGD V/R 7.37500000                                                                                | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     8363000 | PA      | $7919929.51     | 0.02%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA0858 3.5% 12/01/47                   | FANNIE MAE POOL UMBS P#CA0858 3.50000000                                                                     | CUSIP: 3140Q75U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      965006 | PA      | $884597.07      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 B V/R 11/13/27                    | CD 2017-CD6 MORTGAGE TRUST SER 2017-CD6 CL B V/R REGD 3.91100000                                             | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      193000 | PA      | $183311.46      | 0.00%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R3 A1A V/R 06/25/57                  | CIM TRUST 2021-R3 SER 2021-R3 CL A1A V/R REGD 144A P/P 1.95100000                                            | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17673483 | PA      | $16324946.48    | 0.04%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR AC 1.85% 09/16/26                | NISSAN MOTOR ACCEPTANCE REGD 144A P/P MTN 1.85000000                                                         | CUSIP: 65480CAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    45200000 | PA      | $43105392.22    | 0.11%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BHG 2025-1CON  5.26% 04/17/36                 | BHG SECURITIZATION TRUST 2025-1CON SER 2025-1CON CL B REGD 144A P/P 5.26000000                               | CUSIP: 08860AAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      995000 | PA      | $1002463.00     | 0.00%             | 2036-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY7242 6% 07/01/53                     | FANNIE MAE POOL UMBS P#BY7242 6.00000000                                                                     | CUSIP: 3140NQBL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3011359 | PA      | $3064449.70     | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAALT 2024-2A C 6.7% 04/15/28                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-2 SER 2024-2A CL C REGD 144A P/P 6.70000000                           | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3470000 | PA      | $3603218.85     | 0.01%             | 2034-10-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| THAMES WA 7.125% 04/30/33/GBP/                | THAMES WATER UTIL FIN /GBP/ REGD REG S EMTN 7.12500000                                                       | CUSIP: G8787BBP4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      400000 | PA      | $371114.53      | 0.00%             | 2033-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANC 1.7% 11/12/26                | EQUITABLE FINANCIAL LIFE REGD 144A P/P 1.70000000                                                            | CUSIP: 29449WAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1055000 | PA      | $1017215.77     | 0.00%             | 2026-11-12      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| T/L FIRST EAGLE 0% 06/06/32                   | T/L FIRST EAGLE INVESTMENT     MANAGEMENT LLC REGD 0.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      128351 | PA      | $125783.54      | 0.00%             | 2032-06-06      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN C 5% 03/15/35                | MARSH & MCLENNAN COS INC REGD 5.00000000                                                                     | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    20635000 | PA      | $20628452.31    | 0.05%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PLNT 2024-1A  5.765% 06/05/29                 | PLANET FITNESS MASTER ISSUER LLC SER 2024-1A CL A2I REGD 144A P/P 5.76500000                                 | CUSIP: 72703PAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12540238 | PA      | $12716440.38    | 0.03%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| REPUBLICA O 8.5% 03/15/28/UYU/                | REPUBLICA ORIENT URUGUAY /UYU/ REGD REG S 8.50000000                                                         | CUSIP: P80557BV5<br>LEI: N/A                  | Long             | DBT              | USGA              | UY        |   337165000 | PA      | $8373344.28     | 0.02%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SDART 2024-2 C 5.84% 11/15/27                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-2 SER 2024-2 CL C REGD 5.84000000                                | CUSIP: 80286YAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $408978.92      | 0.00%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ASIMI 2024- V/R 09/16/31 /GBP/                | ASIMI FUNDING 2024-1 PLC SER 2024-1 CL C V/R REGD REG S /GBP/ 6.16621000                                     | CUSIP: G0R2LMAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      205000 | PA      | $282218.29      | 0.00%             | 2031-09-16      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/23/30                | BANK OF AMERICA CORP REGD V/R MTN 3.19400000                                                                 | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3730000 | PA      | $3550550.74     | 0.01%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY 3.25% 01/31/32                | CHENIERE ENERGY PARTNERS REGD SER WI 3.25000000                                                              | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    11842000 | PA      | $10615598.20    | 0.03%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 05/15/51                  | UNITED STATES TREASURY BOND 2.37500000                                                                       | CUSIP: 912810SX7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     5194900 | PA      | $3294094.19     | 0.01%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA7719 4% 03/01/50                     | FREDDIE MAC POOL UMBS P#QA7719 4.00000000                                                                    | CUSIP: 3133A2SG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      115864 | PA      | $109514.86      | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REG31 2025-1A A1 V/R 03/25/38                 | REGATTA 31 FUNDING LTD SER 2025-1A CL A1 V/R REGD 144A P/P 5.40115000                                        | CUSIP: 758962AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3100000 | PA      | $3098378.70     | 0.01%             | 2038-03-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL V/R 03/30/62                 | PARAMOUNT GLOBAL REGD V/R 6.37500000                                                                         | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      585000 | PA      | $574783.29      | 0.00%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| PROG 2023-SFR1 4.65% 03/09/28                 | PROGRESS RESIDENTIAL 2023-SFR1 TRUST SER 2023-SFR1 CL C REGD 144A P/P 4.65000000                             | CUSIP: 74334FAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      950000 | PA      | $936323.61      | 0.00%             | 2040-03-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL V/R 09/10/27                 | BANK OF MONTREAL REGD V/R MTN 5.28168900                                                                     | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     8100000 | PA      | $8123303.70     | 0.02%             | 2027-09-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-2 A 4.94% 12/15/25                 | DRIVE AUTO RECEIVABLES TRUST 2024-2 SER 2024-2 CL A2 REGD 4.94000000                                         | CUSIP: 26207AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11396008 | PA      | $11406181.29    | 0.03%             | 2027-12-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5145 2% 02/01/42                     | FREDDIE MAC POOL UMBS P#RB5145 2.00000000                                                                    | CUSIP: 3133KYWE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      726722 | PA      | $624208.62      | 0.00%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | MXN/USD FWD 20250917 000005208 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $51627.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRICO 2024  V/R 02/24/42 /EUR/                | BRIGNOLE CO SER 2024 CL D V/R REGD REG S /EUR/ 6.08800000                                                    | CUSIP: T2R8AVAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IT        |      114404 | PA      | $136376.71      | 0.00%             | 2042-02-24      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| EXPEDIA GROUP I 2.95% 03/15/31                | EXPEDIA GROUP INC REGD 2.95000000                                                                            | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    30140000 | PA      | $27470703.95    | 0.07%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67711 4% 03/01/48                    | FREDDIE MAC GOLD POOL P#G67711 4.00000000                                                                    | CUSIP: 3132XCR80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3106202 | PA      | $2944776.65     | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 5.45% 04/01/44                | WESTERN MIDSTREAM OPERAT REGD 5.45000000                                                                     | CUSIP: 958254AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1256000 | PA      | $1094875.80     | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMUTKP00.69 05/11/27 XGS FLOAT                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           1 | NC      | $67767.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSTNE 2025-FL4 A V/R 12/15/29                 | GREYSTONE CRE NOTES 2025-FL4 LLC SER 2025-FL4 CL A V/R REGD 144A P/P 5.79282000                              | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      625000 | PA      | $625390.00      | 0.00%             | 2043-01-15      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF8036 5.5% 02/01/53                   | FREDDIE MAC POOL UMBS P#QF8036 5.50000000                                                                    | CUSIP: 3133BV4V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1145361 | PA      | $1152182.95     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20251002 000011091 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-307420.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL  8.75% 03/15/32                | SPRINT CAPITAL CORP REGD 8.75000000                                                                          | CUSIP: 852060AT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    27750000 | PA      | $33663252.22    | 0.08%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 06/20/2027 CHASUS33XXX LONG                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-1125.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 01/31/27                  | UNITED STATES TREASURY NOTE 4.12500000                                                                       | CUSIP: 91282CMH1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    76280000 | PA      | $76628623.25    | 0.19%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0510 1.5% 04/01/36                   | FREDDIE MAC POOL UMBS P#SB0510 1.50000000                                                                    | CUSIP: 3132CWR71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      657559 | PA      | $589246.43      | 0.00%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE 6.375% 07/01/34                | HA SUSTAINABLE INF CAP REGD SER WI 6.37500000                                                                | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10000620.30    | 0.02%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R1 A2 V/R 08/25/56                   | CIM TRUST 2021-R1 SER 2021-R1 CL A2 V/R REGD 144A P/P 2.40000000                                             | CUSIP: 12563RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11987414 | PA      | $10898357.21    | 0.03%             | 2056-08-25      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| FFML 2006-FF13 A V/R 10/25/36                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF13 SER 2006-FF13 CL A1 V/R REGD 4.67368000                         | CUSIP: 30247DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      286855 | PA      | $184806.25      | 0.00%             | 2036-10-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4451 3.5% 05/20/47                | GINNIE MAE II POOL P#MA4451 3.50000000                                                                       | CUSIP: 36179S5L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       89912 | PA      | $83163.54       | 0.00%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL 9.875% 02/01/32                | VENTURE GLOBAL LNG INC REGD 144A P/P 9.87500000                                                              | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    16182000 | PA      | $17475961.27    | 0.04%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| PSTAT 2024-3A C V/R 08/08/32                  | PALMER SQUARE LOAN FUNDING 2024-3 LTD SER 2024-3A CL C V/R REGD 144A P/P 7.25729000                          | CUSIP: 69690EAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2004878.00     | 0.00%             | 2032-08-08      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| WAAV 2017-1A  3.844% 11/15/24                 | WAVE 2017-1 TRUST SER 2017-1A CL A REGD 144A P/P 3.84400000                                                  | CUSIP: 94353WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2618428 | PA      | $2539929.53     | 0.01%             | 2042-11-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANO 9.5% 01/17/31                | YPF SOCIEDAD ANONIMA REGD 144A P/P 9.50000000                                                                | CUSIP: 984245AX8<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |      377000 | PA      | $397182.70      | 0.00%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5305 2% 12/01/50                     | FANNIE MAE POOL UMBS P#FM5305 2.00000000                                                                     | CUSIP: 3140X83P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      873802 | PA      | $703588.00      | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROCKT 2018-1A A V/R 05/20/31                  | ROCKFORD TOWER CLO 2018-1 LTD SER 2018-1A CL A V/R REGD 144A P/P 5.68360000                                  | CUSIP: 77342JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      288127 | PA      | $288342.65      | 0.00%             | 2031-05-20      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK0920 4% 07/01/48                     | FANNIE MAE POOL UMBS P#BK0920 4.00000000                                                                     | CUSIP: 3140HEAW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      115866 | PA      | $109658.12      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-2 A 5.65% 02/16/26                 | CARMAX AUTO OWNER TRUST 2024-2 SER 2024-2 CL A2A REGD 5.65000000                                             | CUSIP: 14319EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12650110 | PA      | $12681880.62    | 0.03%             | 2027-05-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/C 4.25% 01/15/34                | CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.25000000                                                              | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2844000 | PA      | $2531691.83     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CARO 3.7% 12/01/47                | DUKE ENERGY CAROLINAS REGD 3.70000000                                                                        | CUSIP: 26442CAT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4558000 | PA      | $3428917.36     | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STO 2.35% 03/15/32                | EXTRA SPACE STORAGE LP REGD 2.35000000                                                                       | CUSIP: 30225VAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4150000 | PA      | $3521086.76     | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4778 3.5% 10/20/47                | GINNIE MAE II POOL P#MA4778 3.50000000                                                                       | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      278034 | PA      | $256849.12      | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY 6.291% 02/01/45                   | NEW YORK NY REGD B/E 6.29100000                                                                              | CUSIP: 64966SNH5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     1080000 | PA      | $1131813.86     | 0.00%             | 2045-02-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| GALL 2017-1A A1R V/R 07/15/31                 | GALLATIN CLO VIII 2017-1 LTD SER 2017-1A CL A1R V/R REGD 144A P/P 5.60771000                                 | CUSIP: 36361UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    26060717 | PA      | $26064313.46    | 0.06%             | 2031-07-15      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20250917 000009605 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19735.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERUS 2019-INV3  V/R 11/25/59                 | VERUS SECURITIZATION TRUST 2019-INV3 SER 2019-INV3 CL A1 V/R REGD 144A P/P 3.69200000                        | CUSIP: 92537MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      468785 | PA      | $464213.23      | 0.00%             | 2059-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN  6.814% 11/15/40                | MET TRANSPRTN AUTH NY REVENUE REGD N/C B/E 6.81400000                                                        | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      195000 | PA      | $211509.75      | 0.00%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/30/41                | WELLS FARGO & COMPANY REGD V/R 3.06800000                                                                    | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      538000 | PA      | $406550.25      | 0.00%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.15% 02/01/43                | ENERGY TRANSFER LP REGD 5.15000000                                                                           | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      394000 | PA      | $344764.69      | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IFS 2.687500 15-APR-2029 USC  /FLOAT/                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-114231.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN  5.85% 07/02/32                | UNITED MEXICAN STATES REGD 5.85000000                                                                        | CUSIP: 91087BBE9<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     5200000 | PA      | $5262400.00     | 0.01%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFI 5.15% 03/17/30                | MACQUARIE AIRFINANCE HLD REGD 144A P/P 5.15000000                                                            | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     3255000 | PA      | $3252812.64     | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HGVGI 2019-A A 3.28% 09/26/33                 | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC SER 2019-A CL A REGD 144A P/P 3.28000000                      | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      524001 | PA      | $516306.68      | 0.00%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.525% 07/17/26                 | PROGRESS RESIDENTIAL TRUST SER 2021-SFR6 CL E2 REGD 144A P/P 2.52500000                                      | CUSIP: 74333HAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1375000 | PA      | $1338779.20     | 0.00%             | 2038-07-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| TWRBG 2024- V/R 09/20/26 /GBP/                | TOWER BRIDGE FUNDING 2024-3 PLC SER 2024-3X CL D V/R REGD REG S /GBP/ 6.11584000                             | CUSIP: G8962PAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      121968 | PA      | $167745.22      | 0.00%             | 2066-12-20      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FIRSTENERGY COR 2.65% 03/01/30                | FIRSTENERGY CORP REGD 2.65000000                                                                             | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     1417000 | PA      | $1301061.15     | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNIO 3% 03/04/53/EUR/                | EUROPEAN UNION /EUR/ REGD REG S SER UFA 3.00000000                                                           | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | USGA              | BE        |    57092014 | PA      | $57717396.05    | 0.14%             | 2053-03-04      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.75% 08/15/42                | PACIFIC GAS & ELECTRIC REGD 3.75000000                                                                       | CUSIP: 694308HA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1320000 | PA      | $941001.43      | 0.00%             | 2042-08-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| EART 2024-3A C 5.7% 07/16/29                  | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3 SER 2024-3A CL C REGD 5.70000000                                  | CUSIP: 30165AAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2200000 | PA      | $2225646.06     | 0.01%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV5578 3% 05/01/52                     | FANNIE MAE POOL UMBS P#BV5578 3.00000000                                                                     | CUSIP: 3140MKFU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      851519 | PA      | $737222.45      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H3 A1 V/R 06/25/69                 | CROSS 2024-H3 MORTGAGE TRUST SER 2024-H3 CL A1 V/R REGD 144A P/P 6.27200000                                  | CUSIP: 22758DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7885918 | PA      | $7971472.17     | 0.02%             | 2069-06-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 4.875% 03/12/29                | GLENCORE FUNDING LLC REGD 144A P/P 4.87500000                                                                | CUSIP: 378272AV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8160000 | PA      | $8235726.02     | 0.02%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-1A  7.59% 04/20/28                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-1A CL D REGD 144A P/P 7.59000000                           | CUSIP: 05377RJQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3125000 | PA      | $3180031.25     | 0.01%             | 2029-04-20      | Fixed         | 7.59%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4345 4.5% 08/01/52                   | FANNIE MAE POOL UMBS P#CB4345 4.50000000                                                                     | CUSIP: 3140QPZK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6725465 | PA      | $6483605.22     | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMCC 2020-609M  V/R 10/15/25                 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2020-609M CL A V/R REGD 144A P/P 6.04648000                     | CUSIP: 46652RAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      288000 | PA      | $286560.00      | 0.00%             | 2033-10-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| SPLT 2024-1A A 6.06% 02/12/31                 | SOFI PERSONAL LOAN TRUST 2024-1 SER 2024-1A CL A REGD 144A P/P 6.06000000                                    | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1883235 | PA      | $1891620.51     | 0.00%             | 2031-02-12      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| CHAOT 2023-AA  5.68% 07/25/27                 | CHASE AUTO OWNER TRUST 2023-A SER 2023-AA CL A3 REGD 144A P/P 5.68000000                                     | CUSIP: 16144KAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3025000 | PA      | $3058938.38     | 0.01%             | 2029-01-25      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HO 5.141% 03/15/52                | WARNERMEDIA HOLDINGS INC REGD SER WI 5.14100000                                                              | CUSIP: 55903VBE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    37219000 | PA      | $25960252.50    | 0.06%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE  V/R 11/01/53                | FARMERS EXCHANGE CAP II REGD V/R P/P 6.15100000                                                              | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5438518.20     | 0.01%             | 2053-11-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 2.3% 09/15/31                | AMERICAN TOWER CORP REGD 2.30000000                                                                          | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    18173000 | PA      | $15766041.94    | 0.04%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CO 4% 11/15/32                | JETBLUE AIRWAYS CORP REGD SER 1A 4.00000000                                                                  | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2469368 | PA      | $2311874.54     | 0.01%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC1999 2% 05/01/36                     | FREDDIE MAC POOL UMBS P#RC1999 2.00000000                                                                    | CUSIP: 3133L8GG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2792732 | PA      | $2580091.62     | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERI 5.875% 01/31/31                | JH NORTH AMERICA HOLDING REGD 144A P/P 5.87500000                                                            | CUSIP: 46593WAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4985000 | PA      | $5028528.97     | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20250723 000011091 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-431705.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX 2021-LBA AV V/R 02/15/23                   | BX TRUST 2021-LBA SER 2021-LBA CL AV V/R REGD 144A P/P 5.22648000                                            | CUSIP: 05609BAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      704612 | PA      | $704171.12      | 0.00%             | 2036-02-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| BPR 2022-STAR A V/R 08/15/24                  | BPR TRUST 2022-STAR SER 2022-STAR CL A V/R REGD 144A P/P 7.54376000                                          | CUSIP: 055980AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8395000 | PA      | $8396427.15     | 0.02%             | 2039-08-15      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| UMBS P#SI2075 2% 09/01/50                     | FREDDIE MAC POOL UMBS P#SI2075 2.00000000                                                                    | CUSIP: 3133USJU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      820113 | PA      | $654617.86      | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 2.4% 03/15/29                | T-MOBILE USA INC REGD SER WI 2.40000000                                                                      | CUSIP: 87264ACS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3099000 | PA      | $2885555.66     | 0.01%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 11/10/28                | BANK OF AMERICA CORP REGD V/R 6.20400000                                                                     | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1251000 | PA      | $1301888.17     | 0.00%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| T/L PELICAN PRO 0% 12/29/28                   | T/L PELICAN PRODUCTS INC       REGD 0.00000000                                                               | CUSIP: 70468BAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1696975 | PA      | $1478489.22     | 0.00%             | 2028-12-29      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| CMLTI 2024-INV3  V/R 09/25/54                 | CITIGROUP MORTGAGE LOAN TRUST 2024-INV3 SER 2024-INV3 CL PT V/R REGD 144A P/P 0.00000000                     | CUSIP: 17332ACD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    90121383 | PA      | $94198230.93    | 0.23%             | 2054-10-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MLANE 2024-A A1 6.2% 06/15/26                 | MISSION LANE CREDIT CARD MASTER TRUST SER 2024-A CL A1 REGD 144A P/P 6.20000000                              | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3630000 | PA      | $3661959.61     | 0.01%             | 2029-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2633 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#CB2633 2.50000000                                                                     | CUSIP: 3140QM4T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2129968 | PA      | $1798661.52     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1A  2.434% 06/15/28                 | SLAM 2021-1 LTD SER 2021-1A CL A REGD 144A P/P 2.43400000                                                    | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7447500 | PA      | $6977035.47     | 0.02%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP 6.125% 02/15/33                 | CARNIVAL CORP REGD 144A P/P 6.12500000                                                                       | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    27165000 | PA      | $27793924.08    | 0.07%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV8117 3% 04/01/52                     | FANNIE MAE POOL UMBS P#BV8117 3.00000000                                                                     | CUSIP: 3140MNAT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1846763 | PA      | $1598854.60     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC - CLASS B                     | IHEARTMEDIA INC - CLASS B 0.00000000                                                                         | CUSIP: 45174J608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      365379 | NS      | $578760.34      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MCR 2024-HTL C V/R 02/15/26                   | MCR 2024-HTL MORTGAGE TRUST SER 2024-HTL CL C V/R REGD 144A P/P 7.41850000                                   | CUSIP: 55286PAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1248823 | PA      | $1247652.10     | 0.00%             | 2037-02-15      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| CGMS 2014-2RA A1 V/R 05/15/31                 | CARLYLE GLOBAL MARKET STRATEGIES CLO 2 SER 2014-2RA CL A1 V/R REGD 144A P/P 5.63794000                       | CUSIP: 14314LAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      425098 | PA      | $425171.92      | 0.00%             | 2031-05-15      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| SCG 2024-MSP A V/R 04/15/29                   | SCG 2024-MSP MORTGAGE TRUST SER 2024-MSP CL A V/R REGD 144A P/P 6.05276000                                   | CUSIP: 78436EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1328000 | PA      | $1328830.00     | 0.00%             | 2041-04-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UN 2.5% 10/04/52/EUR/                | EUROPEAN UNION /EUR/ REGD REG S SER UFA 2.50000000                                                           | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | USGA              | BE        |     5720000 | PA      | $5237241.57     | 0.01%             | 2052-10-04      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GRADE 2024-RTL5  V/R 04/25/30                 | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST SER 2024-RTL5 CL A1 V/R REGD 144A P/P 7.76200000                     | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3019566.60     | 0.01%             | 2030-04-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS  3.7% 06/15/30                | REGENCY CENTERS LP REGD 3.70000000                                                                           | CUSIP: 75884RBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1359000 | PA      | $1313763.33     | 0.00%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3745 3% 11/01/47                     | FANNIE MAE POOL UMBS P#BM3745 3.00000000                                                                     | CUSIP: 3140J8ET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2068490 | PA      | $1841047.67     | 0.00%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08838 5% 09/01/48                    | FREDDIE MAC GOLD POOL P#G08838 5.00000000                                                                    | CUSIP: 3128MJ4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      123727 | PA      | $123767.21      | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2022-4 A1 V/R 09/25/67                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2022-4 SER 2022-4 CL A1 V/R REGD 144A P/P 5.90000000                      | CUSIP: 268432AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    57738806 | PA      | $57961648.80    | 0.14%             | 2067-09-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9318 2% 11/01/36                     | FANNIE MAE POOL UMBS P#FM9318 2.00000000                                                                     | CUSIP: 3140XDK88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      498024 | PA      | $459626.17      | 0.00%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T/L NAKED JUICE 0% 01/24/29                   | T/L NAKED JUICE LLC REGD 0.00000000                                                                          | CUSIP: 62984CAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     6649586 | PA      | $6579764.95     | 0.02%             | 2029-01-24      | Variable      | 9.80%                 | No            |                  2 | On Loan: No      |
| SLMA 2005-4 A4 V/R 07/25/40                   | SLM STUDENT LOAN TRUST 2005-4 SER 2005-4 CL A4 V/R 4.79494000                                                | CUSIP: 78442GPH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7205920 | PA      | $7029708.82     | 0.02%             | 2040-07-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.125% 08/03/65                   | ORACLE CORP REGD 6.12500000                                                                                  | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    19003000 | PA      | $19022151.79    | 0.05%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NE 4.96% 08/01/46                | PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E 4.96000000                                                       | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     1010000 | PA      | $949127.10      | 0.00%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FIN 3.25% 02/15/29                | CDW LLC/CDW FINANCE REGD 3.25000000                                                                          | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8825000 | PA      | $8359985.16     | 0.02%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LMAT 2021-GS3 A1 V/R 07/25/61                 | LEGACY MORTGAGE ASSET TRUST 2021-GS3 SER 2021-GS3 CL A1 V/R REGD 144A P/P 5.75000000                         | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7013158 | PA      | $6990840.51     | 0.02%             | 2061-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7539 2% 04/01/51                     | FREDDIE MAC POOL UMBS P#SD7539 2.00000000                                                                    | CUSIP: 3132DVLU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3320145 | PA      | $2676231.75     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.283% 01/17/29                 | PROGRESS RESIDENTIAL 2021-SFR11 TRUST SER 2021-SFR11 CL A REGD 144A P/P 2.28300000                           | CUSIP: 74333XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11846490 | PA      | $11022504.76    | 0.03%             | 2039-01-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.6% 09/01/34                | ENERGY TRANSFER LP REGD 5.60000000                                                                           | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    11940000 | PA      | $12126431.40    | 0.03%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67700 3.5% 08/01/46                  | FREDDIE MAC GOLD POOL P#G67700 3.50000000                                                                    | CUSIP: 3132XCRV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7063474 | PA      | $6549659.01     | 0.02%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALA 2025-OANA A V/R 06/15/27                  | ALA TRUST 2025-OANA SER 2025-OANA CL A V/R REGD 144A P/P 6.04263000                                          | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2513284.75     | 0.01%             | 2040-06-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.8% 10/15/34                    | BROADCOM INC REGD 4.80000000                                                                                 | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    23561000 | PA      | $23276353.19    | 0.06%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260521 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $265.79         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/13/31                | BANK OF AMERICA CORP REGD V/R MTN 2.49600000                                                                 | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     8466000 | PA      | $7732519.56     | 0.02%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CIFC 2024-3A A1 V/R 07/21/37                  | CIFC FUNDING 2024-III LTD SER 2024-3A CL A1 V/R REGD 144A P/P 5.74947000                                     | CUSIP: 12575WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      320000 | PA      | $320840.96      | 0.00%             | 2037-07-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3536 4% 12/01/48                     | FANNIE MAE POOL UMBS P#MA3536 4.00000000                                                                     | CUSIP: 31418C4W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      461771 | PA      | $436455.28      | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LBMLT 2005-WL3 M V/R 11/25/35                 | LONG BEACH MORTGAGE LOAN TRUST 2005-WL3 SER 2005-WL3 CL M2 V/R REGD 5.13868000                               | CUSIP: 542514PS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8931016 | PA      | $8408906.34     | 0.02%             | 2035-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| TWRBG 2024- V/R 09/20/26 /GBP/                | TOWER BRIDGE FUNDING 2024-3 PLC SER 2024-3X CL C V/R REGD REG S /GBP/ 5.61584000                             | CUSIP: G8962PAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |       99974 | PA      | $137229.05      | 0.00%             | 2066-12-20      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AMPHENOL CORP 5% 01/15/35                     | AMPHENOL CORP REGD 5.00000000                                                                                | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    10885000 | PA      | $11001841.33    | 0.03%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD6256 3% 02/01/52                     | FREDDIE MAC POOL UMBS P#QD6256 3.00000000                                                                    | CUSIP: 3133B35R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       67597 | PA      | $58629.16       | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CA 5.1% 04/01/30                | SMBC AVIATION CAPITAL FI REGD 144A P/P 5.10000000                                                            | CUSIP: 78448TAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    10505000 | PA      | $10657042.23    | 0.03%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ARSI 2006-M1 A2C V/R 07/25/36                 | ARGENT SECURITIES TRUST 2006-M1 SER 2006-M1 CL A2C V/R REGD 4.73368000                                       | CUSIP: 04012MAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1244509 | PA      | $332079.81      | 0.00%             | 2036-07-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 5.2% 06/15/33                     | SOUTHERN CO REGD 5.20000000                                                                                  | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      775000 | PA      | $788521.12      | 0.00%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BJETS 2024-2A 5.364% 09/15/30                 | BUSINESS JET SECURITIES 2024-2 LLC SER 2024-2A CL A REGD 144A P/P 5.36400000                                 | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10206944 | PA      | $10230546.32    | 0.03%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| LXS 2007-6 2A1 V/R 05/25/37                   | LEHMAN XS TRUST 2007-6 SER 2007-6 CL 2A1 V/R REGD 4.85368000                                                 | CUSIP: 52524PAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5099866 | PA      | $4332511.70     | 0.01%             | 2037-05-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| LFT 2024-2A C 5.25% 08/20/29                  | LENDMARK FUNDING TRUST 2024-2 SER 2024-2A CL C REGD 144A P/P 5.25000000                                      | CUSIP: 52590AAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      147000 | PA      | $147160.35      | 0.00%             | 2034-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SMB 2022-B A1B V/R 02/16/55                   | SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 5.75385000                       | CUSIP: 83206NAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18116299 | PA      | $18240624.30    | 0.04%             | 2055-02-16      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-P4  2.33% 04/10/27                 | CARVANA AUTO RECEIVABLES TRUST 2021-P4 SER 2021-P4 CL C REGD 2.33000000                                      | CUSIP: 14687KAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2720000 | PA      | $2605682.75     | 0.01%             | 2028-02-10      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| BLUEM 2015-3A A2 V/R 04/20/31                 | BLUEMOUNTAIN CLO 2015-3 LTD SER 2015-3A CL A2R V/R REGD 144A P/P 6.03108000                                  | CUSIP: 09628JAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2515000 | PA      | $2520414.80     | 0.01%             | 2031-04-20      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| JPMMT 2024-VIS2  V/R 07/25/28                 | JP MORGAN MORTGAGE TRUST SERIES 2024 SER 2024-VIS2 CL B1 V/R REGD 144A P/P 7.71984200                        | CUSIP: 46658DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      369000 | PA      | $369805.23      | 0.00%             | 2064-11-25      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5299 4% 05/01/51                     | FREDDIE MAC POOL UMBS P#RA5299 4.00000000                                                                    | CUSIP: 3133KL3G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      165413 | PA      | $154234.92      | 0.00%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE 2.16% 03/31/34                | GALAXY PIPELINE ASSETS REGD 144A P/P 2.16000000                                                              | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     1556124 | PA      | $1379643.82     | 0.00%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDING V/R 09/06/30                | SANTANDER HOLDINGS USA REGD V/R 5.35300000                                                                   | CUSIP: 80282KBM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4682186.04     | 0.01%             | 2030-09-06      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG S V/R 03/08/29                | NATIONWIDE BLDG SOCIETY REGD V/R 144A P/P 4.30200000                                                         | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     6100000 | PA      | $6062886.50     | 0.01%             | 2029-03-08      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.375% 03/31/29                  | UNITED STATES TREASURY NOTE 2.37500000                                                                       | CUSIP: 91282CEE7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    21595500 | PA      | $20576462.34    | 0.05%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HUNT 2024-1A A2 5.5% 03/15/27                 | HUNTINGTON AUTO TRUST 2024-1 SER 2024-1A CL A2 REGD 144A P/P 5.50000000                                      | CUSIP: 446144AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4908855 | PA      | $4914671.66     | 0.01%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME  5.125% 04/15/35                | REALTY INCOME CORP REGD 5.12500000                                                                           | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3303938.52     | 0.01%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08840 5% 08/01/48                    | FREDDIE MAC GOLD POOL P#G08840 5.00000000                                                                    | CUSIP: 3128MJ5A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      189074 | PA      | $188980.21      | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.125% 10/15/26                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000                                                    | CUSIP: 91282CDC2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    48954549 | PA      | $48392683.93    | 0.12%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| VASCO 2 B V/R 10/27/42 /EUR/                  | TAGUS-SOCIEDADE DE TITULARIZACAO DE CREDI SER 2 CL B V/R REGD REG S /EUR/ 3.88800000                         | CUSIP: X89368FU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | PT        |      100000 | PA      | $117897.83      | 0.00%             | 2042-10-27      | Variable      | 3.89%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF UZ 5.375% 02/20/29                | REPUBLIC OF UZBEKISTAN REGD REG S EMTN 5.37500000                                                            | CUSIP: Y000WRAB4<br>LEI: N/A                  | Long             | DBT              | USGA              | UZ        |      285000 | PA      | $279838.30      | 0.00%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 2.7% 04/15/31                | AMERICAN TOWER CORP REGD 2.70000000                                                                          | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    17322000 | PA      | $15533501.24    | 0.04%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EQUINIX E 3.625% 11/22/34/EUR/                | EQUINIX EU 2 FINANCING C /EUR/ REGD 3.62500000                                                               | CUSIP: 29390XAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7300000 | PA      | $8370085.56     | 0.02%             | 2034-11-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ABBSL 2021-3A A1 V/R 04/20/38                 | AB BSL CLO 3 LTD SER 2021-3A CL A1R V/R REGD 144A P/P 5.51947000                                             | CUSIP: 00037QAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      480000 | PA      | $480631.68      | 0.00%             | 2038-04-20      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 06/02/28                | WELLS FARGO & COMPANY REGD V/R MTN 2.39300000                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     6880000 | PA      | $6628291.69     | 0.02%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| NAVSL 2024-A A 5.66% 12/15/34                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2024-A SER 2024-A CL A REGD 144A P/P 5.66000000                    | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4614704 | PA      | $4674305.22     | 0.01%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| GNRT 7A A1R V/R 04/22/37                      | GENERATE CLO 7 LTD SER 7A CL A1R V/R REGD 144A P/P 5.89238000                                                | CUSIP: 37149LAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1972000 | PA      | $1981473.49     | 0.00%             | 2037-04-22      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 2.7% 08/10/26                | FORD MOTOR CREDIT CO LLC REGD 2.70000000                                                                     | CUSIP: 345397B77<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7851000 | PA      | $7643905.93     | 0.02%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES 4.95% 04/15/28                 | EPR PROPERTIES REGD 4.95000000                                                                               | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      414000 | PA      | $413195.30      | 0.00%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-5 A1 V/R 09/25/66                  | VERUS SECURITIZATION TRUST 2021-5 SER 2021-5 CL A1 V/R REGD 144A P/P 1.01300000                              | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19273045 | PA      | $16567726.08    | 0.04%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 08/09/28                     | BARCLAYS PLC REGD V/R 5.50100000                                                                             | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $5099565.70     | 0.01%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| DLPY 2025-1A A 5.63% 07/25/27                 | DAILYPAY SECURITIZATION TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 5.63000000                               | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12240000 | PA      | $12326661.65    | 0.03%             | 2028-06-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ANCHC 2024-29A A V/R 07/20/37                 | ANCHORAGE CAPITAL CLO 29 LTD SER 2024-29A CL A1 V/R REGD 144A P/P 5.86947000                                 | CUSIP: 03332QAA3<br>LEI: 213800XVU2BADRNDSO76 | Long             | ABS-CBDO         | CORP              | KY        |     1160000 | PA      | $1164708.44     | 0.00%             | 2037-07-20      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-1 A 4.8% 02/27/34                   | SOFI CONSUMER LOAN PROGRAM 2025-1 TRUST SER 2025-1 CL A REGD 144A P/P 4.80000000                             | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8003443 | PA      | $8018360.04     | 0.02%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 11/19/26                | JPMORGAN CHASE & CO REGD V/R 1.04500000                                                                      | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    11150000 | PA      | $10999463.74    | 0.03%             | 2026-11-19      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERA 5.875% 09/16/43                | RUSSIAN FEDERATION REGD 5.87500000                                                                           | CUSIP: X74359AC8<br>LEI: N/A                  | Long             | DBT              | USGA              | RU        |     2600000 | PA      | $1822424.71     | 0.00%             | 2043-09-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8245 4.5% 09/01/52                   | FREDDIE MAC POOL UMBS P#SD8245 4.50000000                                                                    | CUSIP: 3132DWES8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    22842453 | PA      | $21890844.72    | 0.05%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENT 3.75% 01/15/28                | LIVE NATION ENTERTAINMEN REGD 144A P/P 3.75000000                                                            | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4838218.00     | 0.01%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GNR 2021-97 LI 3% 08/20/50                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-97 CL LI 3.00000000                                        | CUSIP: 38382VHH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3674130 | PA      | $611345.89      | 0.00%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0599 2% 04/01/51                     | FANNIE MAE POOL UMBS P#FS0599 2.00000000                                                                     | CUSIP: 3140XFUZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      578943 | PA      | $466009.99      | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RAD 2024-25A A1 V/R 07/20/37                  | RAD CLO 25 LTD SER 2024-25A CL A1 V/R REGD 144A P/P 5.72947000                                               | CUSIP: 75009GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     2870000 | PA      | $2877571.06     | 0.01%             | 2037-07-20      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| BALTA 2005-1 M2 V/R 01/25/35                  | BEAR STEARNS ALT-A TRUST 2005-1 SER 2005-1 CL M2 V/R REGD 5.55868000                                         | CUSIP: 07386HQJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4448843 | PA      | $4222002.13     | 0.01%             | 2035-01-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7549 2% 01/01/52                     | FREDDIE MAC POOL UMBS P#SD7549 2.00000000                                                                    | CUSIP: 3132DVL60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17091645 | PA      | $13752840.75    | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BFLD 2024-UNIV A V/R 11/15/26                 | BFLD COMMERCIAL MORTGAGE TRUST 2024-UNIV SER 2024-UNIV CL A V/R REGD 144A P/P 5.80426000                     | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1360000 | PA      | $1361700.00     | 0.00%             | 2041-11-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-3A  4.52% 08/15/27                 | LAD AUTO RECEIVABLES TRUST 2024-3 SER 2024-3A CL A3 REGD 144A P/P 4.52000000                                 | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3006667.20     | 0.01%             | 2029-03-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE4224 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE4224 3.00000000                                                                    | CUSIP: 3133BDVR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      908416 | PA      | $786474.97      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MFIT 2025-AA B 5.33% 08/20/29                 | MARINER FINANCE ISSUANCE TRUST 2025-A SER 2025-AA CL B REGD 144A P/P 5.33000000                              | CUSIP: 567920AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1806000 | PA      | $1838953.36     | 0.00%             | 2038-05-20      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7136 2% 09/01/35                     | FANNIE MAE POOL UMBS P#CA7136 2.00000000                                                                     | CUSIP: 3140QE4W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      406730 | PA      | $373904.23      | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTIC 5.25% 03/15/35                | VERISK ANALYTICS INC REGD 5.25000000                                                                         | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    20305000 | PA      | $20419997.37    | 0.05%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#QH6141 6.5% 11/01/53                   | FREDDIE MAC POOL UMBS P#QH6141 6.50000000                                                                    | CUSIP: 3133CJZE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      394115 | PA      | $407957.50      | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV7200 3% 04/01/52                     | FANNIE MAE POOL UMBS P#BV7200 3.00000000                                                                     | CUSIP: 3140MMAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      309207 | PA      | $267987.85      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2598 6% 03/01/53                     | FREDDIE MAC POOL UMBS P#SD2598 6.00000000                                                                    | CUSIP: 3132DP3F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      776226 | PA      | $790168.00      | 0.00%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-1 A 4.75% 10/15/27                 | CARMAX AUTO OWNER TRUST 2023-1 SER 2023-1 CL A3 REGD 4.75000000                                              | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6605255 | PA      | $6612154.44     | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LNCR 2025-CRE8 A V/R 11/01/29                 | LOANCORE 2025 2025-CRE8 ISSUER LLC SER 2025-CRE8 CL A V/R REGD 144A P/P 5.69874000                           | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      660000 | PA      | $657916.84      | 0.00%             | 2042-08-17      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| TRNTS 2017-7A A1 V/R 01/25/35                 | TRINITAS CLO VII LTD SER 2017-7A CL A1R2 V/R REGD 144A P/P 5.34177000                                        | CUSIP: 89641CAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7290000 | PA      | $7269682.77     | 0.02%             | 2035-01-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.926% 05/15/37                  | BROADCOM INC REGD 144A P/P 4.92600000                                                                        | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2199000 | PA      | $2134182.08     | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| AOMT 2024-1 A1 V/R 01/25/28                   | ANGEL OAK MORTGAGE TRUST 2024-1 SER 2024-1 CL A1 V/R REGD 144A P/P 5.21000000                                | CUSIP: 03465XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16369603 | PA      | $16298236.19    | 0.04%             | 2068-08-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4540 2% 02/01/42                     | FANNIE MAE POOL UMBS P#MA4540 2.00000000                                                                     | CUSIP: 31418EBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1175259 | PA      | $1010568.11     | 0.00%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8439 6% 06/01/54                     | FREDDIE MAC POOL UMBS P#SD8439 6.00000000                                                                    | CUSIP: 3132DWLU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    32363535 | PA      | $32905947.88    | 0.08%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WOM NEW HOLDCO COMMON                         | WOM NEW HOLDCO COMMON 0.00000000                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        1435 | NS      | $0.00           | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BOEING CO/THE 7.008% 05/01/64                 | BOEING CO/THE REGD SER WI 7.00800000                                                                         | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     8146000 | PA      | $8947135.15     | 0.02%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/24/33                    | CITIGROUP INC REGD V/R 4.91000000                                                                            | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1887000 | PA      | $1882771.01     | 0.00%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN0663 4% 09/01/48                     | FANNIE MAE POOL UMBS P#BN0663 4.00000000                                                                     | CUSIP: 3140JGWZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       48645 | PA      | $46038.46       | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIN 2023-1A A 7.824% 06/05/29                 | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC SER 2023-1A CL A2 REGD 144A P/P 7.82400000                         | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10610000 | PA      | $10763496.99    | 0.03%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| EQS 2024-2M A 5.7% 12/20/31                   | OWN EQUIPMENT FUND I LLC SER 2024-2M CL A REGD 144A P/P 5.70000000                                           | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9463705 | PA      | $9598587.22     | 0.02%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORA 4.25% 03/01/30                | FREEPORT-MCMORAN INC REGD 4.25000000                                                                         | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     6345000 | PA      | $6212548.76     | 0.02%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VOYA 2018-3A A1R V/R 10/15/31                 | VOYA CLO 2018-3 LTD SER 2018-3A CL A1R2 V/R REGD 144A P/P 5.45610000                                         | CUSIP: 92917KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1363639 | PA      | $1363571.08     | 0.00%             | 2031-10-15      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| AMMST 2021-MF 2.574% 08/15/31                 | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF3 SER 2021-MF3 CL A5 REGD 144A P/P 2.57470000             | CUSIP: 03882KAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      235000 | PA      | $207873.95      | 0.00%             | 2054-10-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2079 2% 11/01/51                     | FANNIE MAE POOL UMBS P#CB2079 2.00000000                                                                     | CUSIP: 3140QMJZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4724786 | PA      | $3778506.71     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6314 3% 07/01/50                     | FANNIE MAE POOL UMBS P#CA6314 3.00000000                                                                     | CUSIP: 3140QEAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1761399 | PA      | $1528633.90     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP 5.25% 07/01/30                      | PG&E CORP REGD 5.25000000                                                                                    | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     9360000 | PA      | $8916732.77     | 0.02%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EATON 2019-1A BR V/R 07/15/37                 | EATON VANCE CLO 2019-1 LTD SER 2019-1A CL BR2 V/R REGD 144A P/P 6.10610000                                   | CUSIP: 27830XAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2007430.00     | 0.00%             | 2037-07-15      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 3.95% 03/15/48                | DUKE ENERGY CAROLINAS REGD 3.95000000                                                                        | CUSIP: 26442CAU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1542000 | PA      | $1203275.14     | 0.00%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REVVITY INC 2.55% 03/15/31                    | REVVITY INC REGD 2.55000000                                                                                  | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    11115000 | PA      | $9764425.80     | 0.02%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 6.4% 06/15/33                | PACIFIC GAS & ELECTRIC REGD 6.40000000                                                                       | CUSIP: 694308KM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2045000 | PA      | $2137663.08     | 0.01%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MCR 2024-TWA X 0.92% 06/12/27                 | MCR 2024-TWA MORTGAGE TRUST SER 2024-TWA CL XA REGD 144A P/P 0.92000000                                      | CUSIP: 582923AV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5829000 | PA      | $72825.19       | 0.00%             | 2039-06-12      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VEN 5.5% 04/12/37 /OFAC BLOCK/   | PETROLEOS DE VENEZUELA S REGD 5.50000000                                                                     | CUSIP: P7807HAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |     2500000 | PA      | $308790.38      | 0.00%             | 2037-04-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WAMU 2005-AR13 A V/R 10/25/45                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005- SER 2005-AR13 CL A1A1 V/R REGD 5.01368000               | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1320262 | PA      | $1325046.49     | 0.00%             | 2045-10-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| ADMT 2023-NQM5 A V/R 11/25/68                 | A&D MORTGAGE TRUST 2023-NQM5 SER 2023-NQM5 CL A1 V/R REGD 144A P/P 7.04900000                                | CUSIP: 00249XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6189564 | PA      | $6272043.94     | 0.02%             | 2068-11-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2891 3% 06/20/45                  | GINNIE MAE II POOL P#MA2891 3.00000000                                                                       | CUSIP: 36179RF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10049210 | PA      | $9029508.95     | 0.02%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APID 2015-20A A1 V/R 07/16/31                 | APIDOS CLO XX SER 2015-20A CL A1RA V/R REGD 144A P/P 5.62215000                                              | CUSIP: 03765LAP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1607087 | PA      | $1608197.18     | 0.00%             | 2031-07-16      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| F/C EURO-BUND FUTURE  SEP25                   | FUTURE CONTRACT ON           EURO-BUND FUTURE  SEP25 /EUR/ 0.00000000                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       -1630 | NC      | $-249895609.72  | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| ARES 2021-62A B V/R 01/25/34                  | ARES LXII CLO LTD SER 2021-62A CL B V/R REGD 144A P/P 6.19338000                                             | CUSIP: 00192WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8350000 | PA      | $8369296.85     | 0.02%             | 2034-01-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| RC R/P BOFA S  4.380% 08/15/25                | RC R/P BOFA S  4.380% 08/15/25 4.38000000                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |   250000000 | PA      | $249999999.99   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| SHMLT 2022-SH1 A V/R 10/25/26                 | SPRUCE HILL MORTGAGE LOAN TRUST 2022-SH1 SER 2022-SH1 CL A3 V/R REGD 144A P/P 4.10000000                     | CUSIP: 85213XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      603343 | PA      | $577591.29      | 0.00%             | 2057-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 02/29/28                      | UNITED STATES TREASURY NOTE 4.00000000                                                                       | CUSIP: 91282CGP0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    47443000 | PA      | $47802528.75    | 0.12%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 6% 06/15/48                | ENERGY TRANSFER LP REGD SER 30Y 6.00000000                                                                   | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1347000 | PA      | $1293470.31     | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AOTA 2015-1211  3.9% 08/10/25                 | 1211 AVENUE OF THE AMERICAS TRUST 2015-1211 SER 2015-1211 CL A1A2 REGD 144A P/P 3.90050000                   | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4300000 | PA      | $4111918.00     | 0.01%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HL 2% 03/15/31                | HEALTHCARE RLTY HLDGS LP REGD 2.00000000                                                                     | CUSIP: 42225UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        3000 | PA      | $2568.57        | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2023-119 A 2.25% 04/16/65                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-119 CL AD 2.25000000                                       | CUSIP: 38384CEP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      864541 | PA      | $697899.88      | 0.00%             | 2065-04-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDC 5.5% 01/25/31                | FOUNDRY JV HOLDCO LLC REGD 144A P/P 5.50000000                                                               | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     1741000 | PA      | $1785737.05     | 0.00%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS  5.25% 05/15/35                | STEEL DYNAMICS INC REGD 5.25000000                                                                           | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     7260000 | PA      | $7267707.58     | 0.02%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQU 4.5% 05/15/30                | SABINE PASS LIQUEFACTION REGD SER WI 4.50000000                                                              | CUSIP: 785592AX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15924000 | PA      | $15897359.78    | 0.04%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 09/10/28                     | BARCLAYS PLC REGD V/R 4.83700000                                                                             | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     5400000 | PA      | $5441680.22     | 0.01%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| F/C US 10YR ULTRA FUT SEP25                   | FUTURE CONTRACT ON           US 10YR ULTRA FUT SEP25 0.00000000                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       23519 | NC      | $2687413234.38  | 6.59%             |  |  |  | No            |                  1 | On Loan: No      |
| PUERTO RICO ELE 6.05% 07/01/32                | PUERTO RICO ELEC PWR AUTH PWRR REGD B/E 6.05000000                                                           | CUSIP: 74526YFA8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |      100000 | PA      | $48500.00       | 0.00%             | 2032-07-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| NEUB 2024-56A C V/R 07/24/37                  | NEUBERGER BERMAN LOAN ADVISERS CLO 5 SER 2024-56A CL C V/R REGD 144A P/P 6.37518000                          | CUSIP: 64135TAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001917.00     | 0.00%             | 2037-07-24      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.858% 05/01/54                 | BOEING CO/THE REGD SER WI 6.85800000                                                                         | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    19180000 | PA      | $20996650.58    | 0.05%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1465 5% 08/01/52                     | FREDDIE MAC POOL UMBS P#SD1465 5.00000000                                                                    | CUSIP: 3132DNTW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5782814 | PA      | $5709376.22     | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.50 06/20/54 GOLDUS33XXX FLOAT                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $6392264.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMAC 2006-FRE2  V/R 02/25/36                 | JP MORGAN MORTGAGE ACQUISITION CORP 2006-FRE2 SER 2006-FRE2 CL M2 V/R REGD 4.97368000                        | CUSIP: 46626LHC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11254953 | PA      | $10148319.88    | 0.02%             | 2036-02-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA 5.5% 01/15/28                | ALTICE FRANCE SA REGD 144A P/P 5.50000000                                                                    | CUSIP: 02156LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1262385.00     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLD 6.5% 09/30/27                | SUNAC CHINA HOLDINGS LTD REGD 144A P/P 0.00000000                                                            | CUSIP: G8569IAC3<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | CN        |       54306 | PA      | $6516.72        | 0.00%             | 2027-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MSBAM 2012-CK 3.277% 10/15/22                 | MSBAM COMMERCIAL MORTGAGE SECURITIES TRUST 2012 SER 2012-CKSV CL A2 REGD 144A P/P 3.27700000                 | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1086456 | PA      | $1030720.78     | 0.00%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE  8.125% 02/01/27                | ALTICE FRANCE SA REGD 144A P/P 8.12500000                                                                    | CUSIP: 02156LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     4500000 | PA      | $4050000.00     | 0.01%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.5% AUG 25                     | FNMA 30YR TBA 4.5% AUG 25      TO BE ANNOUNCED 4.50000000                                                    | CUSIP: 01F042681<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -25400000 | PA      | $-24285168.09   | -0.06%            | 2055-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNA 5.3% 05/15/34                | MARRIOTT INTERNATIONAL REGD 5.30000000                                                                       | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     6705000 | PA      | $6786170.53     | 0.02%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 2.4% 10/15/31                | EXTRA SPACE STORAGE LP REGD 2.40000000                                                                       | CUSIP: 30225VAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      244000 | PA      | $212001.45      | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LEX 2024-BBG A V/R 10/13/28                   | LEX 2024-BBG MORTGAGE TRUST SER 2024-BBG CL A V/R REGD 144A P/P 5.03607400                                   | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3200000 | PA      | $3216751.36     | 0.01%             | 2033-10-13      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| ENEL FINANC 4.5% 02/20/43/EUR/                | ENEL FINANCE INTL NV /EUR/ REGD REG S EMTN 4.50000000                                                        | CUSIP: N307063W8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     4080000 | PA      | $4876854.83     | 0.01%             | 2043-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TVC 2024-RRTL1 A V/R 02/25/27                 | TVC MORTGAGE TRUST 2024-RRTL1 SER 2024-RRTL1 CL A1 V/R REGD 144A P/P 5.54500000                              | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12455000 | PA      | $12442028.12    | 0.03%             | 2039-07-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP 5.75% 12/01/28                  | DISH DBS CORP REGD 144A P/P 5.75000000                                                                       | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17535000 | PA      | $15178734.38    | 0.04%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER  6.125% 05/15/38                | ALABAMA POWER CO REGD 6.12500000                                                                             | CUSIP: 010392EZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      516000 | PA      | $556392.54      | 0.00%             | 2038-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4322 4% 03/20/47                  | GINNIE MAE II POOL P#MA4322 4.00000000                                                                       | CUSIP: 36179SYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      397149 | PA      | $374734.67      | 0.00%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7349 6.5% 10/01/53                   | FANNIE MAE POOL UMBS P#CB7349 6.50000000                                                                     | CUSIP: 3140QTEX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3191697 | PA      | $3332583.47     | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IND 2.85% 02/14/30                | REPUBLIC OF INDONESIA REGD 2.85000000                                                                        | CUSIP: 455780CQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |     7713000 | PA      | $7224160.40     | 0.02%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NEUB 2024-54A B V/R 04/23/38                  | NEUBERGER BERMAN LOAN ADVISERS CLO 5 SER 2024-54A CL B V/R REGD 144A P/P 6.22934000                          | CUSIP: 64135PAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      560000 | PA      | $563016.16      | 0.00%             | 2038-04-23      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS7233 3% 05/01/46                     | FANNIE MAE POOL UMBS P#AS7233 3.00000000                                                                     | CUSIP: 3138WHBB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2821317 | PA      | $2507282.19     | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BXMT 2025-FL5 A V/R 10/18/42                  | BXMT 2025-FL5 LTD SER 2025-FL5 CL A V/R REGD 144A P/P 5.95340000                                             | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      710000 | PA      | $704466.26      | 0.00%             | 2042-10-18      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| DOLP 2021-NYC 2.956% 05/10/31                 | DOLP TRUST 2021-NYC SER 2021-NYC CL A REGD 144A P/P 2.95600000                                               | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11500000 | PA      | $10233689.00    | 0.03%             | 2041-05-10      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 11/30/27                  | UNITED STATES TREASURY NOTE 3.87500000                                                                       | CUSIP: 91282CFZ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    34897300 | PA      | $35030891.05    | 0.09%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRAVO 2025-NQM2  V/R 11/25/64                 | BRAVO RESIDENTIAL FUNDING TRUST 2025-NQM2 SER 2025-NQM2 CL A1 V/R REGD 144A P/P 5.67800000                   | CUSIP: 10569NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3332259 | PA      | $3348287.37     | 0.01%             | 2064-11-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR2 2.258% 09/17/26                 | FIRSTKEY HOMES 2021-SFR2 TRUST SER 2021-SFR2 CL E1 REGD 144A P/P 2.25800000                                  | CUSIP: 33767TAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3380000 | PA      | $3244451.18     | 0.01%             | 2038-09-17      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 09/10/27                | GOLDMAN SACHS GROUP INC REGD V/R 1.54200000                                                                  | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    23288000 | PA      | $22484737.49    | 0.06%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2963 4.5% 07/20/45                | GINNIE MAE II POOL P#MA2963 4.50000000                                                                       | CUSIP: 36179RJG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1189414 | PA      | $1162579.52     | 0.00%             | 2045-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN  5.5% 04/01/28                | ROYAL CARIBBEAN CRUISES REGD 144A P/P 5.50000000                                                             | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     6435000 | PA      | $6515070.71     | 0.02%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTELSAT EME WT EX 02/11/27                   | INTELSAT EMERGENCE SA WARRANTS  EXPIRE 02/11/27 0.00000000                                                   | CUSIP: L5217E104<br>LEI: N/A                  | N/A              | DE               | CORP              | LU        |        3810 | NS      | $0.00           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AIRCASTLE / IRE 5.25% 03/15/30                | AIRCASTLE / IRELAND DAC REGD 144A P/P 5.25000000                                                             | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3310000 | PA      | $3337272.91     | 0.01%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY  6.011% 06/15/42                | NEW YORK CITY NY MUNI WTR FIN REGD N/C B/E 6.01100000                                                        | CUSIP: 64972FL20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      755000 | PA      | $777229.16      | 0.00%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60646 4.5% 05/01/46                  | FREDDIE MAC GOLD POOL P#G60646 4.50000000                                                                    | CUSIP: 31335AWF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      315871 | PA      | $310081.78      | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BRAD4 05.000 SP 06/20/2030 XGS FIXED                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $39403201.63    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CA 4.5% 05/01/32                | CCO HLDGS LLC/CAP CORP REGD SER WI 4.50000000                                                                | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3555000 | PA      | $3310568.15     | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM5 A1 V/R 06/25/27                 | OBX 2023-NQM5 TRUST SER 2023-NQM5 CL A1A V/R REGD 144A P/P 6.56700000                                        | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7548628 | PA      | $7604515.28     | 0.02%             | 2063-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7195 3.5% 02/20/51                | GINNIE MAE II POOL P#MA7195 3.50000000                                                                       | CUSIP: 36179V7G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7615511 | PA      | $6944467.87     | 0.02%             | 2051-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4901 4% 12/20/47                  | GINNIE MAE II POOL P#MA4901 4.00000000                                                                       | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      703347 | PA      | $662298.97      | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CASIA 2022- V/R 05/22/34 /EUR/                | CASSIA 2022-1 SRL SER 2022-1A CL A V/R REGD 144A P/P /EUR/ 4.56000000                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IT        |     2367074 | PA      | $2794085.98     | 0.01%             | 2034-05-22      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| UMBS P#BH9212 3.5% 01/01/48                   | FANNIE MAE POOL UMBS P#BH9212 3.50000000                                                                     | CUSIP: 3140GYGW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1435296 | PA      | $1322681.52     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CO 5.7% 01/15/35                | EXPAND ENERGY CORP REGD 5.70000000                                                                           | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    24809000 | PA      | $25162751.53    | 0.06%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FIN 5.55% 08/22/34                | CDW LLC/CDW FINANCE REGD 5.55000000                                                                          | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15410000 | PA      | $15367393.97    | 0.04%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TAH 2020-SFR2  2.73% 11/17/27                 | TRICON AMERICAN HOMES 2020-SFR2 TRUST SER 2020-SFR2 CL E1 REGD 144A P/P 2.73000000                           | CUSIP: 89613JAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1855000 | PA      | $1754399.27     | 0.00%             | 2039-11-17      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM1 A V/R 03/25/28                 | PRPM 2024-NQM1 TRUST SER 2024-NQM1 CL A1 V/R REGD 144A P/P 6.26500000                                        | CUSIP: 693977AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1748072 | PA      | $1762395.42     | 0.00%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM1 B V/R 03/25/28                 | PRPM 2024-NQM1 TRUST SER 2024-NQM1 CL B1 V/R REGD 144A P/P 7.47517100                                        | CUSIP: 693977AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      248000 | PA      | $247060.70      | 0.00%             | 2068-12-25      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| BAYPK 2023-1A A1 V/R 01/20/37                 | BAYSWATER PARK CLO LTD SER 2023-1A CL A1 V/R REGD 144A P/P 5.99947000                                        | CUSIP: 072929AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      370000 | PA      | $370727.42      | 0.00%             | 2037-01-20      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP 6.5% 07/01/27                        | EQT CORP REGD 144A P/P 6.50000000                                                                            | CUSIP: 26884LAS8<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4601396.07     | 0.01%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#784474 3.5% 02/20/48                | GINNIE MAE II POOL P#784474 3.50000000                                                                       | CUSIP: 3622A26K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1110209 | PA      | $1020180.61     | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADMT 2025-NQM2 A V/R 05/25/29                 | A&D MORTGAGE TRUST 2025-NQM2 SER 2025-NQM2 CL A1 V/R REGD 144A P/P 5.79000000                                | CUSIP: 00250EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2887700 | PA      | $2904701.53     | 0.01%             | 2070-06-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IDR/USD FWD 20250716 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $189.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T/L JANE STREET G ZCP 12/15/31                | T/L JANE STREET GROUP LLC REGD ZCP TERM LOAN 0.00000000                                                      | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |     1771138 | PA      | $1768852.99     | 0.00%             | 2031-12-15      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-2A C 5.9% 07/20/32                  | OCTANE RECEIVABLES TRUST 2024-2 SER 2024-2A CL C REGD 144A P/P 5.90000000                                    | CUSIP: 67578YAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3895000 | PA      | $3974707.67     | 0.01%             | 2032-07-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & 3.75% 08/15/47                | BALTIMORE GAS & ELECTRIC REGD SER * 3.75000000                                                               | CUSIP: 059165EJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      721000 | PA      | $546170.20      | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SGR 2019-3 B1 V/R 09/25/59                    | SG RESIDENTIAL MORTGAGE TRUST 2019-3 SER 2019-3 CL B1 V/R REGD 144A P/P 4.07800000                           | CUSIP: 78432BAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4592600 | PA      | $4398071.24     | 0.01%             | 2059-09-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| SEMT 2025-2 A5 V/R 05/25/32                   | SEQUOIA MORTGAGE TRUST 2025-2 SER 2025-2 CL A5 V/R REGD 144A P/P 5.50000000                                  | CUSIP: 816935AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    22273334 | PA      | $22336821.63    | 0.05%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUT 4.75% 05/09/27                | TEVA PHARMACEUTICAL INDU REGD 4.75000000                                                                     | CUSIP: 88167AAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     4538000 | PA      | $4530057.59     | 0.01%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND  6.15% 09/30/30                | AERCAP IRELAND CAP/GLOBA REGD 6.15000000                                                                     | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     8535000 | PA      | $9101950.69     | 0.02%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ELO SACA 4.875% 12/08/28/EUR/                 | ELO SACA /EUR/ REGD REG S EMTN 4.87500000                                                                    | CUSIP: F0490QNP4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     7000000 | PA      | $7463244.89     | 0.02%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AIMCO 2025-23A A V/R 04/20/38                 | AIMCO CLO 23 LTD SER 2025-23A CL A V/R REGD 144A P/P 5.39381000                                              | CUSIP: 00901JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5292350 | PA      | $5276472.95     | 0.01%             | 2038-04-20      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| PROG 2024-SFR3 A 3% 06/17/29                  | PROGRESS RESIDENTIAL 2024-SFR3 TRUST SER 2024-SFR3 CL A REGD 144A P/P 3.00000000                             | CUSIP: 74331VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5993647 | PA      | $5652836.42     | 0.01%             | 2041-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8592 2.5% 01/01/51                   | FANNIE MAE POOL UMBS P#CA8592 2.50000000                                                                     | CUSIP: 3140QGRN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      753324 | PA      | $635489.29      | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY  2.25% 06/01/30                | NEXTERA ENERGY CAPITAL REGD 2.25000000                                                                       | CUSIP: 65339KBR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4105000 | PA      | $3696888.29     | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 3.875% 04/15/30                | T-MOBILE USA INC REGD SER WI 3.87500000                                                                      | CUSIP: 87264ABF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    40687000 | PA      | $39515938.63    | 0.10%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK9597 4% 08/01/48                     | FANNIE MAE POOL UMBS P#BK9597 4.00000000                                                                     | CUSIP: 3140HPUX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      135503 | PA      | $128186.23      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIM 2022-I1 A1 V/R 02/25/67                   | CIM TRUST 2022-I1 SER 2022-I1 CL A1 V/R REGD 144A P/P 4.35000000                                             | CUSIP: 12568TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14195361 | PA      | $13977772.00    | 0.03%             | 2067-02-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4487 3.5% 06/01/42                   | FREDDIE MAC POOL UMBS P#ZS4487 3.50000000                                                                    | CUSIP: 3132A46Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23947 | PA      | $22474.64       | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSKY 2024-1 A3 5.55% 06/25/59                 | GREENSKY HOME IMPROVEMENT TRUST 2024-1 SER 2024-1 CL A3 REGD 144A P/P 5.55000000                             | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3195000 | PA      | $3269909.33     | 0.01%             | 2059-06-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES 4.25% 12/01/26                | VICI PROPERTIES / NOTE REGD 144A P/P 4.25000000                                                              | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12800000 | PA      | $12721954.69    | 0.03%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.5% 07/01/40                | PACIFIC GAS & ELECTRIC REGD 4.50000000                                                                       | CUSIP: 694308JQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1903946 | PA      | $1586479.07     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM7 A1 V/R 08/25/26                 | OBX 2022-NQM7 TRUST SER 2022-NQM7 CL A1 V/R REGD 144A P/P 5.11000000                                         | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3279579 | PA      | $3262547.65     | 0.01%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3972 3.5% 07/01/50                   | FANNIE MAE POOL UMBS P#FM3972 3.50000000                                                                     | CUSIP: 3140X7MW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3555320 | PA      | $3245005.33     | 0.01%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60238 3.5% 10/01/45                  | FREDDIE MAC GOLD POOL P#G60238 3.50000000                                                                    | CUSIP: 31335AHP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3866764 | PA      | $3598234.96     | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLEG 2019-1A AR V/R 04/20/32                 | ALLEGRO CLO X LTD SER 2019-1A CL ARR V/R REGD 144A P/P 5.39947000                                            | CUSIP: 01750FAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    18875475 | PA      | $18881986.71    | 0.05%             | 2032-04-20      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE5364 3% 07/01/52                     | FREDDIE MAC POOL UMBS P#QE5364 3.00000000                                                                    | CUSIP: 3133BE5Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1748249 | PA      | $1515934.36     | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T/L BAUSCH & LOMB 0% 05/10/27                 | T/L BAUSCH & LOMB INCORPORATED REGD 0.00000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1404918 | PA      | $1401883.52     | 0.00%             | 2027-05-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2835 4% 12/01/46                     | FANNIE MAE POOL UMBS P#MA2835 4.00000000                                                                     | CUSIP: 31418CEH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1468328 | PA      | $1390953.96     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 03/24/28                | WELLS FARGO & COMPANY REGD V/R MTN 3.52600000                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    12380000 | PA      | $12208217.97    | 0.03%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 4% 04/15/30                      | AUTOZONE INC REGD 4.00000000                                                                                 | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     8465000 | PA      | $8287567.25     | 0.02%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VSTA 2020-1 A3 V/R 03/25/65                   | VISTA POINT SECURITIZATION TRUST 2020-1 SER 2020-1 CL A3 V/R REGD 144A P/P 3.20100000                        | CUSIP: 92838WAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1342458 | PA      | $1330396.63     | 0.00%             | 2065-03-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.137% 11/15/35                  | BROADCOM INC REGD 144A P/P 3.13700000                                                                        | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    15850000 | PA      | $13368511.48    | 0.03%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| DRSLF 2018-64A A V/R 04/18/31                 | DRYDEN 64 CLO LTD SER 2018-64A CL A V/R REGD 144A P/P 5.50108000                                             | CUSIP: 26251LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3020547 | PA      | $3023047.54     | 0.01%             | 2031-04-18      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MDPK 2022-57A A1 V/R 07/27/34                 | MADISON PARK FUNDING LVII LTD SER 2022-57A CL A1R V/R REGD 144A P/P 5.56262000                               | CUSIP: 55822GAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500636.50      | 0.00%             | 2034-07-27      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| BSP 2022-27A AR V/R 10/20/37                  | BENEFIT STREET PARTNERS CLO XXVII LTD SER 2022-27A CL AR V/R REGD 144A P/P 5.63947000                        | CUSIP: 08179PAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     4690000 | PA      | $4698127.77     | 0.01%             | 2037-10-20      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4364 2% 06/01/41                     | FANNIE MAE POOL UMBS P#MA4364 2.00000000                                                                     | CUSIP: 31418DZ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21150341 | PA      | $18241837.40    | 0.04%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6397 2.5% 11/01/51                   | FREDDIE MAC POOL UMBS P#RA6397 2.50000000                                                                    | CUSIP: 3133KNDA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3547324 | PA      | $3002109.16     | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NRZT 2020-NQM1 A V/R 02/25/25                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1 SER 2020-NQM1 CL A1 V/R REGD 144A P/P 2.46413000               | CUSIP: 64830VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      783561 | PA      | $739212.58      | 0.00%             | 2060-01-26      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| CMPDC 2025-1A 5.316% 05/28/30                 | COMPASS DATACENTERS ISSUER II LLC SER 2025-1A CL A1 REGD 144A P/P 5.31600000                                 | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7200000 | PA      | $7290072.00     | 0.02%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PR 2.75% 04/15/31                | COPT DEFENSE PROP LP REGD 2.75000000                                                                         | CUSIP: 22003BAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1555000 | PA      | $1375385.65     | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| T/L VIRGIN MEDIA 0% 01/31/28                  | T/L VIRGIN MEDIA BRISTOL LLC   REGD 0.00000000                                                               | CUSIP: G9368PBC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      626241 | PA      | $617567.44      | 0.00%             | 2028-01-31      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| STCP 2025-6A A1 V/R 04/20/38                  | SYCAMORE TREE CLO 2025-6 LTD SER 2025-6A CL A1 V/R REGD 144A P/P 5.48212000                                  | CUSIP: 87122HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      510000 | PA      | $509694.51      | 0.00%             | 2038-04-20      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| FHLT 2005-C M3 V/R 07/25/35                   | FREMONT HOME LOAN TRUST 2005-C SER 2005-C CL M3 V/R REGD 5.21368000                                          | CUSIP: 35729PKT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7524878 | PA      | $7195470.78     | 0.02%             | 2035-07-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| CSMC 2017-RPL1 M V/R 07/25/57                 | CSMC 2017-RPL1 TRUST SER 2017-RPL1 CL M1 V/R REGD 144A P/P 2.97841000                                        | CUSIP: 22945AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3070000 | PA      | $2616862.47     | 0.01%             | 2057-07-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| T/L BCPE NORTH STA 0% 06/09/28                | T/L BCPE NORTH STAR US HOLDCO 0.00000000                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1538509 | PA      | $1515431.50     | 0.00%             | 2028-06-09      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| COMM 2016-787S C V/R 02/10/26                 | COMM 2016-787S MORTGAGE TRUST SER 2016-787S CL C V/R REGD 144A P/P 3.95960900                                | CUSIP: 12635WAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $976013.00      | 0.00%             | 2036-02-10      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA8295 5% 12/01/52                     | FREDDIE MAC POOL UMBS P#RA8295 5.00000000                                                                    | CUSIP: 3133KQGC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1790564 | PA      | $1774299.64     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHR 5473 BF V/R 11/25/54                      | FREDDIE MAC REMICS SER 5473 CL BF V/R 5.60517000                                                             | CUSIP: 3137HHFL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9150712 | PA      | $9164324.26     | 0.02%             | 2054-11-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV7803 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV7803 3.00000000                                                                     | CUSIP: 3140MMU55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      600618 | PA      | $520000.04      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MNET 2024-1A A 6.23% 04/20/29                 | METRONET INFRASTRUCTURE ISSUER LLC SER 2024-1A CL A2 REGD 144A P/P 6.23000000                                | CUSIP: 59170JAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1124046.22     | 0.00%             | 2054-04-20      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| CWHEL 2006-I 1A V/R 01/15/37                  | CWHEQ REVOLVING HOME EQUITY LOAN TRUST SERIES 2006-I SER 2006-I CL 1A V/R REGD 4.56624000                    | CUSIP: 12668FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       62864 | PA      | $60154.51       | 0.00%             | 2037-01-15      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| PILOT 2024-2A  4.47% 12/21/26                 | PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-2 SER 2024-2A CL A2A REGD 144A P/P 4.47000000                      | CUSIP: 73328NAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4402128 | PA      | $4401084.25     | 0.01%             | 2026-12-21      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  6.25% 09/15/54                | GLP CAPITAL LP / FIN II REGD 6.25000000                                                                      | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4412000 | PA      | $4306778.21     | 0.01%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| THAMES WATER ZCP 03/22/27/GBP/                | THAMES WATER UTIL LTD /GBP/ REGD ZCP 144A P/P SER 144. 0.00000000                                            | CUSIP: 882918AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       27116 | PA      | $31045.02       | 0.00%             | 2027-03-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANYC 2018-1A A V/R 07/15/31                  | CANYON CLO 2018-1 LTD SER 2018-1A CL A V/R REGD 144A P/P 5.58771000                                          | CUSIP: 13877BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1365033 | PA      | $1365609.52     | 0.00%             | 2031-07-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| SELF 2024-STRG E V/R 11/15/26                 | SELF COMMERCIAL MORTGAGE TRUST 2024-STRG SER 2024-STRG CL E V/R REGD 144A P/P 8.50025000                     | CUSIP: 81631WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1244000 | PA      | $1240646.55     | 0.00%             | 2034-11-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| SMB 2024-A B 5.88% 03/15/56                   | SMB PRIVATE EDUCATION LOAN TRUST 2024-A SER 2024-A CL B REGD 144A P/P 5.88000000                             | CUSIP: 831943AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1345000 | PA      | $1379861.86     | 0.00%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2601 2% 01/01/52                     | FANNIE MAE POOL UMBS P#CB2601 2.00000000                                                                     | CUSIP: 3140QM3K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3018879 | PA      | $2433607.57     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CAB 6.55% 05/01/37                | TIME WARNER CABLE LLC REGD 6.55000000                                                                        | CUSIP: 88732JAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2135000 | PA      | $2205069.03     | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL 6.75% 03/01/41                  | ARCELORMITTAL REGD 6.75000000                                                                                | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    12270000 | PA      | $12928292.00    | 0.03%             | 2041-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNA 5.5% 04/15/37                | MARRIOTT INTERNATIONAL REGD 5.50000000                                                                       | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    16095000 | PA      | $16097666.46    | 0.04%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM 2015-DC1 AM V/R 01/10/25                 | COMM 2015-DC1 MORTGAGE TRUST SER 2015-DC1 CL AM V/R REGD 3.72400000                                          | CUSIP: 12629NAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1818619 | PA      | $1785883.42     | 0.00%             | 2048-02-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| WAMU 2006-AR8 1A V/R 08/25/46                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006-AR8 SER 2006-AR8 CL 1A4 V/R REGD 4.92567700              | CUSIP: 93362FAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1091449 | PA      | $1005034.62     | 0.00%             | 2046-08-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| BX 2025-VLT6 A V/R 03/15/27                   | BX TRUST 2025-VLT6 SER 2025-VLT6 CL A V/R REGD 144A P/P 5.75496000                                           | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    36532455 | PA      | $36509622.22    | 0.09%             | 2042-03-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| WFCM 2024-BPR 6.215% 07/15/31                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC SER 2024-BPRC CL B REGD 144A P/P 6.21530000                  | CUSIP: 95004AAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1570000 | PA      | $1614286.25     | 0.00%             | 2043-07-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY  5.267% 05/01/27                | NEW YORK CITY NY TRANSITIONAL REGD N/C B/E 5.26700000                                                        | CUSIP: 64971MT44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5820000 | PA      | $5939777.93     | 0.01%             | 2027-05-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOL 5.05% 03/15/42                | WARNERMEDIA HOLDINGS INC REGD SER WI 5.05000000                                                              | CUSIP: 55903VBD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17680000 | PA      | $10420592.00    | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA V/R 06/03/32                    | UNICREDIT SPA REGD V/R 144A P/P 3.12700000                                                                   | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     7680000 | PA      | $6954981.27     | 0.02%             | 2032-06-03      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H4 A1 V/R 06/25/70                 | CROSS 2025-H4 MORTGAGE TRUST SER 2025-H4 CL A1 V/R REGD 144A P/P 5.59600000                                  | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3132891 | PA      | $3155009.14     | 0.01%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER C 4.95% 05/17/33                | GEORGIA POWER CO REGD 4.95000000                                                                             | CUSIP: 373334KT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5758000 | PA      | $5802601.76     | 0.01%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RER6MP00.50 06/17/50 GOLDUS33XXX FLOAT                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $4407199.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HELMERICH & PAYN 5.5% 12/01/34                | HELMERICH & PAYNE INC REGD 144A P/P 5.50000000                                                               | CUSIP: 423452AK7<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    31265000 | PA      | $28503695.83    | 0.07%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS I 4.75% 11/01/31                | PHILIP MORRIS INTL INC REGD 4.75000000                                                                       | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3223566.11     | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19 3.85% 02/15/28                | AMER AIRLINE 19-1B PTT REGD SER B 3.85000000                                                                 | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6095522 | PA      | $5879352.65     | 0.01%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 5.55% 05/01/35                     | HUMANA INC REGD 5.55000000                                                                                   | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     6690000 | PA      | $6727414.23     | 0.02%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE3971 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE3971 3.00000000                                                                    | CUSIP: 3133BDMU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1059116 | PA      | $917596.37      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBA 5.25% 04/01/44                | PARAMOUNT GLOBAL REGD 5.25000000                                                                             | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1410000 | PA      | $1122363.05     | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZN1448 4% 11/01/48                     | FREDDIE MAC POOL UMBS P#ZN1448 4.00000000                                                                    | CUSIP: 3131Y7TD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      230836 | PA      | $218449.83      | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0209 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#FS0209 2.50000000                                                                     | CUSIP: 3140XFGT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5814855 | PA      | $4891774.15     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T/L MODENA BUY 0% 07/01/31                    | T/L MODENA BUYER LLC ZCP REGD  TERM LOAN 0.00000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      464728 | PA      | $446720.23      | 0.00%             | 2031-07-01      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| GDLP 2025-1A A 5.38% 02/20/49                 | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 5.38000000                   | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4852773 | PA      | $4913137.29     | 0.01%             | 2049-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HERTZ 2022-4A  6.56% 09/25/25                 | HERTZ VEHICLE FINANCING LLC SER 2022-4A CL D REGD 144A P/P 6.56000000                                        | CUSIP: 42806MBG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3330000 | PA      | $3329739.26     | 0.01%             | 2026-09-25      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP02.75 06/21/53 GOLDUS33XXX FLOAT                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $18313483.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| REG20 2021-2A AR V/R 01/15/38                 | REGATTA XX FUNDING LTD SER 2021-2A CL AR V/R REGD 144A P/P 5.43610000                                        | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $270489.24      | 0.00%             | 2038-01-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/48                      | UNITED STATES TREASURY BOND 3.00000000                                                                       | CUSIP: 912810SA7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    30108900 | PA      | $22371147.85    | 0.05%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ISTEL 2024- V/R 05/27/39 /EUR/                | ITALIAN STELLA LOANS SRL SER 2024-2 CL D V/R REGD REG S /EUR/ 4.12600000                                     | CUSIP: T0R34UAK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IT        |       97879 | PA      | $116323.42      | 0.00%             | 2039-05-27      | Variable      | 4.13%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY COR 5.45% 06/15/34                | DUKE ENERGY CORP REGD 5.45000000                                                                             | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    14520000 | PA      | $14913212.49    | 0.04%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 11/01/29                   | MORGAN STANLEY REGD V/R 6.40700000                                                                           | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5166000 | PA      | $5471939.56     | 0.01%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| ESA 2021-ESH B V/R 07/15/26                   | EXTENDED STAY AMERICA TRUST 2021-ESH SER 2021-ESH CL B V/R REGD 144A P/P 5.80648000                          | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6051269 | PA      | $6053160.22     | 0.01%             | 2038-07-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 05/15/53                  | UNITED STATES TREASURY BOND 3.62500000                                                                       | CUSIP: 912810TR9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     5939300 | PA      | $4844241.56     | 0.01%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIP 3% 02/01/28                | REPUBLIC OF PHILIPPINES REGD 3.00000000                                                                      | CUSIP: 718286CC9<br>LEI: N/A                  | Long             | DBT              | USGA              | PH        |     5362000 | PA      | $5178087.85     | 0.01%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 6.1% 04/01/64                         | HCA INC REGD 6.10000000                                                                                      | CUSIP: 404119CW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      728000 | PA      | $709948.76      | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 4% 12/15/36                        | PFIZER INC REGD 4.00000000                                                                                   | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      423000 | PA      | $387505.41      | 0.00%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HNGRY 2021-1A 2.865% 06/20/28                 | HARDEE'S FUNDING LLC SER 2021-1A CL A2 REGD 144A P/P 2.86500000                                              | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4598400 | PA      | $4192362.20     | 0.01%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| AMMC 2016-18A AR V/R 05/26/31                 | AMMC CLO 18 LTD SER 2016-18A CL AR V/R REGD 144A P/P 5.69144000                                              | CUSIP: 001746AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       48952 | PA      | $48949.77       | 0.00%             | 2031-05-26      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-2A  7.26% 10/20/26                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-2A CL D REGD 144A P/P 7.26000000                           | CUSIP: 05377RKG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1880000 | PA      | $1891355.58     | 0.00%             | 2027-10-20      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.811% 11/17/28                 | PROGRESS RESIDENTIAL 2021-SFR9 TRUST SER 2021-SFR9 CL E1 REGD 144A P/P 2.81100000                            | CUSIP: 74333QAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1130000 | PA      | $1057403.83     | 0.00%             | 2040-11-17      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.5% 04/15/38                     | ORACLE CORP REGD 6.50000000                                                                                  | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4215000 | PA      | $4586175.39     | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AESOP 2021-1A C 2.13% 08/20/26                | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2021-1A CL C REGD 144A P/P 2.13000000                           | CUSIP: 05377REK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4872000 | PA      | $4723547.24     | 0.01%             | 2027-08-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT1545 4% 12/01/48                     | FREDDIE MAC POOL UMBS P#ZT1545 4.00000000                                                                    | CUSIP: 3132ADWE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      208792 | PA      | $197431.67      | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6209 3% 10/20/49                  | GINNIE MAE II POOL P#MA6209 3.00000000                                                                       | CUSIP: 36179U3S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3747857 | PA      | $3265382.46     | 0.01%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX 2025-ROIC E V/R 03/15/27                   | BX TRUST 2025-ROIC SER 2025-ROIC CL E V/R REGD 144A P/P 7.25305000                                           | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4101000 | PA      | $4019211.30     | 0.01%             | 2030-03-15      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/21/27                | GOLDMAN SACHS GROUP INC REGD V/R 1.94800000                                                                  | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     8845000 | PA      | $8564275.18     | 0.02%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMMT 2021-4 B4 V/R 08/25/51                  | JP MORGAN MORTGAGE TRUST 2021-4 SER 2021-4 CL B4 V/R REGD 144A P/P 2.89861000                                | CUSIP: 46652VCA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      103194 | PA      | $81269.90       | 0.00%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| APA CORP 5.25% 02/01/42                       | APA CORP REGD 144A P/P 5.25000000                                                                            | CUSIP: 03743QAJ7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      629000 | PA      | $503144.35      | 0.00%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOT V/R 09/08/28                | BANK OF NOVA SCOTIA REGD V/R 4.40400000                                                                      | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     3600000 | PA      | $3606109.92     | 0.01%             | 2028-09-08      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| MILOS 2017-1A AR V/R 10/20/30                 | MILOS CLO LTD SER 2017-1A CL AR V/R REGD 144A P/P 5.60108000                                                 | CUSIP: 60162PAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       88160 | PA      | $88245.34       | 0.00%             | 2030-10-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 03/02/33                | WELLS FARGO & COMPANY REGD V/R MTN 3.35000000                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    16921000 | PA      | $15453102.06    | 0.04%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| CASL 2018-A A1 V/R 01/25/30                   | COLLEGE AVE STUDENT LOANS 2018-A LLC SER 2018-A CL A1 V/R REGD 144A P/P 5.63368000                           | CUSIP: 19423DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      718102 | PA      | $716115.07      | 0.00%             | 2047-12-26      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE2315 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#QE2315 3.00000000                                                                    | CUSIP: 3133BBSC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      414893 | PA      | $359661.64      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PORT BEAUMONT TX  10% 07/01/26                | PORT BEAUMONT TX NAV DIST DOCK REGD N/C B/E 10.00000000                                                      | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |     3555000 | PA      | $3591677.29     | 0.01%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PE 3.1% 08/27/30                | PT PERTAMINA (PERSERO) REGD 144A P/P MTN 3.10000000                                                          | CUSIP: 69370PAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     4663000 | PA      | $4279096.38     | 0.01%             | 2030-08-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GDLP 2024-1A A 5.35% 04/20/33                 | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2024-1 SER 2024-1A CL A REGD 144A P/P 5.35000000                   | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8116487 | PA      | $8208849.25     | 0.02%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| T/L BELRON FINA 0% 10/16/31                   | T/L BELRON FINANCE US LLC      REGD TERM LOAN 0.00000000                                                     | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      828327 | PA      | $831209.79      | 0.00%             | 2031-10-16      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4778 4% 07/01/48                     | FREDDIE MAC POOL UMBS P#ZS4778 4.00000000                                                                    | CUSIP: 3132A5JX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7837 | PA      | $7417.19        | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 6.25% 04/15/49                | ENERGY TRANSFER LP REGD 6.25000000                                                                           | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2539000 | PA      | $2504405.11     | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.8% 12/01/57                        | AT&T INC REGD 3.80000000                                                                                     | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    11724000 | PA      | $8203297.81     | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 01/24/31                | BANK OF AMERICA CORP REGD V/R 5.16200000                                                                     | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3474000 | PA      | $3560674.81     | 0.01%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| FSRIA 2025-FL10  V/R 08/19/42                 | FS RIALTO 2025-FL10 ISSUER LLC SER 2025-FL10 CL A V/R REGD 144A P/P 5.70262500                               | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      610000 | PA      | $608055.69      | 0.00%             | 2042-08-19      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| TITULOS DE 6.25% 07/09/36/COP/                | TITULOS DE TESORERIA /COP/ REGD SER B 6.25000000                                                             | CUSIP: P6S32JV23<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        | 74965200000 | PA      | $11840706.04    | 0.03%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OCT39 2018-3A AR V/R 10/20/30                 | OCTAGON INVESTMENT PARTNERS 39 LTD SER 2018-3A CL AR V/R REGD 144A P/P 5.41947000                            | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      370529 | PA      | $370509.79      | 0.00%             | 2030-10-20      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5841 3.5% 09/01/45                   | FANNIE MAE POOL UMBS P#BM5841 3.50000000                                                                     | CUSIP: 3140JAP36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1286517 | PA      | $1206926.50     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH G 3.875% 12/15/28                | UNITEDHEALTH GROUP INC REGD 3.87500000                                                                       | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1056167.58     | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HALST 2024-C A 4.62% 02/16/27                 | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2 SER 2024-C CL A3 REGD 144A P/P 4.62000000                          | CUSIP: 448984AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9500000 | PA      | $9544399.20     | 0.02%             | 2028-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OAKC 2021-16A AR V/R 10/18/37                 | OHA CREDIT PARTNERS XVI SER 2021-16A CL AR V/R REGD 144A P/P 5.61947000                                      | CUSIP: 67115LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8361971 | PA      | $8389147.41     | 0.02%             | 2037-10-18      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 5.15% 07/15/34                | UNITEDHEALTH GROUP INC REGD 5.15000000                                                                       | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    26977000 | PA      | $27249401.07    | 0.07%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4903 5% 12/20/47                  | GINNIE MAE II POOL P#MA4903 5.00000000                                                                       | CUSIP: 36179TNU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      435286 | PA      | $434617.73      | 0.00%             | 2047-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRFIG 2024-1A A1 V/R 05/15/27                 | TRAFIGURA SECURITISATION FINANCE PLC SER 2024-1A CL A1 V/R REGD 144A P/P 5.70454400                          | CUSIP: 892725AW2<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-CBDO         | CORP              | IE        |    17950000 | PA      | $17886546.75    | 0.04%             | 2027-11-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| PANO 2025-1 V/R 03/15/33 /AUD/                | PANORAMA AUTO TRUST 2025-1 SER 2025-1 CL C V/R REGD REG S /AUD/ 5.28500000                                   | CUSIP: Q744H2AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | AU        |      500000 | PA      | $326251.52      | 0.00%             | 2033-03-15      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| ACRA 2024-NQM1 A V/R 10/25/64                 | ACRA TRUST 2024-NQM1 SER 2024-NQM1 CL A1 V/R REGD 144A P/P 5.60800000                                        | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5282736 | PA      | $5285911.94     | 0.01%             | 2064-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD 10% 04/15/32                   | 1261229 BC LTD REGD 144A P/P 10.00000000                                                                     | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     3575000 | PA      | $3606352.64     | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.5% 08/31/27                    | UNITED STATES TREASURY NOTE 0.50000000                                                                       | CUSIP: 91282CAH4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    15268900 | PA      | $14254353.21    | 0.03%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 02/24/28                | JPMORGAN CHASE & CO REGD V/R SER VAR 2.94700000                                                              | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8197000 | PA      | $8009406.82     | 0.02%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/01/32                    | CITIGROUP INC REGD V/R 2.56100000                                                                            | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1729000 | PA      | $1531753.66     | 0.00%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| OR 2025-21A B V/R 07/24/34                    | OWL ROCK CLO XXI LLC SER 2025-21A CL B V/R REGD 144A P/P 6.21616000                                          | CUSIP: 69120UAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250000.00      | 0.00%             | 2034-07-24      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| GRLPK 2025-1A AR V/R 01/25/38                 | GREEN LAKES PARK CLO LLC SER 2025-1A CL ARR V/R REGD 144A P/P 5.46177000                                     | CUSIP: 39310AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      590000 | PA      | $589522.10      | 0.00%             | 2038-01-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINE 8.75% 01/24/30                | VOLCAN CIA MINERA SAA-CM REGD P/P 8.75000000                                                                 | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |       71000 | PA      | $70532.11       | 0.00%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OBX 2018-EXP1 1A V/R 04/25/48                 | OBX 2018-EXP1 TRUST SER 2018-EXP1 CL 1A3 V/R REGD 144A P/P 4.00000000                                        | CUSIP: 67097VAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      135591 | PA      | $128491.81      | 0.00%             | 2048-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1300 5% 07/01/52                     | FREDDIE MAC POOL UMBS P#SD1300 5.00000000                                                                    | CUSIP: 3132DNNR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1974180 | PA      | $1957670.56     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRIS 9.75% 01/15/29                | ICAHN ENTERPRISES/FIN REGD 9.75000000                                                                        | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4564000 | PA      | $4433616.15     | 0.01%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260504 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2352.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#QF0409 5% 09/01/52                     | FREDDIE MAC POOL UMBS P#QF0409 5.00000000                                                                    | CUSIP: 3133BMN27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      225907 | PA      | $223021.60      | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MDPK 2018-31A B1 V/R 07/23/37                 | MADISON PARK FUNDING XXXI LTD SER 2018-31A CL B1R V/R REGD 144A P/P 6.07934000                               | CUSIP: 55819DBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      480000 | PA      | $481509.12      | 0.00%             | 2037-07-23      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 4.389% 01/08/26                | FORD MOTOR CREDIT CO LLC REGD MTN SER GMTN 4.38900000                                                        | CUSIP: 345397XU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $696871.53      | 0.00%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| TPMT 2017-3 B2 V/R 07/25/57                   | TOWD POINT MORTGAGE TRUST 2017-3 SER 2017-3 CL B2 V/R REGD 144A P/P 3.86347100                               | CUSIP: 89169DAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2900000 | PA      | $2589177.13     | 0.01%             | 2057-07-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 03/31/28                   | UNITED STATES TREASURY NOTE 1.25000000                                                                       | CUSIP: 91282CBS9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    21595800 | PA      | $20221598.56    | 0.05%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| OAKC 2015-11A A1 V/R 04/20/37                 | OHA CREDIT PARTNERS XI LTD SER 2015-11A CL A1R2 V/R REGD 144A P/P 5.72947000                                 | CUSIP: 67109FAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    23400000 | PA      | $23459178.60    | 0.06%             | 2037-04-20      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIA 5.1% 12/10/29                | SAMMONS FINANCIAL GLOBAL REGD 144A P/P 5.10000000                                                            | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $6537059.46     | 0.02%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3097 3.5% 06/01/52                   | FREDDIE MAC POOL UMBS P#SD3097 3.50000000                                                                    | CUSIP: 3132DQNN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    46284434 | PA      | $41748515.32    | 0.10%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7512 3% 02/01/50                     | FREDDIE MAC POOL UMBS P#SD7512 3.00000000                                                                    | CUSIP: 3132DVKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6053814 | PA      | $5339880.86     | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB 2024-C B 6.06% 06/17/52                   | SMB PRIVATE EDUCATION LOAN TRUST 2024-C SER 2024-C CL B REGD 144A P/P 6.06000000                             | CUSIP: 83206EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1465000 | PA      | $1509834.57     | 0.00%             | 2052-06-17      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| PSTAT 2021-4A A2 V/R 10/15/29                 | PALMER SQUARE LOAN FUNDING 2021-4 LTD SER 2021-4A CL A2 V/R REGD 144A P/P 5.91771000                         | CUSIP: 69702HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2000724.00     | 0.00%             | 2029-10-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINAN 3.95% 12/01/27                | SYNCHRONY FINANCIAL REGD 3.95000000                                                                          | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      769000 | PA      | $756176.63      | 0.00%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KINBN 2022- V/R 09/25/62 /EUR/                | KINBANE 2022-RPL 1 DAC SER 2022-RPL1A CL A V/R REGD 144A P/P /EUR/ 2.73900000                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    10533659 | PA      | $12405009.39    | 0.03%             | 2062-09-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGE S/UP 07/09/41                | REPUBLIC OF ARGENTINA REGD S/UP 3.50000000                                                                   | CUSIP: 040114HV5<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |    18718204 | PA      | $11571578.55    | 0.03%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-7 A1 V/R 11/25/27                   | PRPM 2024-7 LLC SER 2024-7 CL A1 V/R REGD 144A P/P 5.87000000                                                | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3977556 | PA      | $3976383.44     | 0.01%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| CIFC 2023-3A B V/R 01/20/37                   | CIFC FUNDING 2023-III LTD SER 2023-3A CL B V/R REGD 144A P/P 6.56947000                                      | CUSIP: 12598YAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3700000 | PA      | $3707973.50     | 0.01%             | 2037-01-20      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-4 A1A V/R 11/25/42                  | TOWD POINT MORTGAGE TRUST 2024-4 SER 2024-4 CL A1A V/R REGD 144A P/P 4.43499900                              | CUSIP: 89183GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16934793 | PA      | $17012589.43    | 0.04%             | 2064-10-27      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| HTL 2024-T53 E V/R 05/10/27                   | HTL COMMERCIAL MORTGAGE TRUST 2024-T53 SER 2024-T53 CL E V/R REGD 144A P/P 10.26023000                       | CUSIP: 404300AJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1777000 | PA      | $1827350.23     | 0.00%             | 2039-05-10      | Variable      | 10.26%                | No            |                  2 | On Loan: No      |
| REG18 2021-1A A1 V/R 04/15/38                 | REGATTA XVIII FUNDING LTD SER 2021-1A CL A1R V/R REGD 144A P/P 5.41610000                                    | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4526724 | PA      | $4525483.68     | 0.01%             | 2038-04-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARCLO 2021-FL3 E V/R 08/15/26                 | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 20 SER 2021-FL3 CL E V/R REGD 144A P/P 6.97624000                  | CUSIP: 03880KAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2963682.00     | 0.01%             | 2034-08-15      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| JPMCC 2025-BHR5  V/R 03/15/30                 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2025-BHR5 CL A V/R REGD 144A P/P 6.00500000                     | CUSIP: 46649WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4090000 | PA      | $4090000.00     | 0.01%             | 2040-03-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERG 5.05% 05/15/35                | CONSUMERS ENERGY CO REGD 5.05000000                                                                          | CUSIP: 210518DZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1445000 | PA      | $1455005.74     | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2743 3% 02/01/34                     | FANNIE MAE POOL UMBS P#FM2743 3.00000000                                                                     | CUSIP: 3140X6BM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1091842 | PA      | $1060604.36     | 0.00%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-1A  5.64% 12/15/27                 | LAD AUTO RECEIVABLES TRUST 2024-1 SER 2024-1A CL C REGD 144A P/P 5.64000000                                  | CUSIP: 501689AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $101725.71      | 0.00%             | 2029-06-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SBERBANK (SB C 5.125% 10/29/22/OFAC FAIL/     | SBERBANK (SB CAP SA REGD REG S/OFAC FAIL/ 5.12500000                                                         | CUSIP: L8084DAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1300000 | PA      | $65000.00       | 0.00%             | 2049-10-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| T/L CHARTER COMMU 0% 12/15/31                 | T/L CHARTER COMMUNICATIONS     OPERATING LLC REGD 0.00000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2599871 | PA      | $2603459.09     | 0.01%             | 2031-12-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| CRSNT 2021-MOON  V/R 04/15/26                 | CRSNT TRUST 2021-MOON SER 2021-MOON CL B V/R REGD 144A P/P 5.63448000                                        | CUSIP: 22877LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20000000 | PA      | $19675000.00    | 0.05%             | 2036-04-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 4.875% 04/01/30                    | HUMANA INC REGD 4.87500000                                                                                   | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1379267.42     | 0.00%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF S 7% 02/28/31/ZAR/                | REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER R213 7.00000000                                                      | CUSIP: S69124NF8<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |   519500000 | PA      | $26999195.33    | 0.07%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLYA 2024-2 A 4.46% 07/15/27                 | ALLY AUTO RECEIVABLES TRUST 2024-2 SER 2024-2 CL A2 REGD 4.46000000                                          | CUSIP: 02007NAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7378982 | PA      | $7377941.06     | 0.02%             | 2027-07-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| F/C US 2YR NOTE (CBT) SEP25                   | FUTURE CONTRACT ON           US 2YR NOTE (CBT) SEP25 0.00000000                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       33489 | NC      | $6966496915.18  | 17.09%            |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS  4.875% 02/13/29                | PHILIP MORRIS INTL INC REGD 4.87500000                                                                       | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1933523.60     | 0.00%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 06/30/27                   | UNITED STATES TREASURY NOTE 0.00000000                                                                       | CUSIP: 91282CNL1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    55268000 | PA      | $55302542.50    | 0.14%             | 2027-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0957 3% 03/01/52                     | FANNIE MAE POOL UMBS P#FS0957 3.00000000                                                                     | CUSIP: 3140XGB32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      231979 | PA      | $200840.69      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.25% 07/15/29                        | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.25000000                                                    | CUSIP: 9128287D6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    45056769 | PA      | $43266728.68    | 0.11%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.5% 02/15/30                    | UNITED STATES TREASURY NOTE 1.50000000                                                                       | CUSIP: 912828Z94<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     5892500 | PA      | $5332252.18     | 0.01%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERAT 5.25% 06/23/47                | RUSSIAN FEDERATION REGD REG S 5.25000000                                                                     | CUSIP: X5424XBQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | RU        |     4000000 | PA      | $1198616.68     | 0.00%             | 2047-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6388 2.5% 12/01/51                   | FREDDIE MAC POOL UMBS P#RA6388 2.50000000                                                                    | CUSIP: 3133KNCZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8925250 | PA      | $7516686.56     | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260528 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1960.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DCLO 2021-1A A1R V/R 10/15/37                 | DIAMETER CAPITAL CLO 1 LTD SER 2021-1A CL A1R V/R REGD 144A P/P 5.64610000                                   | CUSIP: 25255DAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9230000 | PA      | $9255087.14     | 0.02%             | 2037-10-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| CMXS 2025-A D 5.86% 11/15/28                  | CARMAX SELECT RECEIVABLES TRUST 2025-A SER 2025-A CL D REGD 5.86000000                                       | CUSIP: 14319UAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10605000 | PA      | $10865569.09    | 0.03%             | 2031-07-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| DPABS 2018-1A 4.328% 07/25/27                 | DOMINO'S PIZZA MASTER ISSUER LLC SER 2018-1A CL A2II REGD 144A P/P 4.32800000                                | CUSIP: 25755TAK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2359275 | PA      | $2340137.03     | 0.01%             | 2048-07-25      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDING 3.75% 07/15/27                | ANTARES HOLDINGS REGD 144A P/P 3.75000000                                                                    | CUSIP: 03666HAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    20265000 | PA      | $19485354.18    | 0.05%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8211 2% 05/01/52                     | FREDDIE MAC POOL UMBS P#SD8211 2.00000000                                                                    | CUSIP: 3132DWDQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    38141168 | PA      | $30224778.58    | 0.07%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CWL 2007-9 2A4 V/R 02/25/36                   | CWABS ASSET-BACKED CERTIFICATES TRUST 2007-8 SER 2007-9 CL 2A4 V/R REGD 4.68368000                           | CUSIP: 12670FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      935359 | PA      | $901308.07      | 0.00%             | 2036-02-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOL 6.25% 09/30/26                | SUNAC CHINA HOLDINGS LTD REGD 144A P/P 0.00000000                                                            | CUSIP: G8569IAB5<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | CN        |       27086 | PA      | $3250.32        | 0.00%             | 2026-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 2.85% 09/15/51                 | PECO ENERGY CO REGD 2.85000000                                                                               | CUSIP: 693304BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1512000 | PA      | $952166.49      | 0.00%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| T/L IQVIA INC 00.00% 01/02/31                 | T/L IQVIA INC 0.00000000                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2107418 | PA      | $2114667.27     | 0.01%             | 2031-01-02      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-1A  5.13% 02/15/33                 | AFFIRM MASTER TRUST SER 2025-1A CL B REGD 144A P/P 5.13000000                                                | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3441000 | PA      | $3463304.56     | 0.01%             | 2033-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| RCITY 2024-RTL1  V/R 11/25/29                 | RAIN CITY MORTGAGE TRUST 2024-RTL1 SER 2024-RTL1 CL A1 V/R REGD 144A P/P 6.53000000                          | CUSIP: 75079KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      451000 | PA      | $454373.12      | 0.00%             | 2029-11-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| MSBAM 2013-C12 C V/R 09/15/23                 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUS SER 2013-C12 CL C V/R REGD 4.86094800                      | CUSIP: 61762XAZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      215869 | PA      | $204534.03      | 0.00%             | 2046-10-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CARS 2024-1 V/R 08/20/31 /GBP/                | CARDIFF AUTO RECEIVABLES SECURITISATIO SER 2024-1 CL D V/R REGD REG S /GBP/ 6.81673000                       | CUSIP: G198ACAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      489000 | PA      | $672381.68      | 0.00%             | 2031-08-20      | Variable      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| FGLMC P#G08779 3.5% 09/01/47                  | FREDDIE MAC GOLD POOL P#G08779 3.50000000                                                                    | CUSIP: 3128MJ2M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3866779 | PA      | $3562067.28     | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAALT 2024-3A  5.39% 06/15/28                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-3 SER 2024-3A CL C REGD 144A P/P 5.39000000                           | CUSIP: 22535LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3240000 | PA      | $3275664.62     | 0.01%             | 2035-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| VOYA 2020-1A BR V/R 07/16/34                  | VOYA CLO 2020-1 LTD SER 2020-1A CL BR V/R REGD 144A P/P 6.22215000                                           | CUSIP: 92918EAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9000000 | PA      | $9021447.00     | 0.02%             | 2034-07-16      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2173 4% 09/01/48                     | FANNIE MAE POOL UMBS P#FM2173 4.00000000                                                                     | CUSIP: 3140X5MX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       83571 | PA      | $79016.65       | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/22/31                   | MORGAN STANLEY REGD V/R MTN SER GMTN 2.69900000                                                              | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3376000 | PA      | $3113064.97     | 0.01%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3310 3.5% 12/20/45                | GINNIE MAE II POOL P#MA3310 3.50000000                                                                       | CUSIP: 36179RVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      736275 | PA      | $684319.61      | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA 5.625% 02/22/36/EUR/                  | ROMANIA /EUR/ REGD 144A P/P MTN 5.62500000                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | RO        |     6830000 | PA      | $7656094.90     | 0.02%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-NQM1 A V/R 11/25/69                 | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN  SER 2025-NQM1 CL A1 V/R REGD 144A P/P 5.73800000                   | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3028584 | PA      | $3047260.58     | 0.01%             | 2069-11-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 01/31/32                  | UNITED STATES TREASURY NOTE 4.37500000                                                                       | CUSIP: 91282CMK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    76594000 | PA      | $78410115.74    | 0.19%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3148 4.5% 11/01/47                   | FANNIE MAE POOL UMBS P#BM3148 4.50000000                                                                     | CUSIP: 3140J7QA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1035391 | PA      | $1008583.07     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUBWAY 2024-1 6.028% 07/30/29                 | SUBWAY FUNDING LLC SER 2024-1A CL A2I REGD 144A P/P 6.02800000                                               | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19104000 | PA      | $19426813.66    | 0.05%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| F/C US LONG BOND(CBT) SEP25                   | FUTURE CONTRACT ON           US LONG BOND(CBT) SEP25 0.00000000                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        2419 | NC      | $279318906.25   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| VERALTO CORP 5.45% 09/18/33                   | VERALTO CORP REGD SER WI 5.45000000                                                                          | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    19210000 | PA      | $19812214.87    | 0.05%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AQFIT 2025-A A 5.25% 12/19/50                 | AQUA FINANCE ISSUER TRUST 2025-A SER 2025-A CL A REGD 144A P/P 5.25000000                                    | CUSIP: 038394AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7746486 | PA      | $7793630.27     | 0.02%             | 2050-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T/L NORTHWIND MIDS 0% 03/18/29                | T/L NORTHWIND MIDSTREAM REGD 0.00000000                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     7973000 | PA      | $7813540.00     | 0.02%             | 2029-03-18      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/23/28                | JPMORGAN CHASE & CO REGD V/R 5.04000000                                                                      | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7930000 | PA      | $8005605.10     | 0.02%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| BX 2022-CSMO A V/R 06/15/27                   | BX COMMERCIAL MORTGAGE TRUST 2022-CSMO SER 2022-CSMO CL A V/R REGD 144A P/P 6.42656000                       | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20460000 | PA      | $20579175.41    | 0.05%             | 2027-06-15      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| EXMR 2024-1 V/R 06/25/28 /GBP/                | EXMOOR FUNDING 2024-1 PLC SER 2024-1 CL D V/R REGD REG S /GBP/ 7.01684000                                    | CUSIP: G3250AAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      111000 | PA      | $152100.55      | 0.00%             | 2094-03-25      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| CLAST 2019-1A 3.967% 04/15/26                 | CASTLELAKE AIRCRAFT STRUCTURED TRUST 2019-1 SER 2019-1A CL A REGD 144A P/P 3.96700000                        | CUSIP: 14855MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2907207 | PA      | $2754621.12     | 0.01%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN4316 4% 01/01/49                     | FANNIE MAE POOL UMBS P#BN4316 4.00000000                                                                     | CUSIP: 3140JLYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2381539 | PA      | $2258228.58     | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 11/30/29                  | UNITED STATES TREASURY NOTE 3.87500000                                                                       | CUSIP: 91282CFY2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    51384000 | PA      | $51610812.06    | 0.13%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL3 A V/R 04/25/55                 | PRET 2025-NPL3 LLC SER 2025-NPL3 CL A1 V/R REGD 144A P/P 6.70760000                                          | CUSIP: 74143HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6125901 | PA      | $6179080.73     | 0.02%             | 2055-04-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY C 5.875% 06/15/28                | DEVON ENERGY CORPORATION REGD SER WI 5.87500000                                                              | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       42000 | PA      | $42019.00       | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2956 3% 04/01/47                     | FANNIE MAE POOL UMBS P#MA2956 3.00000000                                                                     | CUSIP: 31418CJA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      781227 | PA      | $690192.46      | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20250804 000016440 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $589537.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BALTIMORE GAS &  5.4% 06/01/53                | BALTIMORE GAS & ELECTRIC REGD 5.40000000                                                                     | CUSIP: 059165EQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4225000 | PA      | $4029149.20     | 0.01%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNIT 2025-1A  5.877% 04/20/30                 | UNITI FIBER ABS ISSUER LLC SER 2025-1A CL A2 REGD 144A P/P 5.87700000                                        | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1600000 | PA      | $1635887.20     | 0.00%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3392 4% 01/01/48                     | FANNIE MAE POOL UMBS P#BM3392 4.00000000                                                                     | CUSIP: 3140J7XW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32262 | PA      | $30639.97       | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN  6.668% 11/15/39                | MET TRANSPRTN AUTH NY REVENUE REGD N/C B/E 6.66800000                                                        | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      980000 | PA      | $1059805.52     | 0.00%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PA 3.875% 03/17/28                | REPUBLIC OF PANAMA REGD 3.87500000                                                                           | CUSIP: 698299BF0<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |     4288000 | PA      | $4140707.20     | 0.01%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FCAT 2023-2 D 6.62% 05/15/29                  | FLAGSHIP CREDIT AUTO TRUST 2023-2 SER 2023-2 CL D REGD 144A P/P 6.62000000                                   | CUSIP: 33843EAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8385000 | PA      | $8447712.25     | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 10/30/30                | WELLS FARGO & COMPANY REGD V/R MTN 2.87900000                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    16770000 | PA      | $15668731.88    | 0.04%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20270610 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7661.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TIMES CHINA HLD 5.75% 01/14/27                | TIMES CHINA HLDG LTD REGD 0.00000000                                                                         | CUSIP: G8879TAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |     5214000 | PA      | $169455.00      | 0.00%             | 2027-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PLMRS 2022-3A D1 V/R 07/20/37                 | PALMER SQUARE CLO 2022-3 LTD SER 2022-3A CL D1R V/R REGD 144A P/P 7.21947000                                 | CUSIP: 69690ABC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250528.00      | 0.00%             | 2037-07-20      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE /PFD/ /CONV/                    | BOEING CO/THE /PREFERRED/     /CONVERTIBLE/ 0.00000000                                                       | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      233306 | NS      | $15864808.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BAMLL 2016-LD11  V/R 06/17/17                 | BAMLL RE-REMIC TRUST 2016-RRLD11 SER 2016-LD11 CL AJB V/R REGD 144A P/P 6.01340400                           | CUSIP: 05491JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $21751.00       | 0.00%             | 2050-06-17      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| IMSA 2006-3 A1 V/R 11/25/36                   | IMPAC SECURED ASSETS TRUST 2006-3 SER 2006-3 CL A1 V/R REGD 4.77368000                                       | CUSIP: 45255RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      334590 | PA      | $303820.22      | 0.00%             | 2036-11-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| MORGN 2019-5A AR V/R 04/15/35                 | 522 FUNDING CLO 2019-5 LTD SER 2019-5A CL AR V/R REGD 144A P/P 5.58610000                                    | CUSIP: 33829WAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4710000 | PA      | $4717112.10     | 0.01%             | 2035-04-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-R2 A3 V/R 02/25/64                 | VERUS SECURITIZATION TRUST 2021-R2 SER 2021-R2 CL A3 V/R REGD 144A P/P 1.22700000                            | CUSIP: 92538DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1538556 | PA      | $1425319.54     | 0.00%             | 2064-02-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| AGL 2024-31A C V/R 07/20/37                   | AGL CORE CLO 31 LTD SER 2024-31A CL C V/R REGD 144A P/P 6.16947000                                           | CUSIP: 00852MAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1003764.10     | 0.00%             | 2037-07-20      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4512 4.5% 06/20/47                | GINNIE MAE II POOL P#MA4512 4.50000000                                                                       | CUSIP: 36179TAM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2177605 | PA      | $2125798.05     | 0.01%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTELSAT EMERGE WT EX 02/11/27                | INTELSAT EMERGENCE SA WARRANTS  EXPIRE 02/11/2027 0.00000000                                                 | CUSIP: L5217E112<br>LEI: 549300YV2L21F4K80V46 | N/A              | DE               | CORP              | LU        |         943 | NS      | $0.00           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BPR 2024-PARK D V/R 11/05/29                  | BPR COMMERCIAL MORTGAGE TRUST 2024-PARK SER 2024-PARK CL D V/R REGD 144A P/P 7.23431500                      | CUSIP: 05593UAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      120000 | PA      | $122366.76      | 0.00%             | 2039-11-05      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 01/11/28                | SANTANDER UK GROUP HLDGS REGD V/R 2.46900000                                                                 | CUSIP: 80281LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      800000 | PA      | $774530.62      | 0.00%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| OMFIT 2019-2A  4.05% 05/14/28                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2019-2 SER 2019-2A CL D REGD 144A P/P 4.05000000                            | CUSIP: 68269BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      855000 | PA      | $816480.63      | 0.00%             | 2036-10-14      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| RIAL 2022-FL8 A V/R 01/19/37                  | RIAL 2022-FL8 ISSUER LTD SER 2022-FL8 CL A V/R REGD 144A P/P 6.56176000                                      | CUSIP: 76243NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     2358834 | PA      | $2360465.56     | 0.01%             | 2037-01-19      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| BINOM 2022-INV1  V/R 05/02/32                 | BINOM SECURITIZATION TRUST 2022-INV1 SER 2022-INV1 CL A2 V/R REGD 144A P/P 4.44100000                        | CUSIP: 090975AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16605363 | PA      | $16024892.50    | 0.04%             | 2057-08-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-7 A1 V/R 10/25/68                  | VERUS SECURITIZATION TRUST 2023-7 SER 2023-7 CL A1 V/R REGD 144A P/P 7.07000000                              | CUSIP: 92539YAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11351708 | PA      | $11511430.77    | 0.03%             | 2068-10-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 5.25% 09/15/54                 | PECO ENERGY CO REGD 5.25000000                                                                               | CUSIP: 693304BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      588000 | PA      | $557197.49      | 0.00%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 08/31/28                  | UNITED STATES TREASURY NOTE 4.37500000                                                                       | CUSIP: 91282CHX2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    24122300 | PA      | $24598150.00    | 0.06%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4152 2% 10/01/40                     | FANNIE MAE POOL UMBS P#MA4152 2.00000000                                                                     | CUSIP: 31418DTJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      802980 | PA      | $701603.73      | 0.00%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 5.375% 04/01/38                | CHARTER COMM OPT LLC/CAP REGD 5.37500000                                                                     | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      980000 | PA      | $923595.53      | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GNR 2019-119 JE 3% 09/20/49                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-119 CL JE 3.00000000                                       | CUSIP: 38381YZE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1023933 | PA      | $914399.98      | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4237 2% 01/01/51                     | FANNIE MAE POOL UMBS P#MA4237 2.00000000                                                                     | CUSIP: 31418DV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25615681 | PA      | $20422917.70    | 0.05%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONA V/R /PERP/                | EDISON INTERNATIONAL REGD V/R /PERP/ SER B 5.00000000                                                        | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      683000 | PA      | $590413.76      | 0.00%             | 2174-03-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSET 3.375% 02/01/31                | AMERICAN ASSETS TRUST LP REGD 3.37500000                                                                     | CUSIP: 02401LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10870000 | PA      | $9733918.80     | 0.02%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP 5.3% 03/22/27                | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 5.30000000                                                            | CUSIP: 928668CF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    25000000 | PA      | $25224932.50    | 0.06%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BX 2024-XL4 A V/R 02/15/26                    | BX COMMERCIAL MORTGAGE TRUST 2024-XL4 SER 2024-XL4 CL A V/R REGD 144A P/P 5.75379000                         | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7462120 | PA      | $7471424.36     | 0.02%             | 2039-02-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 03/31/26                    | UNITED STATES TREASURY NOTE 4.50000000                                                                       | CUSIP: 91282CKH3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    49937000 | PA      | $50073546.73    | 0.12%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABEST 23 D V/R 03/21/34 /EUR/                 | ASSET-BACKED EUROPEAN SECURITISATION TRANSACT SER 23 CL D V/R REGD REG S /EUR/ 3.77600000                    | CUSIP: L0345LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | LU        |      100000 | PA      | $118712.03      | 0.00%             | 2034-03-21      | Variable      | 3.78%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#DA9924 6.5% 02/01/54                   | FANNIE MAE POOL UMBS P#DA9924 6.50000000                                                                     | CUSIP: 3140YYA25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      127572 | PA      | $132090.67      | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OCT75 2025-1A A1 V/R 01/22/38                 | OCTAGON 75 LTD SER 2025-1A CL A1 V/R REGD 144A P/P 5.48531000                                                | CUSIP: 67579EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $499438.50      | 0.00%             | 2038-01-22      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| SPCLO 2024-5A A1 V/R 10/20/37                 | SILVER POINT CLO 5 LTD SER 2024-5A CL A1 V/R REGD 144A P/P 5.66947000                                        | CUSIP: 82809BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      420000 | PA      | $421139.04      | 0.00%             | 2037-10-20      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| CASTE 2025- V/R 01/27/29 /GBP/                | CASTELL 2025-1 PLC SER 2025-1 CL E V/R REGD REG S /GBP/ 7.72067000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      318000 | PA      | $436728.36      | 0.00%             | 2062-01-27      | Variable      | 7.72%                 | Yes           |                  2 | On Loan: No      |
| CNA FINANCIAL  5.125% 02/15/34                | CNA FINANCIAL CORP REGD 5.12500000                                                                           | CUSIP: 126117AY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2970000 | PA      | $2974609.32     | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5466 4% 09/20/48                  | GINNIE MAE II POOL P#MA5466 4.00000000                                                                       | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      790697 | PA      | $745316.95      | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3597 3.5% 04/20/46                | GINNIE MAE II POOL P#MA3597 3.50000000                                                                       | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1850493 | PA      | $1722134.09     | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LFT 2024-1A B 5.88% 06/20/28                  | LENDMARK FUNDING TRUST 2024-1 SER 2024-1A CL B REGD 144A P/P 5.88000000                                      | CUSIP: 52603DAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3150000 | PA      | $3204651.24     | 0.01%             | 2032-06-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLC 2023-1 A2 9.75% 12/15/27                  | HARLEY MARINE FINANCING LLC SER 2023-1 CL A2 REGD 144A P/P 9.75030000                                        | CUSIP: 41284LAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      303048 | PA      | $304521.15      | 0.00%             | 2027-12-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UMBS TBA 30YR 2% JUL 25                       | UMBS TBA 30YR 2% JUL 25        TO BE ANNOUNCED 2.00000000                                                    | CUSIP: 01F020679<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   175828000 | PA      | $139148098.93   | 0.34%             | 2055-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VFUND 1A B V/R 02/16/29 /GBP/                 | VALLEY FUNDING PLC SER 1A CL B V/R REGD 144A P/P /GBP/ 5.72147000                                            | CUSIP: G931Z3AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |     5135000 | PA      | $7056945.30     | 0.02%             | 2066-05-16      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 5.401% 07/02/37                | VERIZON COMMUNICATIONS REGD 144A P/P 5.40100000                                                              | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     5528000 | PA      | $5561330.19     | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TRK 2021-INV1 B1 V/R 07/25/56                 | TRK 2021-INV1 TRUST SER 2021-INV1 CL B1 V/R REGD 144A P/P 3.28700000                                         | CUSIP: 89688WAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      255000 | PA      | $208341.71      | 0.00%             | 2056-07-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| CSMC 2014-USA 4.373% 09/15/25                 | CSMC 2014-USA OA LLC SER 2014-USA CL D REGD 144A P/P 4.37330000                                              | CUSIP: 12649AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6175000 | PA      | $4671078.75     | 0.01%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| LMLOG 1X E V/R 08/17/26 /EUR/                 | LAST MILE LOGISTICS PAN EURO FINANCE DAC SER 1X CL E V/R REGD REG S /EUR/ 4.82700000                         | CUSIP: G5S831AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     1004439 | PA      | $1168829.22     | 0.00%             | 2033-08-17      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-MDHS A V/R 05/15/29                   | BX COMMERCIAL MORTGAGE TRUST 2024-MDHS SER 2024-MDHS CL A V/R REGD 144A P/P 5.95306000                       | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4549564 | PA      | $4555250.88     | 0.01%             | 2041-05-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSIO 4.25% 09/15/48                | AEP TRANSMISSION CO LLC REGD 4.25000000                                                                      | CUSIP: 00115AAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      809000 | PA      | $647974.09      | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-2A D 6.19% 06/15/28                 | GLS AUTO RECEIVABLES ISSUER TRUST 2024-2 SER 2024-2A CL D REGD 144A P/P 6.19000000                           | CUSIP: 37964VAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      805000 | PA      | $825188.68      | 0.00%             | 2030-02-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVE V/R 05/17/28/TRY/                | TURKIYE GOVERNMENT BOND /TRY/ REGD V/R SER 4Y 48.80000000                                                    | CUSIP: M8T85VFU6<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |   798500000 | PA      | $19452254.33    | 0.05%             | 2028-05-17      | Variable      | 48.80%                | No            |                  2 | On Loan: No      |
| CALI 2024-SUN A V/R 07/15/26                  | CALI 2024-SUN SER 2024-SUN CL A V/R REGD 144A P/P 6.20241000                                                 | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1230000 | PA      | $1231537.50     | 0.00%             | 2041-07-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 11/15/49                  | UNITED STATES TREASURY BOND 2.37500000                                                                       | CUSIP: 912810SK5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    47650000 | PA      | $30646767.46    | 0.08%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/21/32                | BANK OF AMERICA CORP REGD V/R 2.29900000                                                                     | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4831000 | PA      | $4209847.75     | 0.01%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P1  4.74% 01/10/30                 | CARVANA AUTO RECEIVABLES TRUST 2025-P1 SER 2025-P1 CL A4 REGD 4.74000000                                     | CUSIP: 14689MAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14500000 | PA      | $14646828.45    | 0.04%             | 2031-04-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 11/15/51                  | UNITED STATES TREASURY BOND 1.87500000                                                                       | CUSIP: 912810TB4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   116410800 | PA      | $64762601.51    | 0.16%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.875% 04/30/26                  | UNITED STATES TREASURY NOTE 4.87500000                                                                       | CUSIP: 91282CKK6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    28794000 | PA      | $28973962.50    | 0.07%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 6.15% 04/01/33                | WESTERN MIDSTREAM OPERAT REGD 6.15000000                                                                     | CUSIP: 958667AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13915000 | PA      | $14481455.72    | 0.04%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7599 3.5% 01/01/51                   | FANNIE MAE POOL UMBS P#FM7599 3.50000000                                                                     | CUSIP: 3140XBNR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10330960 | PA      | $9406823.23     | 0.02%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCUL 35A A1 V/R 04/27/38                      | SCULPTOR CLO XXXV LTD SER 35A CL A1 V/R REGD 144A P/P 5.55609000                                             | CUSIP: 81125MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1920000 | PA      | $1920960.00     | 0.00%             | 2038-04-27      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| FIAOT 2022-1A  3.79% 08/15/26                 | FIRST INVESTORS AUTO OWNER TRUST 2022-1 SER 2022-1A CL D REGD 144A P/P 3.79000000                            | CUSIP: 32057KAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2875000 | PA      | $2831212.31     | 0.01%             | 2028-06-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| SMB 2018-A B 3.96% 08/15/28                   | SMB PRIVATE EDUCATION LOAN TRUST 2018-A SER 2018-A CL B REGD 144A P/P 3.96000000                             | CUSIP: 78449PAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      125000 | PA      | $122121.35      | 0.00%             | 2042-07-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| HALST 2024-C A 4.77% 07/15/26                 | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2 SER 2024-C CL A2A REGD 144A P/P 4.77000000                         | CUSIP: 448984AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4566467 | PA      | $4574468.90     | 0.01%             | 2027-03-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS NA 04.850 SP 07/06/2026 DUB LONG                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $79146.89       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UMBS P#SB0546 2% 01/01/36                     | FREDDIE MAC POOL UMBS P#SB0546 2.00000000                                                                    | CUSIP: 3132CWTB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2429586 | PA      | $2239824.86     | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| F/C US 10YR NOTE (CBT)SEP25                   | FUTURE CONTRACT ON           US 10YR NOTE (CBT)SEP25 0.00000000                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        -782 | NC      | $-87681750.00   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#MA4181 1.5% 11/01/50                   | FANNIE MAE POOL UMBS P#MA4181 1.50000000                                                                     | CUSIP: 31418DUF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3719914 | PA      | $2801814.83     | 0.01%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5471 6% 09/01/54                     | FANNIE MAE POOL UMBS P#MA5471 6.00000000                                                                     | CUSIP: 31418FCH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34554 | PA      | $35122.22       | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMAC 2006-WMC4  V/R 12/25/36                 | JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC4 SER 2006-WMC4 CL A4 V/R REGD 4.73368000                       | CUSIP: 46630BAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15877256 | PA      | $8219595.12     | 0.02%             | 2036-12-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN 3.875% 10/22/30                | COUNTRY GARDEN HLDGS REGD 0.00000000                                                                         | CUSIP: G24524BK8<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |      300000 | PA      | $21921.00       | 0.00%             | 2030-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SIXST 2021-17A A V/R 04/17/38                 | SIXTH STREET CLO XVII LTD SER 2021-17A CL A1R V/R REGD 144A P/P 5.42979000                                   | CUSIP: 83012FAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1920000 | PA      | $1920478.08     | 0.00%             | 2038-04-17      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-INV1  V/R 03/25/43                 | JP MORGAN MORTGAGE TRUST 2020-INV1 SER 2020-INV1 CL A3 V/R REGD 144A P/P 3.50000000                          | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      651824 | PA      | $585759.20      | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5387 5% 06/01/54                     | FANNIE MAE POOL UMBS P#MA5387 5.00000000                                                                     | CUSIP: 31418E6Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41786653 | PA      | $41025756.60    | 0.10%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6711 2.5% 08/01/50                   | FANNIE MAE POOL UMBS P#CA6711 2.50000000                                                                     | CUSIP: 3140QEN57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1337854 | PA      | $1128335.82     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SRFC 2023-2A C 7.3% 04/20/40                  | SIERRA TIMESHARE 2023-2 RECEIVABLES FUNDING LLC SER 2023-2A CL C REGD 144A P/P 7.30000000                    | CUSIP: 82650BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      551998 | PA      | $570956.75      | 0.00%             | 2040-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY0568 6% 05/01/53                     | FANNIE MAE POOL UMBS P#BY0568 6.00000000                                                                     | CUSIP: 3140NGT26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      443645 | PA      | $455043.04      | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ1929 6% 07/01/54                     | FREDDIE MAC POOL UMBS P#RJ1929 6.00000000                                                                    | CUSIP: 3142GSEB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    51546881 | PA      | $52426038.31    | 0.13%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT0179 3.5% 11/01/47                   | FREDDIE MAC POOL UMBS P#ZT0179 3.50000000                                                                    | CUSIP: 3132ACFU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9730051 | PA      | $8966588.96     | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB2296 2% 08/01/50                     | FREDDIE MAC POOL UMBS P#QB2296 2.00000000                                                                    | CUSIP: 3133A8RR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      549275 | PA      | $441034.41      | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVE V/R 05/20/26/TRY/                | TURKIYE GOVERNMENT BOND /TRY/ REGD V/R SER 4Y 48.80000000                                                    | CUSIP: M8T85TW32<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |     4700000 | PA      | $119041.13      | 0.00%             | 2026-05-20      | Variable      | 48.80%                | No            |                  2 | On Loan: No      |
| MLCC 2004-HB1 A3 V/R 04/25/29                 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLC SER 2004-HB1 CL A3 V/R REGD 3.86756900                     | CUSIP: 59020UEV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      159578 | PA      | $138419.30      | 0.00%             | 2029-04-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE3575 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE3575 3.00000000                                                                    | CUSIP: 3133BC6L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11806676 | PA      | $10221830.38    | 0.03%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 01/15/27                      | UNITED STATES TREASURY NOTE 4.00000000                                                                       | CUSIP: 91282CJT9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    39396800 | PA      | $39490675.09    | 0.10%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0617 3.5% 11/01/50                   | FREDDIE MAC POOL UMBS P#SD0617 3.50000000                                                                    | CUSIP: 3132DMVJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1708816 | PA      | $1558357.98     | 0.00%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.75% 8/15/41                    | UNITED STATES TREASURY BOND 3.75000000                                                                       | CUSIP: 912810QS0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     3017000 | PA      | $2702925.59     | 0.01%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ACAR 2023-3 D 6.82% 02/12/27                  | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-3 SER 2023-3 CL D REGD 144A P/P 6.82000000                 | CUSIP: 02530EAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3310000 | PA      | $3378595.78     | 0.01%             | 2029-10-12      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| WFNMT 2024-A A 5.47% 04/15/27                 | WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST SER 2024-A CL A REGD 5.47000000                             | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10900000 | PA      | $11134868.84    | 0.03%             | 2031-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60125 4.5% 06/01/45                  | FREDDIE MAC GOLD POOL P#G60125 4.50000000                                                                    | CUSIP: 31335AD62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      279351 | PA      | $274229.73      | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FCAT 2021-2 D 1.59% 12/15/25                  | FLAGSHIP CREDIT AUTO TRUST 2021-2 SER 2021-2 CL D REGD 144A P/P 1.59000000                                   | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3085000 | PA      | $3010297.96     | 0.01%             | 2027-06-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| RACEP 2015-9A A1 V/R 10/15/30                 | RACE POINT IX CLO LTD SER 2015-9A CL A1A2 V/R REGD 144A P/P 5.45771000                                       | CUSIP: 74982WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       37838 | PA      | $37827.73       | 0.00%             | 2030-10-15      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INT 5.125% 08/11/61                | AEROPUERTO INTL TOCUMEN REGD 144A P/P 5.12500000                                                             | CUSIP: 00787CAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |      200000 | PA      | $139660.00      | 0.00%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-1A  4.99% 02/15/33                 | AFFIRM MASTER TRUST SER 2025-1A CL A REGD 144A P/P 4.99000000                                                | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13847000 | PA      | $13953344.96    | 0.03%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AOA 2021-1177 A V/R 10/15/23                  | AOA 2021-1177 MORTGAGE TRUST SER 2021-1177 CL A V/R REGD 144A P/P 5.30088000                                 | CUSIP: 00192NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10000000 | PA      | $9802256.00     | 0.02%             | 2038-10-15      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 02/04/32                | JPMORGAN CHASE & CO REGD V/R 1.95300000                                                                      | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10965000 | PA      | $9508954.03     | 0.02%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| MFIT 2024-AA A 5.13% 06/20/28                 | MARINER FINANCE ISSUANCE TRUST 2024-A SER 2024-AA CL A REGD 144A P/P 5.13000000                              | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2102000 | PA      | $2128838.76     | 0.01%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4723 6% 07/01/41                     | FANNIE MAE POOL UMBS P#BM4723 6.00000000                                                                     | CUSIP: 3140J9G96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2022871 | PA      | $2120550.22     | 0.01%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GRIF 1 A V/R 08/28/39 /EUR/                   | GRIFONAS FINANCE NO 1 PLC SER 1 CL A V/R REGD REG S /EUR/ 2.66900000                                         | CUSIP: G4180AAA2<br>LEI: 2138001BQMIKJQ4HNR60 | Long             | ABS-CBDO         | CORP              | GB        |     1760248 | PA      | $2027909.37     | 0.00%             | 2039-08-28      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 08/15/32                   | UNITED STATES TREASURY NOTE 2.75000000                                                                       | CUSIP: 91282CFF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    63029800 | PA      | $58144990.50    | 0.14%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.75% 02/15/45                        | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.75000000                                                    | CUSIP: 912810RL4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4768015 | PA      | $3479510.20     | 0.01%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA2457 3% 04/01/50                     | FREDDIE MAC POOL UMBS P#RA2457 3.00000000                                                                    | CUSIP: 3133KHWS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4176665 | PA      | $3681488.00     | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-1A  5.33% 06/15/27                 | LAD AUTO RECEIVABLES TRUST 2024-1 SER 2024-1A CL B REGD 144A P/P 5.33000000                                  | CUSIP: 501689AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $506861.75      | 0.00%             | 2029-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BSPDF 2025-FL2 A V/R 04/15/30                 | BSPDF 2025-FL2 ISSUER LLC SER 2025-FL2 CL A V/R REGD 144A P/P 5.83576000                                     | CUSIP: 05615KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      512000 | PA      | $510809.60      | 0.00%             | 2042-12-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4157 1.5% 10/01/50                   | FANNIE MAE POOL UMBS P#MA4157 1.50000000                                                                     | CUSIP: 31418DTP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4272202 | PA      | $3215090.73     | 0.01%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5247 6% 01/01/54                     | FANNIE MAE POOL UMBS P#MA5247 6.00000000                                                                     | CUSIP: 31418EZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51250 | PA      | $52135.55       | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX 2022-AHP B V/R 01/15/24                    | BX COMMERCIAL MORTGAGE TRUST 2022-AHP SER 2022-AHP CL B V/R REGD 144A P/P 6.15176000                         | CUSIP: 05610FAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6753000 | PA      | $6731896.88     | 0.02%             | 2039-01-17      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.00PJI3M 01/03/31 GOLDUS33XXX FIXED                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |           1 | NC      | $55774.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTL FLAVOR &  1.832% 10/15/27                | INTL FLAVOR & FRAGRANCES REGD 144A P/P 1.83200000                                                            | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    12544000 | PA      | $11817387.92    | 0.03%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENE 3.25% 12/01/26                | DIAMONDBACK ENERGY INC REGD 3.25000000                                                                       | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    19417000 | PA      | $19129549.18    | 0.05%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DRSLF 2018-55A A V/R 04/15/31                 | DRYDEN 55 CLO LTD SER 2018-55A CL A1 V/R REGD 144A P/P 5.53771000                                            | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      372685 | PA      | $372809.03      | 0.00%             | 2031-04-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RER6MP02.42 06/19/54 XGS FLOAT                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $235915.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FGLMC P#G07974 5.5% 08/01/41                  | FREDDIE MAC GOLD POOL P#G07974 5.50000000                                                                    | CUSIP: 3128MAFP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2268495 | PA      | $2327482.20     | 0.01%             | 2041-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  5.45% 01/15/36                | PUBLIC SERVICE OKLAHOMA REGD 5.45000000                                                                      | CUSIP: 744533BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13040000 | PA      | $13133207.70    | 0.03%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH I 5.35% 06/01/34                | L3HARRIS TECH INC REGD 5.35000000                                                                            | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    21125000 | PA      | $21593259.71    | 0.05%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RER6MP00.83 12/09/52 GOLDUS33XXX FLOAT                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $18542649.96    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HOF 2020-2 B1 V/R 05/25/65                    | HOMEWARD OPPORTUNITIES FUND I TRUST 2020-2 SER 2020-2 CL B1 V/R REGD 144A P/P 5.45000000                     | CUSIP: 43789XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      280000 | PA      | $279052.00      | 0.00%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| ARES1 2024-IND A V/R 07/15/26                 | ARES COMMERCIAL MORTGAGE TRUST 2024-IND SER 2024-IND CL A V/R REGD 144A P/P 6.00339000                       | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3200000 | PA      | $3205000.00     | 0.01%             | 2041-07-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5368 4% 03/01/50                     | FANNIE MAE POOL UMBS P#CA5368 4.00000000                                                                     | CUSIP: 3140QC6E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1421493 | PA      | $1334166.32     | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPCLO 2024-7A A1 V/R 01/15/38                 | SILVER POINT CLO 7 LTD SER 2024-7A CL A1 V/R REGD 144A P/P 5.64466000                                        | CUSIP: 82808UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      340000 | PA      | $340948.26      | 0.00%             | 2038-01-15      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP  2.742% 12/31/39                | CHENIERE CORP CHRISTI HD REGD SER WI 2.74200000                                                              | CUSIP: 16412XAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8850000 | PA      | $7202883.05     | 0.02%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ2526 6% 07/01/54                     | FREDDIE MAC POOL UMBS P#RJ2526 6.00000000                                                                    | CUSIP: 3142GSYY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      248306 | PA      | $252541.25      | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HGMT 2025-HGLR A V/R 02/05/35                 | HOUSTON GALLERIA MALL TRUST 2025-HGLR SER 2025-HGLR CL A V/R REGD 144A P/P 5.64391200                        | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      160000 | PA      | $164162.48      | 0.00%             | 2045-02-05      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| FIDELITY INV MMKT GOVT-INST                   | FIDELITY GOVERNMENT PORTFOLIO CL INSTITUTIONAL 0.00000000                                                    | CUSIP: 31607A703<br>LEI: N/A                  | Long             | EC               | RF                | US        |  1213432132 | NS      | $1213432131.58  | 2.98%             |  |  |  | No            |                  1 | On Loan: No      |
| LGATE 2008- V/R 01/01/61 /GBP/                | LUDGATE FUNDING PLC SER 2008-W1X CL A1 V/R REGD REG S /GBP/ 5.07733000                                       | CUSIP: G571A3BB0<br>LEI: 213800LADM2GPWI3P269 | Long             | ABS-CBDO         | CORP              | GB        |      266314 | PA      | $361522.97      | 0.00%             | 2061-01-01      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| SASC 2007-WF2 A1 V/R 01/25/15                 | STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUS SER 2007-WF2 CL A1 V/R REGD 6.43368000                   | CUSIP: 86364LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       22040 | PA      | $21984.31       | 0.00%             | 2037-08-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| N/A                                           | TWD/USD FWD 20250716 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-787943.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#MA4570 2% 03/01/42                     | FANNIE MAE POOL UMBS P#MA4570 2.00000000                                                                     | CUSIP: 31418ECG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11272090 | PA      | $9682001.85     | 0.02%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN0334 4% 12/01/48                     | FANNIE MAE POOL UMBS P#BN0334 4.00000000                                                                     | CUSIP: 3140JGLQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51819 | PA      | $48999.37       | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5.5% JUL 25                     | FNMA 30YR TBA 5.5% JUL 25      TO BE ANNOUNCED 5.50000000                                                    | CUSIP: 01F052672<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -87000000 | PA      | $-86980096.14   | -0.21%            | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHACK 2019-14A B V/R 07/20/34                 | SHACKLETON 2019-XIV CLO LTD SER 2019-14A CL BR V/R REGD 144A P/P 6.33108000                                  | CUSIP: 81880XAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3430000 | PA      | $3439195.83     | 0.01%             | 2034-07-20      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-2 D 6.55% 03/15/27                 | CARMAX AUTO OWNER TRUST 2023-2 SER 2023-2 CL D REGD 6.55000000                                               | CUSIP: 142921AH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1155000 | PA      | $1184555.76     | 0.00%             | 2029-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMUTKP00.68 04/21/27 XGS FLOAT                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           1 | NC      | $88019.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORIA 2024- V/R 02/25/43 /EUR/                | NORIA DE 2024 SER 2024-DE1 CL F V/R REGD REG S /EUR/ 6.38900000                                              | CUSIP: F3054BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | FR        |      100000 | PA      | $118062.86      | 0.00%             | 2043-02-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| CMLTI 2005-HE3 M V/R 09/25/35                 | CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-HE3 CL M4 V/R REGD 5.33368000                                     | CUSIP: 17307GWU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7900000 | PA      | $7636518.41     | 0.02%             | 2035-09-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| FHMS Q010 APT3 V/R 02/25/27                   | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q010 CL APT3 V/R 3.60651400                      | CUSIP: 3137FMUL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      158759 | PA      | $156893.11      | 0.00%             | 2046-10-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| DBALT 2005-2 1A1 V/R 04/25/35                 | DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN TRUST SERIES  SER 2005-2 CL 1A1 V/R REGD 4.83368000              | CUSIP: 251510DH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1970311 | PA      | $1785472.40     | 0.00%             | 2035-04-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| OOMLT 2006-3 1A1 V/R 02/25/37                 | OPTION ONE MORTGAGE LOAN TRUST 2006-3 SER 2006-3 CL 1A1 V/R REGD 4.71368000                                  | CUSIP: 68389BAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15883494 | PA      | $9986380.06     | 0.02%             | 2037-02-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| EQT CORP 5.75% 02/01/34                       | EQT CORP REGD 5.75000000                                                                                     | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    11612000 | PA      | $12006429.80    | 0.03%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NSLT 2021-BA B 2.68% 04/20/62                 | NELNET STUDENT LOAN TRUST 2021-B SER 2021-BA CL B REGD 144A P/P 2.68000000                                   | CUSIP: 64034QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3665000 | PA      | $3225555.14     | 0.01%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H1 A1 V/R 02/25/70                 | CROSS 2025-H1 MORTGAGE TRUST SER 2025-H1 CL A1 V/R REGD 144A P/P 5.73500000                                  | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8787265 | PA      | $8829065.55     | 0.02%             | 2070-02-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY 3.55% 12/01/28                    | NEW YORK NY REGD B/E 3.55000000                                                                              | CUSIP: 64966MGQ6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     3645000 | PA      | $3572124.06     | 0.01%             | 2028-12-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.187% 11/15/36                  | BROADCOM INC REGD 144A P/P 3.18700000                                                                        | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      753000 | PA      | $624229.81      | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8302 4% 03/01/51                     | FANNIE MAE POOL UMBS P#FM8302 4.00000000                                                                     | CUSIP: 3140XCGL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      932582 | PA      | $878785.40      | 0.00%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5049 4% 02/01/47                     | FANNIE MAE POOL UMBS P#BM5049 4.00000000                                                                     | CUSIP: 3140J9TF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      797744 | PA      | $756495.22      | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LBA 2024-BOLT F V/R 06/15/26                  | LBA TRUST 2024-BOLT SER 2024-BOLT CL F V/R REGD 144A P/P 8.74876000                                          | CUSIP: 50177BAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      368000 | PA      | $366054.13      | 0.00%             | 2039-06-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3243 3.5% 01/01/38                   | FANNIE MAE POOL UMBS P#MA3243 3.50000000                                                                     | CUSIP: 31418CS96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1481214 | PA      | $1426874.80     | 0.00%             | 2038-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMAC 2005-FRE1  V/R 10/25/35                 | JP MORGAN MORTGAGE ACQUISITION CORP 2005-FRE1 SER 2005-FRE1 CL M2 V/R REGD 5.07868000                        | CUSIP: 46626LCD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7044106 | PA      | $6127133.16     | 0.02%             | 2035-10-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM1779 3% 09/01/46                     | FREDDIE MAC POOL UMBS P#ZM1779 3.00000000                                                                    | CUSIP: 3131XU6Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5650687 | PA      | $5019354.04     | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8642 4% 01/01/51                     | FANNIE MAE POOL UMBS P#CA8642 4.00000000                                                                     | CUSIP: 3140QGS81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      175194 | PA      | $164228.18      | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL I 4.875% 07/15/26                | BERRY GLOBAL INC REGD 144A P/P 4.87500000                                                                    | CUSIP: 085770AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8658000 | PA      | $8646738.54     | 0.02%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SGR 2022-2 A1 V/R 08/25/62                    | SG RESIDENTIAL MORTGAGE TRUST 2022-2 SER 2022-2 CL A1 V/R REGD 144A P/P 5.35300000                           | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      357268 | PA      | $356546.59      | 0.00%             | 2062-08-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP IN 5.4% 02/15/35                | EXPEDIA GROUP INC REGD 5.40000000                                                                            | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    32605000 | PA      | $32829742.35    | 0.08%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DC 2023-DC B 6.804% 09/10/28                  | DC COMMERCIAL MORTGAGE TRUST 2023-DC SER 2023-DC CL B REGD 144A P/P 6.80430000                               | CUSIP: 24023AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6265000 | PA      | $6570484.53     | 0.02%             | 2040-09-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08732 3% 11/01/46                    | FREDDIE MAC GOLD POOL P#G08732 3.00000000                                                                    | CUSIP: 3128MJY61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2412895 | PA      | $2143042.08     | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARES 2023-ALF4A  V/R 10/15/36                 | ARES LOAN FUNDING IV LTD SER 2023-ALF4A CL A1 V/R REGD 144A P/P 6.00610000                                   | CUSIP: 04020FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      720000 | PA      | $721118.16      | 0.00%             | 2036-10-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP IN 4.45% 05/06/50                | ALTRIA GROUP INC REGD 4.45000000                                                                             | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     2281000 | PA      | $1785033.11     | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHIL 3.1% 01/22/61                | REPUBLIC OF CHILE REGD 3.10000000                                                                            | CUSIP: 168863DQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |     6955000 | PA      | $4206244.90     | 0.01%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7092 3% 07/01/45                     | FANNIE MAE POOL UMBS P#AL7092 3.00000000                                                                     | CUSIP: 3138EP3A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2213348 | PA      | $1980346.75     | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4510 3.5% 06/20/47                | GINNIE MAE II POOL P#MA4510 3.50000000                                                                       | CUSIP: 36179TAK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5352645 | PA      | $4947575.16     | 0.01%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7988 3% 04/20/52                  | GINNIE MAE II POOL P#MA7988 3.00000000                                                                       | CUSIP: 36179W2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8129891 | PA      | $7193686.96     | 0.02%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P1  4.55% 08/10/28                 | CARVANA AUTO RECEIVABLES TRUST 2025-P1 SER 2025-P1 CL A3 REGD 4.55000000                                     | CUSIP: 14689MAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20000000 | PA      | $20100172.00    | 0.05%             | 2030-05-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO 2.196% 02/04/26                     | BOEING CO REGD 2.19600000                                                                                    | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    50426000 | PA      | $49638964.61    | 0.12%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MDPK 2025-71A B V/R 04/23/38                  | MADISON PARK FUNDING LXXI LTD SER 2025-71A CL B V/R REGD 144A P/P 5.76947000                                 | CUSIP: 55817DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $747372.75      | 0.00%             | 2038-04-23      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4547 2% 02/01/52                     | FANNIE MAE POOL UMBS P#MA4547 2.00000000                                                                     | CUSIP: 31418EBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   113107148 | PA      | $89774330.00    | 0.22%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EART 2023-1A D 6.69% 01/15/27                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1 SER 2023-1A CL D REGD 6.69000000                                  | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1960000 | PA      | $1993537.76     | 0.00%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC 5% 11/15/31                  | CSC HOLDINGS LLC REGD 144A P/P 5.00000000                                                                    | CUSIP: 126307BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      940000 | PA      | $437100.00      | 0.00%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPS 2024-A D 9.49% 03/20/28                  | REPUBLIC FINANCE ISSUANCE TRUST 2024-A SER 2024-A CL D REGD 144A P/P 9.49000000                              | CUSIP: 76041RAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $819556.40      | 0.00%             | 2032-08-20      | Fixed         | 9.49%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE0181 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#QE0181 3.00000000                                                                    | CUSIP: 3133B9FW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42322 | PA      | $36727.46       | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 09/30/31                  | UNITED STATES TREASURY NOTE 3.62500000                                                                       | CUSIP: 91282CLM1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    33491000 | PA      | $32931072.34    | 0.08%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN  5.45% 09/30/34                | FIRST AMERICAN FINANCIAL REGD 5.45000000                                                                     | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1469208.08     | 0.00%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8402 6% 02/01/54                     | FREDDIE MAC POOL UMBS P#SD8402 6.00000000                                                                    | CUSIP: 3132DWKP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3250917 | PA      | $3306733.94     | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PMTLT 2024-INV1  V/R 10/25/47                 | PMT LOAN TRUST 2024-INV1 SER 2024-INV1 CL A3 V/R REGD 144A P/P 5.50000000                                    | CUSIP: 73015BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5168883 | PA      | $5133621.27     | 0.01%             | 2059-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5310 6% 12/01/52                     | FANNIE MAE POOL UMBS P#CB5310 6.00000000                                                                     | CUSIP: 3140QQ3U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3540130 | PA      | $3622257.73     | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BR 6% 10/20/33                | FED REPUBLIC OF BRAZIL REGD 6.00000000                                                                       | CUSIP: 105756CF5<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |      600000 | PA      | $594837.59      | 0.00%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.875% 02/15/43                  | UNITED STATES TREASURY BOND 3.87500000                                                                       | CUSIP: 912810TQ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    44355700 | PA      | $39705282.08    | 0.10%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 09/11/30                 | DEUTSCHE BANK NY REGD V/R 4.99900000                                                                         | CUSIP: 251526CX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8250000 | PA      | $8312470.57     | 0.02%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IFS 2.691250 15-APR-2028 USC  /FLOAT/                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $18268.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLM 2021-11A AR V/R 10/20/34                  | GOLDENTREE LOAN MANAGEMENT US CLO 11 LTD SER 2021-11A CL AR V/R REGD 144A P/P 5.34947000                     | CUSIP: 38138KAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    29500000 | PA      | $29468759.50    | 0.07%             | 2034-10-20      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RER6MP02.51 02/20/54 XGS FLOAT                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $858860.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MFRA 2022-NQM3 A V/R 09/25/67                 | MFA 2022-NQM3 TRUST SER 2022-NQM3 CL A1 V/R REGD 144A P/P 5.57000000                                         | CUSIP: 55286EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12794305 | PA      | $12746455.46    | 0.03%             | 2067-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| ARES1 2024-IND2  V/R 10/15/29                 | ARES1 2024-IND2 SER 2024-IND2 CL A V/R REGD 144A P/P 5.75476000                                              | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4760000 | PA      | $4764452.50     | 0.01%             | 2034-10-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| US TIPS 1.75% 01/15/34                        | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.75000000                                                    | CUSIP: 91282CJY8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   122519814 | PA      | $121447178.76   | 0.30%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS I 7.875% 05/01/29                | MICHAELS COS INC/THE REGD 144A P/P 7.87500000                                                                | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     2920000 | PA      | $1912600.00     | 0.00%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNT 5.388% 11/13/29                 | ROCK TRUST 2024-CNTR SER 2024-CNTR CL A REGD 144A P/P 5.38834000                                             | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      288456 | PA      | $295086.22      | 0.00%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| BX 2024-MF A V/R 02/15/26                     | BX COMMERCIAL MORTGAGE TRUST 2024-MF SER 2024-MF CL A V/R REGD 144A P/P 5.75337000                           | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      888218 | PA      | $889605.89      | 0.00%             | 2039-02-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 6.421% 08/02/33                | BAT CAPITAL CORP REGD 6.42100000                                                                             | CUSIP: 054989AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $868816.51      | 0.00%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| PSTAT 2022-2A A2 V/R 10/15/30                 | PALMER SQUARE LOAN FUNDING 2022-2 LTD SER 2022-2A CL A2 V/R REGD 144A P/P 6.15610000                         | CUSIP: 69701NAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      620000 | PA      | $621355.32      | 0.00%             | 2030-10-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| BX 2025-SPOT A V/R 04/15/27                   | BX COMMERCIAL MORTGAGE TRUST 2025-SPOT SER 2025-SPOT CL A V/R REGD 144A P/P 5.75512000                       | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2480000 | PA      | $2479225.00     | 0.01%             | 2040-04-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| FHLT 2005-C M4 V/R 07/25/35                   | FREMONT HOME LOAN TRUST 2005-C SER 2005-C CL M4 V/R REGD 5.36368000                                          | CUSIP: 35729PKU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10696137 | PA      | $8958022.22     | 0.02%             | 2035-07-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 02/15/44                  | UNITED STATES TREASURY BOND 3.62500000                                                                       | CUSIP: 912810RE0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    28590000 | PA      | $24476837.04    | 0.06%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SEMT 2025-4 A5 V/R 07/25/32                   | SEQUOIA MORTGAGE TRUST 2025-4 SER 2025-4 CL A5 V/R REGD 144A P/P 5.50000000                                  | CUSIP: 81749MAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4627627 | PA      | $4642122.23     | 0.01%             | 2055-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LU 7.875% 10/15/29                | OREGON TOOL LUX LP REGD 144A P/P 7.87500000                                                                  | CUSIP: 68610BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1706380 | PA      | $974752.51      | 0.00%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PONY 2024-1 V/R 08/14/28 /EUR/                | PONY SA SER 2024-1 CL D V/R REGD REG S /EUR/ 3.54200000                                                      | CUSIP: L76451AQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | LU        |      100000 | PA      | $118096.20      | 0.00%             | 2033-01-14      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| CIFC 2019-5A A2R V/R 01/15/35                 | CIFC FUNDING 2019-V LTD SER 2019-5A CL A2RS V/R REGD 144A P/P 6.26771000                                     | CUSIP: 12554XAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | PA      | $5014130.00     | 0.01%             | 2035-01-15      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| T/L LEALAND FINA 0% 12/30/27                  | T/L LEALAND FINANCE COMPANY    B V REGD 0.00000000                                                           | CUSIP: N5200EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      715100 | PA      | $357550.11      | 0.00%             | 2027-12-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| OCT17 2013-1A BR V/R 01/25/31                 | OCTAGON INVESTMENT PARTNERS XVII LTD SER 2013-1A CL BR2 V/R REGD 144A P/P 5.94338000                         | CUSIP: 67590GBL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2500840.00     | 0.01%             | 2031-01-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| MVWOT 2021-1WA 1.94% 01/22/41                 | MVW 2021-1W LLC SER 2021-1WA CL C REGD 144A P/P 1.94000000                                                   | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      223100 | PA      | $212290.77      | 0.00%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/15/31                   | MORGAN STANLEY REGD V/R 5.23000000                                                                           | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     8520000 | PA      | $8721864.53     | 0.02%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 2.5% 03/01/31                    | CENTENE CORP REGD 2.50000000                                                                                 | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     4732000 | PA      | $4074189.54     | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SLMA 2003-B A3 V/R 03/15/33                   | SLM PRIVATE CREDIT STUDENT LOAN TRUST 2003-B SER 2003-B CL A3 V/R REGD 7.92000000                            | CUSIP: 78443CAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      760000 | PA      | $751645.32      | 0.00%             | 2033-03-15      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA4990 5.5% 11/01/53                   | FANNIE MAE POOL UMBS P#DA4990 5.50000000                                                                     | CUSIP: 3140A5RL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1264835 | PA      | $1268200.82     | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0732 2% 09/01/51                     | FREDDIE MAC POOL UMBS P#SD0732 2.00000000                                                                    | CUSIP: 3132DMY58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2138791 | PA      | $1713102.52     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 3.3% 08/01/40                | PACIFIC GAS & ELECTRIC REGD 3.30000000                                                                       | CUSIP: 694308JH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5248000 | PA      | $3754398.26     | 0.01%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| LAFL 2016-1A A1 4.3% 01/15/24                 | LABRADOR AVIATION FINANCE LTD 2016-1A SER 2016-1A CL A1 REGD 144A P/P 4.30000000                             | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1210458 | PA      | $1177144.06     | 0.00%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#SC0339 2% 04/01/42                     | FREDDIE MAC POOL UMBS P#SC0339 2.00000000                                                                    | CUSIP: 3132D9LU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4393908 | PA      | $3786382.87     | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WOODS 2018-12BA  V/R 06/15/31                 | NORTHWOODS CAPITAL XII-B LTD SER 2018-12BA CL AR V/R REGD 144A P/P 5.50847000                                | CUSIP: 66858CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7830178 | PA      | $7831329.25     | 0.02%             | 2031-06-15      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| SDART 2025-2 D 5.47% 07/16/29                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 SER 2025-2 CL D REGD 5.47000000                                | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10800000 | PA      | $10983070.80    | 0.03%             | 2031-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL4 A V/R 05/25/55                 | PRPM 2025-RPL4 LLC SER 2025-RPL4 CL A1 V/R REGD 144A P/P 3.00000000                                          | CUSIP: 74448NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    30266910 | PA      | $28294331.17    | 0.07%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| G2SF  30 YR TBA 4.5% JUL 25                   | G2SF  30 YR TBA 4.5% JUL 25    TO BE ANNOUNCED 4.50000000                                                    | CUSIP: 21H042679<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    96878000 | PA      | $92717862.99    | 0.23%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BO7256 3% 01/01/35                     | FANNIE MAE POOL UMBS P#BO7256 3.00000000                                                                     | CUSIP: 3140K3B27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      660753 | PA      | $637362.89      | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AG 2024-NLP A V/R 08/15/26                    | AG TRUST 2024-NLP SER 2024-NLP CL A V/R REGD 144A P/P 6.32740000                                             | CUSIP: 00792MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6699836 | PA      | $6708273.24     | 0.02%             | 2041-07-15      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| KKR 2013-1A A2R2 V/R 04/15/29                 | KKR FINANCIAL CLO 2013-1 LTD SER 2013-1A CL A2R2 V/R REGD 144A P/P 5.70610000                                | CUSIP: 48249VAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2000100.00     | 0.00%             | 2029-04-15      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| SEMT 2017-CH2 A1 V/R 12/25/47                 | SEQUOIA MORTGAGE TRUST 2017-CH2 SER 2017-CH2 CL A19 V/R REGD 144A P/P 4.00000000                             | CUSIP: 81746JAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      119389 | PA      | $111993.18      | 0.00%             | 2047-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 3.45% 05/15/51                  | AEP TEXAS INC REGD 3.45000000                                                                                | CUSIP: 00108WAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      777000 | PA      | $521351.88      | 0.00%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC 4.45% 06/15/29                 | NRG ENERGY INC REGD 144A P/P 4.45000000                                                                      | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    12975000 | PA      | $12765135.73    | 0.03%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PIER 2025-1 V/R 06/21/30 /GBP/                | PIERPONT BTL 2025-1 PLC SER 2025-1 CL D V/R REGD REG S /GBP/ 0.00000000                                      | CUSIP: G7099GAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      115000 | PA      | $157916.47      | 0.00%             | 2062-03-21      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SMB 2024-C A1A 5.5% 06/17/52                  | SMB PRIVATE EDUCATION LOAN TRUST 2024-C SER 2024-C CL A1A REGD 144A P/P 5.50000000                           | CUSIP: 83206EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4221151 | PA      | $4320873.25     | 0.01%             | 2052-06-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VCC 2024-6 M4 V/R 05/25/35                    | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-6 SER 2024-6 CL M4 V/R REGD 144A P/P 9.67000000                  | CUSIP: 92261BAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      116042 | PA      | $115700.42      | 0.00%             | 2054-12-25      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL6 2.75% 10/25/60                 | CSMC 2021-RPL6 TRUST SER 2021-RPL6 CL M1 REGD 144A P/P 2.75000000                                            | CUSIP: 12657GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8504695 | PA      | $6687115.81     | 0.02%             | 2060-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AFFRM 2024-X2  6.08% 12/17/29                 | AFFIRM ASSET SECURITIZATION TRUST 2024-X2 SER 2024-X2 CL D REGD 144A P/P 6.08000000                          | CUSIP: 00833QAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1130000 | PA      | $1138422.34     | 0.00%             | 2029-12-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| SHNTN 2015-1A  4.75% 11/15/27                 | SHENTON AIRCRAFT INVESTMENT I LTD SER 2015-1A CL A REGD 144A P/P 4.75000000                                  | CUSIP: 82321UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1349603 | PA      | $1310113.62     | 0.00%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARC 2022-RPL1  S/UP 02/25/26                 | BARCLAYS MORTGAGE TRUST 2022-RPL1 SER 2022-RPL1 CL A S/UP REGD 144A P/P 4.25000000                           | CUSIP: 06745CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4268001 | PA      | $4184963.62     | 0.01%             | 2028-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| ELFI 2021-A B V/R 12/26/46                    | ELFI GRADUATE LOAN PROGRAM 2021-A LLC SER 2021-A CL B V/R REGD 144A P/P 2.09000000                           | CUSIP: 28628BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      336357 | PA      | $276725.09      | 0.00%             | 2046-12-26      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N3  4.84% 01/12/26                 | CARVANA AUTO RECEIVABLES TRUST 2024-N3 SER 2024-N3 CL A2 REGD 144A P/P 4.84000000                            | CUSIP: 14687WAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2129618 | PA      | $2130525.79     | 0.01%             | 2027-12-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| ASIMI 2025- V/R 05/16/32 /GBP/                | ASIMI FUNDING 2025-1 PLC SER 2025-1 CL C V/R REGD REG S /GBP/ 5.96621000                                     | CUSIP: G0R2LUAK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      316975 | PA      | $435579.61      | 0.00%             | 2032-05-16      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| AESOP 2021-2A  2.35% 02/20/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2021-2A CL C REGD 144A P/P 2.35000000                           | CUSIP: 05377RET7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3030000 | PA      | $2899486.69     | 0.01%             | 2028-02-20      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.55% 05/15/34                | ENERGY TRANSFER LP REGD 5.55000000                                                                           | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     3705000 | PA      | $3750836.07     | 0.01%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5528 4% 10/20/48                  | GINNIE MAE II POOL P#MA5528 4.00000000                                                                       | CUSIP: 36179UD90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      308200 | PA      | $290511.39      | 0.00%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RAAC 2006-RP4 M1 V/R 01/25/46                 | RAAC SERIES 2006-RP4 TRUST SER 2006-RP4 CL M1 V/R REGD 144A P/P 4.98368000                                   | CUSIP: 74919TAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4020542 | PA      | $4017212.82     | 0.01%             | 2046-01-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| CHAOT 2024-5A  4.18% 03/25/28                 | CHASE AUTO OWNER TRUST 2024-5 SER 2024-5A CL A3 REGD 144A P/P 4.18000000                                     | CUSIP: 16144QAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6400000 | PA      | $6393118.08     | 0.02%             | 2029-08-27      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| AASET 2024-2A  5.93% 09/16/31                 | AASET 2024-2 LTD SER 2024-2A CL A REGD 144A P/P 5.93000000                                                   | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16013453 | PA      | $16261040.28    | 0.04%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMB 8% 04/20/33                | REPUBLIC OF COLOMBIA REGD 8.00000000                                                                         | CUSIP: 195325EF8<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |    14620000 | PA      | $15116056.60    | 0.04%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| T/L AMSURG LLC 0% 07/20/26                    | T/L AMSURG LLC REGD 0.00000000                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2696669 | PA      | $2696668.91     | 0.01%             | 2026-07-20      | Variable      | 11.11%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF S 9% 01/31/40/ZAR/                | REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER 2040 9.00000000                                                      | CUSIP: S69124WH4<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |   540030000 | PA      | $26375104.25    | 0.06%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VDC 2024-1A A2 5.1% 09/17/29                  | VANTAGE DATA CENTERS ISSUER LLC SER 2024-1A CL A2 REGD 144A P/P 5.10000000                                   | CUSIP: 92212KAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9375000 | PA      | $9310466.25     | 0.02%             | 2054-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5216 6% 12/01/53                     | FANNIE MAE POOL UMBS P#MA5216 6.00000000                                                                     | CUSIP: 31418EYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10871169 | PA      | $11061575.56    | 0.03%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HPA 2021-1 E 2.577% 09/17/29                  | HOME PARTNERS OF AMERICA 2021-1 TRUST SER 2021-1 CL E REGD 144A P/P 2.57700000                               | CUSIP: 437300AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      735731 | PA      | $631729.77      | 0.00%             | 2041-09-17      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| CIFC 2021-3A B V/R 07/15/36                   | CIFC FUNDING 2021-III LTD SER 2021-3A CL B V/R REGD 144A P/P 6.21771000                                      | CUSIP: 12564DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250504.75      | 0.00%             | 2036-07-15      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE C 3.875% 07/11/31                | CEMEX SAB DE CV REGD 144A P/P 3.87500000                                                                     | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    30250000 | PA      | $27886749.00    | 0.07%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REALTY IN 3.375% 06/20/31/EUR/                | REALTY INCOME CORP /EUR/ REGD 3.37500000                                                                     | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     3452000 | PA      | $4054849.92     | 0.01%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORTI 2024- V/R 06/22/28 /GBP/                | MORTIMER 2024-MIX PLC SER 2024-MIX CL D V/R REGD REG S /GBP/ 6.31673000                                      | CUSIP: G6281MAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      130000 | PA      | $178794.07      | 0.00%             | 2067-09-22      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA4280 1.5% 03/01/51                   | FANNIE MAE POOL UMBS P#MA4280 1.50000000                                                                     | CUSIP: 31418DXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5023587 | PA      | $3781170.21     | 0.01%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DWOLF 2017-1A BR V/R 10/15/30                 | DEWOLF PARK CLO LTD SER 2017-1A CL BR V/R REGD 144A P/P 5.96771000                                           | CUSIP: 25211AAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12235000 | PA      | $12247259.47    | 0.03%             | 2030-10-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| JPMCC 2018-WP 4.247% 07/05/23                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES SER 2018-WPT CL AFX REGD 144A P/P 4.24750000                  | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      965000 | PA      | $913131.25      | 0.00%             | 2033-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICA 5% 05/01/28                | FRONTIER COMMUNICATIONS REGD 144A P/P 5.00000000                                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5264000 | PA      | $5261783.86     | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS 7.5% 07/01/30                | FORTREA HOLDINGS INC REGD 144A P/P 7.50000000                                                                | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1208409.16     | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 09/21/36                | BANK OF AMERICA CORP REGD V/R 2.48200000                                                                     | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    18070000 | PA      | $15311610.52    | 0.04%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| OAKC 2025-22A A1 V/R 07/20/38                 | OHA CREDIT FUNDING 22 LTD SER 2025-22A CL A1 V/R REGD 144A P/P 5.61401000                                    | CUSIP: 67121HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2560000 | PA      | $2560000.00     | 0.01%             | 2038-07-20      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| CIM 2021-INV1 A8 V/R 04/25/28                 | CIM TRUST 2021-INV1 SER 2021-INV1 CL A8 V/R REGD 144A P/P 2.50000000                                         | CUSIP: 12566PAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3643900 | PA      | $3255416.39     | 0.01%             | 2051-07-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VOYA 2016-1A A1R V/R 01/20/31                 | VOYA CLO 2016-1 LTD SER 2016-1A CL A1R V/R REGD 144A P/P 5.60108000                                          | CUSIP: 92915CAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      245965 | PA      | $246159.89      | 0.00%             | 2031-01-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/31                | JPMORGAN CHASE & CO REGD V/R SER . 2.52200000                                                                | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    19729000 | PA      | $18038131.18    | 0.04%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 3.5% 08/01/50                | PACIFIC GAS & ELECTRIC REGD 3.50000000                                                                       | CUSIP: 694308JJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8961000 | PA      | $5745655.29     | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARC 2021-NQM1 A V/R 10/25/25                 | BARCLAYS MORTGAGE LOAN TRUST 2021-NQM1 SER 2021-NQM1 CL A1 V/R REGD 144A P/P 1.74700000                      | CUSIP: 06744UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1778931 | PA      | $1590592.54     | 0.00%             | 2051-09-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6863 2% 04/01/51                     | FANNIE MAE POOL UMBS P#FM6863 2.00000000                                                                     | CUSIP: 3140XATV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2047049 | PA      | $1648282.15     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T/L EAGLEVIEW 00.00% 08/14/28                 | T/L EAGLEVIEW TECHNOLOGY       CORPORTION 0.00000000                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     3904365 | PA      | $3792114.21     | 0.01%             | 2028-08-14      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5039 5.5% 06/01/53                   | FANNIE MAE POOL UMBS P#MA5039 5.50000000                                                                     | CUSIP: 31418ES50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    94420509 | PA      | $94559829.28    | 0.23%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5297 6.5% 03/01/54                   | FANNIE MAE POOL UMBS P#MA5297 6.50000000                                                                     | CUSIP: 31418E3F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3528175 | PA      | $3644079.58     | 0.01%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES 4.75% 12/15/26                 | EPR PROPERTIES REGD 4.75000000                                                                               | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      140000 | PA      | $139771.73      | 0.00%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2708 4% 05/01/48                     | FANNIE MAE POOL UMBS P#CA2708 4.00000000                                                                     | CUSIP: 3140QAAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      185640 | PA      | $175705.24      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8731 2% 09/01/51                     | FANNIE MAE POOL UMBS P#FM8731 2.00000000                                                                     | CUSIP: 3140XCVZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13498921 | PA      | $10709447.83    | 0.03%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T/L CALPINE CORPOR 0% 12/16/27                | T/L CALPINE CORPORATION REGD 0.00000000                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2222391 | PA      | $2221368.64     | 0.01%             | 2027-12-16      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| VERUS 2022-3 A1 S/UP 02/25/67                 | VERUS SECURITIZATION TRUST 2022-3 SER 2022-3 CL A1 S/UP REGD 144A P/P 4.13000000                             | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17371342 | PA      | $16610746.37    | 0.04%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P3  4.61% 04/10/26                 | CARVANA AUTO RECEIVABLES TRUST 2024-P3 SER 2024-P3 CL A2 REGD 4.61000000                                     | CUSIP: 146919AB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3411970 | PA      | $3411153.71     | 0.01%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR7241 2% 04/01/51                     | FANNIE MAE POOL UMBS P#BR7241 2.00000000                                                                     | CUSIP: 3140L6BK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1093563 | PA      | $882219.79      | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 01/24/31                | WELLS FARGO & COMPANY REGD V/R 5.24400000                                                                    | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    26765000 | PA      | $27456540.96    | 0.07%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7597 2.5% 11/01/50                   | FANNIE MAE POOL UMBS P#CA7597 2.50000000                                                                     | CUSIP: 3140QFNP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2962775 | PA      | $2518768.09     | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY COR 4.85% 07/15/47                | FIRSTENERGY CORP REGD SER C 4.85000000                                                                       | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     7723000 | PA      | $6562419.15     | 0.02%             | 2047-07-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA0996 3.5% 01/01/48                   | FANNIE MAE POOL UMBS P#CA0996 3.50000000                                                                     | CUSIP: 3140Q8DA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2857716 | PA      | $2623435.15     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.591% 08/17/28                 | PROGRESS RESIDENTIAL 2021-SFR7 TRUST SER 2021-SFR7 CL E1 REGD 144A P/P 2.59100000                            | CUSIP: 74333PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3970000 | PA      | $3657284.69     | 0.01%             | 2040-08-17      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CMLTI 2005-OPT1  V/R 02/25/35                 | CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-OPT1 CL M1 V/R REGD 5.06368000                                    | CUSIP: 17307GNR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1376734 | PA      | $1294002.41     | 0.00%             | 2035-02-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/20/32                   | MORGAN STANLEY REGD V/R MTN 2.51100000                                                                       | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3515000 | PA      | $3078121.07     | 0.01%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-ADV C V/R 07/15/23                  | CSMC 2021-ADV SER 2021-ADV CL C V/R REGD 144A P/P 6.72648000                                                 | CUSIP: 12660WAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3400000 | PA      | $1707890.04     | 0.00%             | 2038-07-15      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| SRFC 2021-1A B 1.34% 11/20/37                 | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC SER 2021-1A CL B REGD 144A P/P 1.34000000                    | CUSIP: 82652QAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      612876 | PA      | $602125.71      | 0.00%             | 2037-11-20      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL P 7.5% 05/01/33                | VENTURE GLOBAL PLAQUE REGD 144A P/P 7.50000000                                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     7730000 | PA      | $8277461.79     | 0.02%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7973 4% 05/01/50                     | FANNIE MAE POOL UMBS P#FM7973 4.00000000                                                                     | CUSIP: 3140XB2F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1403094 | PA      | $1323813.96     | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VCC 2025-1 M4 V/R 09/25/35                    | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1 SER 2025-1 CL M4 V/R REGD 144A P/P 10.15000000                 | CUSIP: 922955AN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      311879 | PA      | $314142.39      | 0.00%             | 2055-02-25      | Variable      | 10.15%                | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/04/56                    | CITIGROUP INC REGD V/R 5.61200000                                                                            | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      700000 | PA      | $687086.08      | 0.00%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| INVITATION HOM 4.875% 02/01/35                | INVITATION HOMES OP REGD 4.87500000                                                                          | CUSIP: 46188BAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4480000 | PA      | $4340003.23     | 0.01%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SMB 2018-C A2A 3.63% 10/15/27                 | SMB PRIVATE EDUCATION LOAN TRUST 2018-C SER 2018-C CL A2A REGD 144A P/P 3.63000000                           | CUSIP: 78449QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2323590 | PA      | $2293903.67     | 0.01%             | 2035-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SAIL 2004-9 M2 V/R 10/25/34                   | STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-9 SER 2004-9 CL M2 V/R REGD 5.52868000                           | CUSIP: 86358EMU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2781031 | PA      | $2798553.39     | 0.01%             | 2034-10-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF0895 5% 10/01/52                     | FREDDIE MAC POOL UMBS P#QF0895 5.00000000                                                                    | CUSIP: 3133BM7G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      692098 | PA      | $682182.85      | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM1572 3% 09/01/48                     | FANNIE MAE POOL UMBS P#FM1572 3.00000000                                                                     | CUSIP: 3140X4XA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      663061 | PA      | $587923.04      | 0.00%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAFC 2007-1 1A 5.75% 01/25/37                 | BANC OF AMERICA FUNDING 2007-1 TRUST SER 2007-1 CL 1A6 REGD 5.75000000                                       | CUSIP: 05951FBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      138748 | PA      | $117846.15      | 0.00%             | 2037-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCA 6.25% 01/15/33                | MOLINA HEALTHCARE INC REGD 144A P/P 6.25000000                                                               | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1109509.50     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INGIM 2013-2A A1 V/R 04/25/31                 | VOYA CLO 2013-2 LTD SER 2013-2A CL A1R V/R REGD 144A P/P 5.51338000                                          | CUSIP: 92916WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      468247 | PA      | $468495.27      | 0.00%             | 2031-04-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZA 5.5% 07/01/37                | REPUBLIC OF KAZAKHSTAN REGD 144A P/P 5.50000000                                                              | CUSIP: 486661BP5<br>LEI: N/A                  | Long             | DBT              | USGA              | KZ        |     1932000 | PA      | $1943639.26     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T/L ELEMENT MAT 0% 7/6/29                     | T/L ELEMENT MATERIALS          TECHNOLOGY GROUP US HOLDINGS   INC REGD 0.00000000                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      846939 | PA      | $847642.36      | 0.00%             | 2029-07-06      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 07/25/33                | WELLS FARGO & COMPANY REGD V/R MTN 4.89700000                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     8974000 | PA      | $8975744.55     | 0.02%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0935 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#SD0935 3.00000000                                                                    | CUSIP: 3132DNBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      852166 | PA      | $739076.50      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7031 4% 01/01/51                     | FANNIE MAE POOL UMBS P#FM7031 4.00000000                                                                     | CUSIP: 3140XAY55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7211764 | PA      | $6802462.60     | 0.02%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY COR 5.2% 09/15/34                | DEVON ENERGY CORPORATION REGD 5.20000000                                                                     | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $6118160.83     | 0.02%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH COR 5.125% 07/20/45                | CVS HEALTH CORP REGD 5.12500000                                                                              | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     6298000 | PA      | $5577598.74     | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VE 9.75% 05/17/35 /              | PETROLEOS DE VENEZUELA S REGD 0.00000000                                                                     | CUSIP: P7807HAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |      830000 | PA      | $120765.00      | 0.00%             | 2035-05-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEF 5% 03/15/27                | SABINE PASS LIQUEFACTION REGD SER WI 5.00000000                                                              | CUSIP: 785592AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6750000 | PA      | $6790519.85     | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8342 5.5% 07/01/53                   | FREDDIE MAC POOL UMBS P#SD8342 5.50000000                                                                    | CUSIP: 3132DWHT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1882191 | PA      | $1886044.09     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 08/31/26                   | UNITED STATES TREASURY NOTE 3.75000000                                                                       | CUSIP: 91282CLH2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    34945000 | PA      | $34861732.70    | 0.09%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BPR 2021-NRD B V/R 12/15/23                   | BPR TRUST 2021-NRD SER 2021-NRD CL B V/R REGD 144A P/P 6.43600000                                            | CUSIP: 05592CAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2865000 | PA      | $2808252.37     | 0.01%             | 2038-12-15      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| OCP 2024-38A A V/R 01/21/38                   | OCP CLO 2024-38 LTD SER 2024-38A CL A V/R REGD 144A P/P 5.68111000                                           | CUSIP: 67120KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    17370000 | PA      | $17417402.73    | 0.04%             | 2038-01-21      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| SPEAK 2024-14A A V/R 01/22/38                 | SIGNAL PEAK CLO 14 LTD SER 2024-14A CL A V/R REGD 144A P/P 5.59012000                                        | CUSIP: 82667FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      900000 | PA      | $901104.30      | 0.00%             | 2038-01-22      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| WMALT 2007-OA3 5 V/R 04/25/47                 | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATE SER 2007-OA3 CL 5A V/R REGD 5.64869000                   | CUSIP: 939355AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      245188 | PA      | $211897.92      | 0.00%             | 2047-04-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| BMWLT 2024-2 A 4.18% 02/25/27                 | BMW VEHICLE LEASE TRUST SER 2024-2 CL A3 REGD 4.18000000                                                     | CUSIP: 05613MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14300000 | PA      | $14295582.73    | 0.04%             | 2027-10-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW R 4% 10/15/30                | 1011778 BC / NEW RED FIN REGD 144A P/P 4.00000000                                                            | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1770000 | PA      | $1649407.42     | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURA 5.9% 04/15/35                | SELECTIVE INSURANCE GROU REGD 5.90000000                                                                     | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3271507.07     | 0.01%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BRYO2 05.000 BP 12/20/2025 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $8665.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#AQ7277 3.5% 12/01/42                   | FANNIE MAE POOL UMBS P#AQ7277 3.50000000                                                                     | CUSIP: 3138MPCP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      504578 | PA      | $469594.52      | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 2.625% 08/01/31                  | CENTENE CORP REGD 2.62500000                                                                                 | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1028163.96     | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NEUB 2021-43A AR V/R 07/17/36                 | NEUBERGER BERMAN LOAN ADVISERS CLO 4 SER 2021-43A CL AR V/R REGD 144A P/P 5.32979000                         | CUSIP: 64134AAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    25000000 | PA      | $24969525.00    | 0.06%             | 2036-07-17      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2813 3% 04/01/48                     | FANNIE MAE POOL UMBS P#FM2813 3.00000000                                                                     | CUSIP: 3140X6DT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8880976 | PA      | $8016102.92     | 0.02%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABFC 2005-WMC1 M V/R 06/25/35                 | ABFC 2005-WMC1 TRUST SER 2005-WMC1 CL M3 V/R REGD 5.16868000                                                 | CUSIP: 04542BPF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2615787 | PA      | $2544163.94     | 0.01%             | 2035-06-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| RMLT 2019-2 B2 V/R 07/25/23                   | RESIDENTIAL MORTGAGE LOAN TRUST 2019-2 SER 2019-2 CL B2 V/R REGD 144A P/P 6.03700000                         | CUSIP: 76119DAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      895000 | PA      | $883443.58      | 0.00%             | 2059-05-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE  1.625% 09/16/28                | GUARDIAN LIFE GLOB FUND REGD 144A P/P 1.62500000                                                             | CUSIP: 40139LBE2<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4613894.60     | 0.01%             | 2028-09-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| LCM 36A A1R V/R 01/15/34                      | LCM 36 LTD SER 36A CL A1R V/R REGD 144A P/P 5.32610000                                                       | CUSIP: 50190LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2170000 | PA      | $2164713.88     | 0.01%             | 2034-01-15      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| TRK 2024-2 A1 V/R 10/25/31                    | TOORAK MORTGAGE TRUST 2024-2 SER 2024-2 CL A1 V/R REGD 144A P/P 6.32900000                                   | CUSIP: 89055KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      342000 | PA      | $341295.17      | 0.00%             | 2031-10-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 3.9% 04/01/29                | EXTRA SPACE STORAGE LP REGD 3.90000000                                                                       | CUSIP: 30225VAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5512000 | PA      | $5397400.89     | 0.01%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CLEAN RENEWABLE 4.25% 03/25/27                | CLEAN RENEWABLE POWER REGD REG S 4.25000000                                                                  | CUSIP: V2352NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |     2415000 | PA      | $2343206.40     | 0.01%             | 2027-03-25      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES 4.75% 02/15/28                | VICI PROPERTIES LP REGD 4.75000000                                                                           | CUSIP: 925650AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2880000 | PA      | $2895795.22     | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FLOURISHING T 11.035% 12/31/49                | FLOURISHING TRADE & INVT LTD   REGD 144A 11.03500000                                                         | CUSIP: 343427AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |     6628000 | PA      | $6628000.00     | 0.02%             | 2049-12-31      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| NEW YORK LIFE G 2.35% 07/14/26                | NEW YORK LIFE GLOBAL FDG REGD 144A P/P 2.35000000                                                            | CUSIP: 64952WCH4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $979837.55      | 0.00%             | 2026-07-14      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250702 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $137425.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP V/R 03/10/55                  | CVS HEALTH CORP REGD V/R 7.00000000                                                                          | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6188461.44     | 0.02%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BSMF 2007-AR4 2A V/R 04/25/37                 | BEAR STEARNS MORTGAGE FUNDING TRUST 2007-AR4 SER 2007-AR4 CL 2A1 V/R REGD 4.64368000                         | CUSIP: 07401YAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7257470 | PA      | $6958481.59     | 0.02%             | 2037-06-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOL 6.75% 09/30/28                | SUNAC CHINA HOLDINGS LTD REGD 144A P/P 0.00000000                                                            | CUSIP: G8569IAD1<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | CN        |       81657 | PA      | $9798.84        | 0.00%             | 2028-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L 1011778 B 0% 09/20/30                     | T/L 1011778 B.C. UNLIMITED     LIABILITY COMPANY REGD 0.00000000                                             | CUSIP: C6901LAM9<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     1478947 | PA      | $1470930.72     | 0.00%             | 2030-09-20      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK EN 3.125% 03/24/31                | DIAMONDBACK ENERGY INC REGD 3.12500000                                                                       | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    17221000 | PA      | $15773490.22    | 0.04%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MLFPK 2022-1A AR V/R 01/20/38                 | MILFORD PARK CLO LTD SER 2022-1A CL AR V/R REGD 144A P/P 5.42947000                                          | CUSIP: 59966PAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1210000 | PA      | $1210294.03     | 0.00%             | 2038-01-20      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-R1 A2 S/UP 10/25/28                 | CFMT 2024-R1 LLC SER 2024-R1 CL A2 S/UP REGD 144A P/P 4.00000000                                             | CUSIP: 12530YAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      150000 | PA      | $144162.71      | 0.00%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL8571 5.5% 03/01/40                   | FANNIE MAE POOL UMBS P#AL8571 5.50000000                                                                     | CUSIP: 3138ETQZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      596592 | PA      | $610934.40      | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL  6% 08/01/29                | OMAN GOV INTERNTL BOND REGD REG S EMTN 6.00000000                                                            | CUSIP: M75242BK8<br>LEI: N/A                  | Long             | DBT              | USGA              | OM        |    17150000 | PA      | $17939302.68    | 0.04%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CFII 2023-1A D 6.69% 08/15/26                 | CHESAPEAKE FUNDING II LLC SER 2023-1A CL D REGD 144A P/P 6.69000000                                          | CUSIP: 165183CY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      665000 | PA      | $673244.94      | 0.00%             | 2035-05-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL6 A V/R 06/16/26                   | MF1 2021-FL6 LTD SER 2021-FL6 CL A V/R REGD 144A P/P 5.52908000                                              | CUSIP: 55283TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3241095 | PA      | $3237359.18     | 0.01%             | 2036-07-16      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 4.25% 07/01/36                    | SOUTHERN CO REGD 4.25000000                                                                                  | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      377000 | PA      | $344722.97      | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IXIS 2005-HE2 M5 V/R 09/25/35                 | IXIS REAL ESTATE CAPITAL TRUST 2005-HE2 SER 2005-HE2 CL M5 V/R REGD 5.40868000                               | CUSIP: 45071KBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2155536 | PA      | $2262832.48     | 0.01%             | 2035-09-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| OOMLT 2007-4 2A2 V/R 04/25/37                 | OPTION ONE MORTGAGE LOAN TRUST 2007-4 SER 2007-4 CL 2A2 V/R REGD 4.61368000                                  | CUSIP: 68403FAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13634454 | PA      | $7686032.04     | 0.02%             | 2037-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| GLOBAL SW 1.375% 10/07/30/EUR/                | GLOBAL SWITCH FINANCE /EUR/ REGD REG S EMTN 1.37500000                                                       | CUSIP: N3582CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     5130000 | PA      | $5658676.88     | 0.01%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#BH0824 4% 05/01/47                     | FANNIE MAE POOL UMBS P#BH0824 4.00000000                                                                     | CUSIP: 3140GN4J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13949 | PA      | $13164.01       | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4511 4% 06/20/47                  | GINNIE MAE II POOL P#MA4511 4.00000000                                                                       | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      734015 | PA      | $691906.12      | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30YR TBA 6% AUG 25                       | GNMA 30YR TBA 6% AUG 25        TO BE ANNOUNCED 6.00000000                                                    | CUSIP: 21H060689<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    60000000 | PA      | $60808467.60    | 0.15%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WFCM 2024-BPR 6.431% 07/15/31                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC SER 2024-BPRC CL C REGD 144A P/P 6.43190000                  | CUSIP: 95004AAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      999000 | PA      | $1004615.78     | 0.00%             | 2043-07-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 06/30/32                      | UNITED STATES TREASURY NOTE 4.12500000                                                                       | CUSIP: 91282CNJ6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   341365000 | PA      | $341631691.41   | 0.84%             | 2032-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| T/L PEER HOLDING 0% 07/01/31                  | T/L PEER HOLDING III B V REGD 0.00000000                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     2523341 | PA      | $2534696.49     | 0.01%             | 2031-07-01      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX6108 5.5% 01/01/53                   | FANNIE MAE POOL UMBS P#BX6108 5.50000000                                                                     | CUSIP: 3140NAYE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1666453 | PA      | $1673462.21     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9963 4.5% 10/20/54                | GINNIE MAE II POOL P#MA9963 4.50000000                                                                       | CUSIP: 36180AB85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    59470589 | PA      | $56950268.74    | 0.14%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 02/15/41                  | UNITED STATES TREASURY BOND 1.87500000                                                                       | CUSIP: 912810SW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     5464700 | PA      | $3758688.97     | 0.01%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3468 4.5% 09/01/48                   | FANNIE MAE POOL UMBS P#MA3468 4.50000000                                                                     | CUSIP: 31418C2A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      797138 | PA      | $774896.04      | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T/L AMWINS GROUP  ZCP 01/30/32                | T/L AMWINS GROUP INC REGD ZCP TERM LOAN 0.00000000                                                           | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1471285 | PA      | $1471550.15     | 0.00%             | 2032-01-30      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| T/L SHOWTIME ACQ 0% 08/16/31                  | T/L SHOWTIME ACQUISITION LLC   0% 0.00000000                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1762681 | PA      | $1775901.44     | 0.00%             | 2031-08-16      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSOFRR03.55 05/15/26 XGS FLOAT                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $52551.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T/L MERCURY AGGREG 0% 04/03/26                | T/L MERCURY AGGREGATOR L.P.    CLOSING DATE LOAN 0.00000000                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1632221 | PA      | $1632220.62     | 0.00%             | 2026-04-03      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| GNR 2021-140 JI 3% 08/20/51                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-140 CL JI 3.00000000                                       | CUSIP: 38382XWM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      245618 | PA      | $42213.89       | 0.00%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BGCLO 2024-9A A1 V/R 10/22/37                 | BIRCH GROVE CLO 9 LTD SER 2024-9A CL A1 V/R REGD 144A P/P 5.67238000                                         | CUSIP: 09077WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    29940000 | PA      | $30006556.62    | 0.07%             | 2037-10-22      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| G2SF 30YR TBA 6.0% JUL 12                     | G2SF 30YR TBA 6.0% JUL 12      TO BE ANNOUNCED 6.00000000                                                    | CUSIP: 21H060671<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    91551000 | PA      | $92888310.17    | 0.23%             | 2042-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STRYKER C 3.375% 09/11/32/EUR/                | STRYKER CORP /EUR/ REGD 3.37500000                                                                           | CUSIP: 863667BG5<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     2960000 | PA      | $3502509.41     | 0.01%             | 2032-09-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV0922 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV0922 3.00000000                                                                     | CUSIP: 3140MEAY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      378968 | PA      | $328097.88      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA 3.625% 03/27/32                       | ROMANIA REGD REG S 3.62500000                                                                                | CUSIP: X7360WCA8<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     1474000 | PA      | $1264232.14     | 0.00%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FI 3.4% 06/15/30                | FIDELITY NATL FINANCIAL REGD 3.40000000                                                                      | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     5874000 | PA      | $5482474.64     | 0.01%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 09/22/28                | HSBC HOLDINGS PLC REGD V/R 2.01300000                                                                        | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5045000 | PA      | $4782128.86     | 0.01%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| VEGAS 2024-GCS C V/R 07/10/29                 | VEGAS 2024-GCS SER 2024-GCS CL C V/R REGD 144A P/P 6.21650000                                                | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2710000 | PA      | $2669047.02     | 0.01%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| WMALT 2007-2 2A 5.5% 04/25/37                 | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SER 2007-2 CL 2A1 REGD 5.50000000                 | CUSIP: 93936HAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3859583 | PA      | $3786780.80     | 0.01%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OMFIT 2022-2A  4.89% 01/15/26                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2022-2 SER 2022-2A CL A REGD 144A P/P 4.89000000                            | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14751560 | PA      | $14747465.05    | 0.04%             | 2034-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5398 4% 08/20/48                  | GINNIE MAE II POOL P#MA5398 4.00000000                                                                       | CUSIP: 36179T7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1372015 | PA      | $1292865.33     | 0.00%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSAC 2005-WMC2 V/R 02/25/35                   | MORGAN STANLEY ABS CAPITAL I__  2005-WMC2 M4 V/R REGD 5.36368000                                             | CUSIP: 61744CNU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1568504 | PA      | $1445677.99     | 0.00%             | 2035-02-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRE 4% 04/01/52                | DUKE ENERGY PROGRESS LLC REGD 4.00000000                                                                     | CUSIP: 26442UAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1127000 | PA      | $864721.25      | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THAMES WA 2.375% 04/22/42/GBP/                | THAMES WATER UTIL FIN /GBP/ REGD REG S EMTN 2.37500000                                                       | CUSIP: G9158GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      900000 | PA      | $812163.87      | 0.00%             | 2042-04-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ACREC 2023-FL2 A V/R 05/19/27                 | ACREC 2023-FL2 LLC SER 2023-FL2 CL A V/R REGD 144A P/P 6.54176000                                            | CUSIP: 00501BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1193324 | PA      | $1194115.20     | 0.00%             | 2038-02-19      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019- 2.7% 05/01/32                | UNITED AIR 2019-2 AA PTT REGD SER AA 2.70000000                                                              | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      703907 | PA      | $628960.93      | 0.00%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DWSON 2024- V/R 08/20/31 /GBP/                | DOWSON 2024-1 PLC SER 2024-1 CL F V/R REGD REG S /GBP/ 11.16584000                                           | CUSIP: G2826SAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      500000 | PA      | $682547.44      | 0.00%             | 2031-08-20      | Variable      | 11.17%                | Yes           |                  2 | On Loan: No      |
| CWL 2006-20 2A4 V/R 09/25/35                  | CWABS ASSET-BACKED CERTIFICATES TRUST 2006-2 SER 2006-20 CL 2A4 V/R REGD 4.89368000                          | CUSIP: 12667HAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18684325 | PA      | $16803570.37    | 0.04%             | 2047-04-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| CWL 2005-9 M2 V/R 01/25/36                    | CWABS ASSET-BACKED CERTIFICATES TRUST 2005-9 SER 2005-9 CL M2 V/R REGD 5.40868000                            | CUSIP: 1266736F4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3362331 | PA      | $3308876.90     | 0.01%             | 2036-01-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| T/L PLANET US BUY 0% 02/07/31                 | T/L PLANET US BUYER LLC REGD 0.00000000                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1004287 | PA      | $1007801.90     | 0.00%             | 2031-02-07      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| FHMS KLU1 X1 V/R 01/25/31                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER KLU1 CL X1 V/R 0.73691900                        | CUSIP: 3137FMCN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   133493623 | PA      | $1753905.96     | 0.00%             | 2031-01-25      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| TPMT 2018-5 A1 V/R 07/25/58                   | TOWD POINT MORTGAGE TRUST 2018-5 SER 2018-5 CL A1 V/R REGD 144A P/P 3.25000000                               | CUSIP: 89176VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7973525 | PA      | $7680232.16     | 0.02%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| VERUS 2022-2 A1 V/R 02/25/67                  | VERUS SECURITIZATION TRUST 2022-2 SER 2022-2 CL A1 V/R REGD 144A P/P 4.26000000                              | CUSIP: 92538XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    44446511 | PA      | $42449049.50    | 0.10%             | 2067-02-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA9432 2% 03/01/36                     | FANNIE MAE POOL UMBS P#CA9432 2.00000000                                                                     | CUSIP: 3140QHPS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      714611 | PA      | $656908.83      | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCE 6.125% 03/15/33                | TARGA RESOURCES CORP REGD 6.12500000                                                                         | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    12425000 | PA      | $13094757.45    | 0.03%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDC 6.3% 01/25/39                | FOUNDRY JV HOLDCO LLC REGD 144A P/P 6.30000000                                                               | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      627000 | PA      | $655873.22      | 0.00%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA1042 6.5% 10/01/53                   | FANNIE MAE POOL UMBS P#DA1042 6.50000000                                                                     | CUSIP: 3140A1EQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      964180 | PA      | $998795.04      | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY  3.1% 02/15/30                | HEALTHCARE RLTY HLDGS LP REGD 3.10000000                                                                     | CUSIP: 42225UAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4438000 | PA      | $4116032.77     | 0.01%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHASE 2023-RPL3  V/R 08/25/40                 | CHASE HOME LENDING MORTGAGE TRUST 2023-RPL3 SER 2023-RPL3 CL A1 V/R REGD 144A P/P 3.25000000                 | CUSIP: 161927AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18606327 | PA      | $16647262.92    | 0.04%             | 2063-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AZ0814 3.5% 07/01/45                   | FANNIE MAE POOL UMBS P#AZ0814 3.50000000                                                                     | CUSIP: 3138YR3Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      812843 | PA      | $754938.26      | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL COR 5.65% 03/16/52                | BAT CAPITAL CORP REGD 5.65000000                                                                             | CUSIP: 05526DBV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5826000 | PA      | $5428324.76     | 0.01%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-3A  7.32% 02/20/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-3A CL D REGD 144A P/P 7.32000000                           | CUSIP: 05377RKH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1975000 | PA      | $1991890.40     | 0.00%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| BLP 2023-IND A V/R 03/15/28                   | BLP COMMERCIAL MORTGAGE TRUST 2023-IND SER 2023-IND CL A V/R REGD 144A P/P 6.00376000                        | CUSIP: 055531AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      633000 | PA      | $633593.44      | 0.00%             | 2040-03-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GSKY 2024-2 B 5.26% 10/27/59                  | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2024-2 SER 2024-2 CL B REGD 144A P/P 5.26000000                       | CUSIP: 39571XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1090000 | PA      | $1096178.34     | 0.00%             | 2059-10-27      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8339 6% 04/01/54                     | FANNIE MAE POOL UMBS P#CB8339 6.00000000                                                                     | CUSIP: 3140QUHR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      868166 | PA      | $888334.84      | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BSP 2016-10A A1R V/R 04/20/34                 | BENEFIT STREET PARTNERS CLO X LTD SER 2016-10A CL A1RR V/R REGD 144A P/P 5.74108000                          | CUSIP: 08181LAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12795000 | PA      | $12811288.04    | 0.03%             | 2034-04-20      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE3832 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE3832 3.00000000                                                                    | CUSIP: 3133BDHH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1204726 | PA      | $1043856.42     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSH 4.5% 06/15/29                | MARRIOTT OWNERSHIP RESOR REGD 144A P/P 4.50000000                                                            | CUSIP: 57164PAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      745000 | PA      | $715502.84      | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANTOR 2024-3A B V/R 07/25/37                  | ORION CLO 2024-3 LTD SER 2024-3A CL B V/R REGD 144A P/P 6.18177000                                           | CUSIP: 68626BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2009634.00     | 0.00%             | 2037-07-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8290 6% 01/01/53                     | FREDDIE MAC POOL UMBS P#SD8290 6.00000000                                                                    | CUSIP: 3132DWF73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7885426 | PA      | $8039980.92     | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCIN 5.75% 08/15/29                | ALTICE FINANCING SA REGD 144A P/P 5.75000000                                                                 | CUSIP: 02154CAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1016000 | PA      | $741863.39      | 0.00%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONE 2024-DFW1 E V/R 08/15/26                 | CONE TRUST 2024-DFW1 SER 2024-DFW1 CL E V/R REGD 144A P/P 8.20024000                                         | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1191000 | PA      | $1181945.78     | 0.00%             | 2041-08-15      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-A E 8.75% 11/25/54                  | CONSUMER LOAN FINANCE 2024-A SER 2024-A CL E REGD 144A P/P 8.75000000                                        | CUSIP: 21050QAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      600000 | PA      | $609572.58      | 0.00%             | 2054-11-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 6.95% 08/12/31/PEN/                | REPUBLIC OF PERU /PEN/ REGD REG S 6.95000000                                                                 | CUSIP: 715638BE1<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |    64395000 | PA      | $19714962.34    | 0.05%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3590 4% 02/01/39                     | FANNIE MAE POOL UMBS P#MA3590 4.00000000                                                                     | CUSIP: 31418C7C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       62110 | PA      | $61056.89       | 0.00%             | 2039-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20300509 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $183622.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORP 4.9% 08/05/52                      | INTEL CORP REGD 4.90000000                                                                                   | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1240368.48     | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROMANIA 5.875% 07/11/32/EUR/                  | ROMANIA /EUR/ REGD 144A P/P 5.87500000                                                                       | CUSIP: X7360WDM1<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |    61875000 | PA      | $73209502.79    | 0.18%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T/L UFC HOLDIN 0% 11/21/31_                   | T/L UFC HOLDINGS  LLC  REGD 0.00000000                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      728261 | PA      | $730650.05      | 0.00%             | 2031-11-21      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VE 11.75% 10/21/26                | REPUBLIC OF VENEZUELA REGD 0.00000000                                                                        | CUSIP: P17625AE7<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |      120000 | PA      | $23652.00       | 0.00%             | 2026-10-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8363 6% 09/01/53                     | FREDDIE MAC POOL UMBS P#SD8363 6.00000000                                                                    | CUSIP: 3132DWJG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29538 | PA      | $30048.42       | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IMM 2004-7 2A V/R 11/25/34                    | IMPAC CMB TRUST SERIES 2004-7 SER 2004-7 CL 2A V/R REGD 5.07368000                                           | CUSIP: 45254NKJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1266026 | PA      | $1241038.99     | 0.00%             | 2034-11-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZFG2 01.000 SP 12/20/2029 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-8946.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#SB0679 2% 04/01/37                     | FREDDIE MAC POOL UMBS P#SB0679 2.00000000                                                                    | CUSIP: 3132CWXG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      935739 | PA      | $860182.90      | 0.00%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL 2.5% 03/15/31                | PIEDMONT NATURAL GAS CO REGD 2.50000000                                                                      | CUSIP: 720186AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11156000 | PA      | $9929955.27     | 0.02%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW0161 3% 05/01/52                     | FANNIE MAE POOL UMBS P#BW0161 3.00000000                                                                     | CUSIP: 3140MRFB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      372921 | PA      | $323249.50      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5580 4.5% 10/01/52                   | FANNIE MAE POOL UMBS P#CB5580 4.50000000                                                                     | CUSIP: 3140QRFW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21783537 | PA      | $20877649.70    | 0.05%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DWSON 2024- V/R 08/20/31 /GBP/                | DOWSON 2024-1 PLC SER 2024-1 CL D V/R REGD REG S /GBP/ 6.56584000                                            | CUSIP: G2826SAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      127000 | PA      | $173126.31      | 0.00%             | 2031-08-20      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| GWT 2024-WOLF A V/R 03/15/29                  | GREAT WOLF TRUST 2024-WOLF SER 2024-WOLF CL A V/R REGD 144A P/P 5.85376000                                   | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1050000 | PA      | $1051640.63     | 0.00%             | 2039-03-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCE 6.5% 04/15/32                | MATADOR RESOURCES CO REGD 144A P/P 6.50000000                                                                | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      550000 | PA      | $550286.41      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/25/30                | GOLDMAN SACHS GROUP INC REGD V/R 5.72700000                                                                  | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    13322000 | PA      | $13867591.59    | 0.03%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| SMB 2021-A B 2.31% 01/15/53                   | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SER 2021-A CL B REGD 144A P/P 2.31000000                             | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4365721 | PA      | $4236485.90     | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN8997 2% 03/01/51                     | FANNIE MAE POOL UMBS P#BN8997 2.00000000                                                                     | CUSIP: 3140JR7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1864568 | PA      | $1499884.83     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BFLD 2024-VICT A V/R 07/15/26                 | BFLD 2024-VICT MORTGAGE TRUST SER 2024-VICT CL A V/R REGD 144A P/P 6.20176000                                | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2535000 | PA      | $2541337.50     | 0.01%             | 2041-07-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| DRMT 2021-2 A2 V/R 04/25/66                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2 SER 2021-2 CL A2 V/R REGD 144A P/P 1.20900000                         | CUSIP: 24381WAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1401074 | PA      | $1245909.74     | 0.00%             | 2066-04-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| OR 2022-7A AR V/R 04/20/38                    | OWL ROCK CLO VII LLC SER 2022-7A CL AR V/R REGD 144A P/P 5.71984000                                          | CUSIP: 69121BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $248625.00      | 0.00%             | 2038-04-20      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| AESOP 2024-3A  5.23% 12/20/29                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-3A CL A REGD 144A P/P 5.23000000                           | CUSIP: 05377RJK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4340000 | PA      | $4433432.39     | 0.01%             | 2030-12-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RER6MP02.45 03/22/54 XGS FLOAT                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $225468.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2023-RCF1 A V/R 06/25/27                 | PRPM 2023-RCF1 LLC SER 2023-RCF1 CL A1 V/R REGD 144A P/P 4.00000000                                          | CUSIP: 69381AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5377150 | PA      | $5275904.58     | 0.01%             | 2053-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM3 A1 V/R 04/25/27                 | OBX 2023-NQM3 TRUST SER 2023-NQM3 CL A1 V/R REGD 144A P/P 5.94871000                                         | CUSIP: 67117PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17696095 | PA      | $17714415.84    | 0.04%             | 2063-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| BAYC 2007-5A A4 V/R 10/25/37                  | BAYVIEW COMMERCIAL ASSET TRUST 2007-5 SER 2007-5A CL A4 V/R REGD 144A P/P 6.68368000                         | CUSIP: 07325WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1044352 | PA      | $578611.41      | 0.00%             | 2037-10-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| ROCKT 2020-1A A1 V/R 01/20/36                 | ROCKFORD TOWER CLO 2020-1 LTD SER 2020-1A CL A1RR V/R REGD 144A P/P 5.35947000                               | CUSIP: 77341EBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    13025000 | PA      | $13006712.90    | 0.03%             | 2036-01-20      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BA 5.094% 10/16/29                | NORINCHUKIN BANK REGD 144A P/P 5.09400000                                                                    | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |     2100000 | PA      | $2128374.61     | 0.01%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GSMBS 2024-RPL5  V/R 07/25/64                 | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL5 SER 2024-RPL5 CL PT V/R REGD 144A P/P 3.57313500               | CUSIP: 362951AR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   111613493 | PA      | $95687251.74    | 0.23%             | 2064-07-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| T/L RED VENTURES 0% 03/03/30                  | T/L RED VENTURES LLC (NEW      IMAGITAS INC) 0.00000000                                                      | CUSIP: 75703UAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1451228 | PA      | $1227869.63     | 0.00%             | 2030-03-03      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 5.75% 04/01/48                | CHARTER COMM OPT LLC/CAP REGD 5.75000000                                                                     | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7935000 | PA      | $7215713.75     | 0.02%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2054 2% 11/01/51                     | FANNIE MAE POOL UMBS P#CB2054 2.00000000                                                                     | CUSIP: 3140QMH80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4197496 | PA      | $3377474.63     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE 4.4% 07/15/44                | BAYER US FINANCE II LLC REGD 144A P/P 4.40000000                                                             | CUSIP: 07274NBF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6355000 | PA      | $4946349.68     | 0.01%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8213 3% 05/01/52                     | FREDDIE MAC POOL UMBS P#SD8213 3.00000000                                                                    | CUSIP: 3132DWDS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    32702820 | PA      | $28346764.13    | 0.07%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLT 2022-1 B2 V/R 12/27/66                   | COLT 2022-1 MORTGAGE LOAN TRUST SER 2022-1 CL B2 V/R REGD 144A P/P 4.16144100                                | CUSIP: 19688HAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      582000 | PA      | $495759.82      | 0.00%             | 2066-12-27      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 04/15/31                | SANTANDER UK GROUP HLDGS REGD V/R 5.69400000                                                                 | CUSIP: 80281LAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    14600000 | PA      | $15058803.10    | 0.04%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6094 6% 04/01/53                     | FANNIE MAE POOL UMBS P#CB6094 6.00000000                                                                     | CUSIP: 3140QRXY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1704069 | PA      | $1747832.89     | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 4.05% 02/01/30                | WESTERN MIDSTREAM OPERAT REGD 4.05000000                                                                     | CUSIP: 958667AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1707061.34     | 0.00%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IFS 2.723500 15-APR-2029 USC  /FLOAT/                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-149446.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHCARE RLT 3.625% 01/15/28                | HEALTHCARE RLTY HLDGS LP REGD 3.62500000                                                                     | CUSIP: 42225UAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1092000 | PA      | $1065390.88     | 0.00%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL COR 4.54% 08/15/47                | BAT CAPITAL CORP REGD SER WI 4.54000000                                                                      | CUSIP: 05526DBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8193000 | PA      | $6618486.14     | 0.02%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD 5.625% 08/26/28                | WYNN MACAU LTD REGD REG S 5.62500000                                                                         | CUSIP: G98149AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |     3000000 | PA      | $2949266.10     | 0.01%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| OVINTIV INC 6.5% 08/15/34                     | OVINTIV INC REGD 6.50000000                                                                                  | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     2160000 | PA      | $2241693.19     | 0.01%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP 6.5% 06/15/33                  | WHIRLPOOL CORP REGD 6.50000000                                                                               | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      760000 | PA      | $762433.73      | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THLOG 2024- V/R 11/17/29 /EUR/                | THUNDER LOGISTICS 2024-1 DAC SER 2024-1X CL C V/R REGD REG S /EUR/ 4.67700000                                | CUSIP: G8856JAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      118820 | PA      | $140312.70      | 0.00%             | 2036-11-17      | Variable      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2016-C33 3.162% 01/15/26                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C33 SER 2016-C33 CL A3 REGD 3.16200000                            | CUSIP: 95000LAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      746276 | PA      | $739199.24      | 0.00%             | 2059-03-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| BX 2024-VLT5 B V/R 11/13/34                   | BX COMMERCIAL MORTGAGE TRUST 2024-VLT5 SER 2024-VLT5 CL B V/R REGD 144A P/P 5.80149000                       | CUSIP: 05614JAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      735000 | PA      | $748258.00      | 0.00%             | 2046-11-13      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| RAPID 2024-1 A 6.55% 07/15/27                 | RFS ASSET SECURITIZATION II LLC SER 2024-1 CL A REGD 144A P/P 6.55000000                                     | CUSIP: 74969DAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7935000 | PA      | $8072561.16     | 0.02%             | 2031-07-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PL 2% 04/06/28                | LSEGA FINANCING PLC REGD 144A P/P MTN 2.00000000                                                             | CUSIP: 50220PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     5640000 | PA      | $5306241.44     | 0.01%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4.6% 08/15/45                    | COMCAST CORP REGD 4.60000000                                                                                 | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      885000 | PA      | $763171.88      | 0.00%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORAT 10.25% 10/15/30                | XEROX CORPORATION REGD 144A P/P 10.25000000                                                                  | CUSIP: 984121CS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3115000 | PA      | $3261232.62     | 0.01%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| HCA INC 4.125% 06/15/29                       | HCA INC REGD 4.12500000                                                                                      | CUSIP: 404119BX6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13355000 | PA      | $13121675.73    | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT0538 3.5% 03/01/48                   | FREDDIE MAC POOL UMBS P#ZT0538 3.50000000                                                                    | CUSIP: 3132ACS35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2862620 | PA      | $2629872.64     | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IFS 2.685000 15-APR-2029 USC  /FLOAT/                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-55890.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FYBR 2024-1 A2 6.19% 05/20/31                 | FRONTIER ISSUER LLC SER 2024-1 CL A2 REGD 144A P/P 6.19000000                                                | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9860000 | PA      | $10153038.21    | 0.02%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| MLANE 2023-B A 7.69% 09/15/25                 | MISSION LANE CREDIT CARD MASTER TRUST SER 2023-B CL A REGD 144A P/P 7.69000000                               | CUSIP: 60510MAT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5475000 | PA      | $5480164.02     | 0.01%             | 2028-11-15      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| BSTN 2025-1C A V/R 06/15/32                   | BSTN COMMERCIAL MORTGAGE TRUST 2025-1C SER 2025-1C CL A V/R REGD 144A P/P 5.54794000                         | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2425000 | PA      | $2479391.78     | 0.01%             | 2044-06-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| AVMT 2018-AVM A V/R 07/05/28                  | AVENTURA MALL TRUST SER 2018-AVM CL A V/R REGD 144A P/P 4.24939700                                           | CUSIP: 05359AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5325000 | PA      | $5231127.71     | 0.01%             | 2040-07-05      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| RC R/P BOFA S  4.380% 08/18/25                | RC R/P BOFA S  4.380% 08/18/25 4.38000000                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |   590000000 | PA      | $590000000.00   | 1.45%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLT 2021-NPL6 A V/R 03/25/24                 | VOLT XCVII LLC SER 2021-NPL6 CL A1 V/R REGD 144A P/P 6.23950000                                              | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1751503 | PA      | $1749773.07     | 0.00%             | 2051-04-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| FREED 2021-3FP 2.37% 11/20/28                 | FREED ABS TRUST 2021-3FP SER 2021-3FP CL D REGD 144A P/P 2.37000000                                          | CUSIP: 30322MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      554545 | PA      | $552170.61      | 0.00%             | 2028-11-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENER 3.5% 12/01/29                | DIAMONDBACK ENERGY INC REGD 3.50000000                                                                       | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    19557000 | PA      | $18708576.27    | 0.05%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICA 6% 12/01/32                | TEVA PHARMACEUTICALS NE REGD 6.00000000                                                                      | CUSIP: 88167AAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     8397000 | PA      | $8575192.74     | 0.02%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OH 2.125% 06/01/30                | DUKE ENERGY OHIO INC REGD 2.12500000                                                                         | CUSIP: 26442EAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2590000 | PA      | $2332026.94     | 0.01%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOU 4.85% 09/30/29                | REPUBLIC OF SOUTH AFRICA REGD SER 10Y 4.85000000                                                             | CUSIP: 836205BA1<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |      958000 | PA      | $923724.78      | 0.00%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ANTOR 2024-3A C V/R 07/25/37                  | ORION CLO 2024-3 LTD SER 2024-3A CL C V/R REGD 144A P/P 6.58177000                                           | CUSIP: 68626BAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500421.50      | 0.00%             | 2037-07-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 5.4% 04/06/26                | GENERAL MOTORS FINL CO REGD 5.40000000                                                                       | CUSIP: 37045XEF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7242000 | PA      | $7274867.02     | 0.02%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 09/11/30                | SANTANDER UK GROUP HLDGS REGD V/R 4.85800000                                                                 | CUSIP: 80281LAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     5300000 | PA      | $5293036.91     | 0.01%             | 2030-09-11      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4492 2% 12/01/51                     | FANNIE MAE POOL UMBS P#MA4492 2.00000000                                                                     | CUSIP: 31418D7E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1033830 | PA      | $820846.03      | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8369 6.5% 10/01/53                   | FREDDIE MAC POOL UMBS P#SD8369 6.50000000                                                                    | CUSIP: 3132DWJN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1299984 | PA      | $1343596.83     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PCLF 2024-1 V/R 07/15/27 /GBP/                | PCL FUNDING IX PLC SER 2024-1 CL C V/R REGD REG S /GBP/ 6.36621000                                           | CUSIP: G6S6B4AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $136938.17      | 0.00%             | 2029-07-16      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| FNMA 30YR TBA 3.5% JUL 25                     | FNMA 30YR TBA 3.5% JUL 25      TO BE ANNOUNCED 3.50000000                                                    | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   439472000 | PA      | $395615058.76   | 0.97%             | 2055-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AFFRM 2024-A 1 5.61% 02/17/26                 | AFFIRM ASSET SECURITIZATION TRUST 2024-A SER 2024-A CL 1A REGD 144A P/P 5.61000000                           | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9415000 | PA      | $9457822.24     | 0.02%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 6.65% 02/01/34                | CHARTER COMM OPT LLC/CAP REGD 6.65000000                                                                     | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5910000 | PA      | $6328667.47     | 0.02%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  3.25% 01/15/32                | GLP CAPITAL LP / FIN II REGD 3.25000000                                                                      | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15852000 | PA      | $13951575.05    | 0.03%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RALI 2006-QS9 1A3 6% 07/25/36                 | RALI SERIES 2006-QS9 TRUST SER 2006-QS9 CL 1A3 REGD 6.00000000                                               | CUSIP: 75115CAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1979569 | PA      | $1595563.24     | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HO 3.755% 03/15/27                | WARNERMEDIA HOLDINGS INC REGD SER WI 3.75500000                                                              | CUSIP: 55903VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    45539000 | PA      | $42383635.02    | 0.10%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION 6.415% 07/18/54                | BROOKLYN UNION GAS CO REGD 144A P/P 6.41500000                                                               | CUSIP: 114259AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9510000 | PA      | $9837198.97     | 0.02%             | 2054-07-18      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 7.55% 04/01/39                  | CALIFORNIA ST REGD N/C B/E 7.55000000                                                                        | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2705000 | PA      | $3241893.27     | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.75% 07/01/28                | PACIFIC GAS & ELECTRIC REGD 3.75000000                                                                       | CUSIP: 694308JK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18443500 | PA      | $17894509.67    | 0.04%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 05/09/36                     | UBS GROUP AG REGD V/R 144A P/P 5.58000000                                                                    | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    19700000 | PA      | $20145540.91    | 0.05%             | 2036-05-09      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMUTKP01.01 03/12/27 XGS FLOAT                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           1 | NC      | $-351199.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAIL 2004-8 M1 V/R 09/25/34                   | STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-8 SER 2004-8 CL M1 V/R REGD 5.33368000                           | CUSIP: 86358ELZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      486564 | PA      | $466352.68      | 0.00%             | 2034-09-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| ACAR 2022-4 D 8% 06/13/26                     | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022-4 SER 2022-4 CL D REGD 144A P/P 8.00000000                 | CUSIP: 02529XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      645572 | PA      | $653490.56      | 0.00%             | 2029-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GFMT 2019-H1 A3 V/R 11/25/23                  | GALTON FUNDING MORTGAGE TRUST 2019-H1 SER 2019-H1 CL A3 V/R REGD 144A P/P 2.96400000                         | CUSIP: 36418XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      705348 | PA      | $699072.82      | 0.00%             | 2059-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| PROLOGIS  4.625% 05/23/33/EUR/                | PROLOGIS EURO FINANCE /EUR/ REGD 4.62500000                                                                  | CUSIP: 74341EAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2980153.26     | 0.01%             | 2033-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY2967 5.5% 05/01/53                   | FANNIE MAE POOL UMBS P#BY2967 5.50000000                                                                     | CUSIP: 3140NKJM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      811719 | PA      | $818721.93      | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08715 3% 08/01/46                    | FREDDIE MAC GOLD POOL P#G08715 3.00000000                                                                    | CUSIP: 3128MJYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2213944 | PA      | $1969316.93     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.44PER6M 06/24/54 XGS FIXED                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-154856.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGE S/UP 01/09/38                | REPUBLIC OF ARGENTINA REGD S/UP 5.00000000                                                                   | CUSIP: 040114HU7<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |      261019 | PA      | $186033.07      | 0.00%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-VIS1  V/R 02/25/29                 | JP MORGAN MORTGAGE TRUST 2025-VIS1 SER 2025-VIS1 CL M1 V/R REGD 144A P/P 6.41200000                          | CUSIP: 46659BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1261734 | PA      | $1263968.03     | 0.00%             | 2055-08-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| SYMP 2021-26A AR V/R 04/20/33                 | SYMPHONY CLO XXVI LTD SER 2021-26A CL AR V/R REGD 144A P/P 5.61108000                                        | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3838135 | PA      | $3843439.58     | 0.01%             | 2033-04-20      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08784 3.5% 10/01/47                  | FREDDIE MAC GOLD POOL P#G08784 3.50000000                                                                    | CUSIP: 3128MJ2S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      848342 | PA      | $781097.57      | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4500 1.5% 12/01/41                   | FANNIE MAE POOL UMBS P#MA4500 1.50000000                                                                     | CUSIP: 31418EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16393479 | PA      | $13536706.47    | 0.03%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TIPS 1% 02/15/49                           | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000                                                    | CUSIP: 912810SG4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     7151852 | PA      | $5186249.59     | 0.01%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-3A  4.64% 06/15/26                 | LAD AUTO RECEIVABLES TRUST 2024-3 SER 2024-3A CL A2 REGD 144A P/P 4.64000000                                 | CUSIP: 505709AB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3800353 | PA      | $3799294.13     | 0.01%             | 2027-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV0924 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV0924 3.00000000                                                                     | CUSIP: 3140MEA22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       44906 | PA      | $38946.81       | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US345397YG20 05.000 SP 06/20/2026 GOLDUS33XXX FIXED                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $379859.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 12/20/2028 MSCSUS33XXX LONG                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $8044.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T/L TRIPADVISOR 0% 07/08/31                   | T/L TRIPADVISOR  INC REGD 0.00000000                                                                         | CUSIP: 89677NAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1115509 | PA      | $1111325.50     | 0.00%             | 2031-07-08      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| ELM 2024-ELM A15 V/R 06/10/27                 | ELM TRUST 2024-ELM SER 2024-ELM CL A15 V/R REGD 144A P/P 5.99423200                                          | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1690000 | PA      | $1702778.60     | 0.00%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LL 3.5% 07/15/29                | HEALTHPEAK OP LLC REGD 3.50000000                                                                            | CUSIP: 40414LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      231000 | PA      | $223004.22      | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / F 4% 01/15/31                | GLP CAPITAL LP / FIN II REGD 4.00000000                                                                      | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4618000 | PA      | $4352708.37     | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSMS 2013-PEMB A V/R 03/05/25                 | GS MORTGAGE SECURITIES CORP TRUST 2013-PEMB SER 2013-PEMB CL A V/R REGD 144A P/P 3.66781700                  | CUSIP: 36197VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4610000 | PA      | $3964600.00     | 0.01%             | 2033-03-05      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| MST 2018-1A A V/R 03/25/57                    | METLIFE SECURITIZATION TRUST 2018-1 SER 2018-1A CL A V/R REGD 144A P/P 3.75000000                            | CUSIP: 59166DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5267182 | PA      | $5112660.52     | 0.01%             | 2057-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/24/28                | BANK OF AMERICA CORP REGD V/R MTN 3.70500000                                                                 | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3059000 | PA      | $3022678.17     | 0.01%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE (US)  DISC 07/11/25                  | ENBRIDGE (US)  DISC 07/11/25 0.00000000                                                                      | CUSIP: 29251UUB2<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     6400000 | PA      | $6391016.32     | 0.02%             | 2025-07-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOL 5.875% 01/25/34                | FOUNDRY JV HOLDCO LLC REGD 144A P/P 5.87500000                                                               | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     5975000 | PA      | $6071364.80     | 0.01%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SMB 2023-D A1A 6.15% 09/15/53                 | SMB PRIVATE EDUCATION LOAN TRUST 2023-D SER 2023-D CL A1A REGD 144A P/P 6.15000000                           | CUSIP: 78450PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8248859 | PA      | $8656755.18     | 0.02%             | 2053-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-8 A1 V/R 10/25/69                  | VERUS SECURITIZATION TRUST 2024-8 SER 2024-8 CL A1 V/R REGD 144A P/P 5.36400000                              | CUSIP: 92540PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3998209 | PA      | $3995807.30     | 0.01%             | 2069-10-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8244 4% 09/01/52                     | FREDDIE MAC POOL UMBS P#SD8244 4.00000000                                                                    | CUSIP: 3132DWER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    30004020 | PA      | $27956723.38    | 0.07%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3078 3% 07/01/50                     | FREDDIE MAC POOL UMBS P#RA3078 3.00000000                                                                    | CUSIP: 3133KJM33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    19059750 | PA      | $16799953.08    | 0.04%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5111 3% 11/01/33                     | FANNIE MAE POOL UMBS P#BM5111 3.00000000                                                                     | CUSIP: 3140J9VD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1962344 | PA      | $1907491.88     | 0.00%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GHIT 2022-GRN2  6.8% 10/25/52                 | GOLDMAN HOME IMPROVEMENT TRUST 2022-GRN2 ISSUER  SER 2022-GRN2 CL A REGD 144A P/P 6.80000000                 | CUSIP: 38151JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      400494 | PA      | $411862.53      | 0.00%             | 2052-10-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA Z 6.5% 03/13/31                | MVM ENERGETIKA ZRT REGD REG S 6.50000000                                                                     | CUSIP: X5T03SAD9<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |     1200000 | PA      | $1240317.60     | 0.00%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08721 3% 09/01/46                    | FREDDIE MAC GOLD POOL P#G08721 3.00000000                                                                    | CUSIP: 3128MJYT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6674527 | PA      | $5936335.64     | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE  5.125% 07/15/29                | ALTICE FRANCE SA REGD 144A P/P 5.12500000                                                                    | CUSIP: 02156LAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      400000 | PA      | $330610.00      | 0.00%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 11/26/28                | LLOYDS BANKING GROUP PLC REGD V/R 5.08700000                                                                 | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     9300000 | PA      | $9422200.79     | 0.02%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| SAST 2007-2 A1 V/R 05/25/37                   | SAXON ASSET SECURITIES TRUST 2007-2 SER 2007-2 CL A1 V/R REGD 4.63368000                                     | CUSIP: 80556YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14617540 | PA      | $13079015.98    | 0.03%             | 2047-05-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4158 2% 10/01/50                     | FANNIE MAE POOL UMBS P#MA4158 2.00000000                                                                     | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3795367 | PA      | $3028345.32     | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 6.75% 01/15/53                | PACIFIC GAS & ELECTRIC REGD 6.75000000                                                                       | CUSIP: 694308KH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3031000 | PA      | $3049626.68     | 0.01%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6342 2.5% 07/01/50                   | FANNIE MAE POOL UMBS P#CA6342 2.50000000                                                                     | CUSIP: 3140QEBL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4052919 | PA      | $3417102.98     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBAM 2022-1A AR V/R 03/30/38                  | BBAM US CLO I LTD SER 2022-1A CL AR V/R REGD 144A P/P 5.45610000                                             | CUSIP: 054978AL5<br>LEI: 549300LRECI1GZTZLF38 | Long             | ABS-CBDO         | CORP              | KY        |      830000 | PA      | $829771.75      | 0.00%             | 2038-03-30      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20290503 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $41522.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIO 5.4% 04/15/34                | MOTOROLA SOLUTIONS INC REGD 5.40000000                                                                       | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    21570000 | PA      | $21998237.41    | 0.05%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/07/31                    | CITIGROUP INC REGD V/R 4.95200000                                                                            | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2480000 | PA      | $2508264.68     | 0.01%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG 3.7% 10/15/46                | DUKE ENERGY PROGRESS LLC REGD 3.70000000                                                                     | CUSIP: 26442UAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1220000 | PA      | $920874.73      | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELE 4.1% 09/15/28                | SOUTHWESTERN ELEC POWER REGD SER M 4.10000000                                                                | CUSIP: 845437BR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9908142.60     | 0.02%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GSMBS 2021-NQM1  V/R 07/25/61                 | GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021 SER 2021-NQM1 CL A1 V/R REGD 144A P/P 1.01700000               | CUSIP: 36262EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11086437 | PA      | $9940064.86     | 0.02%             | 2061-07-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| UMBS P#725423 5.5% 05/01/34                   | FANNIE MAE POOL UMBS P#725423 5.50000000                                                                     | CUSIP: 31402C4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      526732 | PA      | $539675.57      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORL 2024-GLKS A V/R 12/15/29                  | ORL TRUST 2024-GLKS SER 2024-GLKS CL A V/R REGD 144A P/P 5.80426000                                          | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1520000 | PA      | $1519525.00     | 0.00%             | 2039-12-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.5% 08/15/54/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 30Y 2.50000000                                                 | CUSIP: D2R8H4KM0<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |    14069000 | PA      | $14725962.18    | 0.04%             | 2054-08-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| STRA 2024-1 V/R 06/20/60 /GBP/                | STRATTON MORTGAGE FUNDING 2024-1 PLC SER 2024-1A CL A V/R REGD 144A P/P /GBP/ 5.36684000                     | CUSIP: G85317AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |    32413915 | PA      | $44584703.71    | 0.11%             | 2060-06-20      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| OCT39 2018-3A BR V/R 10/20/30                 | OCTAGON INVESTMENT PARTNERS 39 LTD SER 2018-3A CL BR V/R REGD 144A P/P 6.06947000                            | CUSIP: 67592CAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    16550000 | PA      | $16558142.60    | 0.04%             | 2030-10-20      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| PROG 2023-SFR1 4.65% 03/09/28                 | PROGRESS RESIDENTIAL 2023-SFR1 TRUST SER 2023-SFR1 CL D REGD 144A P/P 4.65000000                             | CUSIP: 74334FAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1455000 | PA      | $1423372.37     | 0.00%             | 2040-03-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEU 7.875% 09/15/29                | TEVA PHARMACEUTICALS NE REGD SER .* 7.87500000                                                               | CUSIP: 88167AAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     6355000 | PA      | $6932491.56     | 0.02%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.875% 02/01/29                       | HCA INC REGD 5.87500000                                                                                      | CUSIP: 404119BW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      243000 | PA      | $252200.31      | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OCP 2020-8RA AR V/R 10/17/36                  | OCP CLO 2020-8R LTD SER 2020-8RA CL AR V/R REGD 144A P/P 5.52979000                                          | CUSIP: 670898AQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1254276 | PA      | $1254763.91     | 0.00%             | 2036-10-17      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 02/13/32                   | MORGAN STANLEY REGD V/R MTN 1.79400000                                                                       | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4481000 | PA      | $3833696.24     | 0.01%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| GHIT 2022-GRN1  4.5% 06/25/52                 | GOLDMAN HOME IMPROVEMENT TRUST 2022-GRN1 ISSUER  SER 2022-GRN1 CL A REGD 144A P/P 4.50000000                 | CUSIP: 38150YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1355544 | PA      | $1349926.80     | 0.00%             | 2052-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6627 4.5% 09/01/49                   | FANNIE MAE POOL UMBS P#FM6627 4.50000000                                                                     | CUSIP: 3140XALH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3796448 | PA      | $3690304.52     | 0.01%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2 A V/R 05/26/70                 | EFMT 2025-INV2 SER 2025-INV2 CL A1 V/R REGD 144A P/P 5.38700000                                              | CUSIP: 281914AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6902786 | PA      | $6911936.96     | 0.02%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| SLMA 2012-7 B V/R 10/25/21                    | SLM STUDENT LOAN TRUST 2012-7 SER 2012-7 CL B V/R 6.21965000                                                 | CUSIP: 78447KAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2220000 | PA      | $2176901.36     | 0.01%             | 2043-09-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| MCMLT 2018-1 A1 V/R 05/25/62                  | MILL CITY MORTGAGE LOAN TRUST 2018-1 SER 2018-1 CL A1 V/R REGD 144A P/P 3.25000000                           | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      368454 | PA      | $364050.63      | 0.00%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CARMX 2022-1 D 2.47% 06/15/27                 | CARMAX AUTO OWNER TRUST 2022-1 SER 2022-1 CL D REGD 2.47000000                                               | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1235000 | PA      | $1212265.87     | 0.00%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX 5.808% 02/01/41                | SAN ANTONIO TX ELEC & GAS REVE REGD N/C B/E 5.80800000                                                       | CUSIP: 796253Y30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1315000 | PA      | $1328140.27     | 0.00%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSOFRR01.50 06/17/50 GOLDUS33XXX FLOAT                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $35433340.56    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2024-5 A1 V/R 09/25/27                   | PRPM 2024-5 LLC SER 2024-5 CL A1 V/R REGD 144A P/P 5.68900000                                                | CUSIP: 69381KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1729073 | PA      | $1730188.45     | 0.00%             | 2029-09-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3663 4% 03/01/50                     | FANNIE MAE POOL UMBS P#FM3663 4.00000000                                                                     | CUSIP: 3140X7B99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3718236 | PA      | $3504111.39     | 0.01%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.875% 02/15/47                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.87500000                                                    | CUSIP: 912810RW0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4784184 | PA      | $3464827.57     | 0.01%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 04/30/27                   | UNITED STATES TREASURY NOTE 3.75000000                                                                       | CUSIP: 91282CMY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   252595000 | PA      | $252555532.03   | 0.62%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STWD 2021-LIH C V/R 11/15/26                  | STWD 2021-LIH MORTGAGE TRUST SER 2021-LIH CL C V/R REGD 144A P/P 6.38100000                                  | CUSIP: 78486EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16200000 | PA      | $16129125.00    | 0.04%             | 2036-11-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NDFT 2025-2 V/R 07/15/28 /GBP/                | NEWDAY FUNDING SER 2025-2X CL C V/R REGD REG S /GBP/ 0.00000000                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      422000 | PA      | $579258.28      | 0.00%             | 2033-07-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRAND 6.125% 07/27/27                | IMPERIAL BRANDS FIN PLC REGD 144A P/P 6.12500000                                                             | CUSIP: 45262BAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    18800000 | PA      | $19403830.06    | 0.05%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SMB 2020-PTB A2 1.6% 09/15/54                 | SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB SER 2020-PTB CL A2A REGD 144A P/P 1.60000000                       | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2808269 | PA      | $2643555.35     | 0.01%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MHC 2021-MHC A V/R 04/15/26                   | MHC COMMERCIAL MORTGAGE TRUST 2021-MHC SER 2021-MHC CL A V/R REGD 144A P/P 5.22744200                        | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       22951 | PA      | $22951.10       | 0.00%             | 2038-04-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| DRMT 2024-1 A1 V/R 10/25/28                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2 SER 2024-1 CL A1 V/R REGD 144A P/P 5.73500000                         | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      849454 | PA      | $853992.41      | 0.00%             | 2069-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0193 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#FS0193 2.50000000                                                                     | CUSIP: 3140XFGB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3625512 | PA      | $3038990.42     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2473 5% 07/01/52                     | FANNIE MAE POOL UMBS P#FS2473 5.00000000                                                                     | CUSIP: 3140XHXB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2052177 | PA      | $2026042.47     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIFC 2024-3A D1 V/R 07/21/37                  | CIFC FUNDING 2024-III LTD SER 2024-3A CL D1 V/R REGD 144A P/P 7.41947000                                     | CUSIP: 12575WAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001426.00     | 0.00%             | 2037-07-21      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE  3.625% 04/28/26                | AMCOR FINANCE USA INC REGD 3.62500000                                                                        | CUSIP: 02343UAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12260000 | PA      | $12157861.08    | 0.03%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0320 6.5% 11/01/53                   | FREDDIE MAC POOL UMBS P#RJ0320 6.50000000                                                                    | CUSIP: 3142GQLA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1400239 | PA      | $1457118.37     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THAMES WATE 6.5% 02/09/34/GBP/                | THAMES WATER UTIL FIN /GBP/ REGD EMTN 6.50000000                                                             | CUSIP: G8787BAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      100000 | PA      | $91552.39       | 0.00%             | 2034-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SLAM 2025-1A  5.807% 05/15/32                 | SLAM 2025-1 LTD SER 2025-1A CL A REGD 144A P/P 5.80700000                                                    | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2865000 | PA      | $2913299.89     | 0.01%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6% 08/03/55                       | ORACLE CORP REGD 6.00000000                                                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     3930000 | PA      | $3923377.56     | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PA 6.5% 07/01/27                | EQM MIDSTREAM PARTNERS L REGD 144A P/P 6.50000000                                                            | CUSIP: 26885BAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4405000 | PA      | $4504255.49     | 0.01%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VCC 2024-6 M3 V/R 06/25/34                    | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-6 SER 2024-6 CL M3 V/R REGD 144A P/P 6.92000000                  | CUSIP: 92261BAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      207289 | PA      | $206628.62      | 0.00%             | 2054-12-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| GAEA 2025-A A V/R 02/25/30                    | GAEA MORTGAGE LOAN TRUST 2025-A SER 2025-A CL A V/R REGD 144A P/P 6.75000000                                 | CUSIP: 362928AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      839558 | PA      | $823780.01      | 0.00%             | 2030-02-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3908 4% 12/01/49                     | FANNIE MAE POOL UMBS P#FM3908 4.00000000                                                                     | CUSIP: 3140X7KW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      428020 | PA      | $403901.12      | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGL 2025-38A A1 V/R 01/22/38                  | AGL CORE CLO 38 LTD SER 2025-38A CL A1 V/R REGD 144A P/P 5.55737000                                          | CUSIP: 00852QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1550000 | PA      | $1551116.00     | 0.00%             | 2038-01-22      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| UMBS P#BC1158 3.5% 02/01/46                   | FANNIE MAE POOL UMBS P#BC1158 3.50000000                                                                     | CUSIP: 3140EVJC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3087064 | PA      | $2860160.19     | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB 2023-D B 6.93% 09/15/53                   | SMB PRIVATE EDUCATION LOAN TRUST 2023-D SER 2023-D CL B REGD 144A P/P 6.93000000                             | CUSIP: 78450PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5009000 | PA      | $5325273.27     | 0.01%             | 2053-09-15      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FR 2.3% 11/01/30                | INTL FLAVOR & FRAGRANCES REGD 144A P/P 2.30000000                                                            | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     9230000 | PA      | $8157003.09     | 0.02%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7197 5.5% 07/01/53                   | FANNIE MAE POOL UMBS P#CB7197 5.50000000                                                                     | CUSIP: 3140QS7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3533080 | PA      | $3537837.91     | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0702 2.5% 05/01/51                   | FREDDIE MAC POOL UMBS P#SD0702 2.50000000                                                                    | CUSIP: 3132DMX75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3605545 | PA      | $3065843.53     | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T/L MH SUB I LLC 0% 05/03/28                  | T/L MH SUB I LLC MICRO HOLDING CORP REGD 0.00000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1427150 | PA      | $1337510.75     | 0.00%             | 2028-05-03      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-RCF2  S/UP 11/25/53                 | PRPM 2023-RCF2 LLC SER 2023-RCF2 CL A1 S/UP REGD 144A P/P 4.00000000                                         | CUSIP: 69380RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      614840 | PA      | $603166.36      | 0.00%             | 2053-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5820 5.5% 03/20/49                | GINNIE MAE II POOL P#MA5820 5.50000000                                                                       | CUSIP: 36179UPD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      546455 | PA      | $556577.75      | 0.00%             | 2049-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BCCE 2018-2 V/R 01/20/32 /EUR/                | BAIN CAPITAL EURO CLO 2018-2 DAC SER 2018-2A CL AR V/R REGD 144A P/P /EUR/ 2.97600000                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    13770927 | PA      | $16168321.13    | 0.04%             | 2032-01-20      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 09/30/26                    | UNITED STATES TREASURY NOTE 3.50000000                                                                       | CUSIP: 91282CLP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   234500000 | PA      | $233290859.38   | 0.57%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 10.5% 12/21/26/ZAR/                | REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER R186 10.50000000                                                     | CUSIP: S69124FF7<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |   432100000 | PA      | $25328294.31    | 0.06%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| UMBS P#DA1098 6.5% 12/01/53                   | FANNIE MAE POOL UMBS P#DA1098 6.50000000                                                                     | CUSIP: 3140A1GG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5984907 | PA      | $6196018.73     | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5136 4.5% 09/01/53                   | FANNIE MAE POOL UMBS P#MA5136 4.50000000                                                                     | CUSIP: 31418EV64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      921231 | PA      | $882118.48      | 0.00%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 07/31/26                  | UNITED STATES TREASURY NOTE 0.62500000                                                                       | CUSIP: 91282CCP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    45832500 | PA      | $44215830.06    | 0.11%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| MDPK 2019-33A AR V/R 10/15/32                 | MADISON PARK FUNDING XXXIII LTD SER 2019-33A CL AR V/R REGD 144A P/P 5.54610000                              | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      249774 | PA      | $250046.18      | 0.00%             | 2032-10-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| VF UKRAINE (VF 9.625% 02/11/27                | VF UKRAINE (VFU FUNDING) REGD 144A P/P 9.62500000                                                            | CUSIP: 918212AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |      505652 | PA      | $482443.47      | 0.00%             | 2027-02-11      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RER6MP02.54 04/22/54 XGS FLOAT                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $619816.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAG 4% 06/15/29                | EXTRA SPACE STORAGE LP REGD 4.00000000                                                                       | CUSIP: 30225VAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1446000 | PA      | $1418063.42     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3467 4% 09/01/48                     | FANNIE MAE POOL UMBS P#MA3467 4.00000000                                                                     | CUSIP: 31418CZ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      907795 | PA      | $858777.58      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HRMTG 2024- V/R 04/21/33 /GBP/                | HERMITAGE 2024 PLC SER 2024-1 CL C V/R REGD REG S /GBP/ 5.81673000                                           | CUSIP: G4412VAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      188976 | PA      | $260142.73      | 0.00%             | 2033-04-21      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| LBMLT 2005-2 M6 V/R 04/25/35                  | LONG BEACH MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL M6 V/R REGD 5.55868000                                   | CUSIP: 542514KW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12500000 | PA      | $12135583.75    | 0.03%             | 2035-04-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL P 4.3% 01/15/26                | JERSEY CENTRAL PWR & LT REGD 144A P/P 4.30000000                                                             | CUSIP: 476556DC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1996048.70     | 0.00%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CGMS 2021-8A B V/R 10/15/34                   | CARLYLE US CLO 2021-8 LTD SER 2021-8A CL B V/R REGD 144A P/P 6.16771000                                      | CUSIP: 143120AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2006852.00     | 0.00%             | 2034-10-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  4.3% 09/24/27                | HYUNDAI CAPITAL AMERICA REGD 144A P/P 4.30000000                                                             | CUSIP: 44891ADF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20000000 | PA      | $19837827.60    | 0.05%             | 2027-09-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC 5.25% 03/26/31                | BAE SYSTEMS PLC REGD 144A P/P 5.25000000                                                                     | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     1595000 | PA      | $1648379.27     | 0.00%             | 2031-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS                | CLEAR CHANNEL OUTDOOR HOLDINGS INC 0.00000000                                                                | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |     2064946 | NS      | $2415986.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY PA 4% 03/01/31                | CHENIERE ENERGY PARTNERS REGD 4.00000000                                                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    34441000 | PA      | $32773427.39    | 0.08%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE  5.375% 12/06/32                | ALCON FINANCE CORP REGD 144A P/P 5.37500000                                                                  | CUSIP: 01400EAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5350000 | PA      | $5523153.55     | 0.01%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 05/09/34                     | BARCLAYS PLC REGD V/R 6.22400000                                                                             | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     6789000 | PA      | $7205542.42     | 0.02%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PL 6.404% 11/04/29                | MAREX GROUP PLC REGD 6.40400000                                                                              | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     2100000 | PA      | $2161639.20     | 0.01%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LL 5.75% 01/15/30                | CSC HOLDINGS LLC REGD 144A P/P 5.75000000                                                                    | CUSIP: 126307BA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5536000 | PA      | $2738026.43     | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H33 FA V/R 12/20/65                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H33 CL FA V/R 5.10602000                                   | CUSIP: 38376RNF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      366261 | PA      | $366443.93      | 0.00%             | 2065-12-20      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| BSP 2020-20A AR V/R 07/15/34                  | BENEFIT STREET PARTNERS CLO XX LTD SER 2020-20A CL AR V/R REGD 144A P/P 5.68771000                           | CUSIP: 08182FAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6155000 | PA      | $6162201.35     | 0.02%             | 2034-07-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  5.5% 02/15/35                | TARGA RESOURCES CORP REGD 5.50000000                                                                         | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     1255000 | PA      | $1259396.50     | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION V/R 09/30/2029                 | NEW GENERATION GAS GATHERING   LLC UNFUNDED VARIABLE REGD     144A 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      523243 | PA      | $515394.59      | 0.00%             | 2029-09-30      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| INTEL CORP 2% 08/12/31                        | INTEL CORP REGD 2.00000000                                                                                   | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     7020000 | PA      | $6030244.30     | 0.01%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES  8.5% 02/15/31                | ARTERA SERVICES LLC REGD 144A P/P 8.50000000                                                                 | CUSIP: 04302XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1598000 | PA      | $1330688.32     | 0.00%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FLAT 2021-1A A2R V/R 10/19/37                 | FLATIRON CLO 21 LTD SER 2021-1A CL A2R V/R REGD 144A P/P 5.84947000                                          | CUSIP: 33883PAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      780000 | PA      | $780251.94      | 0.00%             | 2037-10-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP  DISC  07/29/25                | TARGA RES CORP  DISC  07/29/25 0.00000000                                                                    | CUSIP: 87613EUV5<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     5700000 | PA      | $5677036.41     | 0.01%             | 2025-07-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FI 3.276% 12/01/28                | CDW LLC/CDW FINANCE REGD 3.27600000                                                                          | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8015000 | PA      | $7650234.95     | 0.02%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8540 3% 11/01/35                     | FANNIE MAE POOL UMBS P#FM8540 3.00000000                                                                     | CUSIP: 3140XCP28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2326666 | PA      | $2264380.79     | 0.01%             | 2035-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION 0% 12/31/49                    | NEW GENERATION GAS GATHERING__  LLC REGD 0.00000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     3348757 | PA      | $3298525.41     | 0.01%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/21/32                | GOLDMAN SACHS GROUP INC REGD V/R 2.65000000                                                                  | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    10293000 | PA      | $9095412.85     | 0.02%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BRAD4 05.000 NA 06/20/2030 GSCO FIXED                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $563336.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COSTA RICA GOVE 6.55% 04/03/34                | COSTA RICA GOVERNMENT REGD REG S 6.55000000                                                                  | CUSIP: P3699PGM3<br>LEI: N/A                  | Long             | DBT              | USGA              | CR        |     2400000 | PA      | $2502672.00     | 0.01%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| GCBSL 2019-43A A V/R 10/20/37                 | GOLUB CAPITAL PARTNERS CLO 43B LTD SER 2019-43A CL A1R V/R REGD 144A P/P 5.60947000                          | CUSIP: 38180PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1994724 | PA      | $1997177.51     | 0.00%             | 2037-10-20      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| GCBSL 2024-76A D V/R 10/25/37                 | GOLUB CAPITAL PARTNERS CLO 76 B LTD SER 2024-76A CL D1 V/R REGD 144A P/P 7.18177000                          | CUSIP: 38180BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250721.50      | 0.00%             | 2037-10-25      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| REV RC MORGA 1.65% 6/24/27/EUR                | REV RC MORGA 1.65% 6/24/27/EUR 1.65000000                                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |    -4984536 | PA      | $-5871534.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WFCM 2024-SVEN B V/R 06/10/29                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST SER 2024-SVEN CL B V/R REGD 144A P/P 6.47397000                        | CUSIP: 949937AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11010000 | PA      | $11283935.41    | 0.03%             | 2037-06-10      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL 5.1% 02/15/35                | PIEDMONT NATURAL GAS CO REGD 5.10000000                                                                      | CUSIP: 720186AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20391000 | PA      | $20478138.49    | 0.05%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH IN 5.4% 07/31/33                | L3HARRIS TECH INC REGD 5.40000000                                                                            | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    15575000 | PA      | $15998320.09    | 0.04%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AQFIT 2025-1 C 5.81% 12/19/50                 | AQFIT 2025-1 C 144 5.81000000                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3600000.00     | 0.01%             | 2050-12-19      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/04/33                | BANK OF AMERICA CORP REGD V/R MTN 2.97200000                                                                 | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    13460000 | PA      | $12053250.85    | 0.03%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA V/R 09/22/26                    | UNICREDIT SPA REGD V/R 144A P/P 2.56900000                                                                   | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     2600000 | PA      | $2586582.13     | 0.01%             | 2026-09-22      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.01PJI3M 01/07/31 GOLDUS33XXX FIXED                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |           1 | NC      | $55147.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 2.8% 04/01/31                | CHARTER COMM OPT LLC/CAP REGD 2.80000000                                                                     | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11895000 | PA      | $10606696.92    | 0.03%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INDX 2007-AR9 1A V/R 04/25/37                 | INDYMAC INDX MORTGAGE LOAN TRUST 2007-AR9 SER 2007-AR9 CL 1A1 V/R REGD 3.10260200                            | CUSIP: 45669YAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2200416 | PA      | $1885865.33     | 0.00%             | 2037-04-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| CIFC 2019-1A A1R V/R 10/20/37                 | CIFC FUNDING 2019-I LTD SER 2019-1A CL A1R2 V/R REGD 144A P/P 5.62947000                                     | CUSIP: 12553DAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2455000 | PA      | $2460516.39     | 0.01%             | 2037-10-20      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2204 4.5% 08/01/48                   | FANNIE MAE POOL UMBS P#CA2204 4.50000000                                                                     | CUSIP: 3140Q9NW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      294820 | PA      | $286666.06      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOL 5.6% 07/15/26                | SHIMAO GROUP HOLDINGS LT REGD 0.00000000                                                                     | CUSIP: G81043AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |     3025000 | PA      | $150675.25      | 0.00%             | 2026-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3105 2% 03/01/52                     | FANNIE MAE POOL UMBS P#CB3105 2.00000000                                                                     | CUSIP: 3140QNNX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1938356 | PA      | $1562536.29     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC 2.2% 08/15/31                      | VMWARE LLC REGD 2.20000000                                                                                   | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    12716000 | PA      | $11036700.12    | 0.03%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SLMA 2014-1 A3 V/R 03/25/23                   | SLM STUDENT LOAN TRUST 2014-1 SER 2014-1 CL A3 V/R 5.01965000                                                | CUSIP: 78448EAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1374513 | PA      | $1331878.54     | 0.00%             | 2029-02-26      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESO 10% 01/01/35/BRL/                | NOTA DO TESOURO NACIONAL /BRL/ REGD SER NTNF 10.00000000                                                     | CUSIP: P8T60NQG9<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |   189938000 | PA      | $28825226.65    | 0.07%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| VOLKSWAGE 3.875% 11/19/31/EUR/                | VOLKSWAGEN FINANCIAL SER /EUR/ REGD REG S 3.87500000                                                         | CUSIP: D9452YAD7<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |    14700000 | PA      | $17401275.56    | 0.04%             | 2031-11-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP DISC 07/08/25                  | AIR LEASE CORP DISC 07/08/25 0.00000000                                                                      | CUSIP: 00913WU86<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     3300000 | PA      | $3296553.81     | 0.01%             | 2025-07-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTI 4% 04/14/32                | TAKE-TWO INTERACTIVE SOF REGD 4.00000000                                                                     | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     1448000 | PA      | $1371542.43     | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.45% 04/01/31                        | HCA INC REGD 5.45000000                                                                                      | CUSIP: 404119CT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9878000 | PA      | $10185584.82    | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC 4.5% 11/15/31                | CSC HOLDINGS LLC REGD 144A P/P 4.50000000                                                                    | CUSIP: 126307BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6505000 | PA      | $4577470.34     | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US025816CW76 01.000 BP 12/20/2029 GSISW LONG                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-194259.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO  4.85% 12/14/26                | LOGAN GROUP CO LTD REGD 0.00000000                                                                           | CUSIP: G5631SAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |     2995000 | PA      | $198628.40      | 0.00%             | 2026-12-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-FA  2.12% 05/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-F SER 2021-FA CL B REGD 144A P/P 2.12000000                   | CUSIP: 63942GAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3810000 | PA      | $2597221.76     | 0.01%             | 2070-02-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| T/L SVF II FINCO 0% 04/25/29                  | T/L SVF II FINCO (CAYMAN) LP - SOFTBANK VISION FUND II B1     TRANCHE SOFR 0% 0.00000000                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |    21809042 | PA      | $21809041.93    | 0.05%             | 2029-04-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CASL 2017-A A1 V/R 11/25/29                   | COLLEGE AVENUE STUDENT LOANS LLC SER 2017-A CL A1 V/R REGD 144A P/P 6.08368000                               | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1207302 | PA      | $1216776.24     | 0.00%             | 2046-11-26      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| BRAVO 2024-NQM4  V/R 01/25/60                 | BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM4 SER 2024-NQM4 CL A3 V/R REGD 144A P/P 4.35000000                   | CUSIP: 10568NAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4266815 | PA      | $4146900.48     | 0.01%             | 2060-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  6.5% 03/30/34                | TARGA RESOURCES CORP REGD 6.50000000                                                                         | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    24725000 | PA      | $26569640.27    | 0.07%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5022 5% 02/20/48                  | GINNIE MAE II POOL P#MA5022 5.00000000                                                                       | CUSIP: 36179TSK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      432533 | PA      | $432535.44      | 0.00%             | 2048-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-2 C 6.07% 05/15/27                 | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-2 SER 2024-2 CL C REGD 6.07000000                         | CUSIP: 10805MAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5100000 | PA      | $5197925.61     | 0.01%             | 2030-02-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| MANSD 2007- V/R 04/15/47 /GBP/                | MANSARD MORTGAGES 2007-1 PLC SER 2007-1X CL A2 V/R REGD REG S /GBP/ 4.63055000                               | CUSIP: G5807QAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |     2525723 | PA      | $3426821.28     | 0.01%             | 2047-04-15      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZ 6% 05/16/24                | PETROLEOS DE VENEZUELA S REGD 6.00000000                                                                     | CUSIP: P7807HAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |     2312000 | PA      | $289447.46      | 0.00%             | 2026-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RMRK 2017-1A A1R V/R 10/23/30                 | ROMARK CLO LTD SER 2017-1A CL A1R V/R REGD 144A P/P 5.57095000                                               | CUSIP: 77587UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      115271 | PA      | $115278.32      | 0.00%             | 2030-10-23      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 1A V/R 02/25/60                 | OBX 2020-EXP1 TRUST SER 2020-EXP1 CL 1A8 V/R REGD 144A P/P 3.50000000                                        | CUSIP: 67448TAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2440247 | PA      | $2181987.10     | 0.01%             | 2060-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL 3.875% 11/01/33                | VENTURE GLOBAL CALCASIEU REGD 144A P/P 3.87500000                                                            | CUSIP: 92328MAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5080000 | PA      | $4442353.07     | 0.01%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19- 3.35% 06/15/29                | BRITISH AIR 19-1 A PTT REGD 144A P/P 3.35000000                                                              | CUSIP: 11043XAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1475579 | PA      | $1411116.19     | 0.00%             | 2029-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FORTA 2024- V/R 01/18/28 /EUR/                | FORTUNA CONSUMER LOAN ABS 2024-2 DAC SER 2024-2 CL E V/R REGD /EUR/ 6.01100000                               | CUSIP: G36752AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      900000 | PA      | $1072839.74     | 0.00%             | 2034-10-18      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| NETAPP INC 5.5% 03/17/32                      | NETAPP INC REGD 5.50000000                                                                                   | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    16140000 | PA      | $16624724.71    | 0.04%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLX 2021-1A A2 3.25% 11/25/26                 | FLEXENTIAL ISSUER 2021-1 SER 2021-1A CL A2 REGD 144A P/P 3.25000000                                          | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13600000 | PA      | $13160990.64    | 0.03%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MSAC 2006-HE8 A2 V/R 10/25/36                 | MORGAN STANLEY ABS CAPITAL I INC TRUST 2006-HE8 SER 2006-HE8 CL A2FP V/R REGD 4.50368000                     | CUSIP: 61750SAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      713852 | PA      | $309144.53      | 0.00%             | 2036-10-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-1 A3 V/R 01/25/66                  | VERUS SECURITIZATION TRUST 2021-1 SER 2021-1 CL A3 V/R REGD 144A P/P 1.15500000                              | CUSIP: 92537QAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1477500 | PA      | $1319148.66     | 0.00%             | 2066-01-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| RMLT 2020-1 B2 V/R 01/26/60                   | RESIDENTIAL MORTGAGE LOAN TRUST 2020-1 SER 2020-1 CL B2 V/R REGD 144A P/P 4.66500000                         | CUSIP: 76119CAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1528000 | PA      | $1409494.43     | 0.00%             | 2060-01-26      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN  6.45% 03/18/35                | STELLANTIS FIN US INC REGD 144A P/P 6.45000000                                                               | CUSIP: 85855CAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2411715.50     | 0.01%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IFS 2.561500 15-APR-2029 USC  /FLOAT/                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $10422.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250804 000003534 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4497029.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC 2.375% 07/15/31                       | HCA INC REGD 2.37500000                                                                                      | CUSIP: 404119CC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1924000 | PA      | $1674605.64     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CYRUS 2024-3A  4.65% 05/20/31                 | CYRUSONE DATA CENTERS ISSUER I LLC SER 2024-3A CL A2 REGD 144A P/P 4.65000000                                | CUSIP: 23284BAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5840000 | PA      | $5558907.95     | 0.01%             | 2049-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR2 2.358% 09/17/26                 | FIRSTKEY HOMES 2021-SFR2 TRUST SER 2021-SFR2 CL E2 REGD 144A P/P 2.35800000                                  | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1919767.60     | 0.00%             | 2038-09-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-74T1 A 6% 01/25/36                 | ALTERNATIVE LOAN TRUST 2005-74T1 SER 2005-74T1 CL A1 REGD 6.00000000                                         | CUSIP: 12668AL37<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7534101 | PA      | $4281668.16     | 0.01%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OAKC 2012-7A AR4 V/R 02/20/38                 | OHA CREDIT PARTNERS VII LTD SER 2012-7A CL AR4 V/R REGD 144A P/P 5.46199000                                  | CUSIP: 67102QBK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1230000 | PA      | $1230275.52     | 0.00%             | 2038-02-20      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| CBRE GI OP 4.75% 03/27/34/EUR/                | CBRE GI OPEN END FUND /EUR/ REGD REG S EMTN 4.75000000                                                       | CUSIP: L1302WAC3<br>LEI: 529900J5H3JGJ83AUZ88 | Long             | DBT              | CORP              | LU        |     7480000 | PA      | $9186725.65     | 0.02%             | 2034-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SYMTOW 2025-1 8.512% 06/25/30                 | WIRELESS PROPCO FUNDING LLC SER 2025-1A CL C REGD 144A P/P 8.51200000                                        | CUSIP: 97655EAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1948000 | PA      | $1959551.64     | 0.00%             | 2055-06-25      | Fixed         | 8.51%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BRAD4 05.000 SP 06/20/2030 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $18362178.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 5.25% 05/15/52                  | AEP TEXAS INC REGD 5.25000000                                                                                | CUSIP: 00108WAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      458000 | PA      | $412797.98      | 0.00%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VSTA 2024-CES1 A V/R 05/25/54                 | VISTA POINT SECURITIZATION TRUST 2024-CES1 SER 2024-CES1 CL A1 V/R REGD 144A P/P 6.67600000                  | CUSIP: 92839HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6274514 | PA      | $6353686.01     | 0.02%             | 2054-05-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3.5% 04/15/31                | T-MOBILE USA INC REGD 3.50000000                                                                             | CUSIP: 87264ABW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16971000 | PA      | $15934328.16    | 0.04%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL  V/R 03/15/21                 | BBCMS 2018-TALL MORTGAGE TRUST SER 2018-TALL CL B V/R REGD 144A P/P 5.48001000                               | CUSIP: 05548WAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1779000 | PA      | $1637083.12     | 0.00%             | 2037-03-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSOFRR01.25 12/16/50 GOLDUS33XXX FLOAT                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $23526296.13    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CSTL 2024-GATE A V/R 11/10/29                 | CSTL COMMERCIAL MORTGAGE TRUST 2024-GATE SER 2024-GATE CL A V/R REGD 144A P/P 4.92319300                     | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3060000 | PA      | $3057530.27     | 0.01%             | 2041-11-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH V/R 11/01/57                 | FARMERS INS EXCH REGD V/R 144A P/P 4.74700000                                                                | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2449419.90     | 0.01%             | 2057-11-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-LC2 3.367% 09/15/26                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC24 SER 2016-LC24 CL AS REGD 3.36700000                          | CUSIP: 95000HBH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6000000 | PA      | $5761155.00     | 0.01%             | 2049-10-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| NRZT 2023-NQM1 A V/R 09/25/27                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 SER 2023-NQM1 CL A1A V/R REGD 144A P/P 6.86400000              | CUSIP: 64831HAM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    28138660 | PA      | $28419002.61    | 0.07%             | 2063-10-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING 5.7% 06/15/34                   | OWENS CORNING REGD 5.70000000                                                                                | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    30495000 | PA      | $31672181.10    | 0.08%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HOF 2022-1 M1 V/R 07/25/67                    | HOMEWARD OPPORTUNITIES FUND TRUST 2022-1 SER 2022-1 CL M1 V/R REGD 144A P/P 5.03914000                       | CUSIP: 43789KAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2331000 | PA      | $2278324.76     | 0.01%             | 2067-07-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC O 6.125% 03/15/34                | FED REPUBLIC OF BRAZIL REGD 6.12500000                                                                       | CUSIP: 105756CH1<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |     4400000 | PA      | $4354065.19     | 0.01%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-BA A 5.35% 11/25/54                 | CONSUMER LOAN FINANCE 2024-B ISSUER TRUST SER 2024-BA CL A2 REGD 144A P/P 5.35000000                         | CUSIP: 21050UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3705000 | PA      | $3778058.90     | 0.01%             | 2054-11-25      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ANORI 2025- V/R 04/30/43 /EUR/                | AUTONORIA SPAIN 2025 FT SER 2025-SP CL D V/R REGD REG S /EUR/ 0.00000000                                     | CUSIP: E7827PAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | ES        |      200000 | PA      | $235658.79      | 0.00%             | 2043-04-30      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 04/30/29                  | UNITED STATES TREASURY NOTE 2.87500000                                                                       | CUSIP: 91282CEM9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    43191000 | PA      | $41873337.18    | 0.10%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR7802 2% 04/01/51                     | FANNIE MAE POOL UMBS P#BR7802 2.00000000                                                                     | CUSIP: 3140L6U44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1825433 | PA      | $1468096.63     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR C 3.522% 09/17/25                | NISSAN MOTOR CO REGD 144A P/P 3.52200000                                                                     | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     1400000 | PA      | $1391172.08     | 0.00%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXIC 7.69% 01/23/50                | PETROLEOS MEXICANOS REGD SER WI 7.69000000                                                                   | CUSIP: 71654QDD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1470000 | PA      | $1156280.24     | 0.00%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER  1.875% 09/18/25                | BBVA BANCOMER SA TEXAS REGD 144A P/P MTN 1.87500000                                                          | CUSIP: 05533UAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6755000 | PA      | $6707340.10     | 0.02%             | 2025-09-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINAN 4.375% 12/15/28                | BAYER US FINANCE II LLC REGD 144A P/P 4.37500000                                                             | CUSIP: 07274NAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $792550.52      | 0.00%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORCHPK 2024-1A A V/R 10/20/37                 | ORCHARD PARK CLO LTD SER 2024-1A CL A V/R REGD 144A P/P 5.62947000                                           | CUSIP: 68563JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5610000 | PA      | $5626762.68     | 0.01%             | 2037-10-20      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5077 2% 10/01/40                     | FREDDIE MAC POOL UMBS P#RB5077 2.00000000                                                                    | CUSIP: 3133KYUA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6331031 | PA      | $5478460.57     | 0.01%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HILL 2024-2 V/R 10/18/32 /EUR/                | HILL FL 2024-2 BV SER 2024-2FL CL D V/R REGD REG S /EUR/ 3.86100000                                          | CUSIP: N40579AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | NL        |      200000 | PA      | $231999.13      | 0.00%             | 2032-10-18      | Variable      | 3.86%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 01/10/35                | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 6.25100000                                                          | CUSIP: 225313AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    15625000 | PA      | $16246968.91    | 0.04%             | 2035-01-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#995763 4.5% 11/01/35                   | FANNIE MAE POOL UMBS P#995763 4.50000000                                                                     | CUSIP: 31416CFC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       90561 | PA      | $90168.84       | 0.00%             | 2035-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA8892 6% 04/01/53                     | FREDDIE MAC POOL UMBS P#RA8892 6.00000000                                                                    | CUSIP: 3133KQ2Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      771741 | PA      | $789644.74      | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE2503 3% 05/01/52                     | FREDDIE MAC POOL UMBS P#QE2503 3.00000000                                                                    | CUSIP: 3133BBX87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1260886 | PA      | $1092158.75     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TCO 2024-DPM A V/R 12/15/26                   | TCO COMMERCIAL MORTGAGE TRUST 2024-DPM SER 2024-DPM CL A V/R REGD 144A P/P 5.55467000                        | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4100000 | PA      | $4098718.75     | 0.01%             | 2039-12-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY C 6.75% 04/15/29                | EXPAND ENERGY CORP REGD 144A P/P 6.75000000                                                                  | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     6004000 | PA      | $6075873.88     | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 15YR 2.0% JUN 25                     | FNMA TBA 15YR 2.0% JUN 25      TO BE ANNOUNCED 2.00000000                                                    | CUSIP: 01F020471<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    24561000 | PA      | $22437843.27    | 0.06%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NRZT 2020-NQM2 M V/R 07/25/25                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM SER 2020-NQM2 CL M1 V/R REGD 144A P/P 3.89244000                | CUSIP: 64830UAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8812000 | PA      | $7963212.30     | 0.02%             | 2060-05-24      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 10/22/28                | JPMORGAN CHASE & CO REGD V/R 4.50500000                                                                      | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    21175000 | PA      | $21238328.71    | 0.05%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 6.2% 02/14/59                | ALTRIA GROUP INC REGD 6.20000000                                                                             | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     1401000 | PA      | $1402294.59     | 0.00%             | 2059-02-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MDPK 2021-48A B V/R 04/19/33                  | MADISON PARK FUNDING XLVIII LTD SER 2021-48A CL B V/R REGD 144A P/P 5.98108000                               | CUSIP: 55821UAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2750000 | PA      | $2755203.00     | 0.01%             | 2033-04-19      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| RAAC 2006-SP3 M3 V/R 08/25/36                 | RAAC SERIES 2006-SP3 TRUST SER 2006-SP3 CL M3 V/R REGD 5.78368000                                            | CUSIP: 74919QAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      901723 | PA      | $870093.97      | 0.00%             | 2036-08-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/36                | JPMORGAN CHASE & CO REGD V/R 5.57200000                                                                      | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    27130000 | PA      | $28115994.00    | 0.07%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8347 4.5% 10/20/52                | GINNIE MAE II POOL P#MA8347 4.50000000                                                                       | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    48983407 | PA      | $47301577.00    | 0.12%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HNGRY 2024-1A 7.253% 03/20/31                 | HARDEE'S FUNDING LLC SER 2024-1A CL A2 REGD 144A P/P 7.25300000                                              | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2419375 | PA      | $2495862.81     | 0.01%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WFMBS 2021-RR1 A V/R 12/25/50                 | WELLS FARGO MORTGAGE BACKED SECURITIES 2021 SER 2021-RR1 CL A1 V/R REGD 144A P/P 2.50000000                  | CUSIP: 95003JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4701889 | PA      | $3836595.37     | 0.01%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-NQM1 A V/R 11/25/69                 | EFMT 2024-NQM1 SER 2024-NQM1 CL A1A V/R REGD 144A P/P 5.70800000                                             | CUSIP: 26845DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1563599 | PA      | $1568594.12     | 0.00%             | 2069-11-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2620 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#CB2620 2.50000000                                                                     | CUSIP: 3140QM4E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3813306 | PA      | $3226000.82     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BRZI4 05.000 SP 06/20/2028 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $109904.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/23/28                | GOLDMAN SACHS GROUP INC REGD V/R 4.93700000                                                                  | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     7346000 | PA      | $7403253.99     | 0.02%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0298 2.5% 01/01/35                   | FREDDIE MAC POOL UMBS P#SB0298 2.50000000                                                                    | CUSIP: 3132CWKK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9210036 | PA      | $8689708.27     | 0.02%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WFRBS 2013-C15 B V/R 08/15/23                 | WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15 SER 2013-C15 CL B V/R REGD 4.28569500                               | CUSIP: 92938CAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1504663 | PA      | $1414383.39     | 0.00%             | 2046-08-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| AQFIT 2025-1 B 5.56% 12/19/50                 | AQFIT 2025-1 B 144A 5.56000000                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5700000.00     | 0.01%             | 2050-12-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| PRET 2024-RN2 A1 V/R 06/25/27                 | PRET 2024-RN2 LLC SER 2024-RN2 CL A1 V/R REGD 144A P/P 7.12490000                                            | CUSIP: 69391YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5630117 | PA      | $5665369.97     | 0.01%             | 2054-04-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.45% 07/01/25                | PACIFIC GAS & ELECTRIC REGD 3.45000000                                                                       | CUSIP: 694308JL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7759500 | PA      | $7759500.00     | 0.02%             | 2025-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC 1.25% 08/15/30                 | S&P GLOBAL INC REGD 1.25000000                                                                               | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     1992000 | PA      | $1714942.44     | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| THAMES WAT 9.75% 10/10/27/GBP/                | THAMES WATER SUPER SEN /GBP/ REGD 144A P/P 9.75000000                                                        | CUSIP: N/A<br>LEI: 635400LBEYCV7F4FC741       | Long             | DBT              | CORP              | GB        |       87665 | PA      | $131786.31      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY 2.05% 03/01/32                    | NEW YORK NY REGD B/E 2.05000000                                                                              | CUSIP: 64966QKT6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     2480000 | PA      | $2129697.52     | 0.01%             | 2032-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MBALT 2024-B A 4.57% 01/15/26                 | MERCEDES-BENZ AUTO LEASE TRUST 2024-B SER 2024-B CL A2A REGD 4.57000000                                      | CUSIP: 58769GAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9687833 | PA      | $9689320.97     | 0.02%             | 2026-12-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| JW 2024-MRCO D V/R 06/15/26                   | JW COMMERCIAL MORTGAGE TRUST 2024-MRCO SER 2024-MRCO CL D V/R REGD 144A P/P 7.50065000                       | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      756000 | PA      | $752786.02      | 0.00%             | 2039-06-15      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BX 2021-ARIA A V/R 10/15/23                   | BX TRUST 2021-ARIA SER 2021-ARIA CL A V/R REGD 144A P/P 5.32558000                                           | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      534000 | PA      | $533499.38      | 0.00%             | 2036-10-15      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| PRKCM 2023-AFC1  V/R 02/25/27                 | PRKCM 2023-AFC1 TRUST SER 2023-AFC1 CL B1 V/R REGD 144A P/P 7.43720900                                       | CUSIP: 693981AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      837000 | PA      | $840601.61      | 0.00%             | 2058-02-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS I 5.85% 08/01/34                | CHOICE HOTELS INTL INC REGD 5.85000000                                                                       | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     3165000 | PA      | $3189689.85     | 0.01%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VCAT 2025-NPL1 A V/R 01/25/28                 | VCAT 2025-NPL1 LLC SER 2025-NPL1 CL A1 V/R REGD 144A P/P 5.87700000                                          | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5145533 | PA      | $5155503.41     | 0.01%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS 5.75% 09/15/33                | SOUTHERN CO GAS CAPITAL REGD 5.75000000                                                                      | CUSIP: 8426EPAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3460000 | PA      | $3628159.67     | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEER 6.35% 08/18/28                | JACOBS ENGINEERING GROUP REGD 6.35000000                                                                     | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    15265000 | PA      | $16040396.67    | 0.04%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| T/L EDGEWATER GENE 0% 08/01/30                | T/L EDGEWATER GENERATION       L.L.C. REGD 0.00000000                                                        | CUSIP: BL4993392<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      530749 | PA      | $532267.08      | 0.00%             | 2030-08-01      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMEN 4.95% 03/15/35                | WASTE MANAGEMENT INC REGD 4.95000000                                                                         | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    16245000 | PA      | $16313896.51    | 0.04%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD  7.5% 02/15/28                | UBS AG STAMFORD CT REGD 7.50000000                                                                           | CUSIP: 22550L2M2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    44900000 | PA      | $48436448.37    | 0.12%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ELM16 2022-3A CR V/R 04/20/37                 | ELMWOOD CLO 16 LTD SER 2022-3A CL CR V/R REGD 144A P/P 6.76947000                                            | CUSIP: 29002UAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500551.50      | 0.00%             | 2037-04-20      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9371 3% 10/01/46                     | FANNIE MAE POOL UMBS P#AL9371 3.00000000                                                                     | CUSIP: 3138ERMV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      785346 | PA      | $701977.83      | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NETAPP INC 5.7% 03/17/35                      | NETAPP INC REGD 5.70000000                                                                                   | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    11395000 | PA      | $11702243.96    | 0.03%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES 6.15% 03/01/29                | TARGA RESOURCES CORP REGD 6.15000000                                                                         | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     2268000 | PA      | $2385150.46     | 0.01%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 08/28/25                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                                   | CUSIP: 912797PQ4<br>LEI: N/A                  | Long             | STIV             | UST               | US        |      302000 | PA      | $299895.65      | 0.00%             | 2025-08-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BH9277 3.5% 02/01/48                   | FANNIE MAE POOL UMBS P#BH9277 3.50000000                                                                     | CUSIP: 3140GYJX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3689265 | PA      | $3384361.27     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S IN 3.875% 09/15/29                | PAPA JOHN'S INTERNATIONA REGD 144A P/P 3.87500000                                                            | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2340201.82     | 0.01%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GR 6.5% 01/20/43                | JEFFERIES FIN GROUP INC REGD 6.50000000                                                                      | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1173752.84     | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6577 2.5% 08/01/50                   | FANNIE MAE POOL UMBS P#CA6577 2.50000000                                                                     | CUSIP: 3140QEJX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5198635 | PA      | $4383535.10     | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20250730 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1986342.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOHT 2019-HNLA B V/R 04/15/21                 | NEW ORLEANS HOTEL TRUST 2019-HNLA SER 2019-HNLA CL B V/R REGD 144A P/P 5.64771000                            | CUSIP: 647622AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6425000 | PA      | $6311844.83     | 0.02%             | 2032-04-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6.5% JUL 25                     | FNMA 30YR TBA 6.5% JUL 25      TO BE ANNOUNCED 6.50000000                                                    | CUSIP: 01F062671<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -167000000 | PA      | $-172423593.87  | -0.42%            | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HAROT 2024-4 A 4.56% 03/15/27                 | HONDA AUTO RECEIVABLES 2024-4 OWNER TRUST SER 2024-4 CL A2 REGD 4.56000000                                   | CUSIP: 43816DAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10248426 | PA      | $10247225.12    | 0.03%             | 2027-03-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8172 2% 10/01/51                     | FREDDIE MAC POOL UMBS P#SD8172 2.00000000                                                                    | CUSIP: 3132DWCH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      574461 | PA      | $456574.25      | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM  9.375% 03/01/29                | FIRST QUANTUM MINERALS L REGD 144A P/P 9.37500000                                                            | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    10805000 | PA      | $11467854.88    | 0.03%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 2A V/R 02/25/60                 | OBX 2020-EXP1 TRUST SER 2020-EXP1 CL 2A1 V/R REGD 144A P/P 5.18368000                                        | CUSIP: 67448TBE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      135222 | PA      | $134551.44      | 0.00%             | 2060-02-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3744 3% 08/01/49                     | FANNIE MAE POOL UMBS P#MA3744 3.00000000                                                                     | CUSIP: 31418DES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18078866 | PA      | $15844542.37    | 0.04%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE 3.875% 09/05/38/EUR/                  | E.ON SE /EUR/ REGD REG S EMTN 3.87500000                                                                     | CUSIP: D2T8J8DP8<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |     2200000 | PA      | $2580850.36     | 0.01%             | 2038-09-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0785 2% 12/01/51                     | FREDDIE MAC POOL UMBS P#SD0785 2.00000000                                                                    | CUSIP: 3132DM2S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1769033 | PA      | $1422033.65     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8425 3.5% 11/20/52                | GINNIE MAE II POOL P#MA8425 3.50000000                                                                       | CUSIP: 36179XLE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      550086 | PA      | $502374.09      | 0.00%             | 2052-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6177 3.5% 07/01/34                   | FANNIE MAE POOL UMBS P#FM6177 3.50000000                                                                     | CUSIP: 3140X92K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1052784 | PA      | $1038953.60     | 0.00%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AC5490 5.5% 12/01/39                   | FANNIE MAE POOL UMBS P#AC5490 5.50000000                                                                     | CUSIP: 31417SC40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      105436 | PA      | $108047.50      | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC 5.7% 04/01/55                    | SYNOPSYS INC REGD 5.70000000                                                                                 | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    11540000 | PA      | $11473741.59    | 0.03%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NYMT 2024-RR1 A V/R 07/25/27                  | NYMT 2024-RR1 TRUST SER 2024-RR1 CL A V/R REGD 144A P/P 7.37500000                                           | CUSIP: 62956VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4603327 | PA      | $4636722.61     | 0.01%             | 2064-05-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST 5.1% 06/01/33                     | ILLINOIS ST REGD N/C B/E 5.10000000                                                                          | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     7115637 | PA      | $7136875.30     | 0.02%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP DISC 07/15/25                  | AIR LEASE CORP DISC 07/15/25 0.00000000                                                                      | CUSIP: 00913WUF0<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     7800000 | PA      | $7784514.66     | 0.02%             | 2025-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FA 4.875% 09/30/39                | TOPAZ SOLAR FARMS LLC REGD 144A P/P 4.87500000                                                               | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      358077 | PA      | $315107.76      | 0.00%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CAALT 2023-3A  7.62% 03/15/27                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-3 SER 2023-3A CL C REGD 144A P/P 7.62000000                           | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1430000 | PA      | $1483136.66     | 0.00%             | 2033-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN A V/R 04/15/41                   | BX TRUST 2024-CNYN SER 2024-CNYN CL A V/R REGD 144A P/P 5.75363800                                           | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1980342 | PA      | $1984624.66     | 0.00%             | 2041-04-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/21/28                | BANK OF AMERICA CORP REGD V/R MTN SER GMTN 3.59300000                                                        | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4872000 | PA      | $4797213.39     | 0.01%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| GCBSL 2024-76A A V/R 10/25/37                 | GOLUB CAPITAL PARTNERS CLO 76 B LTD SER 2024-76A CL A1 V/R REGD 144A P/P 5.65177000                          | CUSIP: 38180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      340000 | PA      | $341105.00      | 0.00%             | 2037-10-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| SYMP 2020-24A AR V/R 01/23/32                 | SYMPHONY CLO XXIV LTD SER 2020-24A CL AR V/R REGD 144A P/P 5.47934000                                        | CUSIP: 87167QAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      718089 | PA      | $718689.37      | 0.00%             | 2032-01-23      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| EQT CORP 3.125% 05/15/26                      | EQT CORP REGD 144A P/P 3.12500000                                                                            | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     5027000 | PA      | $4949592.54     | 0.01%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3106 4% 09/20/45                  | GINNIE MAE II POOL P#MA3106 4.00000000                                                                       | CUSIP: 36179RNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      549704 | PA      | $521734.25      | 0.00%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HORZN 2019-1  3.721% 07/15/26                 | HORIZON AIRCRAFT FINANCE II LTD SER 2019-1 CL A REGD 144A P/P 3.72100000                                     | CUSIP: 44040HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      417363 | PA      | $403159.32      | 0.00%             | 2039-07-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| ELM39 2025-2A A1 V/R 04/17/38                 | ELMWOOD CLO 39 LTD SER 2025-2A CL A1 V/R REGD 144A P/P 5.42391000                                            | CUSIP: 289910AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4750000 | PA      | $4747178.50     | 0.01%             | 2038-04-17      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HART 2025-A C 4.76% 02/15/29                  | HYUNDAI AUTO RECEIVABLES TRUST 2025-A SER 2025-A CL C REGD 4.76000000                                        | CUSIP: 44935CAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5400000 | PA      | $5415894.36     | 0.01%             | 2032-06-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FORDF 2020-2 B 1.32% 09/15/25                 | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2020-2 CL B REGD 1.32000000                                   | CUSIP: 34528QHR8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4235000 | PA      | $4181395.91     | 0.01%             | 2027-09-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| INDIA GREEN POWER  4% 02/22/27                | INDIA GREEN POWER HOLD REGD REG S 4.00000000                                                                 | CUSIP: V4819LAA0<br>LEI: 254900I7N0GT4VVL6V29 | Long             | DBT              | CORP              | MU        |     2599800 | PA      | $2517095.42     | 0.01%             | 2027-02-22      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PA 2.252% 09/29/32                | REPUBLIC OF PANAMA REGD 2.25200000                                                                           | CUSIP: 698299BN3<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |     3539000 | PA      | $2698382.50     | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MILA 2024-1 V/R 03/15/28 /EUR/                | MILA 2024-1 BV SER 2024-1 CL D V/R REGD REG S /EUR/ 4.08800000                                               | CUSIP: N9396BAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | NL        |      100000 | PA      | $118135.19      | 0.00%             | 2041-09-16      | Variable      | 4.09%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CA9444 2.5% 03/01/36                   | FANNIE MAE POOL UMBS P#CA9444 2.50000000                                                                     | CUSIP: 3140QHP66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3054967 | PA      | $2877471.43     | 0.01%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7536 3.5% 08/20/51                | GINNIE MAE II POOL P#MA7536 3.50000000                                                                       | CUSIP: 36179WLR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7508464 | PA      | $6856725.75     | 0.02%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV5623 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV5623 3.00000000                                                                     | CUSIP: 3140MKG97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    58839856 | PA      | $50947741.22    | 0.13%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB 2018-A A2A 3.5% 05/17/27                  | SMB PRIVATE EDUCATION LOAN TRUST 2018-A SER 2018-A CL A2A REGD 144A P/P 3.50000000                           | CUSIP: 78449PAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2015426 | PA      | $1991151.10     | 0.00%             | 2036-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 07/08/25                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                                   | CUSIP: 912797PZ4<br>LEI: N/A                  | Long             | STIV             | UST               | US        |    35500000 | PA      | $35471388.07    | 0.09%             | 2025-07-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 09/22/27                | JPMORGAN CHASE & CO REGD V/R SER FXD 1.47000000                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2131000 | PA      | $2055953.44     | 0.01%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| N/A                                           | PLN/USD FWD 20250711 000004664 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-639742.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  6.5% 02/15/53                | TARGA RESOURCES CORP REGD 6.50000000                                                                         | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      950000 | PA      | $975249.58      | 0.00%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SO 5.875% 06/22/30                | REPUBLIC OF SOUTH AFRICA REGD SER 12Y 5.87500000                                                             | CUSIP: 836205AY0<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |     2404000 | PA      | $2393079.04     | 0.01%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CGMS 2014-1A A1R V/R 04/17/31                 | CARLYLE GLOBAL MARKET STRATEGIES CLO  SER 2014-1A CL A1R2 V/R REGD 144A P/P 5.51140000                       | CUSIP: 14310MAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      297304 | PA      | $297371.99      | 0.00%             | 2031-04-17      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5850 6% 09/01/53                     | FANNIE MAE POOL UMBS P#FS5850 6.00000000                                                                     | CUSIP: 3140XMQC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      104182 | PA      | $105983.32      | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBE 3.7% 11/25/30                | REPUBLIC OF UZBEKISTAN REGD REG S EMTN 3.70000000                                                            | CUSIP: Y000WRAD0<br>LEI: N/A                  | Long             | DBT              | USGA              | UZ        |     3005000 | PA      | $2679702.68     | 0.01%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-5 B3 V/R 07/25/40                   | SEQUOIA MORTGAGE TRUST 2018-5 SER 2018-5 CL B3 V/R REGD 144A P/P 3.93666400                                  | CUSIP: 81747GCC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1529587 | PA      | $1424929.55     | 0.00%             | 2048-05-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| UMBS P#QC3130 1.5% 06/01/51                   | FREDDIE MAC POOL UMBS P#QC3130 1.50000000                                                                    | CUSIP: 3133AMPP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4706280 | PA      | $3539870.71     | 0.01%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC 5.4% 08/15/34                  | BORGWARNER INC REGD 5.40000000                                                                               | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     5930000 | PA      | $5996858.32     | 0.01%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMUTKP00.99 03/12/27 XGS FLOAT                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           1 | NC      | $-140380.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT 9.5% 07/01/32                | BCPE FLAVOR DEBT/ISSUER REGD 144A P/P 9.50000000                                                             | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1865000 | PA      | $1907847.37     | 0.00%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| STICHTING AK  S/UP /PERP//EUR/                | STICHTING AK RABOBANK /EUR/ REGD S/UP /PERP/ SER * 6.50000000                                                | CUSIP: N22634XZ2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     3876300 | PA      | $5202965.39     | 0.01%             | 2170-03-29      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 11/15/54                    | UNITED STATES TREASURY BOND 4.50000000                                                                       | CUSIP: 912810UE6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   124800000 | PA      | $118930500.00   | 0.29%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NYMT 2022-CP1 3.214% 07/25/61                 | NYMT LOAN TRUST 2022-CP1 SER 2022-CP1 CL M1 REGD 144A P/P 3.21450000                                         | CUSIP: 62955VAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $605500.70      | 0.00%             | 2061-07-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CSMC 2014-USA 4.184% 09/15/25                 | CSMC 2014-USA OA LLC SER 2014-USA CL B REGD 144A P/P 4.18460000                                              | CUSIP: 12649AAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5255000 | PA      | $4592607.25     | 0.01%             | 2037-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV 5.2% 09/17/30                 | CEMEX SAB DE CV REGD 144A P/P 5.20000000                                                                     | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     5080000 | PA      | $5068068.60     | 0.01%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                           | NZD/USD FWD 20250702 000004334 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5302.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NPC UKRENERGO 6.875% 11/09/28                 | NPC UKRENERGO REGD REG S 6.87500000                                                                          | CUSIP: X6S5XWAA1<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | CORP              | UA        |      400000 | PA      | $326019.81      | 0.00%             | 2028-11-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH3 A1 V/R 01/25/25                 | SEQUOIA MORTGAGE TRUST 2018-CH3 SER 2018-CH3 CL A13 V/R REGD 144A P/P 4.50000000                             | CUSIP: 81746WAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       96069 | PA      | $94980.28       | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2886 6% 05/01/53                     | FREDDIE MAC POOL UMBS P#SD2886 6.00000000                                                                    | CUSIP: 3132DQF35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1242583 | PA      | $1273851.85     | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5217 6.5% 12/01/53                   | FANNIE MAE POOL UMBS P#MA5217 6.50000000                                                                     | CUSIP: 31418EYP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7419548 | PA      | $7663288.55     | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV 2.25% 09/24/31                  | JDE PEET'S NV REGD 144A P/P 2.25000000                                                                       | CUSIP: 47216QAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     3800000 | PA      | $3240068.21     | 0.01%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BARC 2025-NQM1 A V/R 01/25/65                 | BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1 SER 2025-NQM1 CL A1 V/R REGD 144A P/P 5.66400000                      | CUSIP: 06744WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11314763 | PA      | $11387312.39    | 0.03%             | 2065-01-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING 5.4% 05/08/28                | GLENCORE FUNDING LLC REGD 144A P/P 5.40000000                                                                | CUSIP: 378272BK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1837000 | PA      | $1877309.44     | 0.00%             | 2028-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 5.15% 03/01/34                | CENTERPOINT ENER HOUSTON REGD 5.15000000                                                                     | CUSIP: 15189XBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6240000 | PA      | $6294343.72     | 0.02%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 08/17/29                | HSBC HOLDINGS PLC REGD V/R 2.20600000                                                                        | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1800000 | PA      | $1676891.25     | 0.00%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY COR 3.95% 08/15/47                | DUKE ENERGY CORP REGD 3.95000000                                                                             | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     1671000 | PA      | $1255664.39     | 0.00%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN  4.5% 05/15/36                | LOCKHEED MARTIN CORP REGD 4.50000000                                                                         | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     2970000 | PA      | $2854924.68     | 0.01%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VCC 2024-1 A V/R 08/25/31                     | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-1 SER 2024-1 CL A V/R REGD 144A P/P 6.55000000                   | CUSIP: 92261CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1842455 | PA      | $1864515.06     | 0.00%             | 2054-01-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6738 3% 08/01/50                     | FANNIE MAE POOL UMBS P#CA6738 3.00000000                                                                     | CUSIP: 3140QEPY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1534747 | PA      | $1342330.32     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES 4.95% 04/15/52                | TARGA RESOURCES CORP REGD 4.95000000                                                                         | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     3719000 | PA      | $3102470.80     | 0.01%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5055 6% 11/01/52                     | FANNIE MAE POOL UMBS P#CB5055 6.00000000                                                                     | CUSIP: 3140QQTM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2969780 | PA      | $3038668.47     | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNRT 5A BR V/R 07/22/37                       | GENERATE CLO 5 LTD SER 5A CL BR V/R REGD 144A P/P 6.27238000                                                 | CUSIP: 37148XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1750000 | PA      | $1753570.00     | 0.00%             | 2037-07-22      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOB 3.375% 02/15/28                | PARAMOUNT GLOBAL REGD 3.37500000                                                                             | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1021000 | PA      | $987849.28      | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL 6.875% 04/23/32                 | ZF NA CAPITAL REGD 144A P/P 6.87500000                                                                       | CUSIP: 98877DAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7660000 | PA      | $7079685.60     | 0.02%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OHALF 2013-1A D1 V/R 04/23/37                 | OHA LOAN FUNDING 2013-1 LTD SER 2013-1A CL D1R3 V/R REGD 144A P/P 7.57934000                                 | CUSIP: 67706HCC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1007123.00     | 0.00%             | 2037-04-23      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW1449 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BW1449 3.00000000                                                                     | CUSIP: 3140MSTF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      581562 | PA      | $503841.02      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC 6.5% 02/01/29                | CSC HOLDINGS LLC REGD 144A P/P 6.50000000                                                                    | CUSIP: 126307AZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9021000 | PA      | $7334934.59     | 0.02%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ADMT 2024-NQM 5.699% 11/25/69                 | A&D MORTGAGE TRUST 2024-NQM5 SER 2024-NQM5 CL A1 REGD 144A P/P 5.69900000                                    | CUSIP: 00039KAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      828500 | PA      | $831766.86      | 0.00%             | 2069-11-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.625% 07/15/32                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000                                                    | CUSIP: 91282CEZ0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    86782260 | PA      | $80943972.18    | 0.20%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ORCHPK 2024-1A B V/R 10/20/37                 | ORCHARD PARK CLO LTD SER 2024-1A CL B1 V/R REGD 144A P/P 5.96947000                                          | CUSIP: 68563JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501538.00      | 0.00%             | 2037-10-20      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX0836 5.5% 01/01/53                   | FANNIE MAE POOL UMBS P#BX0836 5.50000000                                                                     | CUSIP: 3140N44W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       88771 | PA      | $89075.48       | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T/L SCUR-ALP 0% 03/29/30                      | T/L SCUR-ALPHA 1503 GMBH REGD 0.00000000                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     8017334 | PA      | $7531804.53     | 0.02%             | 2030-03-29      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| CBRE SVCS INC DISC 07/24/25                   | CBRE SVCS INC DISCOUNT________  COMMERCIAL PAPER 0.00000000                                                  | CUSIP: 12610BUQ3<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    12800000 | PA      | $12758809.60    | 0.03%             | 2025-07-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9925 2% 12/01/51                     | FANNIE MAE POOL UMBS P#FM9925 2.00000000                                                                     | CUSIP: 3140XEA38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2157342 | PA      | $1737695.80     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN  5.75% 12/01/30                | TEVA PHARM FIN IV REGD 5.75000000                                                                            | CUSIP: 881937AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     9534000 | PA      | $9704991.72     | 0.02%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACE 2005-AG1 M2 V/R 08/25/35                  | ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIE SER 2005-AG1 CL M2 V/R REGD 5.12368000                      | CUSIP: 004427CD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3578485 | PA      | $2953693.75     | 0.01%             | 2035-08-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IFS 2.833750 15-APR-2028 USC  /FLOAT/                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-143369.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN NAT RES 0% 08/06/25                  | CANADIAN NAT RES LTD ZCP______  COMMERCIAL PAPER 0.00000000                                                  | CUSIP: 13638WV66<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |    11600000 | PA      | $11543286.44    | 0.03%             | 2025-08-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CGMS 2014-3RA A1 V/R 07/27/31                 | CARLYLE GLOBAL MARKET STRATEGIES C SER 2014-3RA CL A1A V/R REGD 144A P/P 5.59423000                          | CUSIP: 14315LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      443624 | PA      | $443545.90      | 0.00%             | 2031-07-27      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0026 2.5% 11/01/51                   | FANNIE MAE POOL UMBS P#FS0026 2.50000000                                                                     | CUSIP: 3140XFA43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1880387 | PA      | $1590025.72     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6416 3% 07/01/50                     | FANNIE MAE POOL UMBS P#CA6416 3.00000000                                                                     | CUSIP: 3140QEDW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20304271 | PA      | $17896869.75    | 0.04%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC  3.35% 05/15/50                | ARIZONA PUBLIC SERVICE REGD 3.35000000                                                                       | CUSIP: 040555DB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      957000 | PA      | $648812.39      | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MANSD 2007- V/R 04/15/49 /GBP/                | MANSARD MORTGAGES 2007-1 PLC SER 2007-1X CL M1 V/R REGD REG S /GBP/ 4.75055000                               | CUSIP: G5807QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |     3221750 | PA      | $4212106.13     | 0.01%             | 2049-04-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4157 4% 07/01/52                     | FANNIE MAE POOL UMBS P#CB4157 4.00000000                                                                     | CUSIP: 3140QPTP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19238566 | PA      | $17898104.56    | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WAMU 2005-AR11 A V/R 08/25/45                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005- SER 2005-AR11 CL A1A V/R REGD 5.07368000                | CUSIP: 92922F2G2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      955294 | PA      | $958986.51      | 0.00%             | 2045-08-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08733 3.5% 11/01/46                  | FREDDIE MAC GOLD POOL P#G08733 3.50000000                                                                    | CUSIP: 3128MJY79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      579066 | PA      | $534664.80      | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERUS 2020-1 A3 V/R 01/25/60                  | VERUS SECURITIZATION TRUST 2020-1 SER 2020-1 CL A3 V/R REGD 144A P/P 3.72400000                              | CUSIP: 92536PAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1223130 | PA      | $1201359.79     | 0.00%             | 2060-01-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| MSAIC 2024-2A A 5.6% 02/20/39                 | MOSAIC SOLAR LOAN TRUST 2024-2 SER 2024-2A CL A REGD 144A P/P 5.60000000                                     | CUSIP: 61947BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19916404 | PA      | $19373704.24    | 0.05%             | 2052-04-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COMM 2016-787S B V/R 02/10/26                 | COMM 2016-787S MORTGAGE TRUST SER 2016-787S CL B V/R REGD 144A P/P 3.95960900                                | CUSIP: 12635WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1700000 | PA      | $1666566.10     | 0.00%             | 2036-02-10      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 5.371% 04/04/29                | GLENCORE FUNDING LLC REGD 144A P/P 5.37100000                                                                | CUSIP: 378272BS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      401000 | PA      | $411159.78      | 0.00%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF N 4.926% 10/01/51                | PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E GO OF A 4.92600000                                               | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      825000 | PA      | $761673.91      | 0.00%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ACE 2004-HE3 M1 V/R 11/25/34                  | ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIE SER 2004-HE3 CL M1 V/R REGD 5.36368000                      | CUSIP: 004421HQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2532701 | PA      | $2547209.54     | 0.01%             | 2034-11-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| OCP 2017-13A AR2 V/R 11/26/37                 | OCP CLO 2017-13 LTD SER 2017-13A CL AR2 V/R REGD 144A P/P 5.60947000                                         | CUSIP: 67097LAV8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1003000 | PA      | $1004772.30     | 0.00%             | 2037-11-26      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCI 9.625% 07/15/27                | ALTICE FINANCING SA REGD 144A P/P 9.62500000                                                                 | CUSIP: 02154CAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1300000 | PA      | $1118000.00     | 0.00%             | 2027-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP 3% 10/29/28                | AERCAP IRELAND CAP/GLOBA REGD 3.00000000                                                                     | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    46935000 | PA      | $44713797.37    | 0.11%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9452 2% 11/01/51                     | FANNIE MAE POOL UMBS P#FM9452 2.00000000                                                                     | CUSIP: 3140XDQE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1087924 | PA      | $877016.75      | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BDS 2024-FL13 A V/R 06/19/29                  | BDS 2024-FL13 LLC SER 2024-FL13 CL A V/R REGD 144A P/P 5.89373000                                            | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4992000 | PA      | $5000193.87     | 0.01%             | 2039-09-19      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  6.4% 12/01/30                | ENERGY TRANSFER LP REGD 6.40000000                                                                           | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     8700000 | PA      | $9375505.41     | 0.02%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.15% 04/15/32                   | BROADCOM INC REGD 144A P/P 4.15000000                                                                        | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3865000 | PA      | $3723317.60     | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 3.4% 02/15/52                     | EQUINIX INC REGD 3.40000000                                                                                  | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     1291000 | PA      | $863637.33      | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-3A  4.55% 04/20/28                 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2024-3A CL A3 REGD 144A P/P 4.55000000                       | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9500000 | PA      | $9538042.75     | 0.02%             | 2030-06-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GSMBS 2024-RPL7  V/R 07/25/64                 | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL7 SER 2024-RPL7 CL PT V/R REGD 144A P/P 3.99501900               | CUSIP: 36273CAR8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   108826150 | PA      | $97725207.83    | 0.24%             | 2064-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS  2.9% 11/15/31                | GLOBAL PAYMENTS INC REGD 2.90000000                                                                          | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     7080000 | PA      | $6262080.88     | 0.02%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MFRA 2022-NQM1 M V/R 12/25/66                 | MFA 2022-INV3 TRUST SER 2022-NQM1 CL M1 V/R REGD 144A P/P 4.22107000                                         | CUSIP: 55284PAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1602914 | PA      | $1392953.91     | 0.00%             | 2066-12-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8507 2% 02/01/36                     | FREDDIE MAC POOL UMBS P#SB8507 2.00000000                                                                    | CUSIP: 3132D6NY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2590613 | PA      | $2386251.49     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LFT 2025-1A C 5.68% 01/20/30                  | LENDMARK FUNDING TRUST 2025-1 SER 2025-1A CL C REGD 144A P/P 5.68000000                                      | CUSIP: 52604QAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      573000 | PA      | $581569.04      | 0.00%             | 2034-09-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP COR 7% 07/08/31                | SOFTBANK GROUP CORP REGD REG S 7.00000000                                                                    | CUSIP: J7596PBR9<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     4000000 | PA      | $4096900.88     | 0.01%             | 2031-07-08      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| VFUND 1A E V/R 02/16/29 /GBP/                 | VALLEY FUNDING PLC SER 1A CL E V/R REGD 144A P/P /GBP/ 8.22147000                                            | CUSIP: G931Z3AK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |     1786000 | PA      | $2452825.17     | 0.01%             | 2066-05-16      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS IN 5.15% 06/15/30                | LPL HOLDINGS INC REGD 5.15000000                                                                             | CUSIP: 50212YAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10100000 | PA      | $10225227.58    | 0.03%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BCC 2021-4A A1R V/R 10/20/34                  | BAIN CAPITAL CREDIT CLO 2021-4 LTD SER 2021-4A CL A1R V/R REGD 144A P/P 5.46947000                           | CUSIP: 05685AAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1840000 | PA      | $1843394.80     | 0.00%             | 2034-10-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IDR/USD FWD 20250716 000011091 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $582.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP 8.25% 01/15/32                | GLOBAL PART/GLP FINANCE REGD 144A P/P 8.25000000                                                             | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      570000 | PA      | $599458.74      | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MABS 2004-WMC1 M V/R 02/25/34                 | MASTR ASSET BACKED SECURITIES TRUST 2004-WMC1 SER 2004-WMC1 CL M1 V/R REGD 5.21368000                        | CUSIP: 57643LCW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      506060 | PA      | $554018.48      | 0.00%             | 2034-02-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5Y 6.225% 04/15/29                 | BANK5 TRUST 2024-5YR6 SER 2024-5YR6 CL A3 REGD 6.22500000                                                    | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      147411 | PA      | $155194.58      | 0.00%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TO 7.043% 04/01/50                | BAY AREA CA TOLL AUTH TOLL BRI REGD N/C B/E 7.04300000                                                       | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     3240000 | PA      | $3672273.67     | 0.01%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| AGL 2024-29A B V/R 04/21/37                   | AGL CLO 29 LTD SER 2024-29A CL B V/R REGD 144A P/P 6.31947000                                                | CUSIP: 00119BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $1000443.00     | 0.00%             | 2037-04-21      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-55CW  V/R 11/25/35                 | ALTERNATIVE LOAN TRUST 2005-55CW SER 2005-55CW CL 2A3 V/R REGD 4.78920000                                    | CUSIP: 12668AUP8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1066080 | PA      | $792960.21      | 0.00%             | 2035-11-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4641 6% 05/01/53                     | FANNIE MAE POOL UMBS P#FS4641 6.00000000                                                                     | CUSIP: 3140XLEP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      973051 | PA      | $998043.10      | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TPMT 2021-SJ2 A1 V/R 12/25/61                 | TOWD POINT MORTGAGE TRUST 2021-SJ2 SER 2021-SJ2 CL A1A V/R REGD 144A P/P 2.25000000                          | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15744294 | PA      | $15230381.05    | 0.04%             | 2061-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2547 3% 02/01/35                     | FANNIE MAE POOL UMBS P#FM2547 3.00000000                                                                     | CUSIP: 3140X5ZM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1021062 | PA      | $984916.74      | 0.00%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLUEM 2018-3A A1 V/R 10/25/30                 | BLUEMOUNTAIN CLO 2018-3 LTD SER 2018-3A CL A1R V/R REGD 144A P/P 5.47177000                                  | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      616752 | PA      | $616845.68      | 0.00%             | 2030-10-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 2.6% 02/15/33                    | BROADCOM INC REGD 144A P/P 2.60000000                                                                        | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     4420000 | PA      | $3780576.85     | 0.01%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL 6.75% 04/23/30                  | ZF NA CAPITAL REGD 144A P/P 6.75000000                                                                       | CUSIP: 98877DAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5065000 | PA      | $4863989.19     | 0.01%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON & J 3.6% 02/26/45/EUR/                | JOHNSON & JOHNSON /EUR/ REGD 3.60000000                                                                      | CUSIP: 478160DE1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      455000 | PA      | $518766.98      | 0.00%             | 2045-02-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLD 7.125% 06/26/31                | MGM CHINA HOLDINGS LTD REGD REG S 7.12500000                                                                 | CUSIP: G60744AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |     5200000 | PA      | $5404997.88     | 0.01%             | 2031-06-26      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CIFC 2019-1A BR2 V/R 10/20/37                 | CIFC FUNDING 2019-I LTD SER 2019-1A CL BR2 V/R REGD 144A P/P 5.96947000                                      | CUSIP: 12553DAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250984.50      | 0.00%             | 2037-10-20      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2622 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#CB2622 2.50000000                                                                     | CUSIP: 3140QM4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7009549 | PA      | $5902599.11     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8299 3% 11/01/46                     | FANNIE MAE POOL UMBS P#AS8299 3.00000000                                                                     | CUSIP: 3138WJGH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      765978 | PA      | $686323.89      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SURF 2006-BC5 A1 V/R 11/25/37                 | SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SER 2006-BC5 CL A1 V/R REGD 4.71368000                    | CUSIP: 84751NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8904249 | PA      | $7048424.91     | 0.02%             | 2037-11-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| RASC 2006-EMX6 A V/R 07/25/36                 | RASC SERIES 2006-EMX6 TRUST SER 2006-EMX6 CL A4 V/R REGD 4.97368000                                          | CUSIP: 754065AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      173608 | PA      | $151669.06      | 0.00%             | 2036-07-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BX 2024-AIR2 A V/R 10/15/26                   | BX COMMERCIAL MORTGAGE TRUST 2024-AIR2 SER 2024-AIR2 CL A V/R REGD 144A P/P 5.80430000                       | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3625701 | PA      | $3632484.26     | 0.01%             | 2041-10-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| GSAR 2024-4A D 5.28% 08/15/29                 | GLS AUTO SELECT RECEIVABLES TRUST 2024-4 SER 2024-4A CL D REGD 144A P/P 5.28000000                           | CUSIP: 36271BAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      600000 | PA      | $604836.48      | 0.00%             | 2031-10-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESO 10% 01/01/31/BRL/                | NOTA DO TESOURO NACIONAL /BRL/ REGD SER NTNF 10.00000000                                                     | CUSIP: P8T60NEH0<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |    97862000 | PA      | $15802593.87    | 0.04%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MAPSL 2019-1A 4.458% 03/15/26                 | MAPS 2019-1 LTD SER 2019-1A CL A REGD 144A P/P 4.45800000                                                    | CUSIP: 55283LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      378782 | PA      | $373480.23      | 0.00%             | 2044-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB  8.375% 10/01/28                | BAUSCH + LOMB CORP REGD 144A P/P 8.37500000                                                                  | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      725000 | PA      | $756718.75      | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN  7% 08/04/41                | REYNOLDS AMERICAN INC REGD SER * 7.00000000                                                                  | CUSIP: 761713BW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2192000 | PA      | $2288528.03     | 0.01%             | 2041-08-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN I 5.85% 06/01/35                | KINDER MORGAN INC REGD 5.85000000                                                                            | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      923000 | PA      | $956767.56      | 0.00%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ATRM 15A CR V/R 07/16/37                      | ATRIUM XV SER 15A CL CR V/R REGD 144A P/P 6.51054000                                                         | CUSIP: 55820LAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      450000 | PA      | $450198.00      | 0.00%             | 2037-07-16      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| GSAR 2024-3A D 6.34% 08/15/31                 | GLS AUTO SELECT RECEIVABLES TRUST 2024-3 SER 2024-3A CL D REGD 144A P/P 6.34000000                           | CUSIP: 37989EAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3400000 | PA      | $3503789.08     | 0.01%             | 2031-08-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 05/15/45                      | UNITED STATES TREASURY BOND 3.00000000                                                                       | CUSIP: 912810RM2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    30000000 | PA      | $22979296.80    | 0.06%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPR 2021-NRD D V/R 12/15/23                   | BPR TRUST 2021-NRD SER 2021-NRD CL D V/R REGD 144A P/P 8.03500000                                            | CUSIP: 05592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1770000 | PA      | $1699866.58     | 0.00%             | 2038-12-15      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0622 1.5% 05/01/36                   | FANNIE MAE POOL UMBS P#CB0622 1.50000000                                                                     | CUSIP: 3140QKVQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      868232 | PA      | $778012.68      | 0.00%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| T/L SVF II FI 0% 12/23/2025                   | T/L SVF II FINCO CAYMAN LP     REGD 0.00000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     6280480 | PA      | $6280479.52     | 0.02%             | 2025-12-23      | Variable      | 6.00%                 | No            |                  3 | On Loan: No      |
| PROG 2022-SFR3  6.6% 04/17/27                 | PROGRESS RESIDENTIAL 2022-SFR3 TRUST SER 2022-SFR3 CL F REGD 144A P/P 6.60000000                             | CUSIP: 74331UAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2364000 | PA      | $2356037.58     | 0.01%             | 2039-04-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5077 2.5% 05/01/51                   | FREDDIE MAC POOL UMBS P#RA5077 2.50000000                                                                    | CUSIP: 3133KLUA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16677105 | PA      | $14068384.30    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4841 5% 12/01/52                     | FANNIE MAE POOL UMBS P#MA4841 5.00000000                                                                     | CUSIP: 31418ELX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      661917 | PA      | $652621.55      | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC 5.125% 02/02/33                   | CODELCO INC REGD REG S 5.12500000                                                                            | CUSIP: P3143NBP8<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     3000000 | PA      | $2914881.00     | 0.01%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7423 1.5% 06/01/36                   | FANNIE MAE POOL UMBS P#FM7423 1.50000000                                                                     | CUSIP: 3140XBG95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3046557 | PA      | $2724409.37     | 0.01%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CITZN 2023-1 A 5.84% 06/15/26                 | CITIZENS AUTO RECEIVABLES TRUST 2023-1 SER 2023-1 CL A3 REGD 144A P/P 5.84000000                             | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5424885 | PA      | $5459611.91     | 0.01%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.95% 07/01/50                | PACIFIC GAS & ELECTRIC REGD 4.95000000                                                                       | CUSIP: 694308JN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5292000 | PA      | $4265393.70     | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GCBSL 2023-66A A V/R 07/25/38                 | GOLUB CAPITAL PARTNERS CLO 66B LTD SER 2023-66A CL AR V/R REGD 144A P/P 5.77278000                           | CUSIP: 38181AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1210000 | PA      | $1214313.65     | 0.00%             | 2038-07-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM1000 3% 04/01/47                     | FANNIE MAE POOL UMBS P#FM1000 3.00000000                                                                     | CUSIP: 3140X4DE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1006185 | PA      | $892582.63      | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAFL 2021-1 C 2.8% 01/15/31                   | COREVEST AMERICAN FINANCE 2021-1 TRUST SER 2021-1 CL C REGD 144A P/P 2.80000000                              | CUSIP: 21873LAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1525000 | PA      | $1379129.02     | 0.00%             | 2053-04-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IFS 2.835500 15-APR-2028 USC  /FLOAT/                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-72795.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAE 5.375% 03/30/28                | ENERGEAN ISRAEL FINANCE REGD 5.37500000                                                                      | CUSIP: M4R2A7AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |     4950000 | PA      | $4708687.50     | 0.01%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC V/R 09/13/29                    | AIB GROUP PLC REGD V/R 144A P/P 6.60800000                                                                   | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     2960000 | PA      | $3131540.14     | 0.01%             | 2029-09-13      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| AOMT 2024-4 A1 V/R 01/25/69                   | ANGEL OAK MORTGAGE TRUST 2024-4 SER 2024-4 CL A1 V/R REGD 144A P/P 6.19700000                                | CUSIP: 034943AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7183606 | PA      | $7241850.98     | 0.02%             | 2069-01-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8039 4% 01/01/50                     | FREDDIE MAC POOL UMBS P#SD8039 4.00000000                                                                    | CUSIP: 3132DV4Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1636693 | PA      | $1540426.93     | 0.00%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUT 3.15% 10/01/26                | TEVA PHARMACEUTICALS NE REGD 3.15000000                                                                      | CUSIP: 88167AAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     3115000 | PA      | $3054494.86     | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC  3.95% 11/01/27                | HUDSON PACIFIC PROPERTIE REGD 3.95000000                                                                     | CUSIP: 44409MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12315000 | PA      | $11809596.09    | 0.03%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| IMPRL 2021-NQM2  V/R 09/25/56                 | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2 SER 2021-NQM2 CL A1 V/R REGD 144A P/P 1.07300000                      | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2105875 | PA      | $1785124.94     | 0.00%             | 2056-09-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 5% 08/15/52                  | DUKE ENERGY CORP REGD 5.00000000                                                                             | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     2360000 | PA      | $2069021.23     | 0.01%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HART 2024-C A2 4.53% 09/15/27                 | HYUNDAI AUTO RECEIVABLES TRUST 2024-C SER 2024-C CL A2A REGD 4.53000000                                      | CUSIP: 448976AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9656309 | PA      | $9657937.16     | 0.02%             | 2027-09-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20260402 000011091 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-209716.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REV RC BARCL 1.50% 6/11/27/EUR                | REVERSE REPO CONTRACT_________  BARCLAYS /EUR/ 1.50000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |    -2856703 | PA      | $-3365053.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#BW6250 3% 07/01/52                     | FANNIE MAE POOL UMBS P#BW6250 3.00000000                                                                     | CUSIP: 3140MX5L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1806402 | PA      | $1565929.21     | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAST 2007-3 1A V/R 09/25/37                   | SAXON ASSET SECURITIES TRUST 2007-3 SER 2007-3 CL 1A V/R REGD 4.74368000                                     | CUSIP: 80557BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9996536 | PA      | $9610273.95     | 0.02%             | 2037-09-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4626 4% 06/01/52                     | FANNIE MAE POOL UMBS P#MA4626 4.00000000                                                                     | CUSIP: 31418ED80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16017376 | PA      | $14925318.89    | 0.04%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP 3.4% 03/01/50                | FIRSTENERGY CORP REGD SER C 3.40000000                                                                       | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    11771000 | PA      | $7977558.54     | 0.02%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 02/07/39                   | MORGAN STANLEY REGD V/R MTN 5.94200000                                                                       | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    35780000 | PA      | $36724859.28    | 0.09%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-1 B 5.12% 02/27/34                  | SOFI CONSUMER LOAN PROGRAM 2025-1 TRUST SER 2025-1 CL B REGD 144A P/P 5.12000000                             | CUSIP: 83406YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      674000 | PA      | $680622.18      | 0.00%             | 2034-02-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 07/23/35                | GOLDMAN SACHS GROUP INC REGD V/R 5.33000000                                                                  | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2957000 | PA      | $2982708.90     | 0.01%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.55% 07/01/30                | PACIFIC GAS & ELECTRIC REGD 4.55000000                                                                       | CUSIP: 694308JM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    40402000 | PA      | $39433277.20    | 0.10%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WAMU 2006-AR1 2A V/R 01/25/46                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006 SER 2006-AR1 CL 2A1A V/R REGD 5.46869000                 | CUSIP: 92925CCE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15977147 | PA      | $15188269.31    | 0.04%             | 2046-01-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4885 3% 12/01/34                     | FANNIE MAE POOL UMBS P#CA4885 3.00000000                                                                     | CUSIP: 3140QCNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1718003 | PA      | $1657209.60     | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EDVES 2022-A A 5.25% 04/25/30                 | EDVESTINU PRIVATE EDUCATION LOAN ISSUE NO 4 LLC SER 2022-A CL A REGD 144A P/P 5.25000000                     | CUSIP: 28165AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      742171 | PA      | $736216.87      | 0.00%             | 2040-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS4772 3.5% 04/01/45                   | FANNIE MAE POOL UMBS P#AS4772 3.50000000                                                                     | CUSIP: 3138WEJS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7423 | PA      | $6892.74        | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MFIT 2024-AA D 6.77% 03/20/29                 | MARINER FINANCE ISSUANCE TRUST 2024-A SER 2024-AA CL D REGD 144A P/P 6.77000000                              | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      112000 | PA      | $115551.77      | 0.00%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| RMLT 2019-3 B2 V/R 10/25/23                   | RESIDENTIAL MORTGAGE LOAN TRUST 2019-3 SER 2019-3 CL B2 V/R REGD 144A P/P 5.66400000                         | CUSIP: 76119NAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      104000 | PA      | $102153.41      | 0.00%             | 2059-09-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5328 6% 04/01/54                     | FANNIE MAE POOL UMBS P#MA5328 6.00000000                                                                     | CUSIP: 31418E4N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       94233 | PA      | $95782.60       | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.55% 02/15/32                   | BROADCOM INC REGD SER . 4.55000000                                                                           | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7925986.32     | 0.02%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/19/30                   | MORGAN STANLEY REGD V/R 5.04200000                                                                           | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10924000 | PA      | $11109593.08    | 0.03%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 05/04/27                   | MORGAN STANLEY REGD V/R 1.59300000                                                                           | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    16991000 | PA      | $16580686.04    | 0.04%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNIC 4.4% 11/01/34                | VERIZON COMMUNICATIONS REGD SER 20YR 4.40000000                                                              | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     4322000 | PA      | $4101894.89     | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CIM 2022-R3 A1 V/R 03/25/62                   | CIM TRUST 2022-R3 SER 2022-R3 CL A1 V/R REGD 144A P/P 4.50000000                                             | CUSIP: 12569DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    31853685 | PA      | $31247295.49    | 0.08%             | 2062-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| COLFR 1A AR V/R 08/15/33 /EUR/                | CVC CORDATUS OPPORTUNITY LOAN FUND-R DAC SER 1A CL AR V/R REGD 144A P/P /EUR/ 2.98300000                     | CUSIP: N/A<br>LEI: 635400C8SJP8XE4FXA57       | Long             | ABS-CBDO         | CORP              | IE        |     8928239 | PA      | $10466611.33    | 0.03%             | 2033-08-15      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| LONZA FINAN 3.5% 09/04/34/EUR/                | LONZA FINANCE INTL NV /EUR/ REGD REG S 3.50000000                                                            | CUSIP: B5S9JXAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |     2330000 | PA      | $2718218.20     | 0.01%             | 2034-09-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXELA INTERMED/ 11.5% 04/15/26                | EXELA INTERMED/EXELA FIN REGD 144A P/P 0.00000000                                                            | CUSIP: 30162RAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      195184 | PA      | $9271.24        | 0.00%             | 2026-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NAVSL 2018-BA  3.61% 09/15/26                 | NAVIENT PRIVATE EDUCATION LOAN TRUST 2018-B SER 2018-BA CL A2A REGD 144A P/P 3.61000000                      | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      230259 | PA      | $229114.92      | 0.00%             | 2059-12-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3414 5.5% 07/01/53                   | FREDDIE MAC POOL UMBS P#SD3414 5.50000000                                                                    | CUSIP: 3132DQYK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16099380 | PA      | $16124795.40    | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GATWICK F 3.625% 10/16/33/EUR/                | GATWICK FUNDING LIMITED /EUR/ REGD REG S EMTN 3.62500000                                                     | CUSIP: G3899VAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     1100000 | PA      | $1288246.11     | 0.00%             | 2033-10-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC 3.25% 07/15/31                | NGPL PIPECO LLC REGD 144A P/P 3.25000000                                                                     | CUSIP: 62928CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8025000 | PA      | $7149091.47     | 0.02%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CIFC 2019-2A DR V/R 04/17/34                  | CIFC FUNDING 2019-II LTD SER 2019-2A CL DR V/R REGD 144A P/P 7.54140000                                      | CUSIP: 12554AAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      640000 | PA      | $640777.60      | 0.00%             | 2034-04-17      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 5.4% 03/15/32                      | LEIDOS INC REGD 5.40000000                                                                                   | CUSIP: 52532XAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4455000 | PA      | $4547007.56     | 0.01%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VFUND 1A Z 0% 02/16/29 /GBP/                  | VALLEY FUNDING PLC SER 1A CL Z REGD 144A P/P /GBP/ 0.00000000                                                | CUSIP: G931Z3AH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |     7993000 | PA      | $7412308.19     | 0.02%             | 2066-05-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| US TIPS 1.875% 07/15/34                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.87500000                                                    | CUSIP: 91282CLE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   393093575 | PA      | $393394959.84   | 0.97%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN  4.8% 08/15/34                | LOCKHEED MARTIN CORP REGD 4.80000000                                                                         | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      860000 | PA      | $857044.15      | 0.00%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| F/C EURO-BOBL FUTURE  SEP25                   | FUTURE CONTRACT ON           EURO-BOBL FUTURE  SEP25 /EUR/ 0.00000000                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         650 | NC      | $90103749.94    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EXMR 2024-1 V/R 06/25/28 /GBP/                | EXMOOR FUNDING 2024-1 PLC SER 2024-1 CL C V/R REGD REG S /GBP/ 6.11684000                                    | CUSIP: G3250AAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      194000 | PA      | $268765.56      | 0.00%             | 2094-03-25      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| US TIPS 0.125% 07/15/30                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000                                                    | CUSIP: 912828ZZ6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    12161567 | PA      | $11423836.43    | 0.03%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| KKR 35A AR V/R 01/20/38                       | KKR CLO 35 LTD SER 35A CL AR V/R REGD 144A P/P 5.46947000                                                    | CUSIP: 48254LAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $499000.00      | 0.00%             | 2038-01-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-A A V/R 03/27/34                    | SOFI CONSUMER LOAN PROGRAM 2025-A TRUST SER 2025-A CL A V/R REGD 144A P/P 4.91000000                         | CUSIP: 83407UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    34183715 | PA      | $34183714.69    | 0.08%             | 2034-03-27      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| OCP 2020-8RA BR V/R 10/17/36                  | OCP CLO 2020-8R LTD SER 2020-8RA CL BR V/R REGD 144A P/P 5.92979000                                          | CUSIP: 670898AS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      520000 | PA      | $520246.48      | 0.00%             | 2036-10-17      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| VASCO 2 C V/R 10/27/42 /EUR/                  | TAGUS-SOCIEDADE DE TITULARIZACAO DE CREDI SER 2 CL C V/R REGD REG S /EUR/ 4.68800000                         | CUSIP: X89368FW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | PT        |      100000 | PA      | $117896.42      | 0.00%             | 2042-10-27      | Variable      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| FSMT 2020-1INV A V/R 08/25/41                 | FLAGSTAR MORTGAGE TRUST 2020-1NV SER 2020-1INV CL A11 V/R REGD 144A P/P 5.28368000                           | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      612894 | PA      | $586733.44      | 0.00%             | 2050-03-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.45% 03/01/47                       | AT&T INC REGD 5.45000000                                                                                     | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1326000 | PA      | $1260526.15     | 0.00%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARES 2021-59A B1 V/R 04/25/34                 | ARES LIX CLO LTD SER 2021-59A CL B1 V/R REGD 144A P/P 5.94338000                                             | CUSIP: 04018EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4500000 | PA      | $4499586.00     | 0.01%             | 2034-04-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| TPMT 2017-4 M2 V/R 06/25/57                   | TOWD POINT MORTGAGE TRUST 2017-4 SER 2017-4 CL M2 V/R REGD 144A P/P 3.25000000                               | CUSIP: 89173UAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3873000 | PA      | $3388715.43     | 0.01%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20250702 000003534 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-72039.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AHPT 2024-ATRM A V/R 11/10/24                 | ATRIUM HOTEL PORTFOLIO TRUST 2024-ATRM SER 2024-ATRM CL A V/R REGD 144A P/P 5.58952700                       | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2620000 | PA      | $2671557.67     | 0.01%             | 2029-11-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| T/L INGENOVIS HEA ZCP 03/06/28                | T/L INGENOVIS HEALTH INC REGD ZCP TERM LOAN 0.00000000                                                       | CUSIP: 12510MAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1271438 | PA      | $526375.40      | 0.00%             | 2028-03-06      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| AIMCO 2021-14A D V/R 04/20/34                 | AIMCO CLO 14 LTD SER 2021-14A CL D V/R REGD 144A P/P 7.43108000                                              | CUSIP: 00144GAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1940000 | PA      | $1928230.02     | 0.00%             | 2034-04-20      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GL 2.05% 08/23/31                | AON CORP/AON GLOBAL HOLD REGD 2.05000000                                                                     | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1542000 | PA      | $1331199.18     | 0.00%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T/L DEERFIELD DA 0% 4/9/2027                  | T/L DEERFIELD DAKOTA HOLDING   LLC FKA DAKOTA HOLDING         CORPORATION AKA DUFF & PHELPS  REGD 0.00000000 | CUSIP: 24440EAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1966813 | PA      | $1908025.10     | 0.00%             | 2027-04-09      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| HART 2024-C A3 4.41% 05/15/29                 | HYUNDAI AUTO RECEIVABLES TRUST 2024-C SER 2024-C CL A3 REGD 4.41000000                                       | CUSIP: 448976AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17900000 | PA      | $17990083.54    | 0.04%             | 2029-05-15      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| PRET 2021-RN3 A1 V/R 09/25/51                 | PRET 2021-RN3 LLC SER 2021-RN3 CL A1 V/R REGD 144A P/P 4.84290000                                            | CUSIP: 74143JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    22096546 | PA      | $22014019.95    | 0.05%             | 2051-09-25      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 5.8% 06/15/54                | DUKE ENERGY CORP REGD 5.80000000                                                                             | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     6762000 | PA      | $6602389.01     | 0.02%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| T/L ZAYO GROUP 0% 03/09/2027                  | T/L ZAYO GROUP HOLDINGS INC    REGD 0.00000000                                                               | CUSIP: 98919XAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2154656 | PA      | $2045199.48     | 0.01%             | 2027-03-09      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/12/36                | BANK OF AMERICA CORP REGD V/R 5.74400000                                                                     | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4640000 | PA      | $4714880.83     | 0.01%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4600 3.5% 05/01/52                   | FANNIE MAE POOL UMBS P#MA4600 3.50000000                                                                     | CUSIP: 31418EDE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17179421 | PA      | $15495839.51    | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.375% 11/15/40                  | UNITED STATES TREASURY BOND 1.37500000                                                                       | CUSIP: 912810ST6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    15126800 | PA      | $9636835.17     | 0.02%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 03/31/27                  | UNITED STATES TREASURY NOTE 3.87500000                                                                       | CUSIP: 91282CMV0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    61390000 | PA      | $61485921.88    | 0.15%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICA 6.7% 02/16/32                | PETROLEOS MEXICANOS REGD 6.70000000                                                                          | CUSIP: 71643VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    30337000 | PA      | $28185433.22    | 0.07%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 3.85% 04/01/61                | CHARTER COMM OPT LLC/CAP REGD 3.85000000                                                                     | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11679000 | PA      | $7482423.12     | 0.02%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERN 2.75% 10/15/33                | MARRIOTT INTERNATIONAL REGD SER II 2.75000000                                                                | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     1322000 | PA      | $1125374.48     | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | PLN/USD FWD 20250711 000005208 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $382483.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMMST 2022-MF 2.915% 12/15/28                 | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2022-MF4 SER 2022-MF4 CL A3 REGD 144A P/P 2.91520000             | CUSIP: 03882LAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6700000 | PA      | $6430731.02     | 0.02%             | 2055-02-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| MDPK 2021-59A A1 V/R 04/18/37                 | MADISON PARK FUNDING LIX LTD SER 2021-59A CL A1R V/R REGD 144A P/P 5.76947000                                | CUSIP: 55822EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2005054.00     | 0.00%             | 2037-04-18      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| COLT 2020-3 A1 V/R 04/27/65                   | COLT 2020-3 MORTGAGE LOAN TRUST SER 2020-3 CL A1 V/R REGD 144A P/P 1.50600000                                | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      131259 | PA      | $127973.38      | 0.00%             | 2065-04-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| WAMU 2005-AR15 A V/R 11/25/45                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005- SER 2005-AR15 CL A1A1 V/R REGD 4.95368000               | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2553477 | PA      | $2452701.74     | 0.01%             | 2045-11-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-C33 B V/R 03/15/26                  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C33 SER 2016-C33 CL B V/R REGD 4.50600000                         | CUSIP: 95000LBE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4317000 | PA      | $4238583.85     | 0.01%             | 2059-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES 5.55% 08/15/35                | TARGA RESOURCES CORP REGD 5.55000000                                                                         | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     6280000 | PA      | $6311772.22     | 0.02%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08748 3.5% 02/01/47                  | FREDDIE MAC GOLD POOL P#G08748 3.50000000                                                                    | CUSIP: 3128MJZN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      288863 | PA      | $266307.87      | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AOMT 2024-6 A3 V/R 06/25/28                   | AOMT 2024-6 SER 2024-6 CL A3 V/R REGD 144A P/P 4.65000000                                                    | CUSIP: 034944AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5115400 | PA      | $4998862.59     | 0.01%             | 2067-11-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMUTKP00.68 04/21/27 XGS FLOAT                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           1 | NC      | $88331.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY 5.6% 05/15/32                | AMERICOLD REALTY OPER PA REGD 5.60000000                                                                     | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3617623.58     | 0.01%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SAMI 2007-AR3 2A V/R 06/25/37                 | STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR3 SER 2007-AR3 CL 2A1 V/R REGD 4.81368000              | CUSIP: 86363NAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9676648 | PA      | $8989934.91     | 0.02%             | 2047-09-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.4% 03/01/32                | PACIFIC GAS & ELECTRIC REGD 4.40000000                                                                       | CUSIP: 694308KC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11850000 | PA      | $11091699.42    | 0.03%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 3.875% 02/15/29                | VICI PROPERTIES / NOTE REGD 144A P/P 3.87500000                                                              | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5969000 | PA      | $5774153.76     | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MF1 2020-FL4 A V/R 10/15/25                   | MF1 2020-FL4 LTD SER 2020-FL4 CL A V/R REGD 144A P/P 6.12818000                                              | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4334627 | PA      | $4335975.96     | 0.01%             | 2035-12-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.375% 09/30/27                  | UNITED STATES TREASURY NOTE 0.37500000                                                                       | CUSIP: 91282CAL5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     5584800 | PA      | $5185574.03     | 0.01%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| POST 2023-1A A V/R 04/20/36                   | POST CLO 2023-1 LTD SER 2023-1A CL A V/R REGD 144A P/P 6.22238000                                            | CUSIP: 73743CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    14310000 | PA      | $14310715.50    | 0.04%             | 2036-04-20      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| DWIGHT 2025-FL1  V/R 05/18/30                 | DWIGHT 2025-FL1 ISSUER LLC SER 2025-FL1 CL A V/R REGD 144A P/P 5.96200000                                    | CUSIP: 233636AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      489000 | PA      | $488083.61      | 0.00%             | 2042-09-18      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUS 4.831% 10/15/29                | SBA TOWER TRUST REGD 144A P/P 4.83100000                                                                     | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11011495.00    | 0.03%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| AGL 2024-37A A1 V/R 04/22/38                  | AGL CLO 37 LTD SER 2024-37A CL A1 V/R REGD 144A P/P 5.53610000                                               | CUSIP: 00121MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250375.00      | 0.00%             | 2038-04-22      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| QUARZ 2024- V/R 06/15/41 /EUR/                | QUARZO SRL SER 2024-1 CL D V/R REGD REG S /EUR/ 5.67500000                                                   | CUSIP: T77824BM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IT        |       99873 | PA      | $118894.01      | 0.00%             | 2041-06-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | IRS R13.3537PBZDIOVRA 01/02/29 GOLD FIXED                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |           1 | NC      | $527819.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1345T 2025-AOA E V/R 06/15/30                 | 1345T 2025-AOA SER 2025-AOA CL E V/R REGD 144A P/P 8.80000000                                                | CUSIP: 68271CAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1967000 | PA      | $1973760.19     | 0.00%             | 2030-06-15      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COU 0% 07/29/2025                | ALIMENTATION COUCHE-TARD INC__  DISCOUNT COMMERCIAL PAPER 0.00000000                                         | CUSIP: 01626UUV5<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |     7200000 | PA      | $7172789.76     | 0.02%             | 2025-07-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BSCMS 2006-T24 B V/R 10/12/41                 | BEAR STEARNS COMMERCIAL MORTGAGE SEC SER 2006-T24 CL B V/R REGD 144A P/P 5.65700000                          | CUSIP: 07388NAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      189115 | PA      | $184697.00      | 0.00%             | 2041-10-12      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICI 5.58% 10/20/35                | CHILE ELECTRICITY LUX REGD 144A P/P 5.58000000                                                               | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     4789774 | PA      | $4790167.74     | 0.01%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GSMS 2024-RVR E V/R 08/10/29                  | GS MORTGAGE SECURITIES CORP TRUST 2024-RVR SER 2024-RVR CL E V/R REGD 144A P/P 7.71935600                    | CUSIP: 36272JAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3316000 | PA      | $3298474.61     | 0.01%             | 2041-08-10      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL10 A V/R 09/17/37                  | MF1 2022-FL10 LLC SER 2022-FL10 CL A V/R REGD 144A P/P 6.95258000                                            | CUSIP: 55285BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      629834 | PA      | $631462.94      | 0.00%             | 2037-09-17      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1331 2% 03/01/37                     | FANNIE MAE POOL UMBS P#FS1331 2.00000000                                                                     | CUSIP: 3140XGPR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2685712 | PA      | $2460547.31     | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20250703 000006038 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $144507.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE O 5.2% 01/15/35                | PUBLIC SERVICE OKLAHOMA REGD 5.20000000                                                                      | CUSIP: 744533BR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1945000 | PA      | $1941496.59     | 0.00%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5167 6.5% 10/01/53                   | FANNIE MAE POOL UMBS P#MA5167 6.50000000                                                                     | CUSIP: 31418EW55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3601907 | PA      | $3721689.05     | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA ZCP 07/30/26/EUR/                | WORLDLINE SA/FRANCE /EUR/ REGD ZCP REG S CONVERTIBLE 0.00000000                                              | CUSIP: F9867TAJ2<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |     9719376 | PA      | $10477008.13    | 0.03%             | 2026-07-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FCAT 2024-3 A 4.88% 11/15/28                  | FLAGSHIP CREDIT AUTO TRUST 2024-3 SER 2024-3 CL A REGD 144A P/P 4.88000000                                   | CUSIP: 33843YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1201023 | PA      | $1202943.64     | 0.00%             | 2028-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                           | MXN/USD FWD 20250917 000004664 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $84019.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 03/15/26                  | UNITED STATES TREASURY NOTE 4.62500000                                                                       | CUSIP: 91282CGR6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    35816000 | PA      | $35942265.37    | 0.09%             | 2026-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU1325 1.5% 02/01/52                   | FANNIE MAE POOL UMBS P#BU1325 1.50000000                                                                     | CUSIP: 3140M2PK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      235381 | PA      | $177042.39      | 0.00%             | 2052-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOUR 8.375% 07/01/28                | CIVITAS RESOURCES INC REGD 144A P/P 8.37500000                                                               | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     3915000 | PA      | $4008611.57     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CASL 2024-B B 6.08% 08/25/54                  | COLLEGE AVE STUDENT LOANS 2024-B LLC SER 2024-B CL B REGD 144A P/P 6.08000000                                | CUSIP: 19423UAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4420000 | PA      | $4522027.30     | 0.01%             | 2054-08-25      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| UMBS P#BJ2315 4% 03/01/48                     | FANNIE MAE POOL UMBS P#BJ2315 4.00000000                                                                     | CUSIP: 3140H3SD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70419 | PA      | $66465.38       | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 10/19/34                          | BPCE SA REGD V/R 144A P/P 7.00300000                                                                         | CUSIP: 05571AAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    56600000 | PA      | $62182500.45    | 0.15%             | 2034-10-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| T/L ARCHES BUYER 0% 12/06/27                  | T/L ARCHES BUYER INC REGD 0.00000000                                                                         | CUSIP: 03952HAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      714825 | PA      | $705260.61      | 0.00%             | 2027-12-06      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCE 4.875% 02/01/31                | TARGA RESOURCES PARTNERS REGD 4.87500000                                                                     | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9968000 | PA      | $9888041.39     | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM1026 3.5% 02/01/48                   | FANNIE MAE POOL UMBS P#FM1026 3.50000000                                                                     | CUSIP: 3140X4D86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      590914 | PA      | $548978.24      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX 2024-BRBK D V/R 10/15/26                   | BX COMMERCIAL MORTGAGE TRUST 2024-BRBK SER 2024-BRBK CL D V/R REGD 144A P/P 10.28422000                      | CUSIP: 05613NAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      174000 | PA      | $174434.16      | 0.00%             | 2041-10-15      | Variable      | 10.28%                | No            |                  2 | On Loan: No      |
| BONOS DE T 6.95% 08/12/31/PEN/                | BONOS DE TESORERIA /PEN/ REGD 6.95000000                                                                     | CUSIP: P87324BH4<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |     4154000 | PA      | $1271775.04     | 0.00%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| LADAR 2023-4A  7.37% 05/17/27                 | LAD AUTO RECEIVABLES TRUST 2023-4 SER 2023-4A CL D REGD 144A P/P 7.37000000                                  | CUSIP: 50571AAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      980000 | PA      | $1028330.66     | 0.00%             | 2031-04-15      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| ALA 2025-OANA D V/R 06/15/27                  | ALA TRUST 2025-OANA SER 2025-OANA CL D V/R REGD 144A P/P 7.39072000                                          | CUSIP: 009920AG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1473000 | PA      | $1479411.38     | 0.00%             | 2040-06-15      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                AMRTZ 6.036%28 | CVS HEALTH CORP                AMRTZ 6.036%28 6.03600000                                                     | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      610349 | PA      | $618961.36      | 0.00%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CO 3.4% 01/15/30                | REALTY INCOME CORP REGD 3.40000000                                                                           | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     4450000 | PA      | $4259366.49     | 0.01%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AASET 2025-1A 5.943% 02/16/32                 | AASET 2025-1 SER 2025-1A CL A REGD 144A P/P 5.94300000                                                       | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7067550 | PA      | $7196175.72     | 0.02%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| FCAT 2022-2 B 4.76% 05/15/25                  | FLAGSHIP CREDIT AUTO TRUST 2022-2 SER 2022-2 CL B REGD 144A P/P 4.76000000                                   | CUSIP: 33844XAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3958099 | PA      | $3954955.22     | 0.01%             | 2027-05-17      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| RCMT 2023-FL11 A V/R 03/25/27                 | READY CAPITAL MORTGAGE FINANCING 202 SER 2023-FL11 CL A V/R REGD 144A P/P 6.69320000                         | CUSIP: 75575RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      580337 | PA      | $579420.36      | 0.00%             | 2039-10-25      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2067 4% 08/01/52                     | FREDDIE MAC POOL UMBS P#SD2067 4.00000000                                                                    | CUSIP: 3132DPJL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    32273798 | PA      | $30071640.09    | 0.07%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE10 V/R 12/17/29                 | AREIT 2025-CRE10 LTD SER 2025-CRE10 CL A V/R REGD 144A P/P 5.70164000                                        | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      749000 | PA      | $747361.94      | 0.00%             | 2029-12-17      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60460 4.5% 02/01/46                  | FREDDIE MAC GOLD POOL P#G60460 4.50000000                                                                    | CUSIP: 31335AQM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      309016 | PA      | $303352.93      | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 08/15/53                  | UNITED STATES TREASURY BOND 4.12500000                                                                       | CUSIP: 912810TT5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    66148500 | PA      | $59086631.01    | 0.14%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6531 3% 03/20/50                  | GINNIE MAE II POOL P#MA6531 3.00000000                                                                       | CUSIP: 36179VHG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1852605 | PA      | $1614138.88     | 0.00%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER 3.55% 12/15/29                | PLAINS ALL AMER PIPELINE REGD 3.55000000                                                                     | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3881000 | PA      | $3709687.77     | 0.01%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS9442 4.5% 03/01/53                   | FANNIE MAE POOL UMBS P#FS9442 4.50000000                                                                     | CUSIP: 3140XRP41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11183308 | PA      | $10704361.57    | 0.03%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 5.8% 05/15/34                | PACIFIC GAS & ELECTRIC REGD 5.80000000                                                                       | CUSIP: 694308KR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4076000 | PA      | $4075177.43     | 0.01%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL 4.6% 01/15/45                | PARAMOUNT GLOBAL REGD 4.60000000                                                                             | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $761915.66      | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA A V/R 06/10/27                 | DBSG 2024-ALTA MORTGAGE TRUST SER 2024-ALTA CL A V/R REGD 144A P/P 6.14376600                                | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      898351 | PA      | $914158.29      | 0.00%             | 2037-06-10      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| GSKY 2024-1 C 6.36% 06/25/59                  | GREENSKY HOME IMPROVEMENT TRUST 2024-1 SER 2024-1 CL C REGD 144A P/P 6.36000000                              | CUSIP: 39571MAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2645000 | PA      | $2711009.15     | 0.01%             | 2059-06-25      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 2.5% JUL25                      | FNMA 30YR TBA 2.5% JUL25       TO BE ANNOUNCED 2.50000000                                                    | CUSIP: 01F022675<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -50000000 | PA      | $-41448531.50   | -0.10%            | 2055-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 05/01/28                | JPMORGAN CHASE & CO REGD V/R 3.54000000                                                                      | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2955.59        | 0.00%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS 2.75% 02/21/28                | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.75000000                                                            | CUSIP: 05401AAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     6105000 | PA      | $5793549.76     | 0.01%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 2.25% 02/15/26                | T-MOBILE USA INC REGD 2.25000000                                                                             | CUSIP: 87264ABR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14809000 | PA      | $14579476.79    | 0.04%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% AUG 25                       | FNMA 30YR TBA 6% AUG 25        TO BE ANNOUNCED 6.00000000                                                    | CUSIP: 01F060683<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  1239781000 | PA      | $1258655921.86  | 3.09%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SLMA 2012-7 A3 V/R 10/25/21                   | SLM STUDENT LOAN TRUST 2012-7 SER 2012-7 CL A3 V/R 5.06965000                                                | CUSIP: 78447KAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2324351 | PA      | $2253925.27     | 0.01%             | 2026-05-26      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.18PER6M 11/07/54 XGS FIXED                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-174498.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMMT 2020-INV2  V/R 03/25/42                 | JP MORGAN MORTGAGE TRUST 2020-INV2 SER 2020-INV2 CL A15 V/R REGD 144A P/P 3.00000000                         | CUSIP: 46652KBM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1060789 | PA      | $921332.04      | 0.00%             | 2050-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| WYETH LLC 6% 02/15/36                         | WYETH LLC REGD 6.00000000                                                                                    | CUSIP: 983024AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      452000 | PA      | $486325.37      | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE6273 3% 07/01/52                     | FREDDIE MAC POOL UMBS P#QE6273 3.00000000                                                                    | CUSIP: 3133BF6J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3112888 | PA      | $2696930.92     | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOFI PERS 2023-1 0% 11/12/30                  | SOFI PERS LN TR 2023-1 REGD 0.00000000                                                                       | CUSIP: 78474N102<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       61474 | PA      | $2828661.87     | 0.01%             | 2030-11-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST 5.517% 04/01/39                      | TEXAS ST REGD N/C B/E 5.51700000                                                                             | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     4175000 | PA      | $4297272.81     | 0.01%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| T/L SABRE GLBL INC 0% 06/30/28                | T/L SABRE GLBL INC             REGD 0.00000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      512521 | PA      | $507395.68      | 0.00%             | 2028-06-30      | Variable      | 9.43%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/28                | JPMORGAN CHASE & CO REGD V/R 5.57100000                                                                      | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    21531000 | PA      | $21972818.48    | 0.05%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US00206RHW51 01.000 SP 06/20/2028 GOLDUS33XXX FIXED                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $21288.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE  8.2% 04/06/28                | RIO OIL FINANCE TRUST REGD 144A P/P 8.20000000                                                               | CUSIP: 76716XAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      278000 | PA      | $289810.55      | 0.00%             | 2028-04-06      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3663 3.5% 05/20/46                | GINNIE MAE II POOL P#MA3663 3.50000000                                                                       | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      841612 | PA      | $783233.66      | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRICO 2024  V/R 02/24/42 /EUR/                | BRIGNOLE CO SER 2024 CL C V/R REGD REG S /EUR/ 4.08800000                                                    | CUSIP: T2R8AVAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IT        |       79557 | PA      | $94128.75       | 0.00%             | 2042-02-24      | Variable      | 4.09%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RA8560 6% 02/01/53                     | FREDDIE MAC POOL UMBS P#RA8560 6.00000000                                                                    | CUSIP: 3133KQQM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1264432 | PA      | $1286632.74     | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INT 6.947% 05/25/32                | UZBEKISTAN INTL BOND REGD 144A P/P 6.94740000                                                                | CUSIP: 91822Q2J5<br>LEI: N/A                  | Long             | DBT              | USGA              | UZ        |     2610000 | PA      | $2683975.18     | 0.01%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES 5.5% 08/15/33                | INVITATION HOMES OP REGD 5.50000000                                                                          | CUSIP: 46188BAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        1000 | PA      | $1015.51        | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T/L BCPE EMPIRE    0% 12/11/30                | T/L BCPE EMPIRE HOLDINGS INC   FACILITY TERM LOAN B 0.00000000                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1703598 | PA      | $1692098.76     | 0.00%             | 2030-12-11      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP 6.125% 06/15/30                | WHIRLPOOL CORP REGD 6.12500000                                                                               | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      705000 | PA      | $711196.08      | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA ZCP 07/30/25/EUR/                | WORLDLINE SA/FRANCE /EUR/ REGD ZCP REG S CONVERTIBLE 0.00000000                                              | CUSIP: F9867TBD4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1098848 | PA      | $1264531.72     | 0.00%             | 2025-07-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5071 2% 09/01/40                     | FREDDIE MAC POOL UMBS P#RB5071 2.00000000                                                                    | CUSIP: 3133KYT41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7953238 | PA      | $6887125.20     | 0.02%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AOMT 2020-5 M1 V/R 09/25/24                   | ANGEL OAK MORTGAGE TRUST 2020-5 SER 2020-5 CL M1 V/R REGD 144A P/P 2.97000000                                | CUSIP: 03464WAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2480000 | PA      | $2324966.27     | 0.01%             | 2065-05-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3207 3% 12/01/32                     | FANNIE MAE POOL UMBS P#BM3207 3.00000000                                                                     | CUSIP: 3140J7R56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      687400 | PA      | $666950.10      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N3  5.38% 12/11/28                 | CARVANA AUTO RECEIVABLES TRUST 2024-N3 SER 2024-N3 CL D REGD 144A P/P 5.38000000                             | CUSIP: 14687WAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3900000 | PA      | $3905551.65     | 0.01%             | 2030-12-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WFCM 2024-1CHI A V/R 07/15/27                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST SER 2024-1CHI CL A V/R REGD 144A P/P 5.48440600                        | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1018000 | PA      | $1024102.50     | 0.00%             | 2035-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| WBOX 2019-1A CRR V/R 07/24/36                 | WHITEBOX CLO I LTD SER 2019-1A CL CRR V/R REGD 144A P/P 6.27518000                                           | CUSIP: 96467FBA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $499415.50      | 0.00%             | 2036-07-24      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHI 5.65% 01/13/37                | REPUBLIC OF CHILE REGD 5.65000000                                                                            | CUSIP: 168863EE4<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |     4525000 | PA      | $4661202.50     | 0.01%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0208 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#FS0208 2.50000000                                                                     | CUSIP: 3140XFGS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4705730 | PA      | $3962589.28     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4578 2.5% 04/01/52                   | FANNIE MAE POOL UMBS P#MA4578 2.50000000                                                                     | CUSIP: 31418ECQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12509146 | PA      | $10398883.13    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP 5.95% 12/01/54                  | APPLOVIN CORP REGD 5.95000000                                                                                | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     8261000 | PA      | $8067951.66     | 0.02%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA6367 3% 01/01/50                     | FREDDIE MAC POOL UMBS P#QA6367 3.00000000                                                                    | CUSIP: 3133A1CC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5602517 | PA      | $4938353.90     | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RRAM 2024-32RA A V/R 10/15/39                 | RR 32 LTD /OLD SER 2024-32RA CL A1R V/R REGD 144A P/P 5.61610000                                             | CUSIP: 74988CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1740000 | PA      | $1745632.38     | 0.00%             | 2039-10-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| SBAT 2024-A D 6.04% 04/15/30                  | SBNA AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL D REGD 144A P/P 6.04000000                                  | CUSIP: 78437PAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $408118.32      | 0.00%             | 2030-04-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| RAMP 2006-RZ5 M1 V/R 08/25/46                 | RAMP SERIES 2006-RZ5 TRUST SER 2006-RZ5 CL M1 V/R REGD 4.79368000                                            | CUSIP: 749239AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15332749 | PA      | $13588404.66    | 0.03%             | 2046-08-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17- 3.6% 10/15/29                | AMER AIRLINE 17-2 A PTT REGD SER A 3.60000000                                                                | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145968 | PA      | $134685.80      | 0.00%             | 2029-10-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL 5.35% 03/19/29                | HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.35000000                                                             | CUSIP: 44891ACY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3868904.56     | 0.01%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL IN 1.65% 01/15/27                | BERRY GLOBAL INC REGD 1.65000000                                                                             | CUSIP: 08576PAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2340000 | PA      | $2244479.12     | 0.01%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CXHE 2005-D M5 V/R 10/25/35                   | CENTEX HOME EQUITY LOAN TRUST 2005-D SER 2005-D CL M5 V/R REGD 5.39368000                                    | CUSIP: 152314PR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1874547 | PA      | $1874043.28     | 0.00%             | 2035-10-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| BSP 2024-37A B V/R 01/25/38                   | BENEFIT STREET PARTNERS CLO XXXVII LTD SER 2024-37A CL B V/R REGD 144A P/P 5.99833000                        | CUSIP: 08182TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4275000 | PA      | $4280369.40     | 0.01%             | 2038-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  5.3% 03/19/27                | HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.30000000                                                             | CUSIP: 44891ACX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7784324.55     | 0.02%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 5.75% 01/15/34                | T-MOBILE USA INC REGD 5.75000000                                                                             | CUSIP: 87264ADC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10390000 | PA      | $10881448.97    | 0.03%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08711 3.5% 06/01/46                  | FREDDIE MAC GOLD POOL P#G08711 3.50000000                                                                    | CUSIP: 3128MJYH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1549748 | PA      | $1432526.10     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WLAKE 2023-2A  7.01% 11/15/28                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2 SER 2023-2A CL D REGD 144A P/P 7.01000000                       | CUSIP: 959926AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5285000 | PA      | $5401573.89     | 0.01%             | 2028-11-15      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| T/L PROJECT FLASH 0% 04/30/30                 | T/L PROJECT FLASH 2.0          BUILDING 5 AND / /6 REGD 0.00000000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    33323950 | PA      | $33323949.74    | 0.08%             | 2030-04-30      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SNVA 2019-AA A 3.75% 06/20/29                 | SUNNOVA HELIOS II ISSUER LLC 2019-A SER 2019-AA CL A REGD 144A P/P 3.75000000                                | CUSIP: 86745LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1282715 | PA      | $1174310.19     | 0.00%             | 2046-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2097 2% 07/01/36                     | FREDDIE MAC POOL UMBS P#RC2097 2.00000000                                                                    | CUSIP: 3133L8KJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1265554 | PA      | $1168002.36     | 0.00%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR TBA 2% JULY 24                  | GNMA II 30 YR TBA 2% JULY 24   TO BE ANNOUNCED 2.00000000                                                    | CUSIP: 21H020675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    53668000 | PA      | $43696490.97    | 0.11%             | 2055-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 02/11/31                | WELLS FARGO & COMPANY REGD V/R MTN 2.57200000                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    10203000 | PA      | $9347137.88     | 0.02%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4917 4.5% 02/01/53                   | FANNIE MAE POOL UMBS P#MA4917 4.50000000                                                                     | CUSIP: 31418EPB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2150484 | PA      | $2061124.26     | 0.01%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1334 2% 11/01/51                     | FANNIE MAE POOL UMBS P#FS1334 2.00000000                                                                     | CUSIP: 3140XGPU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3749252 | PA      | $2977538.28     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7550 3% 02/01/35                     | FANNIE MAE POOL UMBS P#FM7550 3.00000000                                                                     | CUSIP: 3140XBL81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1537867 | PA      | $1494732.46     | 0.00%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 6.55% 06/01/34                | CHARTER COMM OPT LLC/CAP REGD 6.55000000                                                                     | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14070000 | PA      | $15012096.11    | 0.04%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/29/31                | BANK OF AMERICA CORP REGD V/R 2.59200000                                                                     | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    28927000 | PA      | $26445081.04    | 0.06%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| MSC 2018-H4 A4 4.31% 12/15/28                 | MORGAN STANLEY CAPITAL I TRUST 2018-H4 SER 2018-H4 CL A4 REGD 4.31000000                                     | CUSIP: 61691RAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1361000 | PA      | $1348248.38     | 0.00%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4030 4% 08/01/49                     | FANNIE MAE POOL UMBS P#CA4030 4.00000000                                                                     | CUSIP: 3140QBPQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       67810 | PA      | $63884.22       | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC 5.25% 02/24/35                    | ROLLINS INC REGD SER WI 5.25000000                                                                           | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |      545000 | PA      | $546969.34      | 0.00%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 4.75% 10/15/31                      | ONEOK INC REGD 4.75000000                                                                                    | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5445433.79     | 0.01%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 09/22/29                     | UBS GROUP AG REGD V/R 144A P/P 6.24600000                                                                    | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3300000 | PA      | $3466808.70     | 0.01%             | 2029-09-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| FFMER 2007-2 A2C V/R 05/25/37                 | MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES  SER 2007-2 CL A2C V/R REGD 4.91368000               | CUSIP: 59024QAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1074318 | PA      | $778042.69      | 0.00%             | 2037-05-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 4.95% 06/25/34                 | HOME DEPOT INC REGD 4.95000000                                                                               | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     5230000 | PA      | $5293013.55     | 0.01%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP 4% 08/01/28                     | CARNIVAL CORP REGD 144A P/P 4.00000000                                                                       | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    19400000 | PA      | $18987750.00    | 0.05%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2893 5.5% 05/01/53                   | FREDDIE MAC POOL UMBS P#SD2893 5.50000000                                                                    | CUSIP: 3132DQGA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3437277 | PA      | $3466929.38     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN G 6.25% 01/15/36                | JEFFERIES FIN GROUP INC REGD 6.25000000                                                                      | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1481878.86     | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS7056 3% 04/01/31                     | FANNIE MAE POOL UMBS P#AS7056 3.00000000                                                                     | CUSIP: 3138WGZW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2564594 | PA      | $2497921.71     | 0.01%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  4.2% 02/01/33                | TARGA RESOURCES CORP REGD 4.20000000                                                                         | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     6146000 | PA      | $5758804.21     | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WMRK 2022-WMRK A V/R 11/15/27                 | WMRK COMMERCIAL MORTGAGE TRUST 2022-WMRK SER 2022-WMRK CL A V/R REGD 144A P/P 7.10076000                     | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2158000 | PA      | $2158000.00     | 0.01%             | 2027-11-15      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC (G 2.95% 01/27/29                | GAZPROM PJSC (GAZ FN) REGD 144A P/P 2.95000000                                                               | CUSIP: G3768BAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    28600000 | PA      | $20306000.00    | 0.05%             | 2029-01-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-BA E 8.75% 11/25/54                 | CONSUMER LOAN FINANCE 2024-B ISSUER TRUST SER 2024-BA CL E REGD 144A P/P 8.75000000                          | CUSIP: 21050UAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      386000 | PA      | $392172.76      | 0.00%             | 2054-11-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7844 4% 08/01/47                     | FANNIE MAE POOL UMBS P#CA7844 4.00000000                                                                     | CUSIP: 3140QFWE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12262 | PA      | $11607.27       | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOYA 2018-1A A1 V/R 04/19/31                  | VOYA CLO 2018-1 LTD SER 2018-1A CL A1 V/R REGD 144A P/P 5.48108000                                           | CUSIP: 92917AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      163479 | PA      | $163494.57      | 0.00%             | 2031-04-19      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| AREIT 2022-CRE6  V/R 11/17/24                 | AREIT 2022-CRE6 TRUST SER 2022-CRE6 CL A V/R REGD 144A P/P 5.55116000                                        | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1960279 | PA      | $1956467.79     | 0.00%             | 2037-01-20      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| PFIZER NET 3.25% 05/19/32/EUR/                | PFIZER NETHERLANDS INTL /EUR/ REGD 3.25000000                                                                | CUSIP: 71708LAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1185000 | PA      | $1410354.28     | 0.00%             | 2032-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FLORA FOO 6.875% 07/02/29/EUR/                | FLORA FOOD MANAGEMENT BV /EUR/ REGD 144A P/P 6.87500000                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |     7100000 | PA      | $8486787.03     | 0.02%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WFLF 2024-3A A1 4.8% 05/18/28                 | WHEELS FLEET LEASE FUNDING 1 LLC SER 2024-3A CL A1 REGD 144A P/P 4.80000000                                  | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |     3110000 | PA      | $3125161.56     | 0.01%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BFLD 2020-EYP C V/R 10/15/25                  | BFLD TRUST 2020-EYP SER 2020-EYP CL C V/R REGD 144A P/P 6.52648000                                           | CUSIP: 05493AAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5140000 | PA      | $205548.60      | 0.00%             | 2035-10-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| RAD 2019-6A A1R V/R 10/20/37                  | RAD CLO 6 LTD SER 2019-6A CL A1R V/R REGD 144A P/P 5.65947000                                                | CUSIP: 75010KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2330000 | PA      | $2335242.50     | 0.01%             | 2037-10-20      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MVWOT 2020-1A  4.21% 03/20/28                 | MVW 2020-1 LLC SER 2020-1A CL C REGD 144A P/P 4.21000000                                                     | CUSIP: 55400EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      110652 | PA      | $109105.78      | 0.00%             | 2037-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 3.3% 12/01/27                | PACIFIC GAS & ELECTRIC REGD SER WI 3.30000000                                                                | CUSIP: 694308HW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3579585.94     | 0.01%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GMCAR 2024-4 A 4.53% 07/16/26                 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-4 SER 2024-4 CL A2A REGD 4.53000000                  | CUSIP: 38014AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4988043 | PA      | $4988325.43     | 0.01%             | 2027-10-18      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| REV RC BARCL 1.50% 6/11/27/EUR                | REVERSE REPO CONTRACT BARCLAYS /EUR/ 1.50000000                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |     -197014 | PA      | $-232072.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIM 2020-R6 A1A V/R 12/25/60                  | CIM TRUST 2020-R6 SER 2020-R6 CL A1A V/R REGD 144A P/P 2.25000000                                            | CUSIP: 12560YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8244461 | PA      | $7529940.35     | 0.02%             | 2060-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV 5.45% 11/19/29                | CEMEX SAB DE CV REGD 144A P/P 5.45000000                                                                     | CUSIP: 151290BV4<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     3055000 | PA      | $3063395.14     | 0.01%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BDS 2022-FL11 AT V/R 03/19/39                 | BDS 2022-FL11 LLC SER 2022-FL11 CL ATS V/R REGD 144A P/P 6.12143000                                          | CUSIP: 054980AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      460702 | PA      | $460593.76      | 0.00%             | 2039-03-19      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| CAFL 2021-3 B 2.494% 08/15/28                 | COREVEST AMERICAN FINANCE 2021-3 TRUST SER 2021-3 CL B REGD 144A P/P 2.49400000                              | CUSIP: 21873NAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3270000 | PA      | $3179132.91     | 0.01%             | 2054-10-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| VASA 2021-VASA C V/R 04/15/23                 | VASA TRUST 2021-VASA SER 2021-VASA CL C V/R REGD 144A P/P 6.17648000                                         | CUSIP: 92230AAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12000000 | PA      | $10861269.60    | 0.03%             | 2039-07-15      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 5.35% 01/15/53                | DUKE ENERGY CAROLINAS REGD 5.35000000                                                                        | CUSIP: 26442CBK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      614000 | PA      | $588710.07      | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| RMLT 2020-1 B1 V/R 01/26/60                   | RESIDENTIAL MORTGAGE LOAN TRUST 2020-1 SER 2020-1 CL B1 V/R REGD 144A P/P 3.94600000                         | CUSIP: 76119CAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2250000 | PA      | $2152191.60     | 0.01%             | 2060-01-26      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.259% 05/01/27                 | BOEING CO/THE REGD SER WI 6.25900000                                                                         | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    14330000 | PA      | $14742924.25    | 0.04%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWE 5.375% 03/30/34                | WISCONSIN POWER & LIGHT REGD 5.37500000                                                                      | CUSIP: 976826BS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4610000 | PA      | $4715967.86     | 0.01%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 5.282% 04/02/50                | BAT CAPITAL CORP REGD 5.28200000                                                                             | CUSIP: 05526DBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1011000 | PA      | $892614.92      | 0.00%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| HVMLT 2006-7 2 V/R 10/19/37                   | HVMLT 2006-7 2 V/R 10/19/37 4.83206000                                                                       | CUSIP: 41161VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1820312 | PA      | $1590711.66     | 0.00%             | 2037-10-19      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8284 3% 01/01/53                     | FREDDIE MAC POOL UMBS P#SD8284 3.00000000                                                                    | CUSIP: 3132DWFZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    51582572 | PA      | $44657784.88    | 0.11%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GALXY 2018-26A A V/R 11/22/31                 | GALAXY XXVI CLO LTD SER 2018-26A CL AR V/R REGD 144A P/P 5.49626000                                          | CUSIP: 36321LAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      233243 | PA      | $233271.71      | 0.00%             | 2031-11-22      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVSL 2023-BA A1 V/R 01/15/31                 | NAVIENT STUDENT LOAN TRUST SER 2023-BA CL A1B V/R REGD 144A P/P 6.00385000                                   | CUSIP: 63942TAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8379481 | PA      | $8449629.62     | 0.02%             | 2072-03-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP 5.25% 12/01/26                  | DISH DBS CORP REGD 144A P/P 5.25000000                                                                       | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16695000 | PA      | $15150712.50    | 0.04%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T/L BARRACUDA NET 0%  08/15/29                | T/L BARRACUDA NETWORKS INC    REGD 0.00000000                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      715244 | PA      | $591685.66      | 0.00%             | 2029-08-15      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 2.389% 08/17/26                 | FIRSTKEY HOMES 2021-SFR1 TRUST SER 2021-SFR1 CL E1 REGD 144A P/P 2.38900000                                  | CUSIP: 33767WAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4795000 | PA      | $4628258.67     | 0.01%             | 2038-08-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| CIM 2019-R3 A V/R 06/25/58                    | CIM TRUST 2019-R3 SER 2019-R3 CL A V/R REGD 144A P/P 2.63000000                                              | CUSIP: 12559PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7277631 | PA      | $6762111.80     | 0.02%             | 2058-06-25      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20250702 000016440 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-421519.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX 2020-VIV4  2.843% 03/09/30                 | BX COMMERCIAL MORTGAGE TRUST 2020-VIV4 SER 2020-VIV4 CL A REGD 144A P/P 2.84300000                           | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2622003 | PA      | $2392296.40     | 0.01%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| UNITED UTI 3.75% 05/23/34/EUR/                | UNITED UTILITIES WAT FIN /EUR/ REGD REG S EMTN 3.75000000                                                    | CUSIP: G929RZBK1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     5491000 | PA      | $6468510.60     | 0.02%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-5A  5.78% 04/20/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-5A CL A REGD 144A P/P 5.78000000                           | CUSIP: 05377RHC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2310000 | PA      | $2356224.72     | 0.01%             | 2028-04-20      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BRZP8 05.000 BP 12/20/2028 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $37179.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GR 3.8% 03/15/30                | GOLDMAN SACHS GROUP INC REGD 3.80000000                                                                      | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      746000 | PA      | $727995.38      | 0.00%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 01/31/30                    | UNITED STATES TREASURY NOTE 3.50000000                                                                       | CUSIP: 91282CGJ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    12800500 | PA      | $12651494.24    | 0.03%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ACAR 2023-4 D 7.65% 06/12/27                  | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-4 SER 2023-4 CL D REGD 144A P/P 7.65000000                 | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7400000 | PA      | $7681857.86     | 0.02%             | 2030-09-12      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8218 2% 06/01/52                     | FREDDIE MAC POOL UMBS P#SD8218 2.00000000                                                                    | CUSIP: 3132DWDX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    29657820 | PA      | $23516976.71    | 0.06%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | TRY/USD FWD 20250708 000011091 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-422.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABSHE 2006-HE3 M V/R 03/25/36                 | ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST SERIES  SER 2006-HE3 CL M1 V/R REGD 4.88368000           | CUSIP: 04541GXD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12307353 | PA      | $10784780.98    | 0.03%             | 2036-03-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| AFFRM 2025-X1  5.34% 04/15/30                 | AFFIRM ASSET SECURITIZATION TRUST 2025-X1 SER 2025-X1 CL C REGD 144A P/P 5.34000000                          | CUSIP: 00834MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      537000 | PA      | $537406.51      | 0.00%             | 2030-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1090 3.5% 06/20/43                | GINNIE MAE II POOL P#MA1090 3.50000000                                                                       | CUSIP: 36179NF78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      630392 | PA      | $589338.56      | 0.00%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSC 2024-NSTB A V/R 07/24/32                  | MORGAN STANLEY CAPITAL I TRUST 2024-NSTB SER 2024-NSTB CL A V/R REGD 144A P/P 3.90000000                     | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5811640 | PA      | $5622623.64     | 0.01%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC - CLASS A                     | IHEARTMEDIA INC - CLASS A 0.00000000                                                                         | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      498998 | NS      | $878236.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDI 2.9% 02/16/28                | FORD MOTOR CREDIT CO LLC REGD 2.90000000                                                                     | CUSIP: 345397B51<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      750000 | PA      | $703200.43      | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| IQVIA INC 5.7% 05/15/28                       | IQVIA INC REGD SER WI 5.70000000                                                                             | CUSIP: 46266TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16850000 | PA      | $17278327.00    | 0.04%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 5.634% 04/04/34                | GLENCORE FUNDING LLC REGD 144A P/P 5.63400000                                                                | CUSIP: 378272BU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3155000 | PA      | $3215666.17     | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6071 2% 10/01/51                     | FREDDIE MAC POOL UMBS P#RA6071 2.00000000                                                                    | CUSIP: 3133KMW84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7082304 | PA      | $5655398.77     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.5% JUL 25                     | FNMA 30YR TBA 4.5% JUL 25      TO BE ANNOUNCED 4.50000000                                                    | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   186593000 | PA      | $178461553.22   | 0.44%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBA 4.214% 06/01/50                | GOLDEN ST TOBACCO SECURITIZATI REGD B/E 4.21400000                                                           | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     7900000 | PA      | $5689787.77     | 0.01%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4644 4% 05/01/52                     | FANNIE MAE POOL UMBS P#MA4644 4.00000000                                                                     | CUSIP: 31418EES5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3152652 | PA      | $2937548.49     | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 5.4% 06/01/33                   | AEP TEXAS INC REGD 5.40000000                                                                                | CUSIP: 00108WAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      546000 | PA      | $553871.28      | 0.00%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PRIME INVTS LTD 11% 05/01/30                  | PRIME INVTS LTD PARTNERSHIP    REGD 144A 11.00000000                                                         | CUSIP: 74167YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2128000 | PA      | $2123862.23     | 0.01%             | 2030-05-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| SWTCH 2025-1A 5.036% 03/25/30                 | SWITCH ABS ISSUER LLC SER 2025-1A CL A2 REGD 144A P/P 5.03600000                                             | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13460000 | PA      | $13277249.54    | 0.03%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND C 3.4% 10/29/33                | AERCAP IRELAND CAP/GLOBA REGD 3.40000000                                                                     | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     8770000 | PA      | $7733724.87     | 0.02%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 01/18/29                     | CAIXABANK SA REGD V/R 144A P/P 6.20800000                                                                    | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     7400000 | PA      | $7690838.80     | 0.02%             | 2029-01-18      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| SRFC 2023-1A C 7% 08/20/30                    | SIERRA TIMESHARE 2023-1 RECEIVABLES FUNDING LLC SER 2023-1A CL C REGD 144A P/P 7.00000000                    | CUSIP: 826943AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      458755 | PA      | $470295.32      | 0.00%             | 2040-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TREST 2023-6A A1 V/R 04/25/38                 | TRESTLES CLO VI LTD SER 2023-6A CL A1R V/R REGD 144A P/P 5.45435000                                          | CUSIP: 894940AQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1480000 | PA      | $1476344.40     | 0.00%             | 2038-04-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| GSMS 2013-G1 B V/R 04/10/23                   | GS MORTGAGE SECURITIES CORP TRUST 2012-TMSQ SER 2013-G1 CL B V/R REGD 144A P/P 3.84462000                    | CUSIP: 36197QAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1485540 | PA      | $1438304.64     | 0.00%             | 2031-04-10      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5498 6% 10/01/54                     | FANNIE MAE POOL UMBS P#MA5498 6.00000000                                                                     | CUSIP: 31418FDC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      292860 | PA      | $297682.90      | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS9454 4% 04/01/47                     | FANNIE MAE POOL UMBS P#AS9454 4.00000000                                                                     | CUSIP: 3138WKQG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      113322 | PA      | $107361.80      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A D 5.49% 01/15/29                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-1 SER 2025-1A CL D REGD 5.49000000                                  | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8075000 | PA      | $8227257.36     | 0.02%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| BINOM 2022-RPL1  V/R 01/25/27                 | BINOM SECURITIZATION TRUST 2022-RPL1 SER 2022-RPL1 CL M1 V/R REGD 144A P/P 3.00000000                        | CUSIP: 05552CAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8591000 | PA      | $6972623.12     | 0.02%             | 2061-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/ 9.375% 06/01/28                | AMERIGAS PART/FIN CORP REGD 144A P/P 9.37500000                                                              | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2983000 | PA      | $3075884.65     | 0.01%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| T/L AMSURG LLC 0.0% 11/03/2028                | T/L AMSURG LLC 2024 B 0.00000000                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     9697477 | PA      | $9697476.66     | 0.02%             | 2028-11-03      | Variable      | 12.24%                | No            |                  2 | On Loan: No      |
| SHIMAO GROUP H 6.125% 02/21/24                | SHIMAO GROUP HLDGS LTD REGD 0.00000000                                                                       | CUSIP: G81043AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |     1275000 | PA      | $64081.50       | 0.00%             | 2026-02-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SAIF 2024-CES1 A V/R 08/25/28                 | SAIF SECURITIZATION TRUST 2024-CES1 SER 2024-CES1 CL A1 V/R REGD 144A P/P 5.96500000                         | CUSIP: 78436VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4590478 | PA      | $4624100.47     | 0.01%             | 2054-07-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| OMFIT 2021-1A  2.47% 11/14/27                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2021-1 SER 2021-1A CL D REGD 144A P/P 2.47000000                            | CUSIP: 68269MAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3300000 | PA      | $2995097.16     | 0.01%             | 2036-06-16      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| METAL 2017-1  4.581% 10/15/24                 | METAL 2017-1 LLC SER 2017-1 CL A REGD 144A P/P 4.58100000                                                    | CUSIP: 59111RAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2422170 | PA      | $1598729.14     | 0.00%             | 2042-10-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC 5% 10/15/34                   | D.R. HORTON INC REGD 5.00000000                                                                              | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    13676000 | PA      | $13520701.63    | 0.03%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3537 4.5% 12/01/48                   | FANNIE MAE POOL UMBS P#MA3537 4.50000000                                                                     | CUSIP: 31418C4X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1029169 | PA      | $1000346.10     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EFMT 2022-1 A1 V/R 01/25/67                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2022-1 SER 2022-1 CL A1 V/R REGD 144A P/P 2.20600000                      | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12194887 | PA      | $10568784.99    | 0.03%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCI V/R 03/06/31                | SYNCHRONY FINANCIAL REGD V/R 5.45000000                                                                      | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    34285000 | PA      | $34583920.29    | 0.08%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| CSFB 2004-CF2 1B V/R 01/25/43                 | CREDIT SUISSE FIRST BOSTON MORTGAGE SECUR SER 2004-CF2 CL 1B V/R REGD 144A P/P 6.00000000                    | CUSIP: 22541SD70<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1119827 | PA      | $841223.70      | 0.00%             | 2043-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4805 4.5% 11/01/52                   | FANNIE MAE POOL UMBS P#MA4805 4.50000000                                                                     | CUSIP: 31418EKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19329379 | PA      | $18525523.03    | 0.05%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZU 9% 05/07/23/               | REPUBLIC OF VENEZUELA REGD REG S/ 0.00000000                                                                 | CUSIP: P17625AA5<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |      110000 | PA      | $17317.17       | 0.00%             | 2049-05-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GSMS 2012-BWTR A 2.954%11/5/34                | GS MORTGAGE SECURITIES TRUST   SERIES 2012-BWTR CLASS A    REGD 144A 2.95400000                              | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3976730 | PA      | $3430681.41     | 0.01%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MDPK 2021-49A AR V/R 10/19/34                 | MADISON PARK FUNDING XLIX LTD SER 2021-49A CL AR V/R REGD 144A P/P 5.31947000                                | CUSIP: 55820VAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    29500000 | PA      | $29461561.50    | 0.07%             | 2034-10-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| BBCCR 2015-GTP C V/R 08/10/25                 | BBCCRE TRUST 2015-GTP SER 2015-GTP CL C V/R REGD 144A P/P 4.69968700                                         | CUSIP: 05490TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2715000 | PA      | $2172271.50     | 0.01%             | 2033-08-10      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| T/L KESTREL ACQUI 0% 11/06/31                 | T/L KESTREL ACQUISITION LLC    REGD TERM LOAN 0.00000000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      661279 | PA      | $659851.09      | 0.00%             | 2031-11-06      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| BBAME 2A A V/R 10/15/34 /EUR/                 | BBAM EUROPEAN CLO II DAC SER 2A CL A V/R REGD 144A P/P /EUR/ 3.29900000                                      | CUSIP: G0863KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    10000000 | PA      | $11788605.36    | 0.03%             | 2034-10-15      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| PFP 2022-9 A V/R 08/19/35                     | PFP 2022-9 LTD SER 2022-9 CL A V/R REGD 144A P/P 6.58606000                                                  | CUSIP: 69291QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      564564 | PA      | $565320.37      | 0.00%             | 2035-08-19      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 5.125% 11/05/26                | FORD MOTOR CREDIT CO LLC REGD 5.12500000                                                                     | CUSIP: 345397F81<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7481524.50     | 0.02%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SEB4P 2021-1A 4.969% 01/30/27                 | SEB FUNDING LLC SER 2021-1A CL A2 REGD 144A P/P 4.96900000                                                   | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2593500 | PA      | $2545111.51     | 0.01%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| HOMES 2024-NQM2 S/UP 12/25/28                 | HOMES 2024-NQM2 TRUST SER 2024-NQM2 CL A1 S/UP REGD 144A P/P 5.71700000                                      | CUSIP: 43761CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    29708566 | PA      | $29844019.46    | 0.07%             | 2069-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| GSMS 2021-IP A V/R 10/15/23                   | GS MORTGAGE SECURITIES CORPORTATION TRU SER 2021-IP CL A V/R REGD 144A P/P 5.37648000                        | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1110000 | PA      | $1105862.70     | 0.00%             | 2036-10-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5% JUL 25                       | FNMA 30YR TBA 5% JUL 25        TO BE ANNOUNCED 5.00000000                                                    | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   355834000 | PA      | $348681793.54   | 0.86%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/27                | JPMORGAN CHASE & CO REGD V/R 1.57800000                                                                      | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    25398000 | PA      | $24809411.00    | 0.06%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM1 A V/R 11/25/69                 | PRPM 2025-NQM1 TRUST SER 2025-NQM1 CL A1 V/R REGD 144A P/P 5.80200000                                        | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1822945 | PA      | $1837825.62     | 0.00%             | 2069-11-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP I 3.25% 02/15/30                | EXPEDIA GROUP INC REGD SER WI 3.25000000                                                                     | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16347000 | PA      | $15420668.96    | 0.04%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPS 2024-A A 5.91% 06/21/27                  | REPUBLIC FINANCE ISSUANCE TRUST 2024-A SER 2024-A CL A REGD 144A P/P 5.91000000                              | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5385000 | PA      | $5463677.54     | 0.01%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES 3.875% 04/15/29                | MERITAGE HOMES CORP REGD 144A P/P 3.87500000                                                                 | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     1730000 | PA      | $1666910.88     | 0.00%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UPST 2022-3 A 5.5% 03/20/26                   | UPSTART SECURITIZATION TRUST 2022-3 SER 2022-3 CL A REGD 144A P/P 5.50000000                                 | CUSIP: 91683TAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      473171 | PA      | $473182.42      | 0.00%             | 2032-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MFIT 2024-AA E 9.02% 07/20/29                 | MARINER FINANCE ISSUANCE TRUST 2024-A SER 2024-AA CL E REGD 144A P/P 9.02000000                              | CUSIP: 567928AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      484000 | PA      | $503636.32      | 0.00%             | 2036-09-22      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3279 5.5% 05/01/44                   | FANNIE MAE POOL UMBS P#BM3279 5.50000000                                                                     | CUSIP: 3140J7UD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2259057 | PA      | $2328649.15     | 0.01%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP 6.1% 03/15/34                        | RTX CORP REGD 6.10000000                                                                                     | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    17790000 | PA      | $19232960.42    | 0.05%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0514 1.5% 04/01/36                   | FREDDIE MAC POOL UMBS P#SB0514 1.50000000                                                                    | CUSIP: 3132CWSB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4151575 | PA      | $3712593.07     | 0.01%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB14 M V/R 06/25/27                 | CFMT 2024-HB14 LLC SER 2024-HB14 CL M3 V/R REGD 144A P/P 3.00000000                                          | CUSIP: 12530XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      237500 | PA      | $221971.75      | 0.00%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP2 1A V/R 06/25/59                 | OBX 2019-EXP2 TRUST SER 2019-EXP2 CL 1A3 V/R REGD 144A P/P 4.00000000                                        | CUSIP: 67113KAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      542603 | PA      | $514473.65      | 0.00%             | 2059-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 08/15/43                  | UNITED STATES TREASURY BOND 3.62500000                                                                       | CUSIP: 912810RC4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    27106100 | PA      | $23319716.66    | 0.06%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7552 2.5% 01/01/52                   | FREDDIE MAC POOL UMBS P#SD7552 2.50000000                                                                    | CUSIP: 3132DVL94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11465900 | PA      | $9649876.44     | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW 3.5% 02/15/29                | 1011778 BC / NEW RED FIN REGD 144A P/P 3.50000000                                                            | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     5610000 | PA      | $5341990.10     | 0.01%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BVINV 2021-4 A20 V/R 03/25/44                 | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST SER 2021-4 CL A20 V/R REGD 144A P/P 2.50000000                     | CUSIP: 07336GAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4525313 | PA      | $3660555.08     | 0.01%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD 8% 02/15/27                  | GGAM FINANCE LTD REGD 144A P/P 8.00000000                                                                    | CUSIP: 36170JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     3050000 | PA      | $3144675.05     | 0.01%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL6276 5.5% 10/01/43                   | FANNIE MAE POOL UMBS P#AL6276 5.50000000                                                                     | CUSIP: 3138EN6N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      189517 | PA      | $194210.58      | 0.00%             | 2043-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5543 6% 01/01/53                     | FANNIE MAE POOL UMBS P#CB5543 6.00000000                                                                     | CUSIP: 3140QRER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7222991 | PA      | $7390554.67     | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 06/20/2027 GSILGB2XXXX LONG                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-5343.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUND 4.95% 09/09/29                | CNO GLOBAL FUNDING REGD 144A P/P MTN 4.95000000                                                              | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2626682.19     | 0.01%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITA 6.75% 10/25/28                | AVIATION CAPITAL GROUP REGD 144A P/P 6.75000000                                                              | CUSIP: 05369AAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10810000 | PA      | $11489718.75    | 0.03%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7649 2.5% 10/20/51                | GINNIE MAE II POOL P#MA7649 2.50000000                                                                       | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44340814 | PA      | $37690495.95    | 0.09%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LCM 29A AR V/R 04/15/31                       | LCM 29 LTD SER 29A CL AR V/R REGD 144A P/P 5.58771000                                                        | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3646006 | PA      | $3647456.94     | 0.01%             | 2031-04-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.359% 07/17/26                 | PROGRESS RESIDENTIAL 2021-SFR5 TRUST SER 2021-SFR5 CL E2 REGD 144A P/P 2.35900000                            | CUSIP: 74333FAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      545000 | PA      | $527893.21      | 0.00%             | 2038-07-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 7.75% 12/01/30                | VERIZON COMMUNICATIONS REGD 7.75000000                                                                       | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1334000 | PA      | $1535508.78     | 0.00%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CMHAT 2024-MH1 A V/R 09/25/34                 | CASCADE MH ASSET TRUST 2024-MH1 SER 2024-MH1 CL A1 V/R REGD 144A P/P 5.69500000                              | CUSIP: 14731VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1224370 | PA      | $1250824.81     | 0.00%             | 2056-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| WFCM 2013-LC12 B V/R 07/15/23                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12 SER 2013-LC12 CL B V/R REGD 3.91459400                       | CUSIP: 94988QAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       88683 | PA      | $84916.14       | 0.00%             | 2046-07-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S V/R 10/02/30                  | DANSKE BANK A/S REGD V/R 144A P/P 4.61300000                                                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     4000000 | PA      | $3983653.48     | 0.01%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| CIFC 2024-3A B V/R 07/21/37                   | CIFC FUNDING 2024-III LTD SER 2024-3A CL B V/R REGD 144A P/P 6.11947000                                      | CUSIP: 12575WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $3011214.00     | 0.01%             | 2037-07-21      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| CWL 2005-AB4 1A V/R 03/25/36                  | CWABS ASSET-BACKED CERTIFICATES TRUST 2005-AB4 SER 2005-AB4 CL 1A V/R REGD 4.91368000                        | CUSIP: 126670KJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1392870 | PA      | $1250591.50     | 0.00%             | 2036-03-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| GNR 2021-31 B 1.25% 01/16/61                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-31 CL B 1.25000000                                         | CUSIP: 38380RVK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9327474 | PA      | $6760867.40     | 0.02%             | 2061-01-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MDPK 2021-59A D1 V/R 04/18/37                 | MADISON PARK FUNDING LIX LTD SER 2021-59A CL D1AR V/R REGD 144A P/P 7.56947000                               | CUSIP: 55822EAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $998106.00      | 0.00%             | 2037-04-18      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 A8 V/R 05/25/60                 | OBX 2020-EXP2 TRUST SER 2020-EXP2 CL A8 V/R REGD 144A P/P 3.00000000                                         | CUSIP: 67448VAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1969236 | PA      | $1726943.57     | 0.00%             | 2060-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| COIN 2017-1A  5.216% 04/25/26                 | COINSTAR FUNDING LLC SERIES 2017-1 SER 2017-1A CL A2 REGD 144A P/P 5.21600000                                | CUSIP: 19260MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      254840 | PA      | $235729.55      | 0.00%             | 2047-04-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD 4.7% 05/15/28                     | BACARDI LTD REGD 144A P/P 4.70000000                                                                         | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |      232000 | PA      | $232842.58      | 0.00%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MFIT 2024-AA B 5.68% 10/20/28                 | MARINER FINANCE ISSUANCE TRUST 2024-A SER 2024-AA CL B REGD 144A P/P 5.68000000                              | CUSIP: 567928AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2875000 | PA      | $2930617.74     | 0.01%             | 2036-09-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7344 5.5% 06/01/41                   | FANNIE MAE POOL UMBS P#AL7344 5.50000000                                                                     | CUSIP: 3138EQES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       96618 | PA      | $99011.43       | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP 3.625% 05/15/31                      | EQT CORP REGD 144A P/P 3.62500000                                                                            | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    24984000 | PA      | $23157426.50    | 0.06%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GARTNER INC 3.625% 06/15/29                   | GARTNER INC REGD 144A P/P 3.62500000                                                                         | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    12962000 | PA      | $12323866.48    | 0.03%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GCBSL 2021-55A A V/R 07/20/34                 | GOLUB CAPITAL PARTNERS CLO 55B LTD SER 2021-55A CL A V/R REGD 144A P/P 5.73108000                            | CUSIP: 38178LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4240000 | PA      | $4246974.80     | 0.01%             | 2034-07-20      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4320 3% 03/20/47                  | GINNIE MAE II POOL P#MA4320 3.00000000                                                                       | CUSIP: 36179SYR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      400073 | PA      | $358601.44      | 0.00%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#890765 3.5% 09/01/46                   | FANNIE MAE POOL UMBS P#890765 3.50000000                                                                     | CUSIP: 31410LTW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1385617 | PA      | $1285489.31     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRAND 3.875% 03/15/31                | SPECTRUM BRANDS INC REGD 144A P/P 3.87500000                                                                 | CUSIP: 84762LAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1704000 | PA      | $1366845.20     | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T/L KUEHG CORP ZCP 06/12/30                   | T/L KUEHG CORP REGD ZCP TERM LOAN 0.00000000                                                                 | CUSIP: 50118YAG4<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |      454326 | PA      | $454325.91      | 0.00%             | 2030-06-12      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| CHEC 2004-2 M1 V/R 06/25/34                   | CHEC LOAN TRUST 2004-2 SER 2004-2 CL M1 V/R REGD 5.39368000                                                  | CUSIP: 162765AT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      519595 | PA      | $532552.09      | 0.00%             | 2034-06-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CAD/USD FWD 20250917 000011553 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13373.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATI 3.5% 04/14/33                | KAZMUNAYGAS NATIONAL CO REGD 3.50000000                                                                      | CUSIP: Y44709AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | KZ        |      351000 | PA      | $304114.47      | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.625% 11/15/50                  | UNITED STATES TREASURY BOND 1.62500000                                                                       | CUSIP: 912810SS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2945800 | PA      | $1551953.31     | 0.00%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN H 2.7% 07/12/26                | COUNTRY GARDEN HLDGS REGD 0.00000000                                                                         | CUSIP: G24524BN2<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |      500000 | PA      | $37500.00       | 0.00%             | 2026-07-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP 6% 05/15/33                   | FAIR ISAAC CORP REGD 144A P/P 6.00000000                                                                     | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     3770000 | PA      | $3804555.03     | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA4692 3.5% 06/01/46                   | FREDDIE MAC POOL UMBS P#ZA4692 3.50000000                                                                    | CUSIP: 31329NF94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      238022 | PA      | $220330.15      | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0598 2% 12/01/51                     | FANNIE MAE POOL UMBS P#FS0598 2.00000000                                                                     | CUSIP: 3140XFUY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      572978 | PA      | $468371.05      | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T/L TRANSDIGM INC 0% 02/28/31                 | T/L TRANSDIGM INC ZCP REGD     TERM LOAN 0.00000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    36468643 | PA      | $36530640.03    | 0.09%             | 2031-02-28      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| MCMLT 2019-GS1 A V/R 07/25/59                 | MILL CITY MORTGAGE LOAN TRUST 2019-GS1 SER 2019-GS1 CL A1 V/R REGD 144A P/P 2.75000000                       | CUSIP: 59981BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1204915 | PA      | $1173130.48     | 0.00%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| FNCI TBA 15YR 1.5% JUL 25                     | FNCI TBA 15YR 1.5% JUL 25      TO BE ANNOUNCED 1.50000000                                                    | CUSIP: 01F012478<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5343000 | PA      | $4746927.33     | 0.01%             | 2040-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 6.125% 10/06/28                | GLENCORE FUNDING LLC REGD 144A P/P 6.12500000                                                                | CUSIP: 378272BN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16775000 | PA      | $17552379.50    | 0.04%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNT 6.471% 11/13/29                 | ROCK TRUST 2024-CNTR SER 2024-CNTR CL C REGD 144A P/P 6.47127000                                             | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3174000 | PA      | $3287495.57     | 0.01%             | 2041-11-13      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| FHR 4896 DA 3% 01/15/49                       | FREDDIE MAC REMICS SER 4896 CL DA 3.00000000                                                                 | CUSIP: 3137FMLW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      503153 | PA      | $445884.02      | 0.00%             | 2049-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABEST 23 E V/R 03/21/34 /EUR/                 | ASSET-BACKED EUROPEAN SECURITISATION TRANSACT SER 23 CL E V/R REGD REG S /EUR/ 4.27600000                    | CUSIP: L0345LAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | LU        |      100000 | PA      | $118712.03      | 0.00%             | 2034-03-21      | Variable      | 4.28%                 | Yes           |                  2 | On Loan: No      |
| ASCNT 2024-A A 6.14% 10/25/50                 | ASCENT EDUCATION FUNDING TRUST 2024-A SER 2024-A CL A REGD 144A P/P 6.14000000                               | CUSIP: 04362VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      393124 | PA      | $401344.93      | 0.00%             | 2050-10-25      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIE 4.375% 10/27/27                | REPUBLICA ORIENT URUGUAY REGD 4.37500000                                                                     | CUSIP: 760942BB7<br>LEI: N/A                  | Long             | DBT              | USGA              | UY        |     1783000 | PA      | $1786423.36     | 0.00%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANCHC 2015-7A CR V/R 04/28/37                 | ANCHORAGE CAPITAL CLO 7 LTD SER 2015-7A CL CR3 V/R REGD 144A P/P 6.73262000                                  | CUSIP: 03328TBW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1501558.50     | 0.00%             | 2037-04-28      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| XCAP 2023-1A A 6.18% 09/15/26                 | AUXILIOR TERM FUNDING 2023-1 LLC SER 2023-1A CL A2 REGD 144A P/P 6.18000000                                  | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1188030 | PA      | $1197603.16     | 0.00%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE 0.75% 09/01/32/EUR/                | VONOVIA SE /EUR/ REGD REG S EMTN 0.75000000                                                                  | CUSIP: D9581TAL4<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |     8400000 | PA      | $8124288.38     | 0.02%             | 2032-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SBAT 2024-A A4 5.21% 04/16/29                 | SBNA AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL A4 REGD 144A P/P 5.21000000                                 | CUSIP: 78437PAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3050000 | PA      | $3078654.75     | 0.01%             | 2029-04-16      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 4.625% 12/15/29                  | CENTENE CORP REGD SER WI 4.62500000                                                                          | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    27430000 | PA      | $26679306.73    | 0.07%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VE 7.75% 04/13/20/                | REPUBLIC OF VE 7.75% 04/13/20 7.75000000                                                                     | CUSIP: P97475AN0<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |      100000 | PA      | $14466.63       | 0.00%             | 2099-10-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HCA INC 3.5% 09/01/30                         | HCA INC REGD 3.50000000                                                                                      | CUSIP: 404119CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8417000 | PA      | $7959392.54     | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4122 5% 03/01/42                     | FREDDIE MAC POOL UMBS P#ZS4122 5.00000000                                                                    | CUSIP: 3132A4SK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      123671 | PA      | $127525.23      | 0.00%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FCAT 2023-3 D 6.58% 02/15/28                  | FLAGSHIP CREDIT AUTO TRUST 2023-3 SER 2023-3 CL D REGD 144A P/P 6.58000000                                   | CUSIP: 33846BAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1205000 | PA      | $1212053.47     | 0.00%             | 2029-08-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| OMPT 2017-1MK 3.613% 02/10/24                 | ONE MARKET PLAZA TRUST 2017-1MKT SER 2017-1MKT CL A REGD 144A P/P 3.61390000                                 | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7016681 | PA      | $6703746.31     | 0.02%             | 2032-02-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| BX 2025-TAIL E V/R 06/15/27                   | BX TRUST 2025-TAIL SER 2025-TAIL CL E V/R REGD 144A P/P 7.61176000                                           | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1482000 | PA      | $1482306.03     | 0.00%             | 2035-06-15      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY 6.385% 02/01/55                   | NEW YORK NY REGD B/E 6.38500000                                                                              | CUSIP: 64966SNJ1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     2290000 | PA      | $2381368.94     | 0.01%             | 2055-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VDC 2020-2A A 1.992% 09/15/27                 | VANTAGE DATA CENTERS LLC SER 2020-2A CL A2 REGD 144A P/P 1.99200000                                          | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-CBDO         | CORP              | US        |     3040000 | PA      | $2854343.55     | 0.01%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/T 2% 06/15/30                | EAST OHIO GAS CO/THE REGD 144A P/P 2.00000000                                                                | CUSIP: 27409LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12595000 | PA      | $11197782.24    | 0.03%             | 2030-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GITST 2025-NPL1  V/R 02/25/28                 | GITSIT MORTGAGE LOAN TRUST 2025-NPL1 SER 2025-NPL1 CL A1 V/R REGD 144A P/P 6.27560000                        | CUSIP: 375926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20795590 | PA      | $20797313.98    | 0.05%             | 2055-02-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4493 2.5% 12/01/51                   | FANNIE MAE POOL UMBS P#MA4493 2.50000000                                                                     | CUSIP: 31418D7F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41421028 | PA      | $34410840.05    | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANTOR 2023-1A E V/R 10/25/36                  | ORION CLO 2023-1 LTD SER 2023-1A CL E V/R REGD 144A P/P 12.18177000                                          | CUSIP: 68626EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $1005392.40     | 0.00%             | 2036-10-25      | Variable      | 12.18%                | No            |                  2 | On Loan: No      |
| HYATT HOTELS C 5.375% 12/15/31                | HYATT HOTELS CORP REGD 5.37500000                                                                            | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4562898.75     | 0.01%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ISLN 2025-1A A 6.54% 03/19/35                 | ISLAND FINANCE TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 6.54000000                                        | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1080000 | PA      | $1101425.47     | 0.00%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| HAMLN 2024-1A A V/R 10/20/37                  | HAMLIN PARK CLO LTD SER 2024-1A CL A V/R REGD 144A P/P 5.60947000                                            | CUSIP: 407907AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      540000 | PA      | $540933.12      | 0.00%             | 2037-10-20      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BT6929 3.5% 03/20/50                | GINNIE MAE II POOL P#BT6929 3.50000000                                                                       | CUSIP: 3617MVVW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      396637 | PA      | $364712.44      | 0.00%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.75% 03/01/35                        | HCA INC REGD 5.75000000                                                                                      | CUSIP: 404119DB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10334000 | PA      | $10627208.65    | 0.03%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5400 5% 08/20/48                  | GINNIE MAE II POOL P#MA5400 5.00000000                                                                       | CUSIP: 36179T7M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      896313 | PA      | $894616.05      | 0.00%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5145 6% 11/01/52                     | FANNIE MAE POOL UMBS P#CB5145 6.00000000                                                                     | CUSIP: 3140QQWF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2119998 | PA      | $2169180.41     | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.125% 05/15/40                  | UNITED STATES TREASURY BOND 1.12500000                                                                       | CUSIP: 912810SR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    15126800 | PA      | $9404615.19     | 0.02%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE I 3.75% 05/15/50                | NEW YORK LIFE INSURANCE REGD 144A P/P 3.75000000                                                             | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     2736000 | PA      | $2021215.70     | 0.00%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSU 8 D V/R 01/21/40 /EUR/                  | FTA CONSUMO SANTANDER SER 8 CL D V/R REGD REG S /EUR/ 4.84000000                                             | CUSIP: E8307YAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | ES        |      100000 | PA      | $117981.82      | 0.00%             | 2040-01-21      | Variable      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/28/36                | GOLDMAN SACHS GROUP INC REGD V/R 5.53600000                                                                  | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2445000 | PA      | $2507319.38     | 0.01%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 2.1% 08/01/27                | PACIFIC GAS & ELECTRIC REGD 2.10000000                                                                       | CUSIP: 694308JF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17003000 | PA      | $16103470.57    | 0.04%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FFIN 2024-2A B 4.93% 03/15/50                 | FOUNDATION FINANCE TRUST 2024-2 SER 2024-2A CL B REGD 144A P/P 4.93000000                                    | CUSIP: 35040VAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      558623 | PA      | $557392.20      | 0.00%             | 2050-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6934 4% 10/20/50                  | GINNIE MAE II POOL P#MA6934 4.00000000                                                                       | CUSIP: 36179VV31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6550367 | PA      | $6233309.46     | 0.02%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANORI 2025- V/R 04/30/43 /EUR/                | AUTONORIA SPAIN 2025 FT SER 2025-SP CL E V/R REGD REG S /EUR/ 0.00000000                                     | CUSIP: E7827PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | ES        |      200000 | PA      | $235656.43      | 0.00%             | 2043-04-30      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| T/L ASP BLADE HO 0% 10/15/29                  | T/L ASP BLADE HOLDINGS INC     REGD 0.00000000                                                               | CUSIP: L7266PAE5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      193521 | PA      | $156187.22      | 0.00%             | 2029-10-15      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| CITADEL LP 6% 01/23/30                        | CITADEL LP REGD 144A P/P 6.00000000                                                                          | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     3855000 | PA      | $3985684.92     | 0.01%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KKR 11 AR V/R 01/15/31                        | KKR CLO 11 LTD SER 11 CL AR V/R REGD 144A P/P 5.69771000                                                     | CUSIP: 48250MAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2545342 | PA      | $2546599.60     | 0.01%             | 2031-01-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| EART 2023-3A D 6.68% 05/15/27                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-3 SER 2023-3A CL D REGD 6.68000000                                  | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2230000 | PA      | $2276973.84     | 0.01%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| SHR 2024-LXRY D V/R 10/15/26                  | SHR TRUST 2024-LXRY SER 2024-LXRY CL D V/R REGD 144A P/P 7.91176000                                          | CUSIP: 784234AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      659000 | PA      | $658588.13      | 0.00%             | 2041-10-15      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| UMBS P#DB4485 6% 09/01/54                     | FANNIE MAE POOL UMBS P#DB4485 6.00000000                                                                     | CUSIP: 3140AD6X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35742 | PA      | $36353.47       | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSMBS 2022-NQM1  V/R 05/25/62                 | GS MORTGAGE-BACKED SECURITIES TRUST 2022-NQM1 SER 2022-NQM1 CL A4 V/R REGD 144A P/P 4.00000000               | CUSIP: 36264EAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      203361 | PA      | $185458.50      | 0.00%             | 2062-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND C 3.3% 01/30/32                | AERCAP IRELAND CAP/GLOBA REGD 3.30000000                                                                     | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    21615000 | PA      | $19582969.74    | 0.05%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.01PSOFR 05/15/26 XGS FIXED                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $5632.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL F 2.55% 11/19/30                | ATHENE GLOBAL FUNDING REGD 144A P/P 2.55000000                                                               | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $2941407.71     | 0.01%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| OCT16 2013-1A A1 V/R 07/17/30                 | OCTAGON INVESTMENT PARTNERS XVI LTD SER 2013-1A CL A1R V/R REGD 144A P/P 5.56140000                          | CUSIP: 67590BAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      527250 | PA      | $527448.60      | 0.00%             | 2030-07-17      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 10/07/25                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                                   | CUSIP: 912797RB5<br>LEI: N/A                  | Long             | STIV             | UST               | US        |   175000000 | PA      | $172997678.00   | 0.42%             | 2025-10-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RER6MP02.51 03/01/54 XGS FLOAT                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $440676.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LETRA TESOUR ZCP 07/01/25/BRL/                | LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000                                                     | CUSIP: P8T60NKK6<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |    22500000 | PA      | $4141282.14     | 0.01%             | 2025-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 5.25% 02/01/50                | WESTERN MIDSTREAM OPERAT REGD 5.25000000                                                                     | CUSIP: 958667AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2350000 | PA      | $1976415.24     | 0.00%             | 2050-02-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT  9.25% 07/01/32                | VOYAGER PARENT LLC REGD 144A P/P 9.25000000                                                                  | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     2610000 | PA      | $2715513.61     | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CASTE 2025- V/R 01/27/29 /GBP/                | CASTELL 2025-1 PLC SER 2025-1 CL X1 V/R REGD REG S /GBP/ 8.37067000                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      287916 | PA      | $395207.93      | 0.00%             | 2062-01-27      | Variable      | 8.37%                 | Yes           |                  2 | On Loan: No      |
| OCP 2014-5A A1R V/R 04/26/31                  | OCP CLO 2014-5 LTD SER 2014-5A CL A1R V/R REGD 144A P/P 5.62423000                                           | CUSIP: 67102SAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      119703 | PA      | $119701.76      | 0.00%             | 2031-04-26      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| EART 2023-2A D 6.32% 08/15/29                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-2 SER 2023-2A CL D REGD 6.32000000                                  | CUSIP: 30168CAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4420000 | PA      | $4498417.87     | 0.01%             | 2029-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS  4.65% 08/15/62                | META PLATFORMS INC REGD SER WI 4.65000000                                                                    | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    10394000 | PA      | $8761610.04     | 0.02%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| RRAM 2022-20A A1 V/R 07/15/37                 | RR 20 LTD SER 2022-20A CL A1R V/R REGD 144A P/P 5.24610000                                                   | CUSIP: 74989UAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     2022000 | PA      | $2017784.13     | 0.00%             | 2037-07-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0003 1.5% 12/01/36                   | FANNIE MAE POOL UMBS P#FS0003 1.50000000                                                                     | CUSIP: 3140XFAD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2114682 | PA      | $1884852.69     | 0.00%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM7370 4% 07/01/48                     | FREDDIE MAC POOL UMBS P#ZM7370 4.00000000                                                                    | CUSIP: 3131Y2FK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      182764 | PA      | $172990.37      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX 2021-J3 A7 V/R 10/25/51                   | OBX 2021-J3 TRUST SER 2021-J3 CL A7 V/R REGD 144A P/P 2.50000000                                             | CUSIP: 67448XAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6749965 | PA      | $4510858.51     | 0.01%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BSABS 2005-HE1 M V/R 01/25/35                 | BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2005-HE1 SER 2005-HE1 CL M5 V/R REGD 6.75868000                 | CUSIP: 073879PV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1292006 | PA      | $1308906.80     | 0.00%             | 2035-01-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| OZLM 2018-18A A V/R 04/15/31                  | OZLM XVIII LTD SER 2018-18A CL A V/R REGD 144A P/P 5.53771000                                                | CUSIP: 67112GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      356603 | PA      | $356659.77      | 0.00%             | 2031-04-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| MFRA 2021-RPL1 M V/R 07/25/60                 | MFA 2021-RPL1 TRUST SER 2021-RPL1 CL M2 V/R REGD 144A P/P 2.85470000                                         | CUSIP: 55283QAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $991566.24      | 0.00%             | 2060-07-25      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/22/42                   | MORGAN STANLEY REGD V/R 3.21700000                                                                           | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      751000 | PA      | $569775.45      | 0.00%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8409 6% 03/01/54                     | FREDDIE MAC POOL UMBS P#SD8409 6.00000000                                                                    | CUSIP: 3132DWKW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    86459003 | PA      | $87882515.67    | 0.22%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T/L HILTON WORLDW ZCP 11/09/30                | T/L HILTON WORLDWIDE FINANCE REGD ZCP TERM LOAN 0.00000000                                                   | CUSIP: 43289DAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     6280462 | PA      | $6299114.66     | 0.02%             | 2030-11-08      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDING 4% 03/01/27                | ZAYO GROUP HOLDINGS INC REGD 144A P/P 4.00000000                                                             | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     1361000 | PA      | $1276313.82     | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 A V/R 10/16/36                   | MF1 2021-FL7 LTD SER 2021-FL7 CL A V/R REGD 144A P/P 5.50908000                                              | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7571165 | PA      | $7562393.41     | 0.02%             | 2036-10-16      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20290507 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $608376.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CRED 4.95% 05/28/27                | FORD MOTOR CREDIT CO LLC REGD 4.95000000                                                                     | CUSIP: 345397C27<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10826000 | PA      | $10754244.62    | 0.03%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COLT 2021-5 A1 V/R 11/26/66                   | COLT 2021-5 MORTGAGE LOAN TRUST SER 2021-5 CL A1 V/R REGD 144A P/P 1.72600000                                | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11106057 | PA      | $10010481.94    | 0.02%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8205 2.5% 04/01/52                   | FREDDIE MAC POOL UMBS P#SD8205 2.50000000                                                                    | CUSIP: 3132DWDJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   116597477 | PA      | $96916219.50    | 0.24%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5166 6% 10/01/53                     | FANNIE MAE POOL UMBS P#MA5166 6.00000000                                                                     | CUSIP: 31418EW48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21708214 | PA      | $22093427.10    | 0.05%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1666 2.5% 09/01/51                   | FANNIE MAE POOL UMBS P#CB1666 2.50000000                                                                     | CUSIP: 3140QLZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11790955 | PA      | $9900680.60     | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.9% 06/01/52                | CHARTER COMM OPT LLC/CAP REGD 3.90000000                                                                     | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9618000 | PA      | $6600927.94     | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD 6.5% 07/18/28                   | AIRCASTLE LTD REGD 144A P/P 6.50000000                                                                       | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |    12835000 | PA      | $13399971.54    | 0.03%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20250702 000004334 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4824597.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PSTAT 2024-3A B V/R 08/08/32                  | PALMER SQUARE LOAN FUNDING 2024-3 LTD SER 2024-3A CL B V/R REGD 144A P/P 6.20729000                          | CUSIP: 69690EAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000604.00     | 0.00%             | 2032-08-08      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08701 3% 04/01/46                    | FREDDIE MAC GOLD POOL P#G08701 3.00000000                                                                    | CUSIP: 3128MJX70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       48566 | PA      | $43219.72       | 0.00%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELEC 3% 06/15/28                | PACIFIC GAS & ELECTRIC REGD 3.00000000                                                                       | CUSIP: 694308JW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8769000 | PA      | $8327918.69     | 0.02%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COM 5.843% 01/10/35                | BOSTON GAS COMPANY REGD 144A P/P 5.84300000                                                                  | CUSIP: 100743AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7860000 | PA      | $8169290.61     | 0.02%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV2451 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV2451 3.00000000                                                                     | CUSIP: 3140MFWM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      875508 | PA      | $757987.34      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLUEM 2016-3A A1 V/R 11/15/30                 | BLUEMOUNTAIN CLO 2016-3 LTD SER 2016-3A CL A1R2 V/R REGD 144A P/P 5.52633000                                 | CUSIP: 09628VAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      334375 | PA      | $334337.65      | 0.00%             | 2030-11-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-C36 3.419% 11/15/59                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C36 SER 2016-C36 CL AS REGD 3.41900000                            | CUSIP: 95000MBR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4341000 | PA      | $4195891.66     | 0.01%             | 2059-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| OAKC 2024-18A B1 V/R 04/20/37                 | OHA CREDIT FUNDING 18 LTD SER 2024-18A CL B1 V/R REGD 144A P/P 6.21947000                                    | CUSIP: 67706JAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     1000000 | PA      | $1005344.00     | 0.00%             | 2037-04-20      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIE 4.8% 09/15/34                | UBER TECHNOLOGIES INC REGD 4.80000000                                                                        | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    22450000 | PA      | $22051207.18    | 0.05%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6149 2% 02/01/36                     | FANNIE MAE POOL UMBS P#FM6149 2.00000000                                                                     | CUSIP: 3140X9ZP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      662604 | PA      | $609104.19      | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERI 6.125% 07/31/32                | JH NORTH AMERICA HOLDING REGD 144A P/P 6.12500000                                                            | CUSIP: 46593WAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7105000 | PA      | $7222971.49     | 0.02%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/ 5.375% 04/01/26                | FERRELLGAS LP/FERRELLGAS REGD 144A P/P 5.37500000                                                            | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9035000 | PA      | $8949225.32     | 0.02%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SABR 2007-BR2 A2 V/R 02/25/37                 | SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2007-BR2 CL A2 V/R REGD 4.89368000                         | CUSIP: 81378PAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3350177 | PA      | $1469754.17     | 0.00%             | 2037-02-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTER 3.563% 08/01/36                | NY & PRESBYTERIAN HOSPIT REGD 3.56300000                                                                     | CUSIP: 649322AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2630000 | PA      | $2292441.21     | 0.01%             | 2036-08-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/24/31                | BANK OF AMERICA CORP REGD V/R MTN 1.92200000                                                                 | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     7009000 | PA      | $6112441.24     | 0.01%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| NRZT 2021-NQ1R A V/R 07/25/55                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021- SER 2021-NQ1R CL A2 V/R REGD 144A P/P 1.09585000                   | CUSIP: 64828BAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      709723 | PA      | $646289.97      | 0.00%             | 2055-07-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| CHI 2025-SFT C V/R 04/15/30                   | CHI COMMERCIAL MORTGAGE TRUST 2025-SFT SER 2025-SFT CL C V/R REGD 144A P/P 6.81880100                        | CUSIP: 16706GAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10450000 | PA      | $10637779.19    | 0.03%             | 2042-04-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| CHASE 2025-5 A5 V/R 11/25/46                  | CHASE HOME LENDING MORTGAGE TRUST 2025-5 SER 2025-5 CL A5 V/R REGD 144A P/P 6.00000000                       | CUSIP: 161935AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1666667 | PA      | $1672871.33     | 0.00%             | 2056-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| TECHNIMARK HOLDING 0% 12/16/30                | TECHNIMARK HOLDINGS LLC 2024   TERM LOAN 0.00000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1854068 | PA      | $1861020.63     | 0.00%             | 2030-12-16      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5750 4% 08/01/50                     | FANNIE MAE POOL UMBS P#FM5750 4.00000000                                                                     | CUSIP: 3140X9L86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      618896 | PA      | $580778.47      | 0.00%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.15% 02/15/50                       | AT&T INC REGD SER WI 5.15000000                                                                              | CUSIP: 00206RFU1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1102000 | PA      | $991214.08      | 0.00%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GSMBS 2021-GR1 A V/R 02/25/43                 | GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR1 SER 2021-GR1 CL A4 V/R REGD 144A P/P 2.50000000                 | CUSIP: 36262QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4876348 | PA      | $3944509.63     | 0.01%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE  1.625% 07/17/29/EUR/                | WESTLAKE CORP /EUR/ REGD 1.62500000                                                                          | CUSIP: 960413AV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2025000 | PA      | $2239533.56     | 0.01%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9412 3% 11/01/36                     | FANNIE MAE POOL UMBS P#AL9412 3.00000000                                                                     | CUSIP: 3138ERN63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      743227 | PA      | $700735.89      | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL2 A V/R 04/25/63                 | ATLX 2024-RPL2 TRUST SER 2024-RPL2 CL A1 V/R REGD 144A P/P 3.85000000                                        | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3996196 | PA      | $3833710.21     | 0.01%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA1906 4% 12/01/49                     | FREDDIE MAC POOL UMBS P#RA1906 4.00000000                                                                    | CUSIP: 3133KHDK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1308788 | PA      | $1233024.00     | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MCR 2024-HTL A V/R 02/15/26                   | MCR 2024-HTL MORTGAGE TRUST SER 2024-HTL CL A V/R REGD 144A P/P 6.07040000                                   | CUSIP: 55286PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       95877 | PA      | $95787.48       | 0.00%             | 2037-02-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITA 6.25% 04/15/28                | AVIATION CAPITAL GROUP REGD 144A P/P 6.25000000                                                              | CUSIP: 05369AAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3810000 | PA      | $3967737.20     | 0.01%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUCI SECOND IN 4.375% 09/10/27                | SUCI SECOND INVEST CO REGD REG S 4.37500000                                                                  | CUSIP: G85444AD2<br>LEI: 558600VUMCHBIHACQF76 | Long             | DBT              | CORP              | KY        |     6000000 | PA      | $5961000.00     | 0.01%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RC R/P BOFA S  4.550% 07/01/25                | RC R/P BOFA S  4.550% 07/01/25 4.55000000                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |    22500000 | PA      | $22500000.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WAT 9.75% 10/10/27/GBP/                | THAMES WATER SUPER SEN /GBP/ REGD 144A P/P 9.75000000                                                        | CUSIP: 88325AAA8<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       96259 | PA      | $144814.38      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AESOP 2024-2A  5.13% 10/20/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-2A CL A REGD 144A P/P 5.13000000                           | CUSIP: 05377RJG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5650000 | PA      | $5734158.45     | 0.01%             | 2028-10-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| T/L REPUBLIC 0% 03/05/27/EUR/                 | T/L REPUBLIC OF PANAMA REGD    /EUR/ 0.00000000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | PA        |    28600000 | PA      | $33689369.45    | 0.08%             | 2027-03-05      | Variable      | 4.10%                 | No            |                  3 | On Loan: No      |
| GNR 2023-50 AC V/R 09/16/63                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-50 CL AC V/R 3.25000000                                    | CUSIP: 38381JDG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      408316 | PA      | $370376.86      | 0.00%             | 2063-09-16      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CFSP 2024-AHP1  6.5% 04/15/37                 | CFSP 2024-AHP1 MORTGAGE TRUST SER 2024-AHP1 CL A REGD 6.50000000                                             | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3162937 | PA      | $3029960.69     | 0.01%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CRBN 2017-1A A1 V/R 01/20/31                  | CARBONE CLO LTD SER 2017-1A CL A1 V/R REGD 144A P/P 5.67108000                                               | CUSIP: 141312AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       95370 | PA      | $95415.22       | 0.00%             | 2031-01-20      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5195 5.5% 05/20/48                | GINNIE MAE II POOL P#MA5195 5.50000000                                                                       | CUSIP: 36179TXY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      721384 | PA      | $736970.52      | 0.00%             | 2048-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-NPL8 A V/R 04/25/51                 | VOLT XCIX LLC SER 2021-NPL8 CL A1 V/R REGD 144A P/P 6.11570000                                               | CUSIP: 92872VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1149557 | PA      | $1148922.75     | 0.00%             | 2051-04-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/51                | JPMORGAN CHASE & CO REGD V/R 3.10900000                                                                      | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3237000 | PA      | $2178152.12     | 0.01%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| THAMES SSN 9.75% 10/10/27 /GBP                | THAMES SSNM 144A UNFUNDED      COMMITMENT REGD /GBP/ 9.75000000                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      185203 | PA      | $237694.67      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN  5.875% 07/21/28                | JEFFERIES FIN GROUP INC REGD 5.87500000                                                                      | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    10330000 | PA      | $10713192.49    | 0.03%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUN 5.875% 01/16/30                | F&G GLOBAL FUNDING REGD 144A P/P MTN 5.87500000                                                              | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     9100000 | PA      | $9348887.18     | 0.02%             | 2030-01-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018- 4.6% 03/01/26                | UNITED AIR 2018-1 B PTT REGD SER B 4.60000000                                                                | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2685693 | PA      | $2652411.90     | 0.01%             | 2026-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 07/03/25                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                                   | CUSIP: 912797NX1<br>LEI: N/A                  | Long             | STIV             | UST               | US        |      475000 | PA      | $474889.41      | 0.00%             | 2025-07-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN I 5.55% 06/23/35                | BROWN & BROWN INC REGD 5.55000000                                                                            | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3365132.20     | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZ 9% 11/17/21 /              | PETROLEOS DE VENEZUELA S REGD 9.00000000                                                                     | CUSIP: P7807HAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |      200000 | PA      | $25336.41       | 0.00%             | 2025-11-17      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 3.3% 06/22/54/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 98 3.30000000                                                                 | CUSIP: B1121KHY4<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |    14441300 | PA      | $15148886.74    | 0.04%             | 2054-06-22      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| ELM 2024-ELM E10 V/R 06/10/27                 | ELM TRUST 2024-ELM SER 2024-ELM CL E10 V/R REGD 144A P/P 8.04549200                                          | CUSIP: 26860XBG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2217000 | PA      | $2223039.55     | 0.01%             | 2039-06-10      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-NQM3 A V/R 03/25/67                 | CSMC 2022-NQM3 TRUST SER 2022-NQM3 CL A1B V/R REGD 144A P/P 4.26500000                                       | CUSIP: 12661NAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1314000 | PA      | $1282893.81     | 0.00%             | 2067-03-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| SPEAK 2016-3A AR V/R 01/23/37                 | MARINER CLO 2016-3 LLC SER 2016-3A CL AR3 V/R REGD 144A P/P 5.86934000                                       | CUSIP: 82672NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      490000 | PA      | $492524.48      | 0.00%             | 2037-01-23      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACC 5.3% 09/13/27                | NISSAN MOTOR ACCEPTANCE REGD 144A P/P MTN 5.30000000                                                         | CUSIP: 65480CAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2168941.26     | 0.01%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 7.0% SEPT 25                    | FNMA 30YR TBA 7.0% SEPT 25     TO BE ANNOUNCED 7.00000000                                                    | CUSIP: 01F070690<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    47000000 | PA      | $49243827.47    | 0.12%             | 2055-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C1 3.278% 09/15/29                 | CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST SER 2019-C17 CL AS REGD 3.27830000                                  | CUSIP: 12597BAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2625000 | PA      | $2375243.85     | 0.01%             | 2052-09-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| UMBS P#AZ4779 4% 10/01/45                     | FANNIE MAE POOL UMBS P#AZ4779 4.00000000                                                                     | CUSIP: 3138YWJZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      794588 | PA      | $753992.47      | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T/L RYAN LLC 0% 11/29/30                      | T/L RYAN LLC REGD 0.00000000                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      695444 | PA      | $696097.93      | 0.00%             | 2030-11-14      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PA 4% 01/15/32                | TARGA RESOURCES PARTNERS REGD 144A 4.00000000                                                                | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4656000 | PA      | $4339337.62     | 0.01%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL 10.5% 02/15/28                | UNITI GROUP/CSL CAPITAL REGD 144A P/P 10.50000000                                                            | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1311000 | PA      | $1389715.73     | 0.00%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| RPM 2024-1A A 7.09% 03/25/26                  | RESEARCH-DRIVEN PAGAYA MOTOR TRUST 2024-1 SER 2024-1A CL A REGD 144A P/P 7.09000000                          | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1400136 | PA      | $1412216.35     | 0.00%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US00206RHW51 01.000 SP 06/20/2026 GOLDUS33XXX FIXED                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $18893.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PLNT 2022-1A  3.251% 12/05/26                 | PLANET FITNESS MASTER ISSUER LLC SER 2022-1A CL A2I REGD 144A P/P 3.25100000                                 | CUSIP: 72703PAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12533962 | PA      | $12205434.81    | 0.03%             | 2051-12-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNR 2024-97 FW V/R 06/20/54                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-97 CL FW V/R 5.45185000                                    | CUSIP: 38384PYX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3375093 | PA      | $3366473.33     | 0.01%             | 2054-06-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4126 3% 12/20/46                  | GINNIE MAE II POOL P#MA4126 3.00000000                                                                       | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1490393 | PA      | $1337745.99     | 0.00%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDIN 4.4% 09/23/27                | GA GLOBAL FUNDING TRUST REGD 144A P/P 4.40000000                                                             | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11976344.28    | 0.03%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AQFIT 2025-1 A 5.25% 12/19/50                 | AQFIT 2025-1 A 144A 5.25000000                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    28200000 | PA      | $28200000.00    | 0.07%             | 2050-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 3.3% 12/15/32                | BRITISH AIR 19-1 AA PTT REGD 144A P/P 3.30000000                                                             | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      299543 | PA      | $278309.51      | 0.00%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3308 3% 03/01/38                     | FANNIE MAE POOL UMBS P#MA3308 3.00000000                                                                     | CUSIP: 31418CVA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      565918 | PA      | $534036.99      | 0.00%             | 2038-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB 2024-A A1B V/R 03/15/56                   | SMB PRIVATE EDUCATION LOAN TRUST 2024-A SER 2024-A CL A1B V/R REGD 144A P/P 5.75385000                       | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6815563 | PA      | $6880992.48     | 0.02%             | 2056-03-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| MEXICAN UD 2.75% 11/27/31/MXN/                | MEXICAN UDIBONOS /MXN/ REGD SER S 2.75000000                                                                 | CUSIP: P4R07XL95<br>LEI: N/A                  | Long             | DBT              | UST               | MX        |   698648339 | PA      | $32925029.33    | 0.08%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC1975 1.5% 05/01/36                   | FREDDIE MAC POOL UMBS P#RC1975 1.50000000                                                                    | CUSIP: 3133L8FQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      922637 | PA      | $825066.49      | 0.00%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CWL 2006-BC1 M3 V/R 04/25/36                  | CWABS ASSET-BACKED CERTIFICATES TRUST 2006-BC1 SER 2006-BC1 CL M3 V/R REGD 5.01868000                        | CUSIP: 126670XT0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $940823.40      | 0.00%             | 2036-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/18/36                   | MORGAN STANLEY REGD V/R 5.58700000                                                                           | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    18971000 | PA      | $19474015.69    | 0.05%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9566 3.5% 06/01/46                   | FANNIE MAE POOL UMBS P#AL9566 3.50000000                                                                     | CUSIP: 3138ERTY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      926409 | PA      | $860309.19      | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB 2021-A APT 1.07% 01/15/53                 | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SER 2021-A CL APT1 REGD 144A P/P 1.07000000                          | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4641396 | PA      | $4177914.04     | 0.01%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US25746UCY38 01.000 BP 12/20/2029 GSISW LONG                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-182375.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIAN 5.7% 03/15/54                | ENTERGY LOUISIANA LLC REGD 5.70000000                                                                        | CUSIP: 29364WBN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3430000 | PA      | $3384717.83     | 0.01%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 A2 4.69% 08/22/30                 | DELL EQUIPMENT FINANCE TRUST 2024-2 SER 2024-2 CL A2 REGD 144A P/P 4.69000000                                | CUSIP: 24704EAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16400000 | PA      | $16412039.24    | 0.04%             | 2030-08-22      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3057 3.5% 07/01/47                   | FANNIE MAE POOL UMBS P#MA3057 3.50000000                                                                     | CUSIP: 31418CMF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2208528 | PA      | $2034306.35     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TIF 2024-1A A 5.48% 05/20/34                  | TIF FUNDING III LLC SER 2024-1A CL A REGD 144A P/P 5.48000000                                                | CUSIP: 88655AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3131094 | PA      | $3175797.94     | 0.01%             | 2049-04-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTR 2.15% 09/01/31                | REXFORD INDUSTRIAL REALT REGD 2.15000000                                                                     | CUSIP: 76169XAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1135000 | PA      | $972879.72      | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-1A  5.11% 02/20/31                 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2025-1A CL B REGD 144A P/P 5.11000000                        | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1226251.44     | 0.00%             | 2031-02-20      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| TRK 2021-INV1 A1 V/R 07/25/56                 | TRK 2021-INV1 TRUST SER 2021-INV1 CL A1 V/R REGD 144A P/P 1.15300000                                         | CUSIP: 89688WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2346798 | PA      | $2086250.81     | 0.01%             | 2056-07-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| DRMT 2021-2 A1 V/R 04/25/66                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2 SER 2021-2 CL A1 V/R REGD 144A P/P 0.89900000                         | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2831903 | PA      | $2501442.50     | 0.01%             | 2066-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| GFMT 2018-2 A22 V/R 10/25/58                  | GALTON FUNDING MORTGAGE TRUST 2018-2 SER 2018-2 CL A22 V/R REGD 144A P/P 4.00000000                          | CUSIP: 36418GAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      201349 | PA      | $189286.40      | 0.00%             | 2058-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/31/31                    | CITIGROUP INC REGD V/R 4.41200000                                                                            | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3027000 | PA      | $2994875.05     | 0.01%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CWALT 2003-22CB 3 6% 12/25/33                 | ALTERNATIVE LOAN TRUST 2003-22CB SER 2003-22CB CL 3A1 REGD 6.00000000                                        | CUSIP: 12669FEG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       67355 | PA      | $70460.99       | 0.00%             | 2033-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-OA7 2 V/R 06/25/46                 | ALTERNATIVE LOAN TRUST 2006-OA7 SER 2006-OA7 CL 2A1 V/R REGD 5.33869000                                      | CUSIP: 02146BAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7136025 | PA      | $6543094.51     | 0.02%             | 2046-06-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| NEUB 2024-56A B V/R 07/24/37                  | NEUBERGER BERMAN LOAN ADVISERS CLO 5 SER 2024-56A CL B V/R REGD 144A P/P 6.02518000                          | CUSIP: 64135TAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1003698.00     | 0.00%             | 2037-07-24      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| LFT 2024-2A B 4.86% 04/20/29                  | LENDMARK FUNDING TRUST 2024-2 SER 2024-2A CL B REGD 144A P/P 4.86000000                                      | CUSIP: 52590AAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      481000 | PA      | $479218.42      | 0.00%             | 2034-02-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2071 2% 06/01/36                     | FREDDIE MAC POOL UMBS P#RC2071 2.00000000                                                                    | CUSIP: 3133L8JQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2973262 | PA      | $2744096.17     | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STRA 2024-1 V/R 06/20/60 /GBP/                | STRATTON MORTGAGE FUNDING 2024-1 PLC SER 2024-1A CL B V/R REGD 144A P/P /GBP/ 5.96684000                     | CUSIP: G85317AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |    19600000 | PA      | $26940582.27    | 0.07%             | 2060-06-20      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN  6.35% 02/09/35                | UNITED MEXICAN STATES REGD 6.35000000                                                                        | CUSIP: 91087BAV2<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    16152000 | PA      | $16496845.20    | 0.04%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| T/L KELSO INDUST 0% 12/30/29                  | T/L KELSO INDUSTRIES LLC 0.00000000                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      206889 | PA      | $206888.89      | 0.00%             | 2029-12-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 07/21/32                | GOLDMAN SACHS GROUP INC REGD V/R SER DMTN 2.38300000                                                         | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      580000 | PA      | $506540.59      | 0.00%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 09/18/31                 | DEUTSCHE BANK NY REGD V/R 3.54700000                                                                         | CUSIP: 251526CD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9800000 | PA      | $9167517.80     | 0.02%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALT 1.65% 09/01/26                | UNIVERSAL HEALTH SVCS REGD SER WI 1.65000000                                                                 | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     8275000 | PA      | $7989139.38     | 0.02%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE 4.25% 04/15/31                | PILGRIM'S PRIDE CORP REGD 4.25000000                                                                         | CUSIP: 72147KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13635000 | PA      | $13145823.92    | 0.03%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SCGC 2024-2 V/R 05/14/38 /EUR/                | SC GERMANY SA COMPARTMENT CONSUMER 2024-2 SER 2024-2 CL C V/R REGD REG S /EUR/ 3.29200000                    | CUSIP: L81394CE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | LU        |      300000 | PA      | $356256.60      | 0.00%             | 2038-05-14      | Variable      | 3.29%                 | Yes           |                  2 | On Loan: No      |
| CMLTI 2019-RP1 A V/R 01/25/66                 | CITIGROUP MORTGAGE LOAN TRUST 2019-RP1 SER 2019-RP1 CL A1 V/R REGD 144A P/P 3.50000000                       | CUSIP: 17327RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      893688 | PA      | $871966.49      | 0.00%             | 2066-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785087 3.5% 02/20/48                | GINNIE MAE II POOL P#785087 3.50000000                                                                       | CUSIP: 3622AARG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5046512 | PA      | $4691418.22     | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 8.25% 11/15/29                | ENERGY TRANSFER LP REGD SER * 8.25000000                                                                     | CUSIP: 29273RBC2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1843933.75     | 0.00%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COGENT COMM GROUP  7% 06/15/27                | COGENT COMM GROUP LLC REGD 144A P/P 7.00000000                                                               | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      872000 | PA      | $875995.50      | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FSRIA 2024-FL9 A V/R 09/19/29                 | FS RIALTO 2024-FL9 ISSUER LLC SER 2024-FL9 CL A V/R REGD 144A P/P 5.94821000                                 | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1711000 | PA      | $1707406.90     | 0.00%             | 2039-10-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/31                | JPMORGAN CHASE & CO REGD V/R 5.10300000                                                                      | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    23048000 | PA      | $23619686.97    | 0.06%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20250804 000011343 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4174.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAVSL 2021-A B 2.24% 03/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A SER 2021-A CL B REGD 144A P/P 2.24000000                    | CUSIP: 63942BAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      460000 | PA      | $365233.51      | 0.00%             | 2069-05-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| HIH 2024-61P D V/R 10/15/26                   | HIH TRUST 2024-61P SER 2024-61P CL D V/R REGD 144A P/P 7.95176000                                            | CUSIP: 40444VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      453217 | PA      | $452083.70      | 0.00%             | 2041-10-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV5622 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV5622 3.00000000                                                                     | CUSIP: 3140MKG89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4023637 | PA      | $3486846.66     | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.8% 08/03/28                     | ORACLE CORP REGD 4.80000000                                                                                  | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     8695000 | PA      | $8837872.41     | 0.02%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MA 5.4% 06/15/33                | BACARDI LTD / MARTINI BV REGD 144A P/P 5.40000000                                                            | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    13960000 | PA      | $13913124.41    | 0.03%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW4143 3% 07/01/52                     | FANNIE MAE POOL UMBS P#BW4143 3.00000000                                                                     | CUSIP: 3140MVS90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1749630 | PA      | $1514761.19     | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5976 3.5% 06/20/49                | GINNIE MAE II POOL P#MA5976 3.50000000                                                                       | CUSIP: 36179UT93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      181274 | PA      | $162797.09      | 0.00%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY 5.75% 08/15/34                | CHENIERE ENERGY PARTNERS REGD 5.75000000                                                                     | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     7331000 | PA      | $7528720.08     | 0.02%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | INR/USD FWD 20250820 000003534 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $294.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T/L AVOLON TLB BOR 0% 06/08/28                | T/L AVOLON TLB BORROWER 1 (US) LLC REGD 0.00000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     5608862 | PA      | $5611274.31     | 0.01%             | 2028-06-08      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4003 3% 10/20/46                  | GINNIE MAE II POOL P#MA4003 3.00000000                                                                       | CUSIP: 36179SNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      605928 | PA      | $543720.87      | 0.00%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8140 2% 04/01/51                     | FREDDIE MAC POOL UMBS P#SD8140 2.00000000                                                                    | CUSIP: 3132DWBH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    69048949 | PA      | $54940143.26    | 0.13%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 2.5% JUL25                      | FNMA 30YR TBA 2.5% JUL25       TO BE ANNOUNCED 2.50000000                                                    | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   200785100 | PA      | $166444950.84   | 0.41%             | 2055-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  6.75% 12/01/33                | GLP CAPITAL LP / FIN II REGD 6.75000000                                                                      | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4154000 | PA      | $4437161.56     | 0.01%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3415 4% 07/01/48                     | FANNIE MAE POOL UMBS P#MA3415 4.00000000                                                                     | CUSIP: 31418CYM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      129969 | PA      | $123012.15      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20250702 000004334 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-206929.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA V/R 05/30/35                          | BPCE SA REGD V/R 144A P/P 5.93600000                                                                         | CUSIP: 05571AAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     5600000 | PA      | $5738253.19     | 0.01%             | 2035-05-30      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| LADAR 2023-4A  6.76% 03/15/27                 | LAD AUTO RECEIVABLES TRUST 2023-4 SER 2023-4A CL C REGD 144A P/P 6.76000000                                  | CUSIP: 50571AAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1940000 | PA      | $2007167.07     | 0.00%             | 2029-03-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHI 5.55% 03/15/54                | DUKE ENERGY OHIO INC REGD 5.55000000                                                                         | CUSIP: 26442EAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2088000 | PA      | $2039829.63     | 0.01%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VOYA 2015-3A A3R V/R 10/20/31                 | VOYA CLO 2015-3 LTD SER 2015-3A CL A3R3 V/R REGD 144A P/P 5.97238000                                         | CUSIP: 92913UBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1501179.00     | 0.00%             | 2031-10-20      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#QI8968 6% 06/01/54                     | FREDDIE MAC POOL UMBS P#QI8968 6.00000000                                                                    | CUSIP: 3133WF6D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29534 | PA      | $30141.52       | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OPEN 2023-AIR A V/R 11/15/28                  | OPEN TRUST 2023-AIR SER 2023-AIR CL A V/R REGD 144A P/P 7.40084800                                           | CUSIP: 68373BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      518591 | PA      | $518752.85      | 0.00%             | 2040-11-15      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC 2.8% 07/15/30                | COSTAR GROUP INC REGD 144A P/P 2.80000000                                                                    | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |    11975000 | PA      | $10819907.19    | 0.03%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CONSU 7 C V/R 07/20/38 /EUR/                  | FTA CONSUMO SANTANDER SER 7 CL C V/R REGD REG S /EUR/ 3.91300000                                             | CUSIP: E8686PAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | ES        |      345245 | PA      | $407772.41      | 0.00%             | 2038-07-20      | Variable      | 3.91%                 | Yes           |                  2 | On Loan: No      |
| HEATHROW  3.875% 01/16/36/EUR/                | HEATHROW FUNDING LTD /EUR/ REGD REG S EMTN 3.87500000                                                        | CUSIP: G4R1K8AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      690000 | PA      | $802504.89      | 0.00%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 4.15% 05/01/49                  | AEP TEXAS INC REGD SER G 4.15000000                                                                          | CUSIP: 00108WAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      840000 | PA      | $636104.71      | 0.00%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FHR 5513 FD V/R 01/25/55                      | FREDDIE MAC REMICS SER 5513 CL FD V/R 5.65517000                                                             | CUSIP: 3137HKE75<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    22217304 | PA      | $22263111.51    | 0.05%             | 2055-01-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8372 5.5% 11/01/53                   | FREDDIE MAC POOL UMBS P#SD8372 5.50000000                                                                    | CUSIP: 3132DWJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   132582752 | PA      | $132851565.88   | 0.33%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-BA  3.39% 02/15/28                 | NAVIENT STUDENT LOAN TRUST 2019-B SER 2019-BA CL A2A REGD 144A P/P 3.39000000                                | CUSIP: 63941LAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      216952 | PA      | $212136.78      | 0.00%             | 2059-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| MDPK 2019-37A AR V/R 04/15/37                 | MADISON PARK FUNDING XXXVII LTD SER 2019-37A CL AR2 V/R REGD 144A P/P 5.78610000                             | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2370000 | PA      | $2381257.50     | 0.01%             | 2037-04-15      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| EQT CORP 7.5% 06/01/30                        | EQT CORP REGD 144A P/P 7.50000000                                                                            | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    19885000 | PA      | $21853870.52    | 0.05%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EFF 2024-4 A2 4.69% 01/20/27                  | ENTERPRISE FLEET FINANCING 2024-4 LLC SER 2024-4 CL A2 REGD 144A P/P 4.69000000                              | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6600000 | PA      | $6608820.24     | 0.02%             | 2027-07-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017- 3.7% 01/15/26                | AIR CANADA 2017-1B PTT REGD 144A P/P 3.70000000                                                              | CUSIP: 00908PAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     5379960 | PA      | $5314859.20     | 0.01%             | 2026-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| T/L ADVANTAGE SALE 0% 10/28/27                | T/L ADVANTAGE SALES &          MARKETING INC REGD TERM LOAN 0.00000000                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1439773 | PA      | $1195256.43     | 0.00%             | 2027-10-28      | Variable      | 8.79%                 | No            |                  2 | On Loan: No      |
| SDART 2024-2 D 6.28% 05/15/28                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-2 SER 2024-2 CL D REGD 6.28000000                                | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $412960.00      | 0.00%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP 6.9% 12/01/27                  | OPEN TEXT CORP REGD 144A P/P 6.90000000                                                                      | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    13365000 | PA      | $13836878.06    | 0.03%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CR 6% 02/01/33                | ROYAL CARIBBEAN CRUISES REGD 144A P/P 6.00000000                                                             | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    35895000 | PA      | $36586947.92    | 0.09%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PLMRS 2020-3A A1 V/R 11/15/36                 | PALMER SQUARE CLO 2020-3 LTD SER 2020-3A CL A1R2 V/R REGD 144A P/P 5.97633000                                | CUSIP: 69701RAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     8130000 | PA      | $8141544.60     | 0.02%             | 2036-11-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| T/L JAZZ PHARM 0% 05/05/28                    | T/L JAZZ PHARMACEUTICALS       PUBLIC LIMITED COMPANY         REGD /TERM LOAN 0.00000000                     | CUSIP: G5080AAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |     1407441 | PA      | $1412845.61     | 0.00%             | 2028-05-05      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| SABR 2004-OP1 M1 V/R 02/25/34                 | SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2004-OP1 CL M1 V/R REGD 5.19868000                         | CUSIP: 81375WAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3360839 | PA      | $3341056.41     | 0.01%             | 2034-02-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS G 4.45% 08/17/26                | CIFI HOLDINGS GROUP REGD 0.00000000                                                                          | CUSIP: G2140ABA4<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | CN        |      300000 | PA      | $27000.00       | 0.00%             | 2026-08-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-3A  4.71% 07/20/26                 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2024-3A CL A2 REGD 144A P/P 4.71000000                       | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4439669 | PA      | $4441990.92     | 0.01%             | 2028-05-22      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IFS 2.641000 15-APR-2029 USC  /FLOAT/                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-67387.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAHA 2024-MAR B V/R 12/10/29                  | BAHA TRUST 2024-MAR SER 2024-MAR CL B V/R REGD 144A P/P 7.06941600                                           | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      371000 | PA      | $387686.36      | 0.00%             | 2041-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| TRNTS 2021-18A A V/R 01/20/35                 | TRINITAS CLO XVIII LTD SER 2021-18A CL A1 V/R REGD 144A P/P 5.70108000                                       | CUSIP: 89640LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250418.00      | 0.00%             | 2035-01-20      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| WLAKE 2023-1A  6.79% 02/15/26                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-1 SER 2023-1A CL D REGD 144A P/P 6.79000000                       | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2480000 | PA      | $2534657.22     | 0.01%             | 2028-11-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS I 3% 10/15/30                | SMITHFIELD FOODS INC REGD 144A P/P 3.00000000                                                                | CUSIP: 832248BC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      925000 | PA      | $840251.64      | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEU 5.125% 05/09/29                | TEVA PHARMACEUTICALS NE REGD 5.12500000                                                                      | CUSIP: 88167AAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     4885000 | PA      | $4913142.49     | 0.01%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4437 2% 10/01/51                     | FANNIE MAE POOL UMBS P#MA4437 2.00000000                                                                     | CUSIP: 31418D4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37919494 | PA      | $30053203.21    | 0.07%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SO 5.875% 04/20/32                | REPUBLIC OF SOUTH AFRICA REGD SER 10Y 5.87500000                                                             | CUSIP: 836205BC7<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |     1740000 | PA      | $1702077.80     | 0.00%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-CA  2.15% 03/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C SER 2020-CA CL A2A REGD 144A P/P 2.15000000                 | CUSIP: 63941KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2165353 | PA      | $2063832.87     | 0.01%             | 2068-11-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU8945 3% 04/01/52                     | FANNIE MAE POOL UMBS P#BU8945 3.00000000                                                                     | CUSIP: 3140MA5F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      232347 | PA      | $201422.65      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-4A A 4.75% 08/15/26                 | GLS AUTO RECEIVABLES ISSUER TRUST 2024-4 SER 2024-4A CL A3 REGD 144A P/P 4.75000000                          | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1503345.60     | 0.00%             | 2028-07-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CO 5.25% 06/30/29                | HYATT HOTELS CORP REGD 5.25000000                                                                            | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1424202.28     | 0.00%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE4164 3% 05/01/52                     | FREDDIE MAC POOL UMBS P#QE4164 3.00000000                                                                    | CUSIP: 3133BDTV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27869 | PA      | $24162.28       | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY C DISC 08/19/25                | NEXTERA ENERGY C DISC 08/19/25 0.00000000                                                                    | CUSIP: 65339MVK9<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     1300000 | PA      | $1291694.43     | 0.00%             | 2025-08-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4874 2.5% 11/01/50                   | FANNIE MAE POOL UMBS P#FM4874 2.50000000                                                                     | CUSIP: 3140X8MY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      897455 | PA      | $762945.65      | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.987% 11/01/63                  | COMCAST CORP REGD SER WI 2.98700000                                                                          | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     4616000 | PA      | $2595528.98     | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5248 6.5% 01/01/54                   | FANNIE MAE POOL UMBS P#MA5248 6.50000000                                                                     | CUSIP: 31418EZN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    43183632 | PA      | $44602264.40    | 0.11%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GMALT 2024-3 A 4.29% 04/20/26                 | GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-3 SER 2024-3 CL A2A REGD 4.29000000                               | CUSIP: 38012QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7740519 | PA      | $7731105.39     | 0.02%             | 2027-01-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| WYETH LLC 5.95% 04/01/37                      | WYETH LLC REGD 5.95000000                                                                                    | CUSIP: 983024AN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      717000 | PA      | $764779.78      | 0.00%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 02/15/45                   | UNITED STATES TREASURY BOND 4.75000000                                                                       | CUSIP: 912810UJ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    73935000 | PA      | $73542220.31    | 0.18%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OAKC 2017-15A B1 V/R 04/20/37                 | OHA CREDIT PARTNERS XV LTD SER 2017-15A CL B1R V/R REGD 144A P/P 6.21947000                                  | CUSIP: 67707BAK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    15180000 | PA      | $15261334.44    | 0.04%             | 2037-04-20      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| CIM 2025-R1 A1 V/R 02/25/99                   | CIM TRUST 2025-R1 SER 2025-R1 CL A1 V/R REGD 144A P/P 5.00000000                                             | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    36402891 | PA      | $35988342.48    | 0.09%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| OCP 2020-18A D1R V/R 07/20/37                 | OCP CLO 2020-18 LTD SER 2020-18A CL D1R2 V/R REGD 144A P/P 7.36947000                                        | CUSIP: 671078BG7<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250366.00      | 0.00%             | 2037-07-20      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| ELMW4 2020-1A DR V/R 04/18/37                 | ELMWOOD CLO IV LTD SER 2020-1A CL DR V/R REGD 144A P/P 7.61947000                                            | CUSIP: 29002GAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $998194.00      | 0.00%             | 2037-04-18      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8264 3.5% 11/01/52                   | FREDDIE MAC POOL UMBS P#SD8264 3.50000000                                                                    | CUSIP: 3132DWFD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    44500676 | PA      | $40132440.49    | 0.10%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7192 2% 02/20/51                  | GINNIE MAE II POOL P#MA7192 2.00000000                                                                       | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1373520 | PA      | $1119543.58     | 0.00%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MDPK 2016-21A AA V/R 10/15/32                 | MADISON PARK FUNDING XXI LTD SER 2016-21A CL AARR V/R REGD 144A P/P 5.59771000                               | CUSIP: 55820JBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      892575 | PA      | $893962.23      | 0.00%             | 2032-10-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.388% 05/01/31                 | BOEING CO/THE REGD SER WI 6.38800000                                                                         | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3830000 | PA      | $4116079.05     | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-3A  5.44% 02/22/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-3A CL A REGD 144A P/P 5.44000000                           | CUSIP: 05377RGU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1113699.73     | 0.00%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4653 3% 07/01/52                     | FANNIE MAE POOL UMBS P#MA4653 3.00000000                                                                     | CUSIP: 31418EE30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39786962 | PA      | $34459749.71    | 0.08%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMMT 2019-INV3  V/R 06/01/42                 | JP MORGAN MORTGAGE TRUST 2019-INV3 SER 2019-INV3 CL A3 V/R REGD 144A P/P 3.50000000                          | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      752417 | PA      | $677951.22      | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3182 3.5% 11/01/47                   | FANNIE MAE POOL UMBS P#MA3182 3.50000000                                                                     | CUSIP: 31418CRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2309056 | PA      | $2122851.00     | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BSP 2018-5BA A1R V/R 07/20/37                 | BENEFIT STREET PARTNERS CLO V-B LTD SER 2018-5BA CL A1R V/R REGD 144A P/P 5.79947000                         | CUSIP: 08181JAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3120000 | PA      | $3129753.12     | 0.01%             | 2037-07-20      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20260402 000000902 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-479951.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 01/27/30                | NATWEST GROUP PLC REGD V/R 5.07600000                                                                        | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     6600000 | PA      | $6696652.25     | 0.02%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-A B V/R 03/27/34                    | SOFI CONSUMER LOAN PROGRAM 2025-A TRUST SER 2025-A CL B V/R REGD 144A P/P 5.25000000                         | CUSIP: 83407UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3796000 | PA      | $3796000.00     | 0.01%             | 2034-03-27      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250917 000009605 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7746.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC 2018-1A A1R V/R 01/18/38                 | CIFC FUNDING 2018-I LTD SER 2018-1A CL A1R V/R REGD 144A P/P 5.58947000                                      | CUSIP: 17181NAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    27385000 | PA      | $27449272.60    | 0.07%             | 2038-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MFIT 2025-AA C 5.69% 11/20/29                 | MARINER FINANCE ISSUANCE TRUST 2025-A SER 2025-AA CL C REGD 144A P/P 5.69000000                              | CUSIP: 567920AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1852000 | PA      | $1883473.26     | 0.00%             | 2038-05-20      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| GSAMP 2006-HE4 M V/R 06/25/36                 | GSAMP TRUST 2006-HE4 SER 2006-HE4 CL M1 V/R REGD 4.88368000                                                  | CUSIP: 362439AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1350000 | PA      | $1144061.69     | 0.00%             | 2036-06-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX4207 5% 01/01/53                     | FANNIE MAE POOL UMBS P#BX4207 5.00000000                                                                     | CUSIP: 3140N8U97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      865953 | PA      | $858086.55      | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MMFI 1 B V/R 04/28/29 /EUR/                   | MILTONIA MORTGAGE FINANCE SRL SER 1 CL B V/R REGD REG S /EUR/ 3.45800000                                     | CUSIP: T6S95KAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IT        |      619000 | PA      | $718879.49      | 0.00%             | 2062-04-28      | Variable      | 3.46%                 | Yes           |                  2 | On Loan: No      |
| THAMES WATER  4% 04/18/29/EUR/                | THAMES WATER UTIL FIN /EUR/ REGD REG S EMTN 4.00000000                                                       | CUSIP: G8787BBL3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1600000 | PA      | $1216617.11     | 0.00%             | 2029-04-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BCC 2024-3A B V/R 07/16/37                    | BAIN CAPITAL CREDIT CLO 2024-3 LTD SER 2024-3A CL B V/R REGD 144A P/P 6.11054000                             | CUSIP: 05685QAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1003763.00     | 0.00%             | 2037-07-16      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| SAUDI INT 3.375% 03/05/32/EUR/                | SAUDI INTERNATIONAL BOND /EUR/ REGD 144A P/P 3.37500000                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | SA        |     4200000 | PA      | $4929945.42     | 0.01%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4721 4.5% 09/20/47                | GINNIE MAE II POOL P#MA4721 4.50000000                                                                       | CUSIP: 36179TG66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      612723 | PA      | $599562.33      | 0.00%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIO 7.75% 04/25/29                | PUMA INTERNATIONAL FINAN REGD 7.75000000                                                                     | CUSIP: L78043AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2700000 | PA      | $2774250.00     | 0.01%             | 2029-04-25      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| T/L 8TH AVENUE FO 0% 10/01/25                 | T/L 8TH AVENUE FOOD & PROVISIONS INC REGD 0.00000000                                                         | CUSIP: 28253PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      194179 | PA      | $193941.80      | 0.00%             | 2025-10-01      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL  7.75% 05/01/35                | VENTURE GLOBAL PLAQUE REGD 144A P/P 7.75000000                                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    10108000 | PA      | $10941121.58    | 0.03%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAMLL 2024-BHP A V/R 08/15/26                 | BAMLL TRUST 2024-BHP SER 2024-BHP CL A V/R REGD 144A P/P 6.66176000                                          | CUSIP: 05493WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2146000 | PA      | $2156707.47     | 0.01%             | 2039-08-15      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| BLUEM 2017-2A A1 V/R 10/20/30                 | BLUEMOUNTAIN FUJI US CLO II LTD SER 2017-2A CL A1AR V/R REGD 144A P/P 5.53108000                             | CUSIP: 09629EAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       70310 | PA      | $70331.33       | 0.00%             | 2030-10-20      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| BAMLL 2025-ASHF  V/R 02/15/27                 | BAMLL TRUST 2025-ASHF SER 2025-ASHF CL E V/R REGD 144A P/P 9.56200000                                        | CUSIP: 05494CAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1696000 | PA      | $1685119.48     | 0.00%             | 2042-02-15      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| T/L CCRR PARE 0% 03/06/28                     | T/L CCRR PARENT INC REGD 0.00000000                                                                          | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      618183 | PA      | $244182.15      | 0.00%             | 2028-03-06      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB14 M V/R 06/25/27                 | CFMT 2024-HB14 LLC SER 2024-HB14 CL M2 V/R REGD 144A P/P 3.00000000                                          | CUSIP: 12530XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $94693.15       | 0.00%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMAC 2007-CH3 A V/R 03/25/37                 | JP MORGAN MORTGAGE ACQUISITION TRUST 2007-CH3 SER 2007-CH3 CL A5 V/R REGD 4.69368000                         | CUSIP: 46630XAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6841151 | PA      | $6767236.75     | 0.02%             | 2037-03-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS6380 2.5% 02/01/52                   | FANNIE MAE POOL UMBS P#FS6380 2.50000000                                                                     | CUSIP: 3140XNCS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    52387694 | PA      | $43472738.29    | 0.11%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX 2022-CSMO B V/R 06/15/27                   | BX COMMERCIAL MORTGAGE TRUST 2022-CSMO SER 2022-CSMO CL B V/R REGD 144A P/P 7.45246000                       | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18615000 | PA      | $18754612.50    | 0.05%             | 2027-06-15      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| CXHE 2006-A M3 V/R 06/25/36                   | CENTEX HOME EQUITY LOAN TRUST 2006-A SER 2006-A CL M3 V/R REGD 4.92868000                                    | CUSIP: 15231AAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9500000 | PA      | $8985404.95     | 0.02%             | 2036-06-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6757 6% 07/01/53                     | FANNIE MAE POOL UMBS P#CB6757 6.00000000                                                                     | CUSIP: 3140QSQK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4367794 | PA      | $4480140.24     | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTA 5.375% 05/29/27/EUR/                | UZBEKISTAN INTL BOND /EUR/ REGD 144A P/P 5.37500000                                                          | CUSIP: Y000WRAM0<br>LEI: N/A                  | Long             | DBT              | USGA              | UZ        |    11060000 | PA      | $13350703.21    | 0.03%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHI 4.34% 03/07/42                | REPUBLIC OF CHILE REGD 4.34000000                                                                            | CUSIP: 168863DY1<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |     5675000 | PA      | $4906661.75     | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4876 6% 12/01/52                     | FANNIE MAE POOL UMBS P#MA4876 6.00000000                                                                     | CUSIP: 31418EM23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       65067 | PA      | $66443.52       | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20250917 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $61360.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX CORP 5.15% 02/27/33                       | RTX CORP REGD 5.15000000                                                                                     | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    17180000 | PA      | $17561007.73    | 0.04%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PCLF 2024-1 V/R 07/15/27 /GBP/                | PCL FUNDING IX PLC SER 2024-1 CL B V/R REGD REG S /GBP/ 5.51621000                                           | CUSIP: G6S6B4AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      238000 | PA      | $325796.86      | 0.00%             | 2029-07-16      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| AOMT 2024-8 A1 V/R 08/25/28                   | ANGEL OAK MORTGAGE TRUST 2024-8 SER 2024-8 CL A1 V/R REGD 144A P/P 5.33800000                                | CUSIP: 03465QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2753685 | PA      | $2746690.10     | 0.01%             | 2069-05-27      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS7252 5% 11/01/53                     | FANNIE MAE POOL UMBS P#FS7252 5.00000000                                                                     | CUSIP: 3140XPBW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    79609899 | PA      | $78191193.66    | 0.19%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDX 2007-AR15 1 V/R 08/25/37                 | INDYMAC INDX MORTGAGE LOAN TRUST 2007-AR15 SER 2007-AR15 CL 1A1 V/R REGD 4.44177200                          | CUSIP: 45669JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2846613 | PA      | $1983104.32     | 0.00%             | 2037-08-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| JPMAC 2007-CH5 M V/R 06/25/37                 | JP MORGAN MORTGAGE ACQUISITION TRUST 2007-CH5 SER 2007-CH5 CL M1 V/R REGD 4.70368000                         | CUSIP: 46631KAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6337926 | PA      | $6150792.03     | 0.02%             | 2037-06-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 02/15/34                      | UNITED STATES TREASURY NOTE 4.00000000                                                                       | CUSIP: 91282CJZ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    21698000 | PA      | $21471696.59    | 0.05%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TAH 2020-SFR1 2.548% 07/17/26                 | TRICON AMERICAN HOMES 2020-SFR1 SER 2020-SFR1 CL D REGD 144A P/P 2.54800000                                  | CUSIP: 89613GAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1220000 | PA      | $1185739.11     | 0.00%             | 2038-07-17      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FHMS K-1512 X1 V/R 04/25/34                   | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-1512 CL X1 V/R 1.04705300                      | CUSIP: 3137FMTU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18641090 | PA      | $972645.45      | 0.00%             | 2034-04-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNTR 5.93% 11/13/29                 | ROCK TRUST 2024-CNTR SER 2024-CNTR CL B REGD 144A P/P 5.93035000                                             | CUSIP: 74970WAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5309000 | PA      | $5472498.09     | 0.01%             | 2041-11-13      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0497 2% 01/01/52                     | FANNIE MAE POOL UMBS P#FS0497 2.00000000                                                                     | CUSIP: 3140XFRT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3788040 | PA      | $3057435.90     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORDO 2023-A A 4.65% 08/15/26                 | FORD CREDIT AUTO OWNER TRUST 2023-A SER 2023-A CL A3 REGD 4.65000000                                         | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2451379 | PA      | $2454077.16     | 0.01%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TPMF 2024-G V/R 10/20/29 /GBP/                | TOWD POINT MORTGAGE FUNDING 2024 - GRA SER 2024-GR6A CL A1 V/R REGD 144A P/P /GBP/ 5.23908000                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |    26653980 | PA      | $36648049.46    | 0.09%             | 2053-07-20      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO 5.1% 04/02/35                | ALABAMA POWER CO REGD 5.10000000                                                                             | CUSIP: 010392GC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4020000 | PA      | $4051331.16     | 0.01%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS 4.95% 09/15/34                | SOUTHERN CO GAS CAPITAL REGD 4.95000000                                                                      | CUSIP: 8426EPAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4256189.88     | 0.01%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7461 4% 08/01/50                     | FANNIE MAE POOL UMBS P#FM7461 4.00000000                                                                     | CUSIP: 3140XBJF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    48082152 | PA      | $45194625.84    | 0.11%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6329 6% 05/01/53                     | FANNIE MAE POOL UMBS P#CB6329 6.00000000                                                                     | CUSIP: 3140QSA76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2995579 | PA      | $3072565.86     | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNH 2025-1 A V/R 03/15/45                     | FNA 8 LLC SER 2025-1 CL A V/R REGD 144A P/P 5.62300000                                                       | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3293715 | PA      | $3309014.80     | 0.01%             | 2045-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| US TIPS 1.375% 02/15/44                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.37500000                                                    | CUSIP: 912810RF7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      688225 | PA      | $577673.61      | 0.00%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHAOT 2024-2A  5.52% 01/25/28                 | CHASE AUTO OWNER TRUST 2024-2 SER 2024-2A CL A3 REGD 144A P/P 5.52000000                                     | CUSIP: 16144CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17500000 | PA      | $17770026.75    | 0.04%             | 2029-06-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| COLT 2024-6 A1 V/R 11/25/69                   | COLT 2024-6 MORTGAGE LOAN TRUST SER 2024-6 CL A1 V/R REGD 144A P/P 5.39000000                                | CUSIP: 19688XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1123360 | PA      | $1124124.68     | 0.00%             | 2069-11-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| T/L TWITTER INC 0% 02/14/30/                  | T/L TWITTER INC REGD 0.00000000                                                                              | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1291843 | PA      | $1255245.47     | 0.00%             | 2030-02-14      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0786 2% 12/01/51                     | FREDDIE MAC POOL UMBS P#SD0786 2.00000000                                                                    | CUSIP: 3132DM2T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2225727 | PA      | $1794228.80     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RMIT 2024-2 D 6.33% 12/15/33                  | REGIONAL MANAGEMENT ISSUANCE TRUST 2024-2 SER 2024-2 CL D REGD 144A P/P 6.33000000                           | CUSIP: 75907AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      201000 | PA      | $202523.06      | 0.00%             | 2033-12-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| FFML 2002-FF4 1A V/R 02/25/33                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2002-FF4 SER 2002-FF4 CL 1A2 V/R REGD 5.56361000                          | CUSIP: 32027NBR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2480733 | PA      | $2428920.51     | 0.01%             | 2033-02-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7767 2.5% 12/20/51                | GINNIE MAE II POOL P#MA7767 2.50000000                                                                       | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13061945 | PA      | $11102833.74    | 0.03%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.25% 06/01/31                | PACIFIC GAS & ELECTRIC REGD 3.25000000                                                                       | CUSIP: 694308JT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11300000 | PA      | $10140621.92    | 0.02%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PMTLT 2025-INV3  V/R 12/25/47                 | PMT LOAN TRUST 2025-INV3 SER 2025-INV3 CL A3 V/R REGD 144A P/P 5.50000000                                    | CUSIP: 69382CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    22512217 | PA      | $22401411.53    | 0.05%             | 2056-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFO 4.858% 05/15/12                | UNIV OF CALIFORNIA REVENUES REGD N/C B/E 4.85800000                                                          | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1543000 | PA      | $1279628.88     | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS5175 3.5% 06/01/45                   | FANNIE MAE POOL UMBS P#AS5175 3.50000000                                                                     | CUSIP: 3138WEXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      708427 | PA      | $658695.90      | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 08/15/39                    | UNITED STATES TREASURY BOND 4.50000000                                                                       | CUSIP: 912810QC5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1271000 | PA      | $1266233.75     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCITY 2021-1A A1 V/R 07/20/34                 | CROWN CITY CLO III SER 2021-1A CL A1A V/R REGD 144A P/P 5.70108000                                           | CUSIP: 22824DAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250478.25      | 0.00%             | 2034-07-20      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| PLMRS 2022-3A A1 V/R 07/20/37                 | PALMER SQUARE CLO 2022-3 LTD SER 2022-3A CL A1R V/R REGD 144A P/P 5.61947000                                 | CUSIP: 69690AAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      400000 | PA      | $400859.60      | 0.00%             | 2037-07-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.125% 01/15/31                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000                                                    | CUSIP: 91282CBF7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1971728 | PA      | $1826777.54     | 0.00%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 5.6% 02/21/54                      | INTEL CORP REGD 5.60000000                                                                                   | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2522855.53     | 0.01%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL V/R 12/31/49                  | CASH COLLATERAL USD 4.23000000                                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |   -16495000 | PA      | $-16495000.00   | -0.04%            | 2049-12-31      | Floating      | 4.23%                 | No            |                  1 | On Loan: No      |
| SLAM 2024-1A  5.335% 09/15/31                 | SLAM LTD SER 2024-1A CL A REGD 144A P/P 5.33500000                                                           | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8920371 | PA      | $8896517.52     | 0.02%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| DCOT 2019-MTC 2.965% 10/15/29                 | DC OFFICE TRUST 2019-MTC SER 2019-MTC CL A REGD 144A P/P 2.96500000                                          | CUSIP: 23312BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12545000 | PA      | $11420201.50    | 0.03%             | 2045-09-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7511 3.5% 01/01/50                   | FREDDIE MAC POOL UMBS P#SD7511 3.50000000                                                                    | CUSIP: 3132DVKY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      342609 | PA      | $313747.78      | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T/L EURO PARFUMS 0% 09/01/28                  | T/L EURO PARFUMS FZE REGD 0.00000000                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      394550 | PA      | $386659.00      | 0.00%             | 2028-09-01      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| REPUBLICA  9.75% 07/20/33/UYU/                | REPUBLICA ORIENT URUGUAY /UYU/ REGD 9.75000000                                                               | CUSIP: 760942BF8<br>LEI: N/A                  | Long             | DBT              | USGA              | UY        |   335125000 | PA      | $8822859.66     | 0.02%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 5.834% 02/20/31                | BAT CAPITAL CORP REGD 5.83400000                                                                             | CUSIP: 05526DBY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5471956.31     | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8128 2% 02/01/51                     | FREDDIE MAC POOL UMBS P#SD8128 2.00000000                                                                    | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    33003819 | PA      | $26282436.30    | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RC R/P BOFA S  4.420% 07/01/25                | RC R/P BOFA S  4.420% 07/01/25 4.42000000                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |   250000000 | PA      | $250000000.00   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FR 3.375% 01/15/28/EUR/                | ALTICE FRANCE SA /EUR/ REGD REG S 3.37500000                                                                 | CUSIP: F0265PBQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | PA      | $98712.21       | 0.00%             | 2028-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ZIPLY 2024-1A  7.81% 03/20/29                 | ZIPLY FIBER ISSUER LLC SER 2024-1A CL B REGD 144A P/P 7.81000000                                             | CUSIP: 98979QAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $5227288.50     | 0.01%             | 2054-04-20      | Fixed         | 7.81%                 | No            |                  2 | On Loan: No      |
| FMIC 2006-3 1A V/R 11/25/36                   | FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES  SER 2006-3 CL 1A V/R REGD 4.71920000                            | CUSIP: 316599AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2332166 | PA      | $2143057.14     | 0.01%             | 2036-11-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| TAH 2019-SFR1 3.198% 03/17/26                 | TRICON AMERICAN HOMES 2019-SFR1 TRUST SER 2019-SFR1 CL D REGD 144A P/P 3.19800000                            | CUSIP: 89612LAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1270000 | PA      | $1249044.24     | 0.00%             | 2038-03-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| T/L SYNEOS HEALTH 0% 09/19/30                 | T/L SYNEOS HEALTH INC (AKA INC RESEARCH HOLDINGS INC) REGD 0.00000000                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      509445 | PA      | $504192.76      | 0.00%             | 2030-09-27      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLO 4.2% 09/09/27                | AGILENT TECHNOLOGIES INC REGD 4.20000000                                                                     | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |      262000 | PA      | $261895.32      | 0.00%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LFT 2025-1A A 4.94% 06/20/29                  | LENDMARK FUNDING TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 4.94000000                                      | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5897000 | PA      | $5943075.03     | 0.01%             | 2034-09-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1552 2.5% 11/01/51                   | FANNIE MAE POOL UMBS P#FS1552 2.50000000                                                                     | CUSIP: 3140XGWN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14033947 | PA      | $11721991.89    | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/27/32                | GOLDMAN SACHS GROUP INC REGD V/R 1.99200000                                                                  | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2078773.44     | 0.01%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.50 12/18/54 GOLDUS33XXX FLOAT                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $10355059.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CWHL 2006-17 A6 6% 12/25/36                   | CHL MORTGAGE PASS-THROUGH TRUST 2006-17 SER 2006-17 CL A6 REGD 6.00000000                                    | CUSIP: 17025AAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       97849 | PA      | $43200.64       | 0.00%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EFF 2024-4 A4 4.7% 08/20/29                   | ENTERPRISE FLEET FINANCING 2024-4 LLC SER 2024-4 CL A4 REGD 144A P/P 4.70000000                              | CUSIP: 29374MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      568000 | PA      | $574507.35      | 0.00%             | 2031-06-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.5% 03/01/32                         | HCA INC REGD 5.50000000                                                                                      | CUSIP: 404119DA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4857000 | PA      | $5012580.98     | 0.01%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4629 5.5% 05/01/53                   | FANNIE MAE POOL UMBS P#FS4629 5.50000000                                                                     | CUSIP: 3140XLEB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3297944 | PA      | $3326394.03     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNR 2018-115 DE 3.5% 08/20/48                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-115 CL DE 3.50000000                                       | CUSIP: 38380XR74<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1927683 | PA      | $1780544.05     | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.84PSOFR 06/09/26 XGS FIXED                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-15813.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WFCM 2024-BPR 7.081% 07/15/31                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC SER 2024-BPRC CL D REGD 144A P/P 7.08160000                  | CUSIP: 95004AAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      420000 | PA      | $421541.27      | 0.00%             | 2043-07-15      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 7.081% 08/02/53                | BAT CAPITAL CORP REGD 7.08100000                                                                             | CUSIP: 054989AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11581000 | PA      | $12899510.86    | 0.03%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN 5.2% 06/01/54                | NORTHROP GRUMMAN CORP REGD 5.20000000                                                                        | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      822000 | PA      | $765891.69      | 0.00%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LCM 17A A1AR V/R 10/15/31                     | LCM XVII LP SER 17A CL A1AR V/R REGD 144A P/P 5.64771000                                                     | CUSIP: 50190AAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      436863 | PA      | $437018.65      | 0.00%             | 2031-10-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3736 3.5% 06/20/46                | GINNIE MAE II POOL P#MA3736 3.50000000                                                                       | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1192058 | PA      | $1108754.00     | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NYMT 2024-INV1 A V/R 06/25/69                 | NYMT LOAN TRUST 2024-INV1 SER 2024-INV1 CL A1 V/R REGD 144A P/P 5.37900000                                   | CUSIP: 62956XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4584337 | PA      | $4579904.96     | 0.01%             | 2069-06-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXIC 6.35% 02/12/48                | PETROLEOS MEXICANOS REGD SER WI 6.35000000                                                                   | CUSIP: 71654QCL4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1646000 | PA      | $1146050.87     | 0.00%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL G 5.25% 05/30/29                | CNO FINANCIAL GROUP INC REGD 5.25000000                                                                      | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     3840000 | PA      | $3873653.99     | 0.01%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IFS 2.531250 15-APR-2029 USC  /FLOAT/                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $18759.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCT 7.11% 03/11/32                | IRB INFRASTRUCTURE DEVE REGD REG S 7.11000000                                                                | CUSIP: Y41784AL6<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |     5200000 | PA      | $5213319.70     | 0.01%             | 2032-03-11      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-CNYN D V/R 04/15/41                   | BX TRUST 2024-CNYN SER 2024-CNYN CL D V/R REGD 144A P/P 7.00185000                                           | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      654610 | PA      | $655632.99      | 0.00%             | 2041-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| HY 2025-SPRL B V/R 01/13/30                   | HUDSON YARDS 2025-SPRL MORTGAGE TRUST SER 2025-SPRL CL B V/R REGD 144A P/P 5.75807000                        | CUSIP: 44855PAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10439000 | PA      | $10750128.13    | 0.03%             | 2040-01-13      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 3.375% 07/15/51                | AMERICAN HOMES 4 RENT REGD 3.37500000                                                                        | CUSIP: 02666TAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3567000 | PA      | $2350277.39     | 0.01%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NLT 2021-INV2 B1 V/R 08/25/56                 | NLT 2021-INV2 TRUST SER 2021-INV2 CL B1 V/R REGD 144A P/P 3.32200000                                         | CUSIP: 62917JAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      334000 | PA      | $252667.56      | 0.00%             | 2056-08-25      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.15% 11/15/30                   | BROADCOM INC REGD SER WI 4.15000000                                                                          | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    11780000 | PA      | $11591397.02    | 0.03%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#890696 3% 09/01/30                     | FANNIE MAE POOL UMBS P#890696 3.00000000                                                                     | CUSIP: 31410LRR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      540307 | PA      | $528198.69      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/11/27                | BANK OF AMERICA CORP REGD V/R SER N 1.65800000                                                               | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    10890000 | PA      | $10682748.05    | 0.03%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| NCHET 2005-D M2 V/R 02/25/36                  | NEW CENTURY HOME EQUITY LOAN TRUST SERIES 2005-D SER 2005-D CL M2 V/R REGD 5.13868000                        | CUSIP: 64352VPR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10390000 | PA      | $9217132.12     | 0.02%             | 2036-02-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY  5.882% 06/15/44                | NEW YORK CITY NY MUNI WTR FIN REGD N/C B/E 5.88200000                                                        | CUSIP: 64972FY34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1200000 | PA      | $1216389.60     | 0.00%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P1  5.34% 09/10/30                 | CARVANA AUTO RECEIVABLES TRUST 2025-P1 SER 2025-P1 CL C REGD 5.34000000                                      | CUSIP: 14689MAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4400000 | PA      | $4453114.16     | 0.01%             | 2031-08-11      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL8626 3.5% 06/01/46                   | FANNIE MAE POOL UMBS P#AL8626 3.50000000                                                                     | CUSIP: 3138ETSQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1201500 | PA      | $1114181.10     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OSCAR 2024-2A  4.47% 02/10/28                 | OSCAR US FUNDING XVII LLC SER 2024-2A CL A3 REGD 144A P/P 4.47000000                                         | CUSIP: 68784BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2100000 | PA      | $2096306.06     | 0.01%             | 2029-03-12      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| TWRBG 2024- V/R 05/20/27 /GBP/                | TOWER BRIDGE FUNDING 2024-2 PLC SER 2024-2A CL A V/R REGD 144A P/P /GBP/ 5.10067000                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |     4159179 | PA      | $5722131.05     | 0.01%             | 2066-05-20      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| BPR 2023-STON 7.497% 12/05/27                 | BPR 2023-STON MORTGAGE TRUST SER 2023-STON CL A REGD 144A P/P 7.49700000                                     | CUSIP: 05593GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      847000 | PA      | $882019.05      | 0.00%             | 2039-12-05      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO V/R /PERP/                | JPMORGAN CHASE & CO REGD V/R /PERP/ SER OO 6.50000000                                                        | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    29915000 | PA      | $30895434.21    | 0.08%             | 2174-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP 5.25% 04/05/34                  | AMPHENOL CORP REGD 5.25000000                                                                                | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     4155000 | PA      | $4275945.32     | 0.01%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MASD 2006-2 A V/R 02/25/36                    | MASTR SPECIALIZED LOAN TRUST SER 2006-2 CL A V/R REGD 144A P/P 4.95368000                                    | CUSIP: 57643AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      216232 | PA      | $211857.60      | 0.00%             | 2036-02-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN 4.3% 01/15/29                | FIRSTENERGY PENN ELECTRI REGD 144A P/P 4.30000000                                                            | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4953225.60     | 0.01%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2163 6% 01/01/53                     | FREDDIE MAC POOL UMBS P#SD2163 6.00000000                                                                    | CUSIP: 3132DPML9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2226296 | PA      | $2266453.75     | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.5% 09/27/64                     | ORACLE CORP REGD 5.50000000                                                                                  | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1108000 | PA      | $1009121.89     | 0.00%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3610 3.5% 06/01/46                   | FANNIE MAE POOL UMBS P#BM3610 3.50000000                                                                     | CUSIP: 3140J8AL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1297968 | PA      | $1205243.83     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T/L ALPHA GENERAT ZCP 09/30/31                | T/L ALPHA GENERATION LLC REGD ZCP TERM LOAN 0.00000000                                                       | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |     2624125 | PA      | $2618666.59     | 0.01%             | 2031-09-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BPR 2024-PARK A V/R 11/05/29                  | BPR COMMERCIAL MORTGAGE TRUST 2024-PARK SER 2024-PARK CL A V/R REGD 144A P/P 5.39189200                      | CUSIP: 05593UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      690000 | PA      | $698867.33      | 0.00%             | 2039-11-05      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| OCP 2025-40A A V/R 04/16/38                   | OCP CLO 2025-40 LTD SER 2025-40A CL A V/R REGD 144A P/P 5.45729000                                           | CUSIP: 67570FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1230000 | PA      | $1227232.50     | 0.00%             | 2038-04-16      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBAC 3.85% 06/01/50                | GOLDEN ST TOBACCO SECURITIZATI REGD B/E 3.85000000                                                           | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1490000 | PA      | $1355807.62     | 0.00%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 5.2% 02/15/29                | AMERICAN TOWER CORP REGD 5.20000000                                                                          | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     2170000 | PA      | $2220392.00     | 0.01%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#BD8463 3% 11/01/46                     | FANNIE MAE POOL UMBS P#BD8463 3.00000000                                                                     | CUSIP: 3140FGMM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      790105 | PA      | $700524.21      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGL 2024-35A A1 V/R 01/21/38                  | AGL CLO 35 LTD SER 2024-35A CL A1 V/R REGD 144A P/P 5.60947000                                               | CUSIP: 00852KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1252245.00     | 0.00%             | 2038-01-21      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC1819 2% 02/01/36                     | FREDDIE MAC POOL UMBS P#RC1819 2.00000000                                                                    | CUSIP: 3133L8AU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1311908 | PA      | $1212061.57     | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GSMBS 2024-RPL7  ZCP 07/25/64                 | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL7 SER 2024-RPL7 CL SA ZCP REGD 144A P/P 0.00000000               | CUSIP: 36273CAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      148261 | PA      | $144880.71      | 0.00%             | 2064-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMCC 2024-OMNI  V/R 10/05/27                 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2024-OMNI CL A V/R REGD 144A P/P 5.99038800                     | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4270000 | PA      | $4356258.27     | 0.01%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| CIFC 2015-4A A1A V/R 04/20/34                 | CIFC FUNDING 2015-IV LTD SER 2015-4A CL A1A2 V/R REGD 144A P/P 5.60108000                                    | CUSIP: 12550TAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10470000 | PA      | $10485862.05    | 0.03%             | 2034-04-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7937 3% 03/20/52                  | GINNIE MAE II POOL P#MA7937 3.00000000                                                                       | CUSIP: 36179WZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2700116 | PA      | $2389815.57     | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2022-85 IK 3% 05/20/51                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-85 CL IK 3.00000000                                        | CUSIP: 38383R2G1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2236747 | PA      | $384609.06      | 0.00%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3673 3.5% 12/01/47                   | FANNIE MAE POOL UMBS P#BM3673 3.50000000                                                                     | CUSIP: 3140J8CK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1410107 | PA      | $1299755.89     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE 5.1% 09/12/34                | WOODSIDE FINANCE LTD REGD 5.10000000                                                                         | CUSIP: 980236AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     4500000 | PA      | $4357185.35     | 0.01%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMCC 2021-MHC C V/R 04/15/26                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2021-MHC CL C V/R REGD 144A P/P 5.97648000                    | CUSIP: 466330AJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1000625.00     | 0.00%             | 2038-04-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| HRMTG 2025- V/R 04/21/33 /GBP/                | HERMITAGE 2025 PLC SER 2025-1 CL E V/R REGD REG S /GBP/ 0.00000000                                           | CUSIP: G4412WAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      200000 | PA      | $274600.00      | 0.00%             | 2033-04-21      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CB2854 2.5% 02/01/52                   | FANNIE MAE POOL UMBS P#CB2854 2.50000000                                                                     | CUSIP: 3140QNE40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1172878 | PA      | $993981.21      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T/L RENAISSANCE 0.00% 04/05/30                | T/L RENAISSANCE HOLDING CORP 0.00000000                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2564970 | PA      | $2323298.26     | 0.01%             | 2030-04-05      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| T/L THE CHEMOURS 0% 08/18/2028                | T/L THE CHEMOURS COMPANY REGD  ZCP  TERM LOAN 0.00000000                                                     | CUSIP: 16384YAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1219814 | PA      | $1215239.93     | 0.00%             | 2028-08-18      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| VCC 2024-3 M2 V/R 06/25/54                    | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-2 SER 2024-3 CL M2 V/R REGD 144A P/P 7.23000000                  | CUSIP: 92259QAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1687486 | PA      | $1701889.98     | 0.00%             | 2054-06-25      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| JPMMT 2021-4 B6 V/R 08/25/51                  | JP MORGAN MORTGAGE TRUST 2021-4 SER 2021-4 CL B6 V/R REGD 144A P/P 2.89861000                                | CUSIP: 46652VCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      233254 | PA      | $82819.31       | 0.00%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8895 2.5% 02/01/51                   | FANNIE MAE POOL UMBS P#CA8895 2.50000000                                                                     | CUSIP: 3140QG3D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25806308 | PA      | $21505231.42    | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDIN 5.5% 04/01/32                | GA GLOBAL FUNDING TRUST REGD 144A P/P 5.50000000                                                             | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $9656223.70     | 0.02%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3619 4.5% 01/01/50                   | FANNIE MAE POOL UMBS P#FM3619 4.50000000                                                                     | CUSIP: 3140X7AV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2095555 | PA      | $2037291.42     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBIRD 2016-1A A V/R 10/15/28                  | BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZA SER 2016-1A CL A V/R REGD 144A P/P 4.21300000                    | CUSIP: 09228YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      324410 | PA      | $323854.57      | 0.00%             | 2041-12-16      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| VFUND 1A C V/R 02/16/29 /GBP/                 | VALLEY FUNDING PLC SER 1A CL C V/R REGD 144A P/P /GBP/ 6.22147000                                            | CUSIP: G931Z3AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |     5358000 | PA      | $7357467.94     | 0.02%             | 2066-05-16      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| VCAT 2025-NPL3 A V/R 02/25/28                 | VCAT 2025-NPL3 LLC SER 2025-NPL3 CL A1 V/R REGD 144A P/P 5.88900000                                          | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13407598 | PA      | $13416223.58    | 0.03%             | 2055-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDIN 5.2% 12/09/31                | GA GLOBAL FUNDING TRUST REGD 144A P/P 5.20000000                                                             | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5705460.26     | 0.01%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA1189 6.5% 11/01/53                   | FANNIE MAE POOL UMBS P#DA1189 6.50000000                                                                     | CUSIP: 3140A1KB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       58145 | PA      | $60210.87       | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SHMLT 2020-SH2 B V/R 07/25/23                 | SPRUCE HILL MORTGAGE LOAN TRUST 2020-SH2 SER 2020-SH2 CL B1 V/R REGD 144A P/P 5.00000000                     | CUSIP: 85214RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4285844 | PA      | $4200873.31     | 0.01%             | 2055-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL6 A V/R 06/25/55                 | PRET 2025-NPL6 LLC SER 2025-NPL6 CL A1 V/R REGD 144A P/P 0.00000000                                          | CUSIP: 740936AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    22755000 | PA      | $22756549.62    | 0.06%             | 2055-06-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L INVITATION HOM 0% 09/09/28                | T/L INVITATION HOMES OPERATING PARTNERSHIP LP 0% 0.00000000                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    10003165 | PA      | $9803102.17     | 0.02%             | 2028-09-09      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| PROG 2024-SFR4 D V/R 07/17/29                 | PROGRESS RESIDENTIAL 2024-SFR4 TRUST SER 2024-SFR4 CL D V/R REGD 144A P/P 3.32500000                         | CUSIP: 74334JAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6000000 | PA      | $5513343.60     | 0.01%             | 2041-07-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| T/L RESEARCH NOW G 0% 07/15/28                | T/L RESEARCH NOW GROUP LLC     REGD 0.00000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      366366 | PA      | $363848.88      | 0.00%             | 2028-07-15      | Variable      | 9.59%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLOR 4.2% 07/15/48                | DUKE ENERGY FLORIDA LLC REGD 4.20000000                                                                      | CUSIP: 26444HAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      856000 | PA      | $685709.57      | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3172 3% 10/20/45                  | GINNIE MAE II POOL P#MA3172 3.00000000                                                                       | CUSIP: 36179RQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2003908 | PA      | $1800246.42     | 0.00%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NAROT 2024-B A 4.34% 11/15/27                 | NISSAN AUTO RECEIVABLES 2024-B OWNER TRUST SER 2024-B CL A3 REGD 4.34000000                                  | CUSIP: 65479WAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9100000 | PA      | $9119804.33     | 0.02%             | 2029-03-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOB 4.375% 03/15/43                | PARAMOUNT GLOBAL REGD SER WI 4.37500000                                                                      | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $968066.93      | 0.00%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DIAMOND II LTD 7.95% 07/28/26                 | DIAMOND II LTD REGD REG S 7.95000000                                                                         | CUSIP: V28479AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |     5100000 | PA      | $5145215.33     | 0.01%             | 2026-07-28      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| AMSI 2005-R10 M5 V/R 01/25/36                 | AMERIQUEST MORTGAGE SECURITIES INC ASSET SER 2005-R10 CL M5 V/R REGD 5.37868000                              | CUSIP: 03072ST21<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2340000 | PA      | $2162869.72     | 0.01%             | 2036-01-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CITM 2007-1 2M2 V/R 04/25/22                  | CIT MORTGAGE LOAN TRUST 2007-1 SER 2007-1 CL 2M2 V/R REGD 144A P/P 7.05868000                                | CUSIP: 12559QAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1412500 | PA      | $1319111.57     | 0.00%             | 2037-10-25      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| BONOS DE T 6.15% 08/12/32/PEN/                | BONOS DE TESORERIA /PEN/ REGD 6.15000000                                                                     | CUSIP: P6S32DDY6<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |     5276000 | PA      | $1536744.44     | 0.00%             | 2032-08-12      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS 4.25% 07/21/25                | IMPERIAL BRANDS FIN PLC REGD P/P 4.25000000                                                                  | CUSIP: 453140AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      430000 | PA      | $429854.45      | 0.00%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS L 3.375% 02/15/31                | CSC HOLDINGS LLC REGD 144A P/P 3.37500000                                                                    | CUSIP: 126307BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10305000 | PA      | $7140221.56     | 0.02%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                           | TWD/USD FWD 20250716 000000902 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-755966.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RENEW POWER PV 5.875% 03/05/27                | RENEW POWER PVT LTD REGD 5.87500000                                                                          | CUSIP: Y7279WAA9<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |     5200000 | PA      | $5154800.25     | 0.01%             | 2027-03-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CIFC 2013-2A A1L V/R 10/18/30                 | CIFC FUNDING 2013-II LTD SER 2013-2A CL A1L2 V/R REGD 144A P/P 5.53108000                                    | CUSIP: 12549BAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      126450 | PA      | $126518.95      | 0.00%             | 2030-10-18      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/24/36                | JPMORGAN CHASE & CO REGD V/R 5.50200000                                                                      | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14425000 | PA      | $14857725.33    | 0.04%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| DRSLF 2019-68A A V/R 07/15/35                 | DRYDEN 68 CLO LTD SER 2019-68A CL ARR V/R REGD 144A P/P 5.35610000                                           | CUSIP: 26252QAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    21000000 | PA      | $20994246.00    | 0.05%             | 2035-07-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| AFFRM 2024-X2  5.22% 12/17/29                 | AFFIRM ASSET SECURITIZATION TRUST 2024-X2 SER 2024-X2 CL A REGD 144A P/P 5.22000000                          | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      861232 | PA      | $861661.52      | 0.00%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| CNSL 2025-1A A2 6% 05/20/30                   | CONSOLIDATED COMMUNICATIONS LLC/FIDIUM FIBER FIN SER 2025-1A CL A2 REGD 144A P/P 6.00000000                  | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6990000 | PA      | $7207950.30     | 0.02%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 3.0% JUL12                      | FNMA 30YR TBA 3.0% JUL12       TO BE ANNOUNCED 3.00000000                                                    | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   290069000 | PA      | $250950451.30   | 0.62%             | 2044-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250711 000006038 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15903990.99   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| AMMC 2024-28A A1 V/R 07/20/37                 | AMMC CLO 28 LTD SER 2024-28A CL A1A V/R REGD 144A P/P 5.81947000                                             | CUSIP: 03166HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    24000000 | PA      | $24062160.00    | 0.06%             | 2037-07-20      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CFMT 2025-HB16 A V/R 09/25/27                 | CASCADE FUNDING MORTGAGE TRUST SER 2025-HB16 CL A V/R REGD 144A P/P 3.00000000                               | CUSIP: 12531BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9489119 | PA      | $9281595.85     | 0.02%             | 2035-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH 1% 01/15/32/EUR/                | DIGITAL DUTCH FINCO BV /EUR/ REGD REG S 1.00000000                                                           | CUSIP: N2639BAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2684000 | PA      | $2686195.02     | 0.01%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL R 6.25% 03/15/38                | CANADIAN NATL RESOURCES REGD 6.25000000                                                                      | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     1345000 | PA      | $1394808.74     | 0.00%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEUB 2021-40A A V/R 04/16/33                  | NEUBERGER BERMAN LOAN ADVISERS CLO 4 SER 2021-40A CL A V/R REGD 144A P/P 5.58215000                          | CUSIP: 64134JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1535008 | PA      | $1536780.58     | 0.00%             | 2033-04-16      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| SNVA 2024-A A 5.3% 02/20/31                   | SUNNOVA HELIOS XIII ISSUER LLC SER 2024-A CL A REGD 144A P/P 5.30000000                                      | CUSIP: 86745CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1076394 | PA      | $995682.45      | 0.00%             | 2051-02-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 10/27/28                    | CITIGROUP INC REGD V/R 3.52000000                                                                            | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4608000 | PA      | $4512289.58     | 0.01%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| ROCKT 2017-3A A V/R 10/20/30                  | ROCKFORD TOWER CLO 2017-3 LTD SER 2017-3A CL A V/R REGD 144A P/P 5.72108000                                  | CUSIP: 77341DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1867744 | PA      | $1868236.83     | 0.00%             | 2030-10-20      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMCC 2025-BMS A V/R 01/15/27                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2025-BMS CL A V/R REGD 144A P/P 5.91176000                    | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5700000 | PA      | $5671500.00     | 0.01%             | 2042-01-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| MCR 2024-TWA  5.924% 06/12/27                 | MCR 2024-TWA MORTGAGE TRUST SER 2024-TWA CL A REGD 144A P/P 5.92400000                                       | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1260000 | PA      | $1275219.16     | 0.00%             | 2039-06-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| VERUS 2022-INV1  V/R 08/25/67                 | VERUS SECURITIZATION TRUST 2022-INV1 SER 2022-INV1 CL A1 V/R REGD 144A P/P 5.04100000                        | CUSIP: 92539JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500395 | PA      | $1492975.93     | 0.00%             | 2067-08-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & 3.15% 10/01/49                | FLORIDA POWER & LIGHT CO REGD 3.15000000                                                                     | CUSIP: 341081FX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      732000 | PA      | $494602.06      | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 3.4% 02/04/41                | ALTRIA GROUP INC REGD 3.40000000                                                                             | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     5879000 | PA      | $4361175.12     | 0.01%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20250702 000004066 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $31435.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2  V/R 02/25/70                 | HOMES 2025-NQM2 TRUST SER 2025-NQM2 CL A1 V/R REGD 144A P/P 5.42500000                                       | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10229647 | PA      | $10247167.31    | 0.03%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1330 2% 03/01/37                     | FANNIE MAE POOL UMBS P#FS1330 2.00000000                                                                     | CUSIP: 3140XGPQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2727086 | PA      | $2505268.68     | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE5484 3% 07/01/52                     | FREDDIE MAC POOL UMBS P#QE5484 3.00000000                                                                    | CUSIP: 3133BFCV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      847454 | PA      | $735020.95      | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC  3.25% 01/15/30                | HUDSON PACIFIC PROPERTIE REGD 3.25000000                                                                     | CUSIP: 44409MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2152000 | PA      | $1759492.42     | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IMPERIAL B 1.75% 03/18/33/EUR/                | IMPERIAL BRANDS FIN NETH /EUR/ REGD REG S EMTN 1.75000000                                                    | CUSIP: N4R48AAA7<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |     3600000 | PA      | $3657729.76     | 0.01%             | 2033-03-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 06/01/29                | JPMORGAN CHASE & CO REGD V/R 2.06900000                                                                      | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    12159000 | PA      | $11404227.40    | 0.03%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| CAVU 2024-1A B V/R 01/25/38                   | TRIMARAN CAVU 2024-1 LTD SER 2024-1A CL B V/R REGD 144A P/P 6.00831000                                       | CUSIP: 895971AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      280000 | PA      | $280706.44      | 0.00%             | 2038-01-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQU 5.9% 09/15/37                | SABINE PASS LIQUEFACTION REGD SER WI 5.90000000                                                              | CUSIP: 785592AZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5947000 | PA      | $6185714.84     | 0.02%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/18/30                   | MORGAN STANLEY REGD V/R 4.65400000                                                                           | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1883000 | PA      | $1886591.82     | 0.00%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 3.7% 03/23/29                      | HUMANA INC REGD 3.70000000                                                                                   | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    11540000 | PA      | $11183507.59    | 0.03%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA 4.75% 10/15/28                     | GRIFOLS SA REGD 144A P/P 4.75000000                                                                          | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      654000 | PA      | $628707.86      | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5138 5.5% 09/01/53                   | FANNIE MAE POOL UMBS P#MA5138 5.50000000                                                                     | CUSIP: 31418EV80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      393771 | PA      | $394322.99      | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOO 2.625% 09/13/31                | SMITHFIELD FOODS INC REGD 144A P/P 2.62500000                                                                | CUSIP: 832248BD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8620269.50     | 0.02%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019 4.15% 08/25/31                | UNITED AIR 2019-1 AA PTT REGD SER AA 4.15000000                                                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      460309 | PA      | $440844.34      | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CHASE 2024-RPL2  V/R 08/25/43                 | CHASE HOME LENDING MORTGAGE TRUST SERIES SER 2024-RPL2 CL A1A V/R REGD 144A P/P 3.25000000                   | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8043221 | PA      | $7121978.01     | 0.02%             | 2064-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-A A 0.84% 03/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A SER 2021-A CL A REGD 144A P/P 0.84000000                    | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1721122 | PA      | $1568613.05     | 0.00%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| CSFB 2003-27 4 5.75% 11/25/33                 | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SERI SER 2003-27 CL 4A4 REGD 5.75000000                       | CUSIP: 22541QL75<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       52105 | PA      | $53546.83       | 0.00%             | 2033-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC (GAZ  3% 06/29/27                | GAZPROM PJSC (GAZ FN) REGD REG S 3.00000000                                                                  | CUSIP: G3768BAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    10000000 | PA      | $7800000.00     | 0.02%             | 2027-06-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS  6% 04/15/34                | VISTRA OPERATIONS CO LLC REGD 144A P/P 6.00000000                                                            | CUSIP: 92840VAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7205000 | PA      | $7482104.30     | 0.02%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIFC 2025-2A A V/R 04/15/38                   | CIFC FUNDING 2025-II LTD SER 2025-2A CL A V/R REGD 144A P/P 5.41144000                                       | CUSIP: 17181DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1340000 | PA      | $1339185.28     | 0.00%             | 2038-04-15      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| LBMLT 2005-WL2 M V/R 08/25/35                 | LONG BEACH MORTGAGE LOAN TRUST 2005-WL2 SER 2005-WL2 CL M3 V/R REGD 5.21368000                               | CUSIP: 542514ND2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6614950 | PA      | $6504884.41     | 0.02%             | 2035-08-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0923 2.5% 01/01/52                   | FREDDIE MAC POOL UMBS P#SD0923 2.50000000                                                                    | CUSIP: 3132DNAY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11020662 | PA      | $9258460.79     | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20250723 000004334 USD                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-178137.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 10/22/35                | JPMORGAN CHASE & CO REGD V/R 4.94600000                                                                      | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9830000 | PA      | $9727030.65     | 0.02%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8308 5.5% 03/01/53                   | FREDDIE MAC POOL UMBS P#SD8308 5.50000000                                                                    | CUSIP: 3132DWGR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4508960 | PA      | $4518515.96     | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4963 4% 01/20/48                  | GINNIE MAE II POOL P#MA4963 4.00000000                                                                       | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      955158 | PA      | $898836.52      | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3325 2% 04/01/37                     | FANNIE MAE POOL UMBS P#FS3325 2.00000000                                                                     | CUSIP: 3140XJVT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1498968 | PA      | $1380632.07     | 0.00%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TUNES 2024-1A 5.644% 10/20/29                 | CONCORD MUSIC ROYALTIES LLC SER 2024-1A CL A REGD 144A P/P 5.64400000                                        | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      965000 | PA      | $967541.42      | 0.00%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SMB 2024-D A1A 5.38% 07/15/53                 | SMB PRIVATE EDUCATION LOAN TRUST 2024-D SER 2024-D CL A1A REGD 144A P/P 5.38000000                           | CUSIP: 83207QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    24880219 | PA      | $25368065.25    | 0.06%             | 2053-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| T/L VISTRA OPERAT ZCP 12/31/25                | T/L VISTRA OPERATIONS CO LLC ZCP TERM LOAN 0.00000000                                                        | CUSIP: 88233FAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2795534 | PA      | $2801153.48     | 0.01%             | 2025-12-31      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| TPMT 2017-1 M1 V/R 09/25/25                   | TOWD POINT MORTGAGE TRUST 2017-1 SER 2017-1 CL M1 V/R REGD 144A P/P 3.75000000                               | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4183000 | PA      | $4100847.55     | 0.01%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| T/L MCAFEE CORP 0% 03/01/29                   | T/L MCAFEE CORP  REGD 0.00000000                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      301898 | PA      | $292777.78      | 0.00%             | 2029-03-01      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4548 2.5% 02/01/52                   | FANNIE MAE POOL UMBS P#MA4548 2.50000000                                                                     | CUSIP: 31418EBS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46965497 | PA      | $39064737.73    | 0.10%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-GA  1.17% 02/15/28                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G SER 2020-GA CL A REGD 144A P/P 1.17000000                   | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1844093 | PA      | $1717321.23     | 0.00%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 11/15/33                     | UBS GROUP AG REGD V/R P/P 9.01600000                                                                         | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     5535000 | PA      | $6843363.02     | 0.02%             | 2033-11-15      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH3 A2 V/R 01/25/25                 | SEQUOIA MORTGAGE TRUST 2018-CH3 SER 2018-CH3 CL A2 V/R REGD 144A P/P 4.00000000                              | CUSIP: 81746WAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       39830 | PA      | $39280.44       | 0.00%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF S 8% 01/31/30/ZAR/                | REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER 2030 8.00000000                                                      | CUSIP: S69124VP7<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |   154100000 | PA      | $8560168.80     | 0.02%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVE V/R 09/06/28/TRY/                | TURKIYE GOVERNMENT BOND /TRY/ REGD V/R 49.96000000                                                           | CUSIP: M8T85VHJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |    51400000 | PA      | $1240214.48     | 0.00%             | 2028-09-06      | Variable      | 49.96%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** Bridge Builder Trust

**Signature:** Aaron Masek

**Name of Signer:** Aaron Masek

**Title:** Principal Financial Officer