# EDGAR Filing Document

**Accession Number:** 0000088525
**File Stem:** 0000940400-26-009626
**Filing Date:** 2026-3
**Character Count:** 834661
**Document Hash:** 75f0bd33c02cd8af9faf2a4ff35862e9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-009626.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0000940400-26-009626

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**PERIOD START**: 20260930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01136
- **FILM NUMBER:** 26708673

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

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

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

## Series and Classes Contracts Data

### Guggenheim Total Return Bond Fund (Series ID: S000043991)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000136527 | A-Class             | GIBAX           |
| C000136528 | C-Class             | GIBCX           |
| C000136529 | Institutional Class | GIBIX           |
| C000152106 | R6                  | GIBRX           |
| C000155971 | P                   | GIBLX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** ROCKVILLE

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20850

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

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

- **a. Name of Series:** Guggenheim Total Return Bond Fund

- **b. EDGAR series identifier (if any):** S000043991

- **c. LEI of Series:** 549300FZ18ZR1YQ4EB78

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $42503621956.37

**Total Liabilities:** $11898071516.90

**Net Assets:** $30605550439.47

**Delayed Delivery Securities:** $16644165.00

**Stand-by Commitments:** $10707581854.42

**Cash Not Reported:** $202722146.36

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 391475.00318404 | **1-Year:** 2304378.91179396 | **5-Year:** 4347107.56958274 | **10-Year:** 3894224.02154421 | **30-Year:** 1651246.25134872

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

- **3-Month:** 135946.65499983 | **1-Year:** 141295.73904706 | **5-Year:** 507970.20216945 | **10-Year:** 120276.74054678 | **30-Year:** 197102.00959010

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000136527 | 0.67%                | 0.53%                | -0.23%               |
| Class ID C000136528 | 0.60%                | 0.44%                | -0.29%               |
| Class ID C000136529 | 0.70%                | 0.56%                | -0.20%               |
| Class ID C000152106 | 0.70%                | 0.52%                | -0.20%               |
| Class ID C000155971 | 0.67%                | 0.49%                | -0.23%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $11955383.48             | $56331474.46                               |
| Month 2  | $-19806669.13            | $60730951.88                               |
| Month 3  | $-88817092.76            | $-72042787.89                              |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                              | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY CAPITAL SERVICES LLC               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -135871875 | NC      | $-30178.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -135871875 | NC      | $-16533.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   27700000 | PA      | $27400011.77   | 0.09%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                           | Virgin Media Vendor Financing Notes III DAC                                      | CUSIP: 92771EAA1<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |    5000000 | PA      | $6560246.93    | 0.02%             | 2028-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-VOLT                                                               | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   54250000 | PA      | $54283743.50   | 0.18%             | 2044-12-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                               | First Republic Bank/CA                                                           | CUSIP: 33616C746<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |    2368525 | NS      | $473.71        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2015-GC35                                    | CUSIP: 17324KAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6650868 | PA      | $2896.45       | 0.00%             | 2048-11-10      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   10300000 | PA      | $10640646.03   | 0.03%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Bank                                              | BANK 2017-BNK4                                                                   | CUSIP: 06541FBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10206342 | PA      | $124291.81     | 0.00%             | 2050-05-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                           | CARS-DB4 LP                                                                      | CUSIP: 12510HAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19811718 | PA      | $18774174.60   | 0.06%             | 2050-02-15      | Fixed         | 3.81%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   32500000 | PA      | $34403070.00   | 0.11%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2017-RC1                                   | CUSIP: 95001FBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15390696 | PA      | $161322.20     | 0.00%             | 2060-01-15      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                   | Ascot Group Ltd                                                                  | CUSIP: 04365XAB4<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |   25150000 | PA      | $26036668.28   | 0.09%             | 2035-06-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                                                 | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   20950000 | PA      | $22030788.92   | 0.07%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CMFT Net Lease Master Issuer L                    | CMFT Net Lease Master Issuer LLC                                                 | CUSIP: 12575AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2789774.70    | 0.01%             | 2051-07-20      | Fixed         | 2.51%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2024-HE3                                                             | CUSIP: 31684GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9016592 | PA      | $9177145.01    | 0.03%             | 2054-07-25      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   10440000 | PA      | $11540261.16   | 0.04%             | 2033-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ILLUMINA INC                                      | Illumina Inc                                                                     | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    3520000 | PA      | $3553622.23    | 0.01%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140LDE96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     140000 | PA      | $109628.58     | 0.00%             | 2036-09-01      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                               | Owl Rock CLO XVI LLC                                                             | CUSIP: 69120YAC9<br>LEI: 254900BHMAVJ8X5TCA77 | Long             | ABS-CBDO         | CORP              | US        |    9550000 | PA      | $9575727.70    | 0.03%             | 2036-04-20      | Floating      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TPG Real Estate Finance                           | TRTX 2025-FL7 Issuer Ltd                                                         | CUSIP: 87277LAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14025000 | PA      | $14024910.24   | 0.05%             | 2043-06-18      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042418<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  257323213 | PA      | $257413677.55  | 0.84%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC BELLS LLC                                 | PACIFIC BELLS LLC                                                                | CUSIP: 69403HAN0<br>LEI: 549300VGOQXINYVBJF37 | Long             | LON              | CORP              | US        |   14205587 | PA      | $14247067.61   | 0.05%             | 2028-11-10      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                        | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   23692000 | PA      | $18853517.88   | 0.06%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10672625 | PA      | $10725499.75   | 0.04%             | 2041-08-15      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140LAQ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64943 | PA      | $47832.39      | 0.00%             | 2051-01-01      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                    | EFMT 2025-CES4                                                                   | CUSIP: 267954AA3<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |   39186663 | PA      | $39510928.97   | 0.13%             | 2060-06-25      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit                           | CARS-DB4 LP                                                                      | CUSIP: 12510HAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21740830 | PA      | $21345827.75   | 0.07%             | 2050-02-15      | Fixed         | 3.48%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140J0JX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1278602 | PA      | $942787.63     | 0.00%             | 2050-07-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| LVNV 7.80 10/26/28                                | LVNV 7.80 10/26/28                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   39400000 | PA      | $41355369.99   | 0.14%             | 2028-11-05      | Fixed         | 7.80%                 | No            |                  3 | On Loan: No      |
| CMFT Net Lease Master Issuer L                    | CMFT Net Lease Master Issuer LLC                                                 | CUSIP: 12575AAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3215000 | PA      | $2750023.55    | 0.01%             | 2051-07-20      | Fixed         | 3.44%                 | Yes           |                  2 | On Loan: No      |
| New York Mortgage Trust                           | NYMT Loan Trust 2025-CP1                                                         | CUSIP: 67121VAA2<br>LEI: 254900JF85A0S614L988 | Long             | ABS-MBS          | CORP              | US        |   45665881 | PA      | $44082238.35   | 0.14%             | 2069-11-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2006-HE6                                  | CUSIP: 61750FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2778884 | PA      | $953937.62     | 0.00%             | 2036-09-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| STOLTHAVEN HOUSTON INC                            | STOLTHAVEN HOUSTON INC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12544000 | PA      | $12755767.93   | 0.04%             | 2034-07-17      | Fixed         | 5.98%                 | No            |                  3 | On Loan: No      |
| PHILLIPS 66 CO                                    | Phillips 66 Co                                                                   | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    7360000 | PA      | $7281253.52    | 0.02%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3652872.97    | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140Y6PR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22997936 | PA      | $23367028.25   | 0.08%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   21555000 | PA      | $17022645.24   | 0.06%             | N/A             | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| EAGLE POINT 1L DDTL FUNDED                        | EAGLE POINT 1L DDTL FUNDED                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5043838 | PA      | $5043838.00    | 0.02%             | 2028-03-31      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| VODAFONE GROUP PLC                                | Vodafone Group PLC                                                               | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   40537000 | PA      | $37849502.30   | 0.12%             | 2081-06-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2025-NQM4 Trust                                                             | CUSIP: 367923AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15266907 | PA      | $15379613.04   | 0.05%             | 2070-06-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| DAVINCIRE HOLDINGS LTD                            | DaVinciRe Holdings Ltd                                                           | CUSIP: 23879AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    4400000 | PA      | $4521380.20    | 0.01%             | 2035-04-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| TPG Real Estate Finance                           | TRTX 2025-FL7 Issuer Ltd                                                         | CUSIP: 87277LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6600000 | PA      | $6599961.72    | 0.02%             | 2043-06-18      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                    | JPMDB Commercial Mortgage Securities Trust 2017-C5                               | CUSIP: 46590TAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6849272 | PA      | $36434.02      | 0.00%             | 2050-03-15      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                    | WaMu Mortgage Pass-Through Certificates Series 2007-OA6 Trust                    | CUSIP: 92927BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3652660 | PA      | $3126713.77    | 0.01%             | 2047-07-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138LNRL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1075594 | PA      | $979423.16     | 0.00%             | 2048-09-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PINE STREET TRUST III                             | Pine Street Trust III                                                            | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3243972.23    | 0.01%             | 2054-05-15      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding LXXI Ltd                                                    | CUSIP: 55817DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   31200000 | PA      | $31239402.48   | 0.10%             | 2038-04-23      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                               | Owl Rock CLO XVI LLC                                                             | CUSIP: 69120YAA3<br>LEI: 254900BHMAVJ8X5TCA77 | Long             | ABS-CBDO         | CORP              | US        |   39550000 | PA      | $39667938.10   | 0.13%             | 2036-04-20      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CMFT Net Lease Master Issuer L                    | CMFT Net Lease Master Issuer LLC                                                 | CUSIP: 12575AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10050000 | PA      | $9273494.79    | 0.03%             | 2051-07-20      | Fixed         | 2.91%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2007-NC3                                  | CUSIP: 61755AAD8<br>LEI: 549300LT6TIGKPKJS707 | Long             | ABS-O            | CORP              | US        |    2820276 | PA      | $2196551.93    | 0.01%             | 2037-05-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP PLC (THE)                              | Weir Group PLC/The                                                               | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |   13015000 | PA      | $12896857.12   | 0.04%             | 2026-05-13      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                               | CUSIP: 22535WAM9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    3280000 | PA      | $3297352.48    | 0.01%             | 2028-09-11      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                          | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EKBQ8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      70000 | PA      | $58967.16      | 0.00%             | 2044-02-26      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2025-CES7                                                    | CUSIP: 74943AAA0<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-MBS          | CORP              | US        |   11497737 | PA      | $11608738.40   | 0.04%             | 2055-07-25      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   73673000 | PA      | $68780022.44   | 0.22%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                          | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5357345.00    | 0.02%             | 2033-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                    | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-7 Trust   | CUSIP: 93935HAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4954617 | PA      | $1284180.69    | 0.00%             | 2036-09-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   64034829 | PA      | $1568750.86    | 0.01%             | 2052-09-10      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                                      | CUSIP: 912797RJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30200000 | PA      | $30161402.29   | 0.10%             | 2026-01-15      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2702050.40    | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                | RGA Global Funding                                                               | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2754511.60    | 0.01%             | 2031-12-06      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                                   | SiriusPoint Ltd                                                                  | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    3150000 | PA      | $3332943.18    | 0.01%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERSHING SQUARE HOLDINGS                          | Pershing Square Holdings Ltd/Fund                                                | CUSIP: 000000000<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |  101800000 | PA      | $91472378.81   | 0.30%             | 2031-10-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust Series 2025-NQM8                                 | CUSIP: 10571JAD8<br>LEI: 254900Z6C8GAQR4M4U49 | Long             | ABS-MBS          | CORP              | US        |    1332995 | PA      | $1333627.79    | 0.00%             | 2065-06-25      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| HV EIGHT LLC SENIOR SECURED TL                    | HV EIGHT LLC SENIOR SECURED TL                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   45957191 | PA      | $53853311.36   | 0.18%             | 2037-11-15      | Floating      | 5.52%                 | No            |                  3 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                          | GRAFTECH GLOBAL ENTERPRI                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     979768 | PA      | $994053.04     | 0.00%             | 2029-12-21      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                               | Macquarie Group Ltd                                                              | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    4125000 | PA      | $4051070.39    | 0.01%             | 2027-09-23      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  118685687 | PA      | $112584388.53  | 0.37%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2006-HE6                                  | CUSIP: 61750FAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21922309 | PA      | $7521789.91    | 0.02%             | 2036-09-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2022-NQM5 Trust                                                             | CUSIP: 36168WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7277353 | PA      | $7253820.63    | 0.02%             | 2067-08-25      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| TRINITY INDUSTRIES INC                            | Trinity Industries Inc                                                           | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |   13225000 | PA      | $13739393.52   | 0.04%             | 2028-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| LIFE TIME INC                                     | LIFE TIME INC                                                                    | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |   17880188 | PA      | $17936152.49   | 0.06%             | 2031-11-05      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                              | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17750000 | PA      | $17504671.93   | 0.06%             | 2042-08-19      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| LUXCO3                                            | LUXCO3                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      90960 | NS      | $1601810.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSENDI SA                                        | Essendi SA                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    4850000 | PA      | $5854137.24    | 0.02%             | 2030-05-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $25125621.56   | 0.08%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| ACCIDENT FUND INS CO AM                           | Accident Fund Insurance Co of America                                            | CUSIP: 00452AAA8<br>LEI: 2549009NUX96RJZ6DQ30 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9034888.59    | 0.03%             | 2032-08-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL                    | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAK8<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   31313000 | PA      | $31579486.16   | 0.10%             | 2048-10-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 31427MHY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1854843 | PA      | $1719007.36    | 0.01%             | 2053-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2021-2 Mortgage Loan Trust                                                  | CUSIP: 19685WAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7108000 | PA      | $5147898.63    | 0.02%             | 2066-08-25      | Variable      | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3142GSFG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  106819139 | PA      | $111251778.93  | 0.36%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                      | Vontier Corp                                                                     | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   33592000 | PA      | $30815776.73   | 0.10%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CEAMER FIN 2 SR SEC NTS                           | CEAMER FIN 2 SR SEC NTS                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5254935 | PA      | $5463127.72    | 0.02%             | 2037-11-15      | Fixed         | 6.92%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     112955 | PA      | $109457.18     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                          | GRAFTECH GLOBAL ENTERPRI                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     559867 | PA      | $568030.31     | 0.00%             | 2029-12-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ReRemic Trust                      | Morgan Stanley Re-REMIC Trust 2010-R5                                            | CUSIP: 61759HBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      69978 | PA      | $72001.01      | 0.00%             | 2036-06-26      | Variable      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| BDS Ltd                                           | BDS 2025-FL15 LLC                                                                | CUSIP: 05556EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12950000 | PA      | $12965959.58   | 0.04%             | 2043-03-19      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Investment Lo                    | Structured Asset Investment Loan Trust 2006-3                                    | CUSIP: 863587AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      62684 | PA      | $61913.49      | 0.00%             | 2036-06-25      | Floating      | 4.15%                 | No            |                  3 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   17125000 | PA      | $18106881.40   | 0.06%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    7200000 | PA      | $6572838.31    | 0.02%             | 2032-04-19      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| NUVEEN LLC                                        | Nuveen LLC                                                                       | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25425000 | PA      | $26736707.79   | 0.09%             | 2034-04-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Obsidian Issuer LLC                               | Obsidian Issuer 2025-1 LLC                                                       | CUSIP: 67449HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   36500000 | PA      | $36781267.18   | 0.12%             | 2055-05-15      | Fixed         | 6.93%                 | Yes           |                  3 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    5050000 | PA      | $5218685.86    | 0.02%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2015-GC35                                    | CUSIP: 17324KAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     810679 | PA      | $748946.93     | 0.00%             | 2048-11-10      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2025-INV3 Trust                                                             | CUSIP: 36831DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28993748 | PA      | $29566632.85   | 0.10%             | 2055-08-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM7 Trust                                                              | CUSIP: 67119FAC7<br>LEI: 254900FVMB3WTXJGGR91 | Long             | ABS-MBS          | CORP              | US        |    6089216 | PA      | $6152484.18    | 0.02%             | 2064-03-25      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                 | POLARIS NEWCO LLC                                                                | CUSIP: 73108RAD0<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   21728533 | PA      | $26745539.06   | 0.09%             | 2028-06-05      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley Capital I Inc Trust 2006-HE1                                      | CUSIP: 617451DR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1109405 | PA      | $1083412.38    | 0.00%             | 2036-01-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2023-7                                                | CUSIP: 92539YAC6<br>LEI: 213800W65K5FH3AI2J91 | Long             | ABS-MBS          | CORP              | US        |   11052221 | PA      | $11170346.91   | 0.04%             | 2068-10-25      | Variable      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F020620<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  192250000 | PA      | $155353756.81  | 0.51%             | 2056-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                  | Enstar Group Ltd                                                                 | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    3840000 | PA      | $3451186.87    | 0.01%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                      | Vontier Corp                                                                     | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   14150000 | PA      | $13561478.86   | 0.04%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2024-2 Mortgage Loan Trust                                                  | CUSIP: 12665LAB0<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-MBS          | CORP              | US        |    3114145 | PA      | $3142046.42    | 0.01%             | 2069-04-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| STRATEGIC PARTNERS FUND VIII LP                   | STRATEGIC PARTNERS FUND VIII LP                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9984992 | PA      | $9984467.54    | 0.03%             | 2028-03-31      | Floating      | 6.33%                 | No            |                  3 | On Loan: No      |
| Lehman XS Trust                                   | Lehman XS Trust Series 2006-10N                                                  | CUSIP: 525229AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     226608 | PA      | $223480.65     | 0.00%             | 2046-07-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                               | Macquarie Group Ltd                                                              | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   17431000 | PA      | $15764384.96   | 0.05%             | 2033-01-14      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-5                                                | CUSIP: 92540XAC5<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |    4626655 | PA      | $4648447.54    | 0.02%             | 2070-06-25      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                          | American Airlines 2017-2 Class AA Pass Through Trust                             | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6674525 | PA      | $6476426.66    | 0.02%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                 | POLARIS NEWCO LLC                                                                | CUSIP: 73108RAC2<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    3731770 | PA      | $4154190.95    | 0.01%             | 2028-06-05      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2025-1                                                    | CUSIP: 81743EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13182516 | PA      | $13328507.60   | 0.04%             | 2055-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                               | FS KKR Capital Corp                                                              | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   30100000 | PA      | $29053637.01   | 0.09%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $629375.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Triton Container Finance LLC                      | Triton Container Finance IX LLC                                                  | CUSIP: 89679QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20150500 | PA      | $20289530.39   | 0.07%             | 2050-06-20      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| TRINET GROUP INC                                  | TriNet Group Inc                                                                 | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2808905.48    | 0.01%             | 2031-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL                    | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAM4<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   16250000 | PA      | $16451852.63   | 0.05%             | 2049-03-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                    | Long Beach Mortgage Loan Trust 2006-6                                            | CUSIP: 54251RAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4290806 | PA      | $1692950.67    | 0.01%             | 2036-07-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2024-2 Mortgage Loan Trust                                                  | CUSIP: 12665LAC8<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-MBS          | CORP              | US        |    2887662 | PA      | $2910707.24    | 0.01%             | 2069-04-25      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| GSAMP Trust                                       | GSAMP Trust 2006-HE8                                                             | CUSIP: 3622M8AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10107000 | PA      | $8936331.46    | 0.03%             | 2037-01-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1531000 | PA      | $1535066.72    | 0.01%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AASET 2019-2 Trust                                | Aaset 2019-2 Trust                                                               | CUSIP: 00038RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     110945 | PA      | $110841.69     | 0.00%             | 2039-10-16      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                              | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12950000 | PA      | $12756391.03   | 0.04%             | 2042-08-19      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| RED SPV LLC                                       | RED SPV LLC                                                                      | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   17114000 | PA      | $17106812.12   | 0.06%             | 2032-03-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM TRUST 2025-R1                                                                | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   37220755 | PA      | $37102299.85   | 0.12%             | 2099-02-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ENTAIN PLC                                        | ENTAIN PLC                                                                       | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | GB        |    4716996 | PA      | $5578749.46    | 0.02%             | 2028-06-30      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust Series 2025-NQM8                                 | CUSIP: 10571JAE6<br>LEI: 254900Z6C8GAQR4M4U49 | Long             | ABS-MBS          | CORP              | US        |   15449877 | PA      | $15517497.59   | 0.05%             | 2065-06-25      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| HOMESTEAD SPE ISSUER LLC                          | HOMESTEAD SPE ISSUER LLC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   62000000 | PA      | $63440554.50   | 0.21%             | 2055-04-01      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| FEDERAL HOME LOAN BANK                            | Federal Home Loan Banks                                                          | CUSIP: 3130ALBD5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     350000 | PA      | $246144.50     | 0.00%             | 2041-02-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                 | Sonic Capital LLC                                                                | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12012253 | PA      | $11887912.09   | 0.04%             | 2050-01-20      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| ATLAS MARA LTD                                    | Atlas Mara Ltd                                                                   | CUSIP: 000000000<br>LEI: 213800R42RHUZR883M76 | Long             | DBT              | CORP              | VG        |     542348 | PA      | $0.54          | 0.00%             | 2020-12-31      | Fixed         | 8.00%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XKXB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  100409679 | PA      | $100543542.22  | 0.33%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                     | Fortress Credit Opportunities XXV CLO LLC                                        | CUSIP: 34966QAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7200000 | PA      | $7208485.20    | 0.02%             | 2037-01-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-5                                                | CUSIP: 92540XAB7<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |    4785413 | PA      | $4811763.24    | 0.02%             | 2070-06-25      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S                    | HOMES 2024-AFC2 Trust                                                            | CUSIP: 437920AC5<br>LEI: 254900GDF2MBHUV58Z95 | Long             | ABS-MBS          | CORP              | US        |   16674886 | PA      | $16791691.54   | 0.05%             | 2059-10-25      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                    | JPMDB Commercial Mortgage Securities Trust 2016-C2                               | CUSIP: 46590LAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15681794 | PA      | $13246.41      | 0.00%             | 2049-06-15      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae                                                                       | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  545158901 | PA      | $543231518.96  | 1.77%             | 2056-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                              | SPEEDSTER BIDCO GMBH                                                             | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |   10200000 | PA      | $12085863.55   | 0.04%             | 2031-12-10      | Floating      | 5.37%                 | No            |                  3 | On Loan: No      |
| Securitized Asset Backed Recei                    | Securitized Asset Backed Receivables LLC Trust 2007-BR2                          | CUSIP: 81378PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7575812 | PA      | $6663037.86    | 0.02%             | 2037-02-25      | Floating      | 4.21%                 | Yes           |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                           | Midwest Connector Capital Co LLC                                                 | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14608000 | PA      | $14626242.18   | 0.05%             | 2029-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                          | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2550000 | PA      | $3122086.73    | 0.01%             | 2030-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                | RGA Global Funding                                                               | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   12750000 | PA      | $12846581.00   | 0.04%             | 2032-08-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                | Ardonagh Finco Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     850000 | PA      | $1029471.63    | 0.00%             | 2031-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL                    | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAH5<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $6030191.40    | 0.02%             | 2048-07-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140LEQ75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     940258 | PA      | $703973.24     | 0.00%             | 2051-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note                    | Merrill Lynch Alternative Note Asset Trust Series 2007-A1                        | CUSIP: 59023MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6827195 | PA      | $2049848.85    | 0.01%             | 2037-01-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HMCR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19361631 | PA      | $19385805.68   | 0.06%             | 2052-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STORE Master Funding LLC                          | Store Master Funding I-VII                                                       | CUSIP: 86212VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10265666 | PA      | $10157757.86   | 0.03%             | 2046-10-20      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                        | SERVPRO Master Issuer LLC                                                        | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22715400 | PA      | $23446999.43   | 0.08%             | 2054-01-25      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 1 Ltd.                                    | AGL CLO 42 Ltd                                                                   | CUSIP: 00791YAE8<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5012712.50    | 0.02%             | 2038-07-22      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Soundview Home Equity Loan Tru                    | Soundview Home Loan Trust 2006-OPT5                                              | CUSIP: 83612CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14743400 | PA      | $14420771.73   | 0.05%             | 2036-07-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGA                          | STARWOOD PROPERTY MORTGAGE LLC                                                   | CUSIP: 85570DAP7<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |    3591000 | PA      | $3599977.50    | 0.01%             | 2032-09-24      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                    | Phillips 66 Co                                                                   | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4182782.18    | 0.01%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                    | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR9 Trust | CUSIP: 939346AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3224041 | PA      | $2807406.96    | 0.01%             | 2046-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                   | Slam 2021-1 Ltd                                                                  | CUSIP: 78449AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1075050 | PA      | $1029159.88    | 0.00%             | 2046-06-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2024-H7 Mortgage Trust                                                     | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18113061 | PA      | $18251681.90   | 0.06%             | 2069-11-25      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit Opportunities                     | Fortress Credit Opportunities IX CLO Ltd                                         | CUSIP: 34961JBC7<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |   46200000 | PA      | $46222961.40   | 0.15%             | 2033-10-15      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL                    | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAF9<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $6014251.20    | 0.02%             | 2048-03-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                          | First American Financial Corp                                                    | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   40891000 | PA      | $39536656.14   | 0.13%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | UNITED AIRLINES INC                                                              | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |   17142403 | PA      | $17196058.99   | 0.06%             | 2031-02-24      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| XPLORE INC - SYNDICATED LNS                       | XPLORE INC - SYNDICATED LNS                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      80273 | NS      | $121836.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TFI INTERNATIONAL INC                             | TFI INTERNATIONAL INC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14000000 | PA      | $12107921.84   | 0.04%             | 2033-01-05      | Fixed         | 3.35%                 | No            |                  3 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | QUIKRETE HOLDINGS INC                                                            | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    6497589 | PA      | $6519226.18    | 0.02%             | 2029-03-19      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-FIX1                                              | CUSIP: 89183MAB9<br>LEI: 2549009GWN99QN2XSG71 | Long             | ABS-O            | CORP              | US        |    7500000 | PA      | $7485038.25    | 0.02%             | 2065-09-25      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Vista Point Securitization Tru                    | Vista Point Securitization Trust Series 2024-CES2                                | CUSIP: 92841YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31518629 | PA      | $31507414.98   | 0.10%             | 2054-10-25      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DOGWOOD TERM LOAN                                 | DOGWOOD TERM LOAN                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  105018028 | PA      | $105740311.66  | 0.35%             | 2032-06-24      | Fixed         | 6.45%                 | No            |                  3 | On Loan: No      |
| Service Experts Issuer                            | Service Experts Issuer 2024-1 LLC                                                | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16035779 | PA      | $16432566.93   | 0.05%             | 2035-11-20      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2023-NQM3 Trust                                                             | CUSIP: 36169GAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3010483 | PA      | $3041019.70    | 0.01%             | 2068-08-25      | Variable      | 7.34%                 | Yes           |                  2 | On Loan: No      |
| Lehman XS Trust                                   | Lehman XS Trust Series 2007-2N                                                   | CUSIP: 52524LAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3931486 | PA      | $3757639.27    | 0.01%             | 2037-02-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| STORE Master Funding LLC                          | Store Master Funding I-VII                                                       | CUSIP: 86212VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25892475 | PA      | $25697763.60   | 0.08%             | 2046-10-20      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                              | SPEEDSTER BIDCO GMBH                                                             | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |    9895412 | PA      | $9897885.64    | 0.03%             | 2031-12-10      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                    | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR9 Trust | CUSIP: 939346AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7202414 | PA      | $6476598.97    | 0.02%             | 2046-11-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                    | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2609396 | PA      | $2643114.86    | 0.01%             | 2059-10-27      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| VALVOLINE INC                                     | VALVOLINE INC                                                                    | CUSIP: 92048DAF9<br>LEI: 549300CMHPBEY6VPOT75 | Long             | LON              | CORP              | US        |    2300000 | PA      | $2312949.00    | 0.01%             | 2032-12-01      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                    | Merrill Lynch Mortgage Investors Trust Series 2006-HE6                           | CUSIP: 59023XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6938078 | PA      | $3387306.19    | 0.01%             | 2037-11-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                             | Brooklyn Union Gas Co/The                                                        | CUSIP: 114259AQ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1036531.08    | 0.00%             | 2048-03-15      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                          | ALLWYN ENTERTAINMENT FIN                                                         | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | LON              | CORP              | GB        |    5000000 | PA      | $5871445.90    | 0.02%             | 2032-03-30      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                 | Sonic Capital LLC                                                                | CUSIP: 83546DAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6896467 | PA      | $6664650.91    | 0.02%             | 2050-01-20      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                          | NIDDA HEALTHCARE HOLDING                                                         | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | LON              | CORP              | DE        |   26391306 | PA      | $31199738.46   | 0.10%             | 2032-12-09      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                               | FS KKR Capital Corp                                                              | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   30549000 | PA      | $29705798.72   | 0.10%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Anchor Mortgage Trust                             | Anchor Mortgage Trust 2025-RTL1                                                  | CUSIP: 03290CAA4<br>LEI: 254900S7O2LYCU17JI96 | Long             | ABS-MBS          | CORP              | US        |   11050000 | PA      | $11108484.34   | 0.04%             | 2040-05-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   11277000 | PA      | $11640649.42   | 0.04%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                     | Valvoline Inc                                                                    | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |   18300000 | PA      | $16815862.68   | 0.05%             | 2031-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| FEDEX CORP                                        | FedEx Corp                                                                       | CUSIP: 31428XDQ6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    6694000 | PA      | $5280843.92    | 0.02%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BWB21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   68931686 | PA      | $69231366.60   | 0.23%             | 2051-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                     | Fortress Credit Opportunities IX CLO Ltd                                         | CUSIP: 34961JBE3<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |    6700000 | PA      | $6708528.43    | 0.02%             | 2033-10-15      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                           | American National Group Inc                                                      | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   12775000 | PA      | $12788745.90   | 0.04%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                                   | TRIPADVISOR INC                                                                  | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |   19764726 | PA      | $18998843.35   | 0.06%             | 2031-07-08      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                                | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   18790000 | PA      | $19466984.91   | 0.06%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (SWISS RE LTD)                           | Argentum Netherlands BV for Swiss Re Ltd                                         | CUSIP: 000000000<br>LEI: 724500RPEZI5VVQQWE89 | Long             | DBT              | CORP              | NL        |    4900000 | PA      | $4949222.66    | 0.02%             | 2052-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                          | Terraform Global Operating LP                                                    | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |   13221000 | PA      | $13126861.19   | 0.04%             | 2026-03-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                              | Public Storage Operating Co                                                      | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1356246.35    | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138LKV46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2537225 | PA      | $2194621.82    | 0.01%             | 2047-10-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note                    | Merrill Lynch Alternative Note Asset Trust Series 2007-A1                        | CUSIP: 59023MAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18003413 | PA      | $5401506.51    | 0.02%             | 2037-01-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XLRG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     808773 | PA      | $724792.46     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                            | Boardwalk Pipelines LP                                                           | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    6675000 | PA      | $6973961.97    | 0.02%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AITX FINCO LLC                                    | AITX FINCO LLC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22600000 | PA      | $22579321.68   | 0.07%             | 2030-10-23      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    2270000 | PA      | $2212401.47    | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                           | BDS 2025-FL15 LLC                                                                | CUSIP: 05556EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   40300000 | PA      | $40333235.41   | 0.13%             | 2043-03-19      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| AVILEASE CAPITAL LTD                              | Avilease Capital Ltd                                                             | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |   16825000 | PA      | $16687325.23   | 0.05%             | 2030-11-12      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SWISS RE FINANCE LUX                              | Swiss Re Finance Luxembourg SA                                                   | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |   18300000 | PA      | $18422569.92   | 0.06%             | 2049-04-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                               | OWL Rock Clo XXII LLC                                                            | CUSIP: 69121AAA4<br>LEI: 254900R8KCHZBP66MP06 | Long             | ABS-CBDO         | CORP              | US        |   26450000 | PA      | $26472635.91   | 0.09%             | 2037-10-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM16 Trust                                                             | CUSIP: 67120GAD0<br>LEI: 254900AIRPH5Q5COT575 | Long             | ABS-MBS          | CORP              | US        |    3302886 | PA      | $3334626.30    | 0.01%             | 2064-10-25      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Sonic Capital LLC                                 | Sonic Capital LLC                                                                | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14081953 | PA      | $12208207.91   | 0.04%             | 2051-08-20      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                               | OWL Rock Clo XXI LLC                                                             | CUSIP: 69120UAB9<br>LEI: 2549000CE1W4KBWC2X49 | Long             | ABS-CBDO         | CORP              | US        |   13250000 | PA      | $13263805.18   | 0.04%             | 2034-07-24      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                              | Liberty Utilities Co                                                             | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    6450000 | PA      | $6784604.26    | 0.02%             | 2034-01-31      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| FORT KNOX MILITARY HOUS                           | Fort Knox Military Housing Privatization Project                                 | CUSIP: 347508AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1595546 | PA      | $1263761.87    | 0.00%             | 2052-02-15      | Floating      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                             | Brooklyn Union Gas Co/The                                                        | CUSIP: 114259AX2<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   12675000 | PA      | $13650611.48   | 0.04%             | 2033-09-15      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2024-HE3                                                             | CUSIP: 31684GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1942035 | PA      | $1976405.53    | 0.01%             | 2054-07-25      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| TEXAS ST TRANSPRTN COMMISSION                     | Central Texas Turnpike System                                                    | CUSIP: 88283KBL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3150000 | PA      | $2459354.63    | 0.01%             | 2041-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                              | Wingstop Funding LLC                                                             | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25117500 | PA      | $24335072.29   | 0.08%             | 2050-12-05      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                        | Impac Secured Assets Trust 2006-2                                                | CUSIP: 45256VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     330095 | PA      | $311647.02     | 0.00%             | 2036-08-25      | Floating      | 4.19%                 | No            |                  3 | On Loan: No      |
| GCAT                                              | GCAT 2025-NQM4 Trust                                                             | CUSIP: 367923AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7813272 | PA      | $7895508.80    | 0.03%             | 2070-06-25      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                            | Federal Home Loan Banks                                                          | CUSIP: 3130AEHA1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     100000 | PA      | $84611.80      | 0.00%             | 2043-06-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HLEND CLO LLC                                     | HLEND CLO 2025-4 LLC                                                             | CUSIP: 43367AAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   53450000 | PA      | $53504385.38   | 0.17%             | 2037-08-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2024-H7 Mortgage Trust                                                     | CUSIP: 22757CAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5394542 | PA      | $5438542.77    | 0.02%             | 2069-11-25      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| ARETEC GROUP INC                                  | Aretec Group Inc                                                                 | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    7447000 | PA      | $8036377.92    | 0.03%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                              | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   22830000 | PA      | $20823546.18   | 0.07%             | 2033-01-21      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| GATX CORP                                         | GATX Corp                                                                        | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     125000 | PA      | $126308.72     | 0.00%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                           | Hanover Insurance Group Inc/The                                                  | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |   16175000 | PA      | $16407780.25   | 0.05%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   31175000 | PA      | $31066277.19   | 0.10%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO II LLC                            | Ares Finance Co II LLC                                                           | CUSIP: 04015KAB6<br>LEI: 54930012GWL4VKKENG46 | Long             | DBT              | CORP              | US        |   19788000 | PA      | $18759981.34   | 0.06%             | 2030-06-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | Bravo Residential Funding Trust Series 2025-NQM1                                 | CUSIP: 10569MAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5734872 | PA      | $5774814.58    | 0.02%             | 2064-12-25      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| FR REFUEL LLC 1L TLB CL                           | FR REFUEL LLC 1L TLB CL                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   12028428 | PA      | $11938215.13   | 0.04%             | 2028-11-08      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      18698 | NC      | $3272150.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSTAR GROUP LTD                                  | Enstar Group Ltd                                                                 | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |   16125000 | PA      | $16873570.88   | 0.06%             | 2045-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| GMAC Commercial Mortgage Asset                    | GMAC Commercial Mortgage Asset Corp                                              | CUSIP: 38012DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4178806 | PA      | $3773812.94    | 0.01%             | 2050-05-10      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| BROOKLYN UNION GAS CO                             | Brooklyn Union Gas Co/The                                                        | CUSIP: 114259AY0<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1226916.65    | 0.00%             | 2054-07-18      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Serenity-Peace Park CLO LTD                       | Serenity-Peace Park Clo Ltd                                                      | CUSIP: 81750HAC8<br>LEI: 3912001A818O0ZP8HP89 | Long             | ABS-CBDO         | CORP              | KY        |   12500000 | PA      | $8995000.00    | 0.03%             | 2038-10-24      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd                    | LoanCore 2025-CRE9 Issuer LLC                                                    | CUSIP: 538912AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   28150000 | PA      | $28113785.03   | 0.09%             | 2042-08-18      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                               | OWL Rock Clo XXII LLC                                                            | CUSIP: 69121AAC0<br>LEI: 254900R8KCHZBP66MP06 | Long             | ABS-CBDO         | CORP              | US        |   25550000 | PA      | $25570772.15   | 0.08%             | 2037-10-20      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                           | American National Group Inc                                                      | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   31375000 | PA      | $31815110.93   | 0.10%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer L                    | Planet Fitness Master Issuer LLC                                                 | CUSIP: 72703PAG8<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    1925625 | PA      | $1994215.96    | 0.01%             | 2054-06-05      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2023-NQM3 Trust                                                             | CUSIP: 36169GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11836406 | PA      | $11954169.70   | 0.04%             | 2068-08-25      | Variable      | 6.89%                 | Yes           |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2024-H7 Mortgage Trust                                                     | CUSIP: 22757CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8505264 | PA      | $8578312.76    | 0.03%             | 2069-11-25      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-FIX1                                              | CUSIP: 89183MAA1<br>LEI: 2549009GWN99QN2XSG71 | Long             | ABS-O            | CORP              | US        |    6894249 | PA      | $6895246.32    | 0.02%             | 2065-09-25      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2023-CES1                                                    | CUSIP: 74935WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2414577 | PA      | $2422230.39    | 0.01%             | 2043-06-25      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding LXV Ltd                                                     | CUSIP: 55823FAC9<br>LEI: 213800EBRIAZSOKC7K58 | Long             | ABS-CBDO         | CORP              | JE        |    7200000 | PA      | $7221925.44    | 0.02%             | 2038-07-16      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                    | Carlyle US CLO 2024-4                                                            | CUSIP: 142914AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3700000 | PA      | $3714097.37    | 0.01%             | 2037-07-20      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                          | Stanley Black & Decker Inc                                                       | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1403220.27    | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTRL WA UNIV SYS REVENUE                        | Central Washington University                                                    | CUSIP: 155839DL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1750000 | PA      | $1919696.45    | 0.01%             | 2040-05-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TIF Funding III LLC                               | TIF Funding III LLC                                                              | CUSIP: 88655AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28929375 | PA      | $29038158.13   | 0.09%             | 2049-04-20      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                    | Washington Mutual Mortgage Pass-Through Certificates WMALT Ser 2006-AR10 Trust   | CUSIP: 93935YAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6220160 | PA      | $5219710.37    | 0.02%             | 2036-12-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                   | Slam 2021-1 Ltd                                                                  | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13921898 | PA      | $13288213.10   | 0.04%             | 2046-06-15      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| Sonic Capital LLC                                 | Sonic Capital LLC                                                                | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9856505 | PA      | $9177273.54    | 0.03%             | 2051-08-20      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2025-HE1                                                             | CUSIP: 30191LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17508688 | PA      | $17791034.50   | 0.06%             | 2055-01-25      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140HUB70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     181606 | PA      | $162115.24     | 0.00%             | 2049-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                          | First American Financial Corp                                                    | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   11875000 | PA      | $10359044.74   | 0.03%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | VENTURE GLOBAL CALCASIEU                                                         | CUSIP: 000000000<br>LEI: 549300GKHS6RS20NLH85 | Long             | LON              | CORP              | US        |    4219868 | PA      | $4214593.35    | 0.01%             | 2026-08-19      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                              | Wingstop Funding LLC                                                             | CUSIP: 974153AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1191000 | PA      | $1154127.95    | 0.00%             | 2052-03-05      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | Bravo Residential Funding Trust Series 2025-NQM1                                 | CUSIP: 10569MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7943447 | PA      | $8000160.04    | 0.03%             | 2064-12-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                        | SERVPRO Master Issuer LLC                                                        | CUSIP: 817743AL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30000000 | PA      | $29856516.00   | 0.10%             | 2055-10-25      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S                    | HOMES 2024-AFC2 Trust                                                            | CUSIP: 437920AE1<br>LEI: 254900GDF2MBHUV58Z95 | Long             | ABS-MBS          | CORP              | US        |    4449215 | PA      | $4480505.42    | 0.01%             | 2059-10-25      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    8250000 | PA      | $8680232.96    | 0.03%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORT MOORE FAMILY LLC                             | Fort Moore Family Communities LLC                                                | CUSIP: 346845AG5<br>LEI: 254900O8GC3CHW0PH218 | Long             | DBT              | CORP              | US        |    1517739 | PA      | $1338158.71    | 0.00%             | 2051-01-15      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2025-H2 Mortgage Trust                                                     | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8497671 | PA      | $8544741.75    | 0.03%             | 2070-03-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| SMRT                                              | SMRT 2022-MINI                                                                   | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32500000 | PA      | $32401531.50   | 0.11%             | 2039-01-15      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| RYAN SPECIALTY                                    | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    7573000 | PA      | $7737848.16    | 0.03%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SLAM LLC                                          | SLAM 2025-1 Ltd                                                                  | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25669368 | PA      | $26306885.04   | 0.09%             | 2050-05-15      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2025-HE8                                                             | CUSIP: 30191WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13800000 | PA      | $13797718.86   | 0.05%             | 2055-11-25      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                          | Florida Gas Transmission Co LLC                                                  | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7886069.09    | 0.03%             | 2035-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140LBL35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     819756 | PA      | $604481.71     | 0.00%             | 2051-03-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM2 Trust                                                              | CUSIP: 67118HAD2<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-MBS          | CORP              | US        |    2425744 | PA      | $2439375.30    | 0.01%             | 2063-12-25      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138WHM66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     379206 | PA      | $342340.89     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   11800000 | PA      | $12064062.29   | 0.04%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP PARIBAS TRI PARTY                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | RA               | CORP              | US        |   67651007 | PA      | $67651007.00   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2025-HE1                                                             | CUSIP: 30191LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5795979 | PA      | $5878499.64    | 0.02%             | 2055-01-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   29800000 | PA      | $30887014.60   | 0.10%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                    | Castlelake Aircraft Structured Trust 2021-1                                      | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5542136 | PA      | $5495137.30    | 0.02%             | 2046-01-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2024-5                                                    | CUSIP: 81743CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5113075 | PA      | $5146308.64    | 0.02%             | 2054-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1174317.46    | 0.00%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2025-NQM4 Trust                                                             | CUSIP: 367923AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15660877 | PA      | $15825125.55   | 0.05%             | 2070-06-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| WINGSTOP FUNDING LLC                              | Wingstop Funding LLC                                                             | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16860000 | PA      | $17323466.23   | 0.06%             | 2054-12-05      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO Ltd                                      | Ares LXVII CLO Ltd                                                               | CUSIP: 039939AU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    5000000 | PA      | $5009395.00    | 0.02%             | 2038-01-25      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                             | Lottomatica Group Spa                                                            | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |    9400000 | PA      | $11375597.35   | 0.04%             | 2031-01-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit                           | CARS-DB4 LP                                                                      | CUSIP: 12510HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3357429 | PA      | $3138975.87    | 0.01%             | 2050-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2024-HE3                                                             | CUSIP: 31684GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3745354 | PA      | $3811793.54    | 0.01%             | 2054-07-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                  | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   38518000 | PA      | $36963856.48   | 0.12%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                          | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   35650000 | PA      | $36312733.50   | 0.12%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AQUILA FDG 2024-1 A                               | AQUILA FDG 2024-1 A                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15650000 | PA      | $16233054.84   | 0.05%             | 2045-09-30      | Fixed         | 7.40%                 | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-2                                                | CUSIP: 92540VAD7<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-MBS          | CORP              | US        |   15351774 | PA      | $15414823.91   | 0.05%             | 2070-03-25      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                    | PMT Loan Trust 2025-INV8                                                         | CUSIP: 73015EAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   66876263 | PA      | $68128106.16   | 0.22%             | 2056-07-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                               | NuStar Logistics LP                                                              | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1900347.24    | 0.01%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    9925000 | PA      | $10279759.20   | 0.03%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                    | CWABS Asset-Backed Certificates Trust 2006-11                                    | CUSIP: 12667AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4972445 | PA      | $4662163.30    | 0.02%             | 2036-12-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden XXVI Senior Loan Fund                                                     | CUSIP: 26250UAU9<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3508197.35    | 0.01%             | 2029-04-15      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit                           | Capital Automotive REIT                                                          | CUSIP: 12510HAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3288542 | PA      | $3286827.35    | 0.01%             | 2054-05-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2025-HE8                                                             | CUSIP: 30191WAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5475000 | PA      | $5473998.08    | 0.02%             | 2055-11-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $3080147.81    | 0.01%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS                                | AP GRANGE HOLDINGS                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   16400000 | PA      | $17056000.00   | 0.06%             | 2045-03-20      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     353400 | NS      | $8948088.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH                   | CUSIP: 46654EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $6663704.00    | 0.02%             | 2038-06-15      | Floating      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                             | TransCanada PipeLines Ltd                                                        | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    2870000 | PA      | $3403697.59    | 0.01%             | 2039-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   37412000 | PA      | $37201179.64   | 0.12%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HOPE GAS HOLDINGS LLC                             | HOPE GAS HOLDINGS LLC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3055132.86    | 0.01%             | 2033-09-01      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2024-SFR2 Trust                                               | CUSIP: 89616VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9215000 | PA      | $9338085.68    | 0.03%             | 2040-06-17      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Residential Accredit Loans, In                    | RALI Series 2006-QO2 Trust                                                       | CUSIP: 761118VZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5362610 | PA      | $888390.86     | 0.00%             | 2046-02-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| HARMONI TOWERS LLC                                | HARMONI TOWERS LLC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26500000 | PA      | $26536936.76   | 0.09%             | 2030-10-30      | Fixed         | 5.22%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138WGDJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     163519 | PA      | $155261.20     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                            | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co  | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $756310.45     | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Apollo Aviation Securitization                    | AASET 2025-1                                                                     | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12238178 | PA      | $12472172.19   | 0.04%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  202868566 | PA      | $180064365.87  | 0.59%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO VIII, LLC                            | Owl Rock CLO VIII LLC                                                            | CUSIP: 69121CAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6500000 | PA      | $6510854.35    | 0.02%             | 2037-04-24      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Guggenheim Limited Duration Fund                  | Guggenheim Limited Duration Fund                                                 | CUSIP: 40168W129<br>LEI: 549300HOV4IT1OMUDR80 | Long             | EC               | RF                | US        |    5634692 | NS      | $139345921.12  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2024-SFR2 Trust                                               | CUSIP: 89616VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7950000 | PA      | $8069573.57    | 0.03%             | 2040-06-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BWWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   55181380 | PA      | $55543177.05   | 0.18%             | 2053-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners Clo 49M Ltd                                               | CUSIP: 38181HAG8<br>LEI: 254900NUVOJAHAT10W61 | Long             | ABS-CBDO         | CORP              | KY        |   15000000 | PA      | $15015219.00   | 0.05%             | 2038-07-20      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                      | CD 2017-CD6 Mortgage Trust                                                       | CUSIP: 125039AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33134870 | PA      | $382005.29     | 0.00%             | 2050-11-13      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                             | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    3430000 | PA      | $3463314.22    | 0.01%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUSTAGE FINANCIAL GROUP                          | Trustage Financial Group Inc                                                     | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |   26450000 | PA      | $25497780.96   | 0.08%             | 2032-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17312EAC0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    5125039 | PA      | $4535442.94    | 0.01%             | 2037-03-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                   | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   18000000 | PA      | $17935041.60   | 0.06%             | 2030-01-17      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit                           | Capital Automotive REIT                                                          | CUSIP: 12510HAX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13927833 | PA      | $13898692.12   | 0.05%             | 2054-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   25830000 | PA      | $25594338.96   | 0.08%             | N/A             | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDING TRUST                            | 200 Park Funding Trust                                                           | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22000000 | PA      | $21882717.78   | 0.07%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Investment Lo                    | Structured Asset Investment Loan Trust 2004-BNC2                                 | CUSIP: 86358ENH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      57289 | PA      | $57160.41      | 0.00%             | 2034-12-25      | Floating      | 5.05%                 | No            |                  3 | On Loan: No      |
| GULFSTREAM NATURAL GAS                            | Gulfstream Natural Gas System LLC                                                | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26525000 | PA      | $27185842.52   | 0.09%             | 2035-07-23      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Argent Securities Inc.                            | Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W4      | CUSIP: 040104PT2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8448447 | PA      | $6951892.63    | 0.02%             | 2036-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                             | Jackson Financial Inc                                                            | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    4710000 | PA      | $3284233.12    | 0.01%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140HXXF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5608149 | PA      | $4356435.68    | 0.01%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                      | KBC Group NV                                                                     | CUSIP: 48241FAC8<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    3180000 | PA      | $3467687.35    | 0.01%             | 2034-09-21      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2024-SFR2 Trust                                               | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9968435 | PA      | $10000723.06   | 0.03%             | 2040-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 37 Senior Loan Fund                                                       | CUSIP: 26249YAE1<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |    2987987 | PA      | $6997.87       | 0.00%             | 2031-01-15      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| PEER USA LLC                                      | PEER USA LLC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6750000 | PA      | $6755602.50    | 0.02%             | 2032-09-29      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                               | MEDLINE BORROWER LP                                                              | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     864282 | PA      | $867073.51     | 0.00%             | 2030-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                     | GS Mortgage-Backed Securities Trust 2025-NQM3                                    | CUSIP: 36274TAB5<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |    3016600 | PA      | $3028869.42    | 0.01%             | 2065-11-25      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QSTU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   69603213 | PA      | $69703188.33   | 0.23%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                  | ITT HOLDINGS LLC                                                                 | CUSIP: 45070BAK1<br>LEI: 549300TH2PHOLK31LB42 | Long             | LON              | CORP              | US        |   14828507 | PA      | $14902649.90   | 0.05%             | 2030-10-11      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| STORE Master Funding LLC                          | Store Master Funding I-VII XIV XIX XX                                            | CUSIP: 86190BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12512000 | PA      | $10595606.71   | 0.03%             | 2051-06-20      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| IXIS Real Estate Capital Trust                    | IXIS Real Estate Capital Trust 2007-HE1                                          | CUSIP: 45073DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5790551 | PA      | $1176182.56    | 0.00%             | 2037-05-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    8845000 | PA      | $9378997.77    | 0.03%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                       | Ares Direct Lending CLO 1 LLC                                                    | CUSIP: 04020RAC2<br>LEI: 254900W79C3ALKJIMH12 | Long             | ABS-CBDO         | CORP              | US        |    9750000 | PA      | $9768122.33    | 0.03%             | 2036-04-25      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                     | JGWPT XXIV LLC                                                                   | CUSIP: 46616QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1278599 | PA      | $1272551.07    | 0.00%             | 2056-09-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                             | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12675000 | PA      | $13276834.35   | 0.04%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                 | Clean Harbors Inc                                                                | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |   13075000 | PA      | $13412387.30   | 0.04%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   12467000 | NC      | $10253.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2016-P5                                      | CUSIP: 17325DAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22219859 | PA      | $61753.43      | 0.00%             | 2049-10-10      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| SAVAGE ENTERPRISES LLC                            | SAVAGE ENTERPRISES LLC                                                           | CUSIP: 80465JAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    9975000 | PA      | $10012406.25   | 0.03%             | 2032-08-05      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS                                | AP GRANGE HOLDINGS                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  155100000 | PA      | $164018250.00  | 0.54%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM15 Trust                                                             | CUSIP: 67449DAC3<br>LEI: 254900YXEB756F6RCA13 | Long             | ABS-MBS          | CORP              | US        |    5442226 | PA      | $5465430.58    | 0.02%             | 2064-10-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| PEER HOLDING III BV                               | PEER HOLDING III BV                                                              | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    1800000 | PA      | $2124698.31    | 0.01%             | 2032-10-29      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                     | GS Mortgage-Backed Securities Trust 2025-NQM3                                    | CUSIP: 36274TAA7<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |   15167975 | PA      | $15205130.10   | 0.05%             | 2065-11-25      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2017-C42                                   | CUSIP: 95001GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28266960 | PA      | $384292.15     | 0.00%             | 2050-12-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3721492.55    | 0.01%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                       | MetLife Inc                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   28930000 | PA      | $30508276.15   | 0.10%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2016-C37                                   | CUSIP: 95000PAH7<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |    9058292 | PA      | $31779.21      | 0.00%             | 2049-12-15      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BLFL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     389308 | PA      | $238836.45     | 0.00%             | 2052-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GMAC Commercial Mortgage Asset                    | GMAC Commercial Mortgage Asset Corp                                              | CUSIP: 36186YAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20777388 | PA      | $20250956.61   | 0.07%             | 2052-08-10      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| JCP Direct Lending CLO LLC                        | Jefferies Credit Partners Direct Lending Clo 2025-1 Ltd                          | CUSIP: 47235BAA1<br>LEI: 213800SOG377Y9E1U217 | Long             | ABS-CBDO         | CORP              | KY        |   18600000 | PA      | $18585886.32   | 0.06%             | 2037-10-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| ARETEC GROUP INC                                  | ARETEC GROUP INC                                                                 | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |    1775000 | PA      | $1780555.75    | 0.01%             | 2030-08-09      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                    | TD SYNNEX Corp                                                                   | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   34240000 | PA      | $30789524.26   | 0.10%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners Clo 49M Ltd                                               | CUSIP: 38181HAJ2<br>LEI: 254900NUVOJAHAT10W61 | Long             | ABS-CBDO         | CORP              | KY        |   12600000 | PA      | $12571691.58   | 0.04%             | 2038-07-20      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138EPMV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     192005 | PA      | $195201.51     | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                        | Impac Secured Assets Corp Series 2005-2                                          | CUSIP: 45254TTF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3195903 | PA      | $3087261.40    | 0.01%             | 2036-03-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM3 Trust                                                              | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |    4173755 | PA      | $4214515.34    | 0.01%             | 2063-12-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1189284.46    | 0.00%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                        | SERVPRO Master Issuer LLC                                                        | CUSIP: 817743AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22618750 | PA      | $21453298.55   | 0.07%             | 2052-01-25      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                          | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     603000 | PA      | $730832.33     | 0.00%             | 2030-05-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HLEND CLO LLC                                     | Hlend CLO 2025-3 LLC                                                             | CUSIP: 403961AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   52250000 | PA      | $52287196.78   | 0.17%             | 2037-01-20      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                             | JANE STREET GROUP LLC                                                            | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   45217279 | PA      | $44970844.41   | 0.15%             | 2031-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    9550000 | PA      | $9947553.99    | 0.03%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F060626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  123255000 | PA      | $126486704.19  | 0.41%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                          | WYNDHAM HOTELS & RESORTS                                                         | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |    7505700 | PA      | $7518759.92    | 0.02%             | 2030-05-28      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                 | Hyatt Hotels Corp                                                                | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   12100000 | PA      | $12677012.82   | 0.04%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                            | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1183139.00    | 0.00%             | 2030-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Service Experts Issuer                            | Service Experts Issuer 2025-1 LLC                                                | CUSIP: 81758JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14312732 | PA      | $14310299.20   | 0.05%             | 2037-01-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM10 Trust                                                             | CUSIP: 67119MAB4<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    5377954 | PA      | $5433007.28    | 0.02%             | 2064-05-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8450000 | PA      | $8448679.69    | 0.03%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                            | Federal Home Loan Banks                                                          | CUSIP: 3130ANH78<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     270000 | PA      | $196112.34     | 0.00%             | 2041-08-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA PUBLIC FIN AUTH REV                    | California Public Finance Authority                                              | CUSIP: 13057EEJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8000000 | PA      | $6457499.20    | 0.02%             | 2040-10-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTH                                  | Tennessee Valley Authority Principal Strip                                       | CUSIP: 88059FBA8<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |   15800000 | PA      | $8957636.20    | 0.03%             | 2038-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2024-HE2                                                             | CUSIP: 316927AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   29830160 | PA      | $30613530.06   | 0.10%             | 2054-05-25      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                          | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2763410.00    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CLIFFWATER LLC 1L REV CL FUNDED                   | CLIFFWATER LLC 1L REV CL FUNDED                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1874863 | PA      | $1874863.38    | 0.01%             | 2032-03-09      | Floating      | 0.50%                 | No            |                  3 | On Loan: No      |
| Residential Accredit Loans, In                    | RALI Series 2006-QO2 Trust                                                       | CUSIP: 761118VY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16536210 | PA      | $2705161.91    | 0.01%             | 2046-02-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                | CNO Global Funding                                                               | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7268464.48    | 0.02%             | 2026-10-07      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                    | JP Morgan Mortgage Acquisition Trust 2006-WMC3                                   | CUSIP: 46629KAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1622012 | PA      | $1238920.39    | 0.00%             | 2036-08-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM3 Trust                                                              | CUSIP: 67118KAC7<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |    1086320 | PA      | $1096312.92    | 0.00%             | 2063-12-25      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS ST                                       | State of Illinois                                                                | CUSIP: 452152ZB0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    4550000 | PA      | $4742997.57    | 0.02%             | 2038-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140Y6HV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  114162037 | PA      | $116906119.16  | 0.38%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                          | Greensaif Pipelines Bidco Sarl                                                   | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   17000000 | PA      | $17697778.94   | 0.06%             | 2042-08-23      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| CML - FONTAINEBLEAU VEGAS FUNDED                  | CML - FONTAINEBLEAU VEGAS FUNDED                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26250000 | PA      | $27562499.99   | 0.09%             | 2028-01-31      | Floating      | 9.43%                 | No            |                  3 | On Loan: No      |
| Ares Direct Lending CLO LLC                       | Ares Direct Lending CLO 6 LLC                                                    | CUSIP: 039960AA7<br>LEI: 254900F5EQV7KVCD4M68 | Long             | ABS-CBDO         | CORP              | US        |   51100000 | PA      | $51141677.16   | 0.17%             | 2037-10-16      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications Inc                                                           | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    7025000 | PA      | $5991283.61    | 0.02%             | 2053-12-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER                                  | Triton Container International Ltd                                               | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   33621000 | PA      | $30291385.96   | 0.10%             | 2031-06-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                        | SERVPRO Master Issuer LLC                                                        | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   43173640 | PA      | $40824152.10   | 0.13%             | 2051-04-25      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| LCM Ltd Partnership                               | LCM XXIV Ltd                                                                     | CUSIP: 50188YAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     183576 | PA      | $183956.12     | 0.00%             | 2030-03-20      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137H32U5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     261273 | PA      | $142877.57     | 0.00%             | 2051-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2024-HE4                                                             | CUSIP: 31684UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15760282 | PA      | $15852847.94   | 0.05%             | 2054-09-25      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                            | ARSENAL AIC PARENT LLC                                                           | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4999008 | PA      | $5005257.00    | 0.02%             | 2030-08-19      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QWCL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  132368772 | PA      | $135550440.97  | 0.44%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    9600000 | PA      | $10298696.35   | 0.03%             | 2034-03-02      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | J.P. MORGAN SECURITIES LLC TRI PARTY                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |   66147651 | PA      | $66147651.00   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM3 Trust                                                              | CUSIP: 67118KAB9<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |    3459071 | PA      | $3492562.92    | 0.01%             | 2063-12-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| STRIP PRINC                                       | United States Treasury Strip Principal                                           | CUSIP: 912803EH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  388845000 | PA      | $158089511.46  | 0.52%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| APA CORP                                          | APA Corp                                                                         | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    4110000 | PA      | $3416023.67    | 0.01%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                                | ARDONAGH GROUP FINCO PTY LTD                                                     | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |    1393009 | PA      | $1388662.56    | 0.00%             | 2031-02-18      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM7 Trust                                                              | CUSIP: 67119FAA1<br>LEI: 254900FVMB3WTXJGGR91 | Long             | ABS-MBS          | CORP              | US        |    8413092 | PA      | $8507719.46    | 0.03%             | 2064-03-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| STADCO LA LLC                                     | STADCO LA LLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   31000000 | PA      | $21667399.47   | 0.07%             | 2056-05-15      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2021-12                                                 | CUSIP: 46592WAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   76953468 | PA      | $72668491.19   | 0.24%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                          | Neuberger Berman CLO 32R Ltd                                                     | CUSIP: 64135XAC5<br>LEI: 25490093SHVBS5BLDZ40 | Long             | ABS-CBDO         | CORP              | KY        |   14100000 | PA      | $14141438.49   | 0.05%             | 2039-07-20      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2025-HE6                                                             | CUSIP: 31684NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2536714 | PA      | $2526597.66    | 0.01%             | 2055-09-25      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                            | ENERGIZER HOLDINGS INC                                                           | CUSIP: 29267YAW2<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |     494048 | PA      | $493637.92     | 0.00%             | 2032-03-19      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                              | ACE Securities Corp Home Equity Loan Trust Series 2007-ASAP1                     | CUSIP: 00442JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7519862 | PA      | $3063298.55    | 0.01%             | 2037-03-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                           | CARS-DB5 LP                                                                      | CUSIP: 12510HAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6502375 | PA      | $5540740.86    | 0.02%             | 2051-08-15      | Fixed         | 2.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3142GUTJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   39630471 | PA      | $40266494.40   | 0.13%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2023-NQM2 Trust                                                              | CUSIP: 670843AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2410947 | PA      | $2406368.59    | 0.01%             | 2062-01-25      | Variable      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| AT&T MOBILITY II LLC                              | AT&T Mobility II LLC                                                             | CUSIP: 04651L305<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      47000 | NS      | $48226038.76   | 0.16%             |  |  |  | No            |                  3 | On Loan: No      |
| Ace Securities Corp.                              | ACE Securities Corp Home Equity Loan Trust Series 2006-NC1                       | CUSIP: 004421UU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10994745 | PA      | $10542776.14   | 0.03%             | 2035-12-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                               | Midocean Credit Clo XXI                                                          | CUSIP: 59790AAC1<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |   15600000 | PA      | $12359880.00   | 0.04%             | 2038-10-20      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                       | Ares Direct Lending CLO 6 LLC                                                    | CUSIP: 039960AG4<br>LEI: 254900F5EQV7KVCD4M68 | Long             | ABS-CBDO         | CORP              | US        |   38550000 | PA      | $38443127.84   | 0.13%             | 2037-10-16      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                          | Nationwide Mutual Insurance Co                                                   | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   56156000 | PA      | $43962024.47   | 0.14%             | 2050-04-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                           | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    3330000 | PA      | $3402776.96    | 0.01%             | 2029-06-10      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XLLJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   71977283 | PA      | $71865400.05   | 0.23%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                               | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   13700000 | PA      | $14064657.15   | 0.05%             | 2031-05-27      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| ServiceMaster Brands                              | ServiceMaster Funding LLC                                                        | CUSIP: 81761TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27632177 | PA      | $24681364.21   | 0.08%             | 2051-01-30      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae                                                                       | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  269350000 | PA      | $271751292.96  | 0.89%             | 2056-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li                    | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAE8<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   27585043 | PA      | $26729021.42   | 0.09%             | 2045-08-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                               | Owl Rock CLO IV Ltd                                                              | CUSIP: 691200AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   37994982 | PA      | $37988731.57   | 0.12%             | 2033-08-20      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140LDRL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2372969 | PA      | $1726296.72    | 0.01%             | 2051-09-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29986637 | PA      | $29226837.09   | 0.10%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDIN                           | SCIENTIFIC GAMES HOLDINGS LP                                                     | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |   12957197 | PA      | $12712694.63   | 0.04%             | 2029-04-04      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2024-2 Mortgage Loan Trust                                                  | CUSIP: 12665LAA2<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-MBS          | CORP              | US        |    7554189 | PA      | $7626083.77    | 0.02%             | 2069-04-25      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| DELOITTE & TOUCHE USA LLP                         | DELOITTE & TOUCHE USA LLP                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4903080.86    | 0.02%             | 2026-11-20      | Fixed         | 7.33%                 | No            |                  3 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14838694 | PA      | $14866365.33   | 0.05%             | 2041-08-15      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                  | HF Sinclair Corp                                                                 | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   19560000 | PA      | $19825479.86   | 0.06%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                    | VFH PARENT LLC                                                                   | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |    2670000 | PA      | $2675553.60    | 0.01%             | 2031-06-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1160235.28    | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM7 Trust                                                              | CUSIP: 67119FAB9<br>LEI: 254900FVMB3WTXJGGR91 | Long             | ABS-MBS          | CORP              | US        |    4235976 | PA      | $4279853.86    | 0.01%             | 2064-03-25      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                    | Securitized Asset Backed Receivables LLC Trust 2006-WM4                          | CUSIP: 81377XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4991790 | PA      | $1357046.14    | 0.00%             | 2036-11-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2024-3                                                  | CUSIP: 03466HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2120163 | PA      | $2106552.39    | 0.01%             | 2068-11-26      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| LRECS 2025-CRE1 LLC                               | LRECS 2025-CRE1 LLC                                                              | CUSIP: 50230AAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13900000 | PA      | $13925043.63   | 0.05%             | 2043-08-19      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                 | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   25185000 | PA      | $20187057.91   | 0.07%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2023-NQM2 Trust                                                              | CUSIP: 670843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4144365 | PA      | $4137099.97    | 0.01%             | 2062-01-25      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| OMNIS FUNDING TRUST                               | Omnis Funding Trust                                                              | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22640000 | PA      | $23542260.61   | 0.08%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                    | STWD 2025-FL4 LLC                                                                | CUSIP: 863922AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8200000 | PA      | $8196109.92    | 0.03%             | 2042-11-19      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| American Home Mortgage Assets                     | American Home Mortgage Assets Trust 2006-4                                       | CUSIP: 02660LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6043410 | PA      | $3005950.46    | 0.01%             | 2046-10-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                  | HF Sinclair Corp                                                                 | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   22415000 | PA      | $23372389.03   | 0.08%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2023-SFR2 Trust                                               | CUSIP: 895978AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16424000 | PA      | $16424170.81   | 0.05%             | 2040-12-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                          | Triton Container International Ltd / TAL International Container Corp            | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1850000 | PA      | $1681415.24    | 0.01%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2022-NQM5 Trust                                                             | CUSIP: 36168WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10741918 | PA      | $10708573.26   | 0.03%             | 2067-08-25      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| XPLORE INC                                        | XPLORE INC                                                                       | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | CA        |     410384 | PA      | $380290.78     | 0.00%             | 2029-10-24      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| YAK BLOCKER 2 LLC SERIES C-1                      | YAK BLOCKER 2 LLC SERIES C-1                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      44094 | NS      | $37734.54      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ALLIANT ENERGY FINANCE                            | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    3680000 | PA      | $3419508.41    | 0.01%             | 2032-03-01      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2006-HE5                                  | CUSIP: 61749NAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11992269 | PA      | $6008178.48    | 0.02%             | 2036-08-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                    | HarborView Mortgage Loan Trust 2006-14                                           | CUSIP: 41162NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5285569 | PA      | $5021355.48    | 0.02%             | 2047-01-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |     -18698 | NC      | $-1869800.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Archwest Mortgage Trust                           | Archwest Mortgage Trust 2025-RTL1                                                | CUSIP: 039966AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15300000 | PA      | $15318736.38   | 0.05%             | 2040-10-25      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| HOPE GAS HOLDINGS LLC                             | HOPE GAS HOLDINGS LLC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6174978.15    | 0.02%             | 2037-09-01      | Fixed         | 6.18%                 | No            |                  3 | On Loan: No      |
| TENN VALLEY AUTHORITY                             | Tennessee Valley Authority                                                       | CUSIP: 880591DZ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    9283000 | PA      | $9385113.00    | 0.03%             | 2056-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                            | BP Capital Markets PLC                                                           | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   62830000 | PA      | $62505430.27   | 0.20%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2024-12                                                 | CUSIP: 034932AC7<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |    3319356 | PA      | $3343368.30    | 0.01%             | 2069-10-25      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Copper River CLO Ltd                              | Copper River CLO Ltd                                                             | CUSIP: 217563AC9<br>LEI: 5493005HHHXVM8NBWY47 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $150.00        | 0.00%             | 2021-01-20      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Navigator Aviation Ltd                            | Navigator 2024-1 Aviation Ltd                                                    | CUSIP: 63943DAA7<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |   44197619 | PA      | $44374497.69   | 0.14%             | 2049-08-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJWW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     120984 | PA      | $117249.82     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3233380.43    | 0.01%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                       | GSAMP Trust 2007-NC1                                                             | CUSIP: 3622MGAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6474391 | PA      | $3214158.33    | 0.01%             | 2046-12-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                             | Flowserve Corp                                                                   | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    5292000 | PA      | $5045669.73    | 0.02%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                            | Taco Bell Funding LLC                                                            | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19400000 | PA      | $19291198.98   | 0.06%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                       | Ares Direct Lending CLO 6 LLC                                                    | CUSIP: 039960AE9<br>LEI: 254900F5EQV7KVCD4M68 | Long             | ABS-CBDO         | CORP              | US        |    4300000 | PA      | $4303496.33    | 0.01%             | 2037-10-16      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F052623<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  518360000 | PA      | $525122052.85  | 1.72%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                    | Securitized Asset Backed Receivables LLC Trust 2006-WM4                          | CUSIP: 81377XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28443462 | PA      | $7733123.12    | 0.03%             | 2036-11-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                    | AASET 2024-1                                                                     | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   35301744 | PA      | $36246595.07   | 0.12%             | 2049-05-16      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                              | Smithfield Foods Inc                                                             | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   14033000 | PA      | $12911514.21   | 0.04%             | 2030-10-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2006-HE5                                  | CUSIP: 61749NAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7185678 | PA      | $3597749.92    | 0.01%             | 2036-08-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| BETCLIC EVEREST GROUP SA                          | BETCLIC EVEREST GROUP SA                                                         | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | LON              | CORP              | FR        |   18200000 | PA      | $21553851.06   | 0.07%             | 2031-12-09      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Entain Holdings Gibraltar Ltd                     | Entain 08/01/2032                                                                | CUSIP: 000000000<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |    4875000 | PA      | $4833026.25    | 0.02%             | 2032-07-30      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES INC                         | MINERALS TECHNOLOGIES INC                                                        | CUSIP: 60315GAH1<br>LEI: 549300D3I1QU67GP6403 | Long             | LON              | CORP              | US        |     990000 | PA      | $992475.00     | 0.00%             | 2031-11-26      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                            | BP Capital Markets PLC                                                           | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   18945000 | PA      | $19536235.56   | 0.06%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Military Housing B                    | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1   | CUSIP: 35563CAD0<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |   40278664 | PA      | $34669102.68   | 0.11%             | 2055-11-25      | Variable      | 4.49%                 | Yes           |                  2 | On Loan: No      |
| JCP Direct Lending CLO LLC                        | Jefferies Credit Partners Direct Lending Clo 2025-1 Ltd                          | CUSIP: 47235BAE3<br>LEI: 213800SOG377Y9E1U217 | Long             | ABS-CBDO         | CORP              | KY        |    6300000 | PA      | $6304285.89    | 0.02%             | 2037-10-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                           | CF Hippolyta Issuer LLC                                                          | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10075718 | PA      | $6281961.30    | 0.02%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| Castlelake Aircraft Structured                    | Castlelake Aircraft Securitization Trust 2018-1                                  | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3725774 | PA      | $3688519.93    | 0.01%             | 2043-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                          | Live Nation Entertainment Inc                                                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    4635000 | PA      | $4677526.13    | 0.02%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC                         | CORPAY TECHNOLOGIES OPERATING CO LLC                                             | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |    4653000 | PA      | $4655512.62    | 0.02%             | 2028-04-28      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137H5EQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     143358 | PA      | $85828.12      | 0.00%             | 2052-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                    | RALI Series 2006-QO6 Trust                                                       | CUSIP: 75114NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4715292 | PA      | $955504.91     | 0.00%             | 2046-06-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                    | AASET 2020-1 Trust                                                               | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5259814 | PA      | $5222995.59    | 0.02%             | 2040-01-16      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                               | Macquarie Group Ltd                                                              | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    3164000 | PA      | $2877352.52    | 0.01%             | 2032-06-23      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| KKR GROUP FIN CO X LLC                            | KKR Group Finance Co X LLC                                                       | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15150000 | PA      | $10051980.16   | 0.03%             | 2051-12-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                           | CUSIP: 853254BS8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   16067000 | PA      | $16184460.54   | 0.05%             | 2031-04-01      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                               | Owl Rock CLO IV Ltd                                                              | CUSIP: 691200AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16750000 | PA      | $16770295.98   | 0.05%             | 2033-08-20      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                  | DT Midstream Inc                                                                 | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29400000 | PA      | $30511172.41   | 0.10%             | 2034-12-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Apollo Aviation Securitization                    | AASET 2024-1                                                                     | CUSIP: 00255JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11324066 | PA      | $11627154.70   | 0.04%             | 2049-05-16      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2023-3 Mortgage Loan Trust                                                  | CUSIP: 19688RAA7<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |   24472202 | PA      | $24742311.78   | 0.08%             | 2068-09-25      | Variable      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| ACREC LLC                                         | Acrec 2025 Fl 3 LLC                                                              | CUSIP: 00112HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5900000 | PA      | $5844655.05    | 0.02%             | 2042-08-18      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| AREIT CRE Trust                                   | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   21850000 | PA      | $21826303.68   | 0.07%             | 2029-12-17      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                              | Smithfield Foods Inc                                                             | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   45782000 | PA      | $40518036.00   | 0.13%             | 2031-09-13      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| IXIS Real Estate Capital Trust                    | IXIS Real Estate Capital Trust 2007-HE1                                          | CUSIP: 45073DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5438384 | PA      | $1104797.94    | 0.00%             | 2037-05-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| BCC Middle Market CLO                             | BCC Middle Market CLO 2019-1 LLC                                                 | CUSIP: 05550GAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13850000 | PA      | $13861577.22   | 0.05%             | 2036-07-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BKXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     265213 | PA      | $170100.96     | 0.00%             | 2052-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                          | Greensaif Pipelines Bidco Sarl                                                   | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   11900000 | PA      | $12433334.20   | 0.04%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                  | DT Midstream Inc                                                                 | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3139344.55    | 0.01%             | 2032-04-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                        | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4316829.51    | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| STAR 2025-SFR6 Trust                              | STAR 2025-SFR6 Trust                                                             | CUSIP: 85520EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28150000 | PA      | $28230247.21   | 0.09%             | 2042-08-17      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2019-GC43                                    | CUSIP: 17328HBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  202865436 | PA      | $4028440.97    | 0.01%             | 2052-11-10      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  337960000 | PA      | $236096743.75  | 0.77%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| IXIS Real Estate Capital Trust                    | IXIS Real Estate Capital Trust 2007-HE1                                          | CUSIP: 45073DAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30510998 | PA      | $6202220.77    | 0.02%             | 2037-05-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2017-BNK6                                                                   | CUSIP: 060352AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32120287 | PA      | $259271.75     | 0.00%             | 2060-07-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| API HEAT TRANSFER PARENT LLC                      | API HEAT TRANSFER PARENT LLC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         31 | NS      | $40408.41      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CLARION LION PROPERTIES FUND HOLDI                | CLARION LION PROPERTIES FUND HOLDI                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7857385.76    | 0.03%             | 2035-12-01      | Fixed         | 5.53%                 | No            |                  3 | On Loan: No      |
| YAK BLOCKER 2 LLC SERIES C-2                      | YAK BLOCKER 2 LLC SERIES C-2                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      40754 | NS      | $34876.87      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    5923000 | PA      | $6127108.77    | 0.02%             | 2030-05-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                               | NuStar Logistics LP                                                              | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    3340000 | PA      | $3515343.12    | 0.01%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout                    | Finance of America HECM Buyout 2024-HB1                                          | CUSIP: 31737DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14650000 | PA      | $14648753.29   | 0.05%             | 2034-10-01      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners Clo 49M Ltd                                               | CUSIP: 38181HAC7<br>LEI: 254900NUVOJAHAT10W61 | Long             | ABS-CBDO         | CORP              | KY        |   25700000 | PA      | $25690524.41   | 0.08%             | 2038-07-20      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| HOPE GAS HOLDINGS LLC                             | HOPE GAS HOLDINGS LLC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7498050.52    | 0.02%             | 2035-09-01      | Fixed         | 6.08%                 | No            |                  3 | On Loan: No      |
| STORE Master Funding LLC                          | Store Master Funding I-VII XIV XIX XX                                            | CUSIP: 86190BAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3502382 | PA      | $3064362.28    | 0.01%             | 2051-06-20      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                     | Mastr Asset Backed Securities Trust 2006-WMC3                                    | CUSIP: 55291KAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5384678 | PA      | $1815703.86    | 0.01%             | 2036-08-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                           | America Movil SAB de CV                                                          | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    3250000 | PA      | $3455484.66    | 0.01%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140Y6DG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26762095 | PA      | $27364909.38   | 0.09%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S                    | HOMES 2025-NQM4 Trust                                                            | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16564197 | PA      | $16622693.19   | 0.05%             | 2070-08-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    3610000 | PA      | $3445139.35    | 0.01%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                            | TPG Operating Group II LP                                                        | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    8237000 | PA      | $8210177.45    | 0.03%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    6588000 | PA      | $6636540.38    | 0.02%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                      | CD 2017-CD3 Mortgage Trust                                                       | CUSIP: 12515GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28266663 | PA      | $212604.88     | 0.00%             | 2050-02-10      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| CLIFFWATER CORPORATE LENDING FUND                 | CLIFFWATER CORPORATE LENDING FUND                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22700000 | PA      | $23701517.87   | 0.08%             | 2028-08-04      | Fixed         | 6.77%                 | No            |                  3 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                        | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   15663000 | PA      | $15216269.31   | 0.05%             | 2030-05-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                    | Whirlpool Corp                                                                   | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   14513000 | PA      | $10669263.88   | 0.03%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2023-SFR2 Trust                                               | CUSIP: 895978AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14815000 | PA      | $14785183.33   | 0.05%             | 2040-12-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC                         | GO DADDY OPERATING CO LLC                                                        | CUSIP: 38017BAW6<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    4205950 | PA      | $4212006.57    | 0.01%             | 2031-05-30      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   21750000 | PA      | $21565064.32   | 0.07%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                         | Acrec 2025 Fl 3 LLC                                                              | CUSIP: 00112HAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3250000 | PA      | $3218838.68    | 0.01%             | 2042-08-18      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11890000 | PA      | $12083471.58   | 0.04%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real E                    | FARM 21-1 Mortgage Trust                                                         | CUSIP: 30768WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9024715 | PA      | $7465460.15    | 0.02%             | 2051-01-25      | Variable      | 2.18%                 | Yes           |                  2 | On Loan: No      |
| IXIS Real Estate Capital Trust                    | IXIS Real Estate Capital Trust 2007-HE1                                          | CUSIP: 45073DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4524484 | PA      | $919721.81     | 0.00%             | 2037-05-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| JCP Direct Lending CLO LLC                        | Jefferies Credit Partners Direct Lending Clo 2025-1 Ltd                          | CUSIP: 47235BAG8<br>LEI: 213800SOG377Y9E1U217 | Long             | ABS-CBDO         | CORP              | KY        |   13800000 | PA      | $13761622.20   | 0.04%             | 2037-10-15      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                          | Neuberger Berman CLO 32R Ltd                                                     | CUSIP: 64135XAE1<br>LEI: 25490093SHVBS5BLDZ40 | Long             | ABS-CBDO         | CORP              | KY        |    8345000 | PA      | $8372446.71    | 0.03%             | 2039-07-20      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| SLAM LLC                                          | Slam Ltd                                                                         | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32383203 | PA      | $32795586.40   | 0.11%             | 2049-09-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD CAPITAL FIN                            | Brookfield Capital Finance LLC                                                   | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |   15900000 | PA      | $17003108.29   | 0.06%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                            | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    3480000 | PA      | $3506523.34    | 0.01%             | 2031-09-08      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| XPLORE INC                                        | XPLORE INC                                                                       | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | CA        |    1423884 | PA      | $854330.45     | 0.00%             | 2031-10-24      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2023-3 Mortgage Loan Trust                                                  | CUSIP: 19688RAC3<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |    5508742 | PA      | $5565134.35    | 0.02%             | 2068-09-25      | Variable      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| ServiceMaster Brands                              | ServiceMaster Funding LLC                                                        | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9192007 | PA      | $8744911.44    | 0.03%             | 2051-01-30      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  265941030 | PA      | $268549307.82  | 0.88%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                          | First American Financial Corp                                                    | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $7250349.81    | 0.02%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| STOLTHAVEN HOUSTON INC                            | STOLTHAVEN HOUSTON INC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13916000 | PA      | $14246870.16   | 0.05%             | 2031-07-17      | Fixed         | 5.88%                 | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2025-CES2                                        | CUSIP: 10568RAA1<br>LEI: 254900H5A4PX072RRR06 | Long             | ABS-MBS          | CORP              | US        |   11563035 | PA      | $11549453.05   | 0.04%             | 2055-07-26      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                     | First Franklin Mortgage Loan Trust 2006-FF16                                     | CUSIP: 320275AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18134533 | PA      | $7310755.55    | 0.02%             | 2036-12-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                              | Protective Life Corp                                                             | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    3540000 | PA      | $3551152.94    | 0.01%             | 2031-01-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Residential Accredit Loans, In                    | RALI Series 2006-QO2 Trust                                                       | CUSIP: 761118WA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1105132 | PA      | $183599.41     | 0.00%             | 2046-02-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2024-3                                                  | CUSIP: 03466HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4400338 | PA      | $4391060.16    | 0.01%             | 2068-11-26      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| GSAMP Trust                                       | GSAMP Trust 2007-NC1                                                             | CUSIP: 3622MGAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22633071 | PA      | $12028780.09   | 0.04%             | 2046-12-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Federated U.S. Treasury Cash Reserves             | Federated U.S. Treasury Cash Reserves                                            | CUSIP: 60934N682<br>LEI: 25490003NTA1P9CI5X97 | Long             | EC               | RF                | US        |    5755824 | NS      | $5755823.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Automotive Reit                           | CARS-DB7 LP                                                                      | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4259938 | PA      | $4291472.54    | 0.01%             | 2053-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GSAA Home Equity Trust                            | GSAA Home Equity Trust 2007-7                                                    | CUSIP: 36249BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49075 | PA      | $47674.49      | 0.00%             | 2037-07-25      | Floating      | 4.39%                 | No            |                  3 | On Loan: No      |
| Taco Bell Funding, LLC                            | Taco Bell Funding LLC                                                            | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24050000 | PA      | $23958956.32   | 0.08%             | 2055-08-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 313637VQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     308942 | PA      | $290617.10     | 0.00%             | 2048-09-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1027453.32    | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BETH ISRAEL LAHEY HEALTH                          | Beth Israel Lahey Health Inc                                                     | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $1767027.07    | 0.01%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| MIDWEST FAMILY HOUSING                            | Midwest Family Housing LLC                                                       | CUSIP: 598329AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1239633 | PA      | $1044152.71    | 0.00%             | 2051-01-01      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                          | Prudential Financial Inc                                                         | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   17139000 | PA      | $15941628.33   | 0.05%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BHJ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     144343 | PA      | $85296.59      | 0.00%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sprite Limited                                    | Sprite 2021-1 Ltd                                                                | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11566926 | PA      | $11314679.91   | 0.04%             | 2046-11-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                        | PacifiCorp                                                                       | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   15050000 | PA      | $15339667.35   | 0.05%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                             | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    3235000 | PA      | $3336103.71    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                          | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    4064000 | PA      | $2815910.77    | 0.01%             | 2060-05-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -135871875 | NC      | $-21849.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIFT 2024-1 A                                     | LIFT 2024-1 A                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   42345348 | PA      | $43565256.90   | 0.14%             | 2030-12-15      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| CROSSCOUNTRY INTER                                | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14150000 | PA      | $14379612.05   | 0.05%             | 2032-12-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                          | National Health Investors Inc                                                    | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |    3560000 | PA      | $3555043.09    | 0.01%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                    | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM3                         | CUSIP: 61776UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6127750 | PA      | $6123490.14    | 0.02%             | 2069-07-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140HT2V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     893156 | PA      | $795629.71     | 0.00%             | 2049-06-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| HPS Private Credit CLO                            | HPS Private Credit CLO 2025-3 LLC                                                | CUSIP: 40445YAC8<br>LEI: 254900WC9JHPFFXUKB77 | Long             | ABS-CBDO         | CORP              | US        |    9150000 | PA      | $9164239.23    | 0.03%             | 2037-07-20      | Floating      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6575000 | PA      | $6539592.31    | 0.02%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                          | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   74981000 | PA      | $49822907.00   | 0.16%             | 2061-02-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2023-4 Mortgage Loan Trust                                                  | CUSIP: 12598WAC6<br>LEI: 213800EHDFO4A3F7P416 | Long             | ABS-MBS          | CORP              | US        |    3348917 | PA      | $3386656.61    | 0.01%             | 2068-10-25      | Variable      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ATLX Trust                                        | ATLX 2024-RPL1 Trust                                                             | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6902089 | PA      | $6748251.33    | 0.02%             | 2064-04-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| HNI CORP                                          | HNI CORP                                                                         | CUSIP: 000000000<br>LEI: 549300SKRADLC4O5HV93 | Long             | LON              | CORP              | US        |    2925000 | PA      | $2932312.50    | 0.01%             | 2032-12-10      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138WBYV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85778 | PA      | $87207.61      | 0.00%             | 2044-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   21862000 | PA      | $24445387.29   | 0.08%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners CLO 83M                                                   | CUSIP: 38182EAC3<br>LEI: 254900VLZT72CPBHZ909 | Long             | ABS-CBDO         | CORP              | US        |   12000000 | PA      | $12011125.20   | 0.04%             | 2038-11-09      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| STADA (NIDDA HEALTH) 1L TLB CL GBP                | STADA (NIDDA HEALTH) 1L TLB CL GBP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    1500000 | PA      | $2023227.89    | 0.01%             | 2030-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   24150000 | PA      | $24329669.48   | 0.08%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                    | AASET 2024-2 Ltd                                                                 | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   46906928 | PA      | $47563991.05   | 0.16%             | 2049-09-16      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                               | Owl Rock CLO IX LLC                                                              | CUSIP: 69120BAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6450000 | PA      | $6456647.37    | 0.02%             | 2037-11-22      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  198126037 | PA      | $175589917.50  | 0.57%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XLVIII LLC                                                 | CUSIP: 15675JAA8<br>LEI: 635400TT2BPIAD7JRA96 | Long             | ABS-CBDO         | CORP              | US        |   20150000 | PA      | $20209988.57   | 0.07%             | 2036-10-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| MILE Trust                                        | MILE Trust 2025-STNE                                                             | CUSIP: 59918AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24050000 | PA      | $24065019.23   | 0.08%             | 2042-07-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                              | FS RIALTO                                                                        | CUSIP: 30319YAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15665000 | PA      | $15585272.98   | 0.05%             | 2038-05-16      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                           | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24480000 | PA      | $25722759.27   | 0.08%             | 2031-04-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                         | IQVIA Inc                                                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   10699000 | PA      | $10696072.75   | 0.03%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2017-C38                                   | CUSIP: 95001MAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   60484117 | PA      | $644748.59     | 0.00%             | 2050-07-15      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2017-C5                                            | CUSIP: 90276TAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30209488 | PA      | $407957.99     | 0.00%             | 2050-11-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2024-NQM2 Trust                                                             | CUSIP: 36831CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1719901 | PA      | $1740225.17    | 0.01%             | 2059-06-25      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM17 Trust                                                             | CUSIP: 673911AE3<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-MBS          | CORP              | US        |    6166628 | PA      | $6213678.02    | 0.02%             | 2064-11-25      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2017-GS6                                            | CUSIP: 36253PAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     521000 | PA      | $462470.34     | 0.00%             | 2050-05-10      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                           | Central Garden & Pet Co                                                          | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    3854000 | PA      | $3635578.02    | 0.01%             | 2031-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                             | Tennessee Valley Authority                                                       | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |  139137000 | PA      | $114407207.03  | 0.37%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                            | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $9910352.00    | 0.03%             | 2033-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FTAI AIRCRAFT LEASING UNF                         | FTAI AIRCRAFT LEASING UNF                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    9625000 | NS      | $962.50        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| KENNEDY-WILSON INC                                | Kennedy-Wilson Inc                                                               | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   13195000 | PA      | $12812924.26   | 0.04%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                    | Carlyle US CLO 2025-4 Ltd                                                        | CUSIP: 142919AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15000000 | PA      | $11017500.00   | 0.04%             | 2037-10-25      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| PCI GAMING AUTHORITY                              | PCI GAMING AUTHORITY                                                             | CUSIP: 70455DAG9<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |   11196792 | PA      | $11209220.11   | 0.04%             | 2031-07-21      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ASG Resecuritization Trust                        | ASG Resecuritization Trust 2010-3                                                | CUSIP: 00212XCD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1577840 | PA      | $1532131.20    | 0.01%             | 2045-12-28      | Floating      | 4.39%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                                  | NTT Finance Corp                                                                 | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    6550000 | PA      | $6782119.82    | 0.02%             | 2035-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2024-HE5                                                             | CUSIP: 31684FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6745962 | PA      | $6832868.50    | 0.02%             | 2054-10-25      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                | BSPRT 2024-FL11 Issuer LLC                                                       | CUSIP: 05613RAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8900000 | PA      | $8901326.99    | 0.03%             | 2039-07-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| MAPLE GROVE FUNDING TR I                          | Maple Grove Funding Trust I                                                      | CUSIP: 565130AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   77700000 | PA      | $54556690.59   | 0.18%             | 2051-08-15      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| TVA PRIN STRIP                                    | Tennessee Valley Authority Principal Strip                                       | CUSIP: 88059FBP5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |   11415000 | PA      | $2204613.20    | 0.01%             | 2056-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM17 Trust                                                             | CUSIP: 673911AD5<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-MBS          | CORP              | US        |    2707300 | PA      | $2737455.03    | 0.01%             | 2064-11-25      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2024-CES4                                                    | CUSIP: 74939FAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4514797 | PA      | $4567548.69    | 0.01%             | 2044-06-25      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138LFZ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2169179 | PA      | $1853328.88    | 0.01%             | 2046-11-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2016-NXS5                                  | CUSIP: 95000CBE2<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |    7001115 | PA      | $70.01         | 0.00%             | 2059-01-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140LFLC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2342671 | PA      | $1771775.49    | 0.01%             | 2052-02-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| TERMINAL INVESTMENT LIMITED HOLDIN                | TERMINAL INVESTMENT LIMITED HOLDIN                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   33400000 | PA      | $33882383.51   | 0.11%             | 2040-10-01      | Fixed         | 6.23%                 | No            |                  3 | On Loan: No      |
| FLUTTER TREASURY DAC                              | Flutter Treasury DAC                                                             | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   25950000 | PA      | $26788314.75   | 0.09%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5275000 | PA      | $5336009.33    | 0.02%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2024-HE5                                                             | CUSIP: 31684FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26649549 | PA      | $26991873.36   | 0.09%             | 2054-10-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                           | Public Service Co of Colorado                                                    | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    3460000 | PA      | $3505894.96    | 0.01%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg                    | Saluda Grade Alternative Mortgage Trust 2023-FIG4                                | CUSIP: 79581UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14329533 | PA      | $14854250.88   | 0.05%             | 2053-11-25      | Variable      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                          | Citadel Securities Global Holdings LLC                                           | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    6825000 | PA      | $7004206.62    | 0.02%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2022-NQM3 Trust                                                             | CUSIP: 36168MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20088397 | PA      | $20023356.57   | 0.07%             | 2067-04-25      | Variable      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| QTS CORP                                          | QTS CORP                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   51300000 | PA      | $51499218.42   | 0.17%             | 2032-08-21      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| WHIRLPOOL CORP                                    | Whirlpool Corp                                                                   | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    4575000 | PA      | $4243938.82    | 0.01%             | 2034-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REYNOLDS CONSUMER PRODUC                          | REYNOLDS CONSUMER PRODUCTS LLC                                                   | CUSIP: 76171JAE1<br>LEI: 549300DWNZYMOSR1X343 | Long             | LON              | CORP              | US        |    8195894 | PA      | $8234824.38    | 0.03%             | 2032-03-04      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XLVIII LLC                                                 | CUSIP: 15675JAC4<br>LEI: 635400TT2BPIAD7JRA96 | Long             | ABS-CBDO         | CORP              | US        |   14700000 | PA      | $14716062.69   | 0.05%             | 2036-10-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                            | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $7294233.02    | 0.02%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2024-CES4                                                    | CUSIP: 74939FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21716662 | PA      | $21974733.93   | 0.07%             | 2044-06-25      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   29675000 | PA      | $28431045.96   | 0.09%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Navigator Aircraft ABS LLC                        | Navigator Aircraft ABS Ltd                                                       | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   47440576 | PA      | $45311594.63   | 0.15%             | 2046-11-15      | Variable      | 2.77%                 | Yes           |                  2 | On Loan: No      |
| PFP III                                           | PFP 2025-12 Ltd                                                                  | CUSIP: 69382JAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7554000 | PA      | $7557398.54    | 0.02%             | 2042-12-18      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                           | CF Hippolyta Issuer LLC                                                          | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4312872 | PA      | $2742408.45    | 0.01%             | 2060-07-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                              | FS RIALTO                                                                        | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2230424 | PA      | $2229503.14    | 0.01%             | 2038-05-16      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US                     | GoldenTree Loan Management US CLO 24 Ltd                                         | CUSIP: 38139VAG0<br>LEI: 254900PS1VHPJR2OTF82 | Long             | ABS-CBDO         | CORP              | KY        |   27650000 | PA      | $27720399.67   | 0.09%             | 2038-10-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| DEPOSITORY TRUST & CLEAR                          | Depository Trust & Clearing Corp/The                                             | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4686193.25    | 0.02%             | N/A             | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                    | WaMu Asset-Backed Certificates WaMu Series 2007-HE4 Trust                        | CUSIP: 93363XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4142538 | PA      | $3140745.04    | 0.01%             | 2047-07-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140LEQK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1900000 | PA      | $1202889.98    | 0.00%             | 2051-12-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM10 Trust                                                             | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |   13346728 | PA      | $13455151.22   | 0.04%             | 2065-05-25      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                          | Citadel Securities Global Holdings LLC                                           | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2789501.14    | 0.01%             | 2035-06-18      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners CLO 83M                                                   | CUSIP: 38182EAG4<br>LEI: 254900VLZT72CPBHZ909 | Long             | ABS-CBDO         | CORP              | US        |   17750000 | PA      | $17692742.05   | 0.06%             | 2038-11-09      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                           | BROWN GROUP HOLDING LLC                                                          | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    4908384 | PA      | $4930717.19    | 0.02%             | 2031-07-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                           | BDS 2025-FL14 LLC                                                                | CUSIP: 072921AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10200000 | PA      | $10185574.14   | 0.03%             | 2042-10-17      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL GP STAKES V A-1 B                        | BLUE OWL GP STAKES V A-1 B                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7615200 | PA      | $7757028.61    | 0.03%             | 2043-08-22      | Fixed         | 7.11%                 | No            |                  3 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                          | FOCUS FINANCIAL PARTNERS LLC                                                     | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |   14374891 | PA      | $14395303.55   | 0.05%             | 2031-09-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                          | Greensaif Pipelines Bidco Sarl                                                   | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    6500000 | PA      | $7087050.30    | 0.02%             | 2042-02-23      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2025-CES1                                                    | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12823104 | PA      | $12950125.83   | 0.04%             | 2045-01-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                    | Castlelake Aircraft Structured Trust 2025-2                                      | CUSIP: 14855XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   45779458 | PA      | $46309639.48   | 0.15%             | 2050-08-15      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| BLUE RIBBON LLC                                   | BLUE RIBBON LLC                                                                  | CUSIP: 000000000<br>LEI: 549300NQM7J4KC44D416 | Long             | LON              | CORP              | US        |   11880000 | PA      | $7692300.01    | 0.03%             | 2028-05-08      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                           | American National Group Inc                                                      | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2081763.76    | 0.01%             | 2032-06-13      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| PFP III                                           | PFP 2025-12 Ltd                                                                  | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11800000 | PA      | $11783233.38   | 0.04%             | 2042-12-18      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM10 Trust                                                             | CUSIP: 67121LAB2<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |    3397819 | PA      | $3417006.04    | 0.01%             | 2065-05-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2006-HE4                                  | CUSIP: 61748BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7319946 | PA      | $3660929.67    | 0.01%             | 2036-06-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   11075000 | PA      | $10692048.98   | 0.03%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3580000 | PA      | $3591039.47    | 0.01%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                           | Providence St Joseph Health Obligated Group                                      | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4250000 | PA      | $2511210.12    | 0.01%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                            | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BY7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    3320000 | PA      | $3508626.86    | 0.01%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XLVIII LLC                                                 | CUSIP: 15675JAE0<br>LEI: 635400TT2BPIAD7JRA96 | Long             | ABS-CBDO         | CORP              | US        |   10700000 | PA      | $10742729.38   | 0.04%             | 2036-10-15      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| BP HOLDCO LLC (ASPECT)                            | BP HOLDCO LLC (ASPECT)                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        532 | NS      | $434.88        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                          | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3549755.23    | 0.01%             | 2051-12-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FARMERS INS EXCH                                  | Farmers Insurance Exchange                                                       | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |   28140000 | PA      | $28872202.80   | 0.09%             | 2064-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2022-NQM3 Trust                                                             | CUSIP: 36168MAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9425977 | PA      | $9035290.08    | 0.03%             | 2067-04-25      | Variable      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| TVA PRIN STRIP                                    | Tennessee Valley Authority Principal Strip                                       | CUSIP: 88059FBS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    8655000 | PA      | $4463772.98    | 0.01%             | 2039-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 38 Ltd                                | Elmwood CLO 38 Ltd                                                               | CUSIP: 289908AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5500000 | PA      | $5514018.40    | 0.02%             | 2038-04-22      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| CCC INTELLIGENT SOLUTION                          | CCC INTELLIGENT SOLUTIONS INC                                                    | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |     347375 | PA      | $348243.44     | 0.00%             | 2032-01-23      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| HIGGINBOTHAM 1L DDTL USD UNFUNDED                 | HIGGINBOTHAM 1L DDTL USD UNFUNDED                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4863992 | PA      | $4839671.97    | 0.02%             | 2031-05-01      | Floating      | 0.50%                 | No            |                  3 | On Loan: No      |
| OHANA MILITARY COMM LLC                           | Ohana Military Communities LLC                                                   | CUSIP: 677071AG7<br>LEI: 549300S2UFVVKP439S12 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2255902.00    | 0.01%             | 2036-10-01      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132E0TS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7382972 | PA      | $7419549.61    | 0.02%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                   | Nevada Power Co                                                                  | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1326501.74    | 0.00%             | 2036-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                             | Atlassian Corp                                                                   | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    7540000 | PA      | $7802536.54    | 0.03%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                 | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   25038000 | PA      | $17693128.49   | 0.06%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM10 Trust                                                             | CUSIP: 67121LAC0<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |    5553961 | PA      | $5583422.44    | 0.02%             | 2065-05-25      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2006-WF1                                           | CUSIP: 17307G4E5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12271679 | PA      | $5830134.64    | 0.02%             | 2036-03-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BO GPS IV CAPITAL CALL FACILITY D                 | BO GPS IV CAPITAL CALL FACILITY D                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7750000 | PA      | $7778784.90    | 0.03%             | 2032-10-30      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2006-HE4                                  | CUSIP: 61748BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4681974 | PA      | $2328942.46    | 0.01%             | 2036-06-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| HPS Private Credit CLO                            | HPS Private Credit CLO 2025-3 LLC                                                | CUSIP: 40445YAA2<br>LEI: 254900WC9JHPFFXUKB77 | Long             | ABS-CBDO         | CORP              | US        |    8500000 | PA      | $8502611.20    | 0.03%             | 2037-07-20      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   20125000 | PA      | $20441083.25   | 0.07%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners CLO 83M                                                   | CUSIP: 38182EAE9<br>LEI: 254900VLZT72CPBHZ909 | Long             | ABS-CBDO         | CORP              | US        |   15650000 | PA      | $15657712.32   | 0.05%             | 2038-11-09      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2302.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                            | TPG Operating Group II LP                                                        | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   26485000 | PA      | $27655852.32   | 0.09%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2007-HE3                                  | CUSIP: 617525AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1782422 | PA      | $1110019.59    | 0.00%             | 2036-12-25      | Floating      | 3.98%                 | Yes           |                  2 | On Loan: No      |
| LIGHTNING 2022-1 A FUNDED                         | LIGHTNING 2022-1 A FUNDED                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   57700000 | PA      | $54677165.66   | 0.18%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2021-SFR1 Trust                                               | CUSIP: 89614YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7000000 | PA      | $6912361.40    | 0.02%             | 2038-07-17      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Guggenheim Ultra Short Duration Fund              | Guggenheim Ultra Short Duration Fund                                             | CUSIP: 40169J523<br>LEI: 549300CH4K7JJYWG0618 | Long             | EC               | RF                | US        |    3183191 | NS      | $32086565.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT                                              | GCAT 2023-NQM2 Trust                                                             | CUSIP: 36169DAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2002093 | PA      | $1995152.17    | 0.01%             | 2067-11-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Invitation Homes Trust                            | Invitation Homes 2024-SFR1 Trust                                                 | CUSIP: 46188DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13100000 | PA      | $12757778.22   | 0.04%             | 2041-09-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                 | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   19397000 | PA      | $14642165.09   | 0.05%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2023-1                                                  | CUSIP: 03465WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9881188 | PA      | $9838332.31    | 0.03%             | 2067-09-26      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MSCI INC                                          | MSCI Inc                                                                         | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   11844000 | PA      | $11313040.23   | 0.04%             | 2030-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| BDS Ltd                                           | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3900000 | PA      | $3890895.84    | 0.01%             | 2039-09-19      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                                              | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   12940000 | PA      | $13270184.55   | 0.04%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                            | Switch ABS Issuer LLC                                                            | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   35700000 | PA      | $35093164.26   | 0.11%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                          | MB2 DENTAL SOLUTIONS LLC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   19574138 | PA      | $19544992.20   | 0.06%             | 2031-02-13      | Floating      | 9.22%                 | No            |                  3 | On Loan: No      |
| RWC Commercial Mortgage Securi                    | RWC Commercial Mortgage 2025-1 Trust                                             | CUSIP: 78348LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26988025 | PA      | $27031238.65   | 0.09%             | 2040-06-25      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Starwood Mortgage Residential                     | Starwood Mortgage Residential Trust 2020-1                                       | CUSIP: 85573AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5316922 | PA      | $5126008.45    | 0.02%             | 2050-02-25      | Variable      | 2.41%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC                                    | 1011778 BC ULC                                                                   | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   18715987 | PA      | $18721788.67   | 0.06%             | 2030-09-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURA                          | Meiji Yasuda Life Insurance Co                                                   | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |   22800000 | PA      | $23654110.80   | 0.08%             | 2055-06-11      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust Series 2024-NQM1                                        | CUSIP: 465983AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5578369 | PA      | $5627895.82    | 0.02%             | 2064-02-25      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL STORAGE TRUST                             | Central Storage Safety Project Trust                                             | CUSIP: 155431AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14766560 | PA      | $14151477.84   | 0.05%             | 2038-02-01      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   20150000 | PA      | $17853186.53   | 0.06%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                              | Appalachian Power Co                                                             | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    3730000 | PA      | $3129227.44    | 0.01%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PHM GROUP HOLDING                                 | PHM GROUP HOLDING                                                                | CUSIP: 000000000<br>LEI: 7437002P82P6OBDFWT48 | Long             | LON              | CORP              | FI        |    9100000 | PA      | $10717470.17   | 0.04%             | 2032-04-22      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                          | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EKYC4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    1500000 | PA      | $1103742.00    | 0.00%             | 2048-08-05      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| BO GPS IV CAPITAL CALL FACILITY C                 | BO GPS IV CAPITAL CALL FACILITY C                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24150000 | PA      | $24275730.21   | 0.08%             | 2030-10-30      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                              | CUSIP: 025816EA3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    3060000 | PA      | $3067511.66    | 0.01%             | 2031-01-30      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38384EJQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4355895 | PA      | $4362934.98    | 0.01%             | 2047-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC BEACON LLC                                | Pacific Beacon LLC                                                               | CUSIP: 69403WAC1<br>LEI: 549300RDBP3BJOLTTC39 | Long             | DBT              | CORP              | US        |     500000 | PA      | $495978.30     | 0.00%             | 2036-07-15      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2024-SFR3 Trust                                               | CUSIP: 89616YAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10500000 | PA      | $10549104.30   | 0.03%             | 2041-08-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                          | BOOST NEWCO BORROWER LLC                                                         | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |    3908229 | PA      | $3910691.47    | 0.01%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                        | Essendi SA                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    2750000 | PA      | $3312212.27    | 0.01%             | 2032-05-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 37 Senior Loan Fund                                                       | CUSIP: 26249MAS6<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |    3333334 | PA      | $3345763.34    | 0.01%             | 2031-01-15      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                    | WaMu Asset-Backed Certificates WaMu Series 2007-HE4 Trust                        | CUSIP: 93363XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2954722 | PA      | $1724389.10    | 0.01%             | 2047-07-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                             | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   22700000 | PA      | $17503970.00   | 0.06%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                  | Black Hills Corp                                                                 | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    7830000 | PA      | $8350268.27    | 0.03%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential                     | Starwood Mortgage Residential Trust 2020-1                                       | CUSIP: 85573AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6911999 | PA      | $6654262.76    | 0.02%             | 2050-02-25      | Variable      | 2.56%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2023-1                                                  | CUSIP: 03465WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7777427 | PA      | $7747340.44    | 0.03%             | 2067-09-26      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                              | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1790000 | PA      | $1826030.89    | 0.01%             | 2029-05-22      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                             | Tennessee Valley Authority                                                       | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   60988000 | PA      | $54383365.53   | 0.18%             | 2060-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                  | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3925000 | PA      | $3985212.80    | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                     | GS Mortgage-Backed Securities Trust 2021-PJ10                                    | CUSIP: 36262PAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   48655442 | PA      | $45456901.35   | 0.15%             | 2052-03-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2024-NQM3                                        | CUSIP: 10569LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3938472 | PA      | $3976774.08    | 0.01%             | 2064-03-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Guggenheim Strategy Fund III                      | Guggenheim Strategy Fund III                                                     | CUSIP: 40168Q304<br>LEI: 549300QC2B06ET4AEJ54 | Long             | EC               | RF                | US        |    2268162 | NS      | $56499922.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Direct Lending CLO LLC                       | Ares Direct Lending CLO 8 LLC                                                    | CUSIP: 039933AA4<br>LEI: 2549008VI9L2AN96MC59 | Long             | ABS-CBDO         | CORP              | KY        |   19500000 | PA      | $19498221.60   | 0.06%             | 2039-01-20      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| VISMA NEDERLAND 1L TLB2 ADD ON                    | VISMA NEDERLAND 1L TLB2 ADD ON                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   23750000 | PA      | $28048168.12   | 0.09%             | 2028-12-05      | Floating      | 5.80%                 | No            |                  3 | On Loan: No      |
| NIPPON LIFE INSURANCE                             | Nippon Life Insurance Co                                                         | CUSIP: 654579AH4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   45350000 | PA      | $40854214.15   | 0.13%             | 2051-01-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    8350000 | PA      | $7541083.98    | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   21200000 | PA      | $20448082.22   | 0.07%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OHANA MILITARY COMM LLC                           | Ohana Military Communities LLC                                                   | CUSIP: 677071AN2<br>LEI: 549300S2UFVVKP439S12 | Long             | DBT              | CORP              | US        |    3820000 | PA      | $3836498.58    | 0.01%             | 2036-10-01      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| CITADEL SECURITIES LP                             | CITADEL SECURITIES LP                                                            | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |   42355369 | PA      | $42562063.16   | 0.14%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg                    | Saluda Grade Alternative Mortgage Trust 2025-LOC4                                | CUSIP: 79589VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16554617 | PA      | $16580961.57   | 0.05%             | 2055-06-25      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138WFTE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     147844 | PA      | $140701.22     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                             | Universal Health Services Inc                                                    | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   13850000 | PA      | $13590665.81   | 0.04%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KUVARE US HOLDINGS INC                            | Kuvare US Holdings Inc                                                           | CUSIP: 50149XAA2<br>LEI: 254900MGBERNLZXF7O58 | Long             | DBT              | CORP              | US        |   10715000 | PA      | $10688212.50   | 0.03%             | 2051-02-17      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4150000 | PA      | $3754749.44    | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-AIR2                                           | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9591801 | PA      | $9603725.95    | 0.03%             | 2041-10-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                            | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   23759000 | PA      | $23571549.81   | 0.08%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QVE59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  170204793 | PA      | $176770965.43  | 0.58%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE FINANCIAL LL                          | DEALER TIRE FINANCIAL LL                                                         | CUSIP: 24228HAR9<br>LEI: 894500QBE5Z2XQWCJ779 | Long             | LON              | CORP              | US        |    2423879 | PA      | $2420849.24    | 0.01%             | 2031-07-02      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 37 Senior Loan Fund                                                       | CUSIP: 26249MAQ0<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |    3678679 | PA      | $3684195.18    | 0.01%             | 2031-01-15      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                  | CUSIP: 95000GBB9<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |   31185904 | PA      | $97000.63      | 0.00%             | 2049-08-15      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li                    | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAS7<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   20453400 | PA      | $18337841.43   | 0.06%             | 2046-08-20      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| STATION CASINOS LLC                               | STATION CASINOS LLC                                                              | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |    2167000 | PA      | $2172699.21    | 0.01%             | 2031-03-14      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2022-LP2                                            | CUSIP: 05610HAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4410000 | PA      | $4404499.85    | 0.01%             | 2039-02-15      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                          | GrafTech Global Enterprises Inc                                                  | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2697000.00    | 0.01%             | 2029-12-23      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                    | Alternative Loan Trust 2007-OH3                                                  | CUSIP: 02151DAD6<br>LEI: 549300TXT201GGLA0F48 | Long             | ABS-MBS          | CORP              | US        |     502048 | PA      | $480044.01     | 0.00%             | 2047-09-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| PERSHING SQUARE HOLDINGS                          | Pershing Square Holdings Ltd/Fund                                                | CUSIP: 71531QAG6<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |    1800000 | PA      | $1800035.82    | 0.01%             | 2032-10-28      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| INSURED LENDING 1 LTD                             | Insured Lending 1 Ltd                                                            | CUSIP: 000000000<br>LEI: 875500RRX7H6NZ8RYE90 | Long             | DBT              | CORP              | GB        |   29400000 | PA      | $34547940.00   | 0.11%             | 2032-02-04      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    3200000 | PA      | $3217658.21    | 0.01%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                  | Black Hills Corp                                                                 | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51844.34      | 0.00%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7382000 | PA      | $4764513.84    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2024-NQM3                                        | CUSIP: 10569LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8528157 | PA      | $8611651.31    | 0.03%             | 2064-03-25      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1511574.18    | 0.00%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HJWE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22009431 | PA      | $22315995.56   | 0.07%             | 2053-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley IXIS Real Estat                    | Morgan Stanley IXIS Real Estate Capital Trust 2006-2                             | CUSIP: 617463AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15408156 | PA      | $5023591.90    | 0.02%             | 2036-11-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   51638000 | PA      | $49460249.97   | 0.16%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XGLJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     197600 | PA      | $176941.82     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AL GCX FUND                                       | AL GCX FUND VIII HOLDINGS LLC                                                    | CUSIP: 00162AAB7<br>LEI: 254900KQJGH397AKYT16 | Long             | LON              | CORP              | US        |    2065311 | PA      | $2062728.92    | 0.01%             | 2032-01-30      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-2                    | CUSIP: 35563PQN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9405932 | PA      | $7542127.96    | 0.02%             | 2059-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                           | Alcoa Nederland Holding BV                                                       | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    3200000 | PA      | $3400012.06    | 0.01%             | 2031-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                       | Ares Direct Lending CLO 8 LLC                                                    | CUSIP: 039933AC0<br>LEI: 2549008VI9L2AN96MC59 | Long             | ABS-CBDO         | CORP              | KY        |    4400000 | PA      | $4399588.16    | 0.01%             | 2039-01-20      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2024-NQM3                                        | CUSIP: 10569LAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1444501 | PA      | $1458620.24    | 0.00%             | 2064-03-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                        | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    8775000 | PA      | $8771168.84    | 0.03%             | 2082-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                    | Alternative Loan Trust 2007-OH3                                                  | CUSIP: 02151DAC8<br>LEI: 549300TXT201GGLA0F48 | Long             | ABS-MBS          | CORP              | US        |    5050603 | PA      | $4818952.22    | 0.02%             | 2047-09-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                       | Ares Direct Lending CLO 3 LLC                                                    | CUSIP: 039945AC4<br>LEI: 254900TU6Z546P794928 | Long             | ABS-CBDO         | CORP              | US        |    5450000 | PA      | $5455254.76    | 0.02%             | 2037-01-20      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                    | Long Beach Mortgage Loan Trust 2006-8                                            | CUSIP: 54251UAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3638065 | PA      | $903343.08     | 0.00%             | 2036-09-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                           | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4991075.00    | 0.02%             | 2039-09-19      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                    | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RJL9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    8250000 | PA      | $8501315.63    | 0.03%             | 2030-12-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-7                                                | CUSIP: 924931AF5<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |   11587662 | PA      | $11642999.62   | 0.04%             | 2070-08-25      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2025-1                                                  | CUSIP: 46658UAE1<br>LEI: 529900DB310G9HU4BP72 | Long             | ABS-MBS          | CORP              | US        |   12738474 | PA      | $12920314.78   | 0.04%             | 2055-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru                    | Provident Funding Mortgage Trust 2025-4                                          | CUSIP: 74387AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21455447 | PA      | $21567890.36   | 0.07%             | 2055-09-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                                  | NTT Finance Corp                                                                 | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    3410000 | PA      | $3455353.35    | 0.01%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Textainer Marine Containers Li                    | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAQ1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    2036666 | PA      | $1928976.29    | 0.01%             | 2046-04-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                | VICI Properties LP                                                               | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   28500000 | PA      | $29103883.37   | 0.10%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XXXII LP                                                   | CUSIP: 15674LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   59269166 | PA      | $59264976.00   | 0.19%             | 2033-04-22      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2025-NQM1 Trust                                                              | CUSIP: 629154AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  209366961 | PA      | $220732027.59  | 0.72%             | 2070-10-25      | Variable      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding 50 LLC                                                     | CUSIP: 15673UAA5<br>LEI: 635400VJODJ5OZQ2H763 | Long             | ABS-CBDO         | CORP              | US        |   31550000 | PA      | $31644716.26   | 0.10%             | 2037-07-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2024-NQM2 Trust                                                             | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2262981 | PA      | $2286470.76    | 0.01%             | 2059-06-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31331.10      | 0.00%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                    | Castlelake Aircraft Structured Trust 2025-3                                      | CUSIP: 14855YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   47683083 | PA      | $47814564.63   | 0.16%             | 2050-11-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru                    | Provident Funding Mortgage Trust 2025-1                                          | CUSIP: 74388NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28428332 | PA      | $28566666.70   | 0.09%             | 2055-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                           | CF Hippolyta Issuer LLC                                                          | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20036218 | PA      | $19449350.77   | 0.06%             | 2062-08-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                            | Equitable Holdings Inc                                                           | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   34318000 | PA      | $35785231.77   | 0.12%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Iss                    | New Economy Assets - Phase 1 Sponsor LLC                                         | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $6135425.00    | 0.02%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                | Sunrise FinCo I BV                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $190500.00     | 0.00%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5625000 | PA      | $4961207.70    | 0.02%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EQT AB                                            | EQT AB                                                                           | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |   18665000 | PA      | $19134062.09   | 0.06%             | 2035-05-08      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| SYMETRA LIFE INSURANCE                            | Symetra Life Insurance Co                                                        | CUSIP: 87151KAA7<br>LEI: 2CKADF5K7JYB5EG0VY36 | Long             | DBT              | CORP              | US        |   10900000 | PA      | $11268680.07   | 0.04%             | 2055-10-01      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| COSTAR GROUP INC                                  | CoStar Group Inc                                                                 | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |   73508000 | PA      | $67376156.70   | 0.22%             | 2030-07-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Station Place Securitization T                    | Station Place Securitization Trust Series 2025-SP2                               | CUSIP: 857936AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31800000 | PA      | $31800000.00   | 0.10%             | 2026-09-25      | Floating      | 4.88%                 | Yes           |                  3 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -217395000 | NC      | $-321944.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-1                                                 | CUSIP: 89190KAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15938351 | PA      | $15938180.76   | 0.05%             | 2065-06-25      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| STORE Master Funding LLC                          | STORE Master Funding LLC                                                         | CUSIP: 86212FAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4843938 | PA      | $4835610.29    | 0.02%             | 2055-10-20      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                       | Ares Direct Lending CLO 8 LLC                                                    | CUSIP: 039933AE6<br>LEI: 2549008VI9L2AN96MC59 | Long             | ABS-CBDO         | CORP              | KY        |    2300000 | PA      | $2299780.12    | 0.01%             | 2039-01-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2024-NQM2 Trust                                                             | CUSIP: 36831CAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7767849 | PA      | $7863870.05    | 0.03%             | 2059-06-25      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $4248644.72    | 0.01%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BEACON FUNDING TRUST                              | Beacon Funding Trust                                                             | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |   31900000 | PA      | $32385706.53   | 0.11%             | 2054-08-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2017-GS6                                            | CUSIP: 36253PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   39536406 | PA      | $435928.41     | 0.00%             | 2050-05-10      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                    | RALI Series 2007-QO2 Trust                                                       | CUSIP: 75116AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7273353 | PA      | $2180762.08    | 0.01%             | 2047-02-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                  | NTT Finance Corp                                                                 | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    4000000 | PA      | $4073650.64    | 0.01%             | 2030-07-16      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                    | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM3                         | CUSIP: 61776UAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6570364 | PA      | $6592698.99    | 0.02%             | 2069-07-25      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| BDS Ltd                                           | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $3989568.00    | 0.01%             | 2039-09-19      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| STRIP PRINC                                       | United States Treasury Strip Principal                                           | CUSIP: 912803FY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1576540000 | PA      | $442739712.43  | 1.45%             | 2051-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2024-1                                                | CUSIP: 92540EAC7<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |    2123855 | PA      | $2133247.62    | 0.01%             | 2069-01-25      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                              | LHOME Mortgage Trust 2024-RTL5                                                   | CUSIP: 50205WAA5<br>LEI: 529900ZQNJ23BIJVY871 | Long             | ABS-MBS          | CORP              | US        |   38700000 | PA      | $38772721.17   | 0.13%             | 2039-09-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                             | Nippon Life Insurance Co                                                         | CUSIP: 654579AK7<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   10380000 | PA      | $9303594.73    | 0.03%             | 2051-09-16      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust Series 2024-NQM1                                        | CUSIP: 465983AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4796643 | PA      | $4834951.38    | 0.02%             | 2064-02-25      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Residential Accredit Loans, In                    | RALI Series 2007-QO4 Trust                                                       | CUSIP: 74923LAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3375008 | PA      | $3168487.10    | 0.01%             | 2047-05-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding 50 LLC                                                     | CUSIP: 15673UAC1<br>LEI: 635400VJODJ5OZQ2H763 | Long             | ABS-CBDO         | CORP              | US        |   11800000 | PA      | $11816049.18   | 0.04%             | 2037-07-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| PRIME PROPERTY FUND                               | PRIME PROPERTY FUND                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36000000 | PA      | $36177827.04   | 0.12%             | 2035-07-15      | Fixed         | 5.81%                 | No            |                  3 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XXXII LP                                                   | CUSIP: 15674LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19200000 | PA      | $19225196.16   | 0.06%             | 2033-04-22      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| BROOKFLD FIN LLC/FIN INC                          | Brookfield Finance LLC / Brookfield Finance Inc                                  | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6852000 | PA      | $4719217.56    | 0.02%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BLUE CROSS AND BLUE SHIELD OF FLOR                | BLUE CROSS AND BLUE SHIELD OF FLOR                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4641257.94    | 0.02%             | 2035-09-30      | Fixed         | 5.44%                 | No            |                  3 | On Loan: No      |
| Starwood Commercial Mortgage T                    | STWD 2025-FL4 LLC                                                                | CUSIP: 863922AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11150000 | PA      | $11139423.11   | 0.04%             | 2042-11-19      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                                | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    1938000 | PA      | $1936031.01    | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Home Partners of America Trust                    | Home Partners of America 2021-2 Trust                                            | CUSIP: 43732VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   46295664 | PA      | $45192906.01   | 0.15%             | 2026-12-17      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                               | Kinetik Holdings LP                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    9007000 | PA      | $9274300.74    | 0.03%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-RPL9 Trust                                                             | CUSIP: 12658XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14020838 | PA      | $13967892.71   | 0.05%             | 2061-02-25      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                    | STWD 2021-FL2 Ltd                                                                | CUSIP: 78486BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2820000 | PA      | $2778034.17    | 0.01%             | 2038-04-18      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                    | DBJPM 2017-C6 Mortgage Trust                                                     | CUSIP: 23312JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15159440 | PA      | $133139.30     | 0.00%             | 2050-06-10      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                    | Long Beach Mortgage Loan Trust 2006-8                                            | CUSIP: 54251UAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13631769 | PA      | $3397385.80    | 0.01%             | 2036-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                     | American Home Mortgage Assets Trust 2006-6                                       | CUSIP: 008684AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1684496 | PA      | $1469347.58    | 0.00%             | 2046-12-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                    | JPMBB Commercial Mortgage Securities Trust 2015-C27                              | CUSIP: 46644ABH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8747039 | PA      | $87.47         | 0.00%             | 2048-02-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust Series 2024-NQM1                                        | CUSIP: 465983AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5862618 | PA      | $5919238.07    | 0.02%             | 2064-02-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                     | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   12478000 | PA      | $13026084.42   | 0.04%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  197000000 | PA      | $201532538.57  | 0.66%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURA                          | Meiji Yasuda Life Insurance Co                                                   | CUSIP: 585270AD3<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |    4093000 | PA      | $4166117.35    | 0.01%             | 2054-09-11      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg                    | Saluda Grade Alternative Mortgage Trust 2025-LOC4                                | CUSIP: 79589VAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14102048 | PA      | $14124463.10   | 0.05%             | 2055-06-25      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| AMWINS GROUP INC                                  | AMWINS GROUP INC                                                                 | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    7227000 | PA      | $7245067.50    | 0.02%             | 2032-01-30      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                       | Ares Direct Lending CLO 8 LLC                                                    | CUSIP: 039933AG1<br>LEI: 2549008VI9L2AN96MC59 | Long             | ABS-CBDO         | CORP              | KY        |    8700000 | PA      | $8699136.96    | 0.03%             | 2039-01-20      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15867000 | PA      | $16143174.50   | 0.05%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2024-SFR3 Trust                                               | CUSIP: 89616YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9550000 | PA      | $9528325.32    | 0.03%             | 2041-08-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                           | Nationwide Building Society                                                      | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   18400000 | PA      | $19002617.11   | 0.06%             | 2036-07-14      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| AHG FUNDING 2024A UNFUNDED                        | AHG FUNDING 2024A UNFUNDED                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3.78          | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TENN VALLEY AUTHORITY                             | Tennessee Valley Authority                                                       | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   89098000 | PA      | $88554324.00   | 0.29%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Military Housing B                    | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1   | CUSIP: 35563CAB4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |  160271351 | PA      | $8907064.29    | 0.03%             | 2055-11-25      | Variable      | 0.70%                 | Yes           |                  2 | On Loan: No      |
| HENNEMAN TRUST                                    | Henneman Trust                                                                   | CUSIP: 425911AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18650000 | PA      | $19418944.91   | 0.06%             | 2055-05-15      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                    | Castlelake Aircraft Structured Trust 2025-1                                      | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22197681 | PA      | $22555183.09   | 0.07%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                     | Mastr Asset Backed Securities Trust 2006-WMC4                                    | CUSIP: 57645MAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10064477 | PA      | $3262458.57    | 0.01%             | 2036-10-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2007-HE2                                  | CUSIP: 61753EAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7678581 | PA      | $3530151.39    | 0.01%             | 2037-01-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                 | General Motors Co                                                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1622441.62    | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6770000 | PA      | $6938199.63    | 0.02%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XXXII LP                                                   | CUSIP: 15674LAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   20925000 | PA      | $20952700.52   | 0.07%             | 2033-04-22      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                            | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   39803000 | PA      | $37571552.67   | 0.12%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | Sirius XM Radio LLC                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   26975000 | PA      | $26737835.80   | 0.09%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd                    | LoanCore 2021-CRE6 Issuer Ltd                                                    | CUSIP: 53948HAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   22825000 | PA      | $22672830.29   | 0.07%             | 2038-11-15      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                          | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   39650000 | PA      | $38173810.68   | 0.12%             | 2028-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                           | Nationwide Building Society                                                      | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    1720000 | PA      | $1736336.13    | 0.01%             | 2029-07-14      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                          | Selective Insurance Group Inc                                                    | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |     541225 | NS      | $9049282.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                   | GEN DIGITAL INC                                                                  | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   10464645 | PA      | $10476261.15   | 0.03%             | 2029-09-12      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| AHG FUNDING 2024A1                                | AHG FUNDING 2024A1                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8336653 | PA      | $8561769.46    | 0.03%             | 2044-12-31      | Fixed         | 7.27%                 | No            |                  3 | On Loan: No      |
| QTS ISSUER ABS I LLC                              | QTS Issuer ABS I LLC                                                             | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   76175000 | PA      | $76692929.06   | 0.25%             | 2055-05-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2023-NQM6                                        | CUSIP: 10569DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4197156 | PA      | $4223107.98    | 0.01%             | 2063-09-25      | Variable      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| FIDELIS INSUR HLD LTD                             | Fidelis Insurance Holdings Ltd                                                   | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |    6075000 | PA      | $6545533.05    | 0.02%             | 2055-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                          | Horace Mann Educators Corp                                                       | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1755024.33    | 0.01%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| QTS IRVING DC3 LLC                                | QTS IRVING DC3 LLC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7213261.93    | 0.02%             | 2029-07-09      | Fixed         | 5.96%                 | No            |                  3 | On Loan: No      |
| ALLETE INC                                        | ALLETE INC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23600000 | PA      | $24134096.32   | 0.08%             | 2037-07-09      | Fixed         | 5.79%                 | No            |                  3 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   11400000 | PA      | $11524148.28   | 0.04%             | 2029-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                         | CUSIP: 88059E7K4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    1612000 | PA      | $302807.75     | 0.00%             | 2056-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2007-HE2                                  | CUSIP: 61753EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9152270 | PA      | $4207355.47    | 0.01%             | 2037-01-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                              | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   13900000 | PA      | $14734342.91   | 0.05%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                 | Amsted Industries Inc                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    3609000 | PA      | $3717219.47    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                    | Option One Mortgage Loan Trust 2007-2                                            | CUSIP: 68401TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4511093 | PA      | $2214246.25    | 0.01%             | 2037-03-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                          | ContourGlobal Power Holdings SA                                                  | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    2550000 | PA      | $3067891.79    | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2024-RPL2 LLC                                                               | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20262738 | PA      | $19795428.65   | 0.06%             | 2054-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| HILLMAN GROUP INC                                 | HILLMAN GROUP INC                                                                | CUSIP: 000000000<br>LEI: BDPO7HREUXNPHVMSIT54 | Long             | LON              | CORP              | US        |    1519844 | PA      | $1523643.60    | 0.00%             | 2028-07-14      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2018-B2 Mortgage Trust                                                 | CUSIP: 08161CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   86647702 | PA      | $574933.50     | 0.00%             | 2051-02-15      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| STORE Master Funding LLC                          | Store Master Funding I-VII XIV XIX XX XXIV XXII                                  | CUSIP: 86212XAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5950000 | PA      | $6027573.13    | 0.02%             | 2054-05-20      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                           | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 052528AT3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $10047514.80   | 0.03%             | 2035-09-30      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                         | CUSIP: 88059E7L2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    1612000 | PA      | $294673.60     | 0.00%             | 2057-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM5 Trust                                                              | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |   10239653 | PA      | $10327251.88   | 0.03%             | 2064-01-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| ASSURANT INC                                      | Assurant Inc                                                                     | CUSIP: 04621XAD0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1579144.19    | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                           | ZAYO GROUP HOLDINGS INC                                                          | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    1057961 | PA      | $1001201.06    | 0.00%             | 2030-03-11      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                          | Encore Capital Group Inc                                                         | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |   15150000 | PA      | $15225645.47   | 0.05%             | 2031-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL GP STAKES V A-1 A                        | BLUE OWL GP STAKES V A-1 A                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7584800 | PA      | $7726062.42    | 0.03%             | 2043-08-22      | Fixed         | 7.11%                 | No            |                  3 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                         | CUSIP: 88059GAZ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    1020000 | PA      | $149444.28     | 0.00%             | 2061-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                    | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | CUSIP: 06427DAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19653214 | PA      | $116688.99     | 0.00%             | 2050-02-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                            | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   13100000 | PA      | $13666035.15   | 0.04%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd                    | LoanCore 2025-CRE9 Issuer LLC                                                    | CUSIP: 538912AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10925000 | PA      | $10911019.28   | 0.04%             | 2042-08-18      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                            | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   17425000 | PA      | $18077788.07   | 0.06%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2025-H2 Mortgage Trust                                                     | CUSIP: 22758PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4790354 | PA      | $4819262.82    | 0.02%             | 2070-03-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO IL                                        | City of Chicago IL                                                               | CUSIP: 167486ZQ5<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |    4500000 | PA      | $4580106.30    | 0.01%             | 2044-01-01      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                             | Nippon Life Insurance Co                                                         | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   13950000 | PA      | $14525802.29   | 0.05%             | 2054-04-16      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                    | CWABS Asset-Backed Certificates Trust 2005-14                                    | CUSIP: 126670MH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     198932 | PA      | $197584.36     | 0.00%             | 2036-03-25      | Floating      | 3.08%                 | No            |                  3 | On Loan: No      |
| JACKSON FINANCIAL INC                             | Jackson Financial Inc                                                            | CUSIP: 46817M206<br>LEI: 213800WXW2KG1N4CO374 | Long             | EP               | CORP              | US        |     472000 | NS      | $12305040.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WR GRACE HOLDING LLC                              | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2025539.32    | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140HWED0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     592305 | PA      | $508308.88     | 0.00%             | 2042-09-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                         | CUSIP: 88059E7M0<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    1612000 | PA      | $286757.07     | 0.00%             | 2057-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO IV LLC                            | Ares Finance Co IV LLC                                                           | CUSIP: 039936AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2450000 | PA      | $1705155.41    | 0.01%             | 2052-02-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| TERMINAL INVESTMENT LIMITED HOLDIN                | TERMINAL INVESTMENT LIMITED HOLDIN                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   32200000 | PA      | $32665052.36   | 0.11%             | 2040-10-01      | Fixed         | 6.23%                 | No            |                  3 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM2 Trust                                                              | CUSIP: 67120VAB1<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-MBS          | CORP              | US        |    5631282 | PA      | $5669369.32    | 0.02%             | 2064-11-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                          | Encore Capital Group Inc                                                         | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    9950000 | PA      | $10695712.70   | 0.03%             | 2030-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM5 Trust                                                              | CUSIP: 67448NAB4<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |    6312115 | PA      | $6364642.83    | 0.02%             | 2064-01-25      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                          | TERRAFORM POWER OPERATING                                                        | CUSIP: 88103NAL4<br>LEI: 5493000S2OLR3UT5BE13 | Long             | LON              | CORP              | US        |    1181710 | PA      | $1180977.28    | 0.00%             | 2029-05-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWPH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     705070 | PA      | $715086.03     | 0.00%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2024-SFR4 Trust                                               | CUSIP: 895975AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10775000 | PA      | $10691769.59   | 0.03%             | 2041-11-17      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                 | CLARIOS GLOBAL LP                                                                | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   11720625 | PA      | $11764577.34   | 0.04%             | 2032-01-28      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                     | Goldentree Loan Management US Clo 9 Ltd                                          | CUSIP: 38138JAU7<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |   18550000 | PA      | $18637969.67   | 0.06%             | 2037-04-20      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                          | Graphic Packaging International LLC                                              | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   13930000 | PA      | $14190100.96   | 0.05%             | 2032-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| MODENA BUYER LLC                                  | MODENA BUYER LLC                                                                 | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |   24491000 | PA      | $24337931.25   | 0.08%             | 2031-07-01      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDL1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3020000 | PA      | $3053077.94    | 0.01%             | 2029-07-09      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  246688000 | NC      | $2844.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KQWZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   59855719 | PA      | $59874160.81   | 0.20%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                              | FS Rialto 2024-FL9 Issuer LLC                                                    | CUSIP: 30338WAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10850000 | PA      | $10877142.36   | 0.04%             | 2039-10-19      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                          | Corebridge Financial Inc                                                         | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    5108000 | PA      | $5249365.89    | 0.02%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                           | National Australia Bank Ltd                                                      | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   14525000 | PA      | $13361547.65   | 0.04%             | 2031-05-21      | Fixed         | 2.99%                 | Yes           |                  2 | On Loan: No      |
| SG Commercial Mortgage Securit                    | SG Commercial Mortgage Securities Trust 2016-C5                                  | CUSIP: 78419CAG9<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    4115654 | PA      | $11568.69      | 0.00%             | 2048-10-10      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KRVH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     231351 | PA      | $231385.34     | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DQAZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   96896735 | PA      | $97045907.37   | 0.32%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                           | Alcoa Nederland Holding BV                                                       | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    2800000 | PA      | $2800000.00    | 0.01%             | 2028-05-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137H5YZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2310978 | PA      | $1447506.95    | 0.00%             | 2052-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PFP III                                           | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3719011 | PA      | $3719232.62    | 0.01%             | 2039-09-17      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                          | RenaissanceRe Holdings Ltd                                                       | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    9900000 | PA      | $10339967.48   | 0.03%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-1                                                 | CUSIP: 89190KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13304664 | PA      | $13359365.74   | 0.04%             | 2065-06-25      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QVEQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  151572641 | PA      | $154866485.74  | 0.51%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                             | DB Master Finance LLC                                                            | CUSIP: 233046AW1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   14100000 | PA      | $14114730.27   | 0.05%             | 2055-08-20      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                   | SBA Tower Trust                                                                  | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22150000 | PA      | $22288085.32   | 0.07%             | 2029-10-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | CGMS Commercial Mortgage Trust 2017-B1                                           | CUSIP: 17326CBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   56267956 | PA      | $465938.06     | 0.00%             | 2050-08-15      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17150000 | PA      | $17128684.27   | 0.06%             | 2041-06-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                       | Legacy Mortgage Asset Trust 2021-GS3                                             | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27719604 | PA      | $27721272.56   | 0.09%             | 2061-07-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138LPA97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3282876 | PA      | $2906878.96    | 0.01%             | 2048-08-01      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                              | FS Rialto 2024-FL9 Issuer LLC                                                    | CUSIP: 30338WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12150000 | PA      | $12173432.49   | 0.04%             | 2039-10-19      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| UGI ENERGY SERVICES LLC                           | UGI ENERGY SERVICES LLC                                                          | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |    3744033 | PA      | $3753393.03    | 0.01%             | 2030-02-22      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                          | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAH3<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $1439461.61    | 0.00%             | 2052-01-30      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| WEX INC                                           | WEX INC                                                                          | CUSIP: 000000000<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |   17368750 | PA      | $17354333.94   | 0.06%             | 2032-03-05      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | Enel Finance International NV                                                    | CUSIP: 29278GAY4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    3570000 | PA      | $3353600.41    | 0.01%             | 2052-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3770000 | PA      | $3297421.26    | 0.01%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                          | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   52000000 | PA      | $53764459.84   | 0.18%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                             | Carlyle Group Inc/The                                                            | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |   33700000 | PA      | $33223390.67   | 0.11%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CEAMER FINANCE LLC 3.69 03/24/2031                | CEAMER FINANCE LLC 3.69 03/24/2031                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8015492 | PA      | $7795436.06    | 0.03%             | 2031-03-24      | Fixed         | 3.69%                 | No            |                  3 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                         | CUSIP: 88059E7P3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    1612000 | PA      | $270695.10     | 0.00%             | 2058-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                    | Globe Life Inc                                                                   | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    9810000 | PA      | $10300625.76   | 0.03%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                             | Sotheby's/Bidfair Holdings Inc                                                   | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3628534.49    | 0.01%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BECLE SA DE CV                                    | Becle SAB de CV                                                                  | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |   13000000 | PA      | $11346676.90   | 0.04%             | 2031-10-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  321091504 | PA      | $327858198.99  | 1.07%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Novastar Home Equity Loan                         | NovaStar Mortgage Funding Trust Series 2007-2                                    | CUSIP: 66989EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12739189 | PA      | $12605493.44   | 0.04%             | 2037-09-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2007-HE2                                  | CUSIP: 61753EAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20770484 | PA      | $9550411.64    | 0.03%             | 2037-01-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| BLUE OWL GP STAKES V A-2 A                        | BLUE OWL GP STAKES V A-2 A                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14246450 | PA      | $15026853.72   | 0.05%             | 2043-08-22      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| BMP Trust                                         | BMP 2024-MF23                                                                    | CUSIP: 05593JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4900000 | PA      | $4903058.58    | 0.02%             | 2041-06-15      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20650000 | PA      | $20611533.18   | 0.07%             | 2041-06-15      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                     | JGWPT XXIII LLC                                                                  | CUSIP: 46616PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1714221 | PA      | $1707618.25    | 0.01%             | 2056-10-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| BIB 2018-1 A                                      | BIB 2018-1 A                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    8921408 | PA      | $8849885.54    | 0.03%             | 2028-04-07      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| MUTUAL OF OMAHA INS CO                            | Mutual of Omaha Insurance Co                                                     | CUSIP: 628312AE0<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |   10150000 | PA      | $10531218.47   | 0.03%             | 2064-01-16      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| PFP III                                           | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5009191 | PA      | $5009083.19    | 0.02%             | 2039-09-17      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                     | Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR4                    | CUSIP: 25150PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8788652 | PA      | $3000121.56    | 0.01%             | 2036-12-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                         | CUSIP: 88059E7Q1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    1612000 | PA      | $263410.47     | 0.00%             | 2059-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                            | Arizona Public Service Co                                                        | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    3140000 | PA      | $3426044.86    | 0.01%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                               | Owl Rock CLO XVII LLC                                                            | CUSIP: 69121RAC3<br>LEI: 254900XW6EXYO0CEAC23 | Long             | ABS-CBDO         | CORP              | US        |    4300000 | PA      | $4305538.40    | 0.01%             | 2036-07-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2025-H6 Mortgage Trust                                                     | CUSIP: 22758TAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13513478 | PA      | $13608220.01   | 0.04%             | 2070-07-25      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                    | LoanCore 2021-CRE5 Issuer Ltd                                                    | CUSIP: 53947XAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14350000 | PA      | $14210604.10   | 0.05%             | 2036-07-15      | Floating      | 6.86%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners CLO 54M L.P                                               | CUSIP: 38181GAA3<br>LEI: 2549007JA1TZWEDGPD41 | Long             | ABS-CBDO         | CORP              | KY        |    9050000 | PA      | $9057930.52    | 0.03%             | 2037-08-05      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $23048549.78   | 0.08%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LL                          | EISNER ADVISORY GROUP LL                                                         | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |   16612444 | PA      | $16705972.14   | 0.05%             | 2031-02-28      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DVMN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  165701223 | PA      | $170446498.05  | 0.56%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                  | Altice France SA                                                                 | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    1763529 | PA      | $1674577.92    | 0.01%             | 2031-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hotwire Funding LLC                               | Hotwire Funding LLC                                                              | CUSIP: 44148HAE3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   31200000 | PA      | $31868659.68   | 0.10%             | 2053-05-20      | Fixed         | 8.84%                 | Yes           |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2025-H6 Mortgage Trust                                                     | CUSIP: 22758TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15742017 | PA      | $15807528.88   | 0.05%             | 2070-07-25      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| HUNT COS INC                                      | Hunt Cos Inc                                                                     | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |   25121000 | PA      | $24522148.02   | 0.08%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GALAXY BIDCO LTD                                  | Galaxy Bidco Ltd                                                                 | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | DBT              | CORP              | GB        |    7200000 | PA      | $10188449.95   | 0.03%             | 2029-12-19      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| AMERICO LIFE INC                                  | Americo Life Inc                                                                 | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |   32364000 | PA      | $29270028.14   | 0.10%             | 2031-04-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| First NLC Trust                                   | First NLC Trust 2005-4                                                           | CUSIP: 32113JCG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4174554 | PA      | $4121870.29    | 0.01%             | 2036-02-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                           | Sierra Pacific Power Co                                                          | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    7875000 | PA      | $7804533.71    | 0.03%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   25125000 | PA      | $25385913.58   | 0.08%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                  | Altice France SA                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   13707780 | PA      | $13141400.58   | 0.04%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PERSHING SQUARE HOLDINGS                          | Pershing Square Holdings Ltd/Fund                                                | CUSIP: 000000000<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |   50750000 | PA      | $47004719.02   | 0.15%             | 2030-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Fremont Home Loan Trust                           | Fremont Home Loan Trust 2006-E                                                   | CUSIP: 35729NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10554870 | PA      | $4835374.84    | 0.02%             | 2037-01-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                      | AES Corp/The                                                                     | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   17898000 | PA      | $17469049.37   | 0.06%             | 2030-07-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                             | Palmer Square CLO 2023-4 Ltd                                                     | CUSIP: 696924AQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16250000 | PA      | $16304889.25   | 0.05%             | 2037-10-20      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2016-C35                                   | CUSIP: 95000FAW6<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |   17820453 | PA      | $38531.38      | 0.00%             | 2048-07-15      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136AHGP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8024608 | PA      | $6100105.88    | 0.02%             | 2043-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2025-3 Mortgage Loan Trust                                                  | CUSIP: 12674LAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9691198 | PA      | $9726650.12    | 0.03%             | 2070-03-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   20220000 | PA      | $21010827.66   | 0.07%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd                    | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13700000 | PA      | $13606715.33   | 0.04%             | 2042-08-17      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM11 Trust                                                             | CUSIP: 67119EAB2<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-MBS          | CORP              | US        |    4622253 | PA      | $4664639.36    | 0.02%             | 2064-06-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH HLTHS                    | Oklahoma Development Finance Authority                                           | CUSIP: 67884XCQ8<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |     450000 | PA      | $448397.82     | 0.00%             | 2030-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                         | CUSIP: 88059E7D0<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    1612000 | PA      | $359448.60     | 0.00%             | 2053-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   20560000 | PA      | $21422512.56   | 0.07%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TVA PRIN STRIP                                    | Tennessee Valley Authority Principal Strip                                       | CUSIP: 88059FBW0<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |   23785000 | PA      | $9927430.87    | 0.03%             | 2042-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                         | Qorvo Inc                                                                        | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    8245000 | PA      | $7627812.28    | 0.02%             | 2031-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Military Housing B                    | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1   | CUSIP: 35563CAA6<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |   66377638 | PA      | $57463552.98   | 0.19%             | 2055-11-25      | Variable      | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-CES4                                              | CUSIP: 89170UAC4<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |    5111000 | PA      | $5130012.41    | 0.02%             | 2065-10-25      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM13 Trust                                                             | CUSIP: 67119PAB7<br>LEI: 254900W2SY2Z6X7UAX78 | Long             | ABS-MBS          | CORP              | US        |    3869347 | PA      | $3874248.64    | 0.01%             | 2064-06-25      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Altde Trust                                       | ALTDE 2025-1 Trust                                                               | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25864443 | PA      | $26433655.03   | 0.09%             | 2050-08-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Brown Group Holding LLC                           | BROWN GROUP HOLD 07/01/31                                                        | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    4411333 | PA      | $4431095.90    | 0.01%             | 2031-07-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-1                                                | CUSIP: 92540TAC4<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-MBS          | CORP              | US        |   10743697 | PA      | $10832752.30   | 0.04%             | 2070-01-25      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                              | WEC Energy Group Inc                                                             | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   12325000 | PA      | $12402625.19   | 0.04%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                    | WaMu Mortgage Pass-Through Certificates Series 2006-AR11 Trust                   | CUSIP: 93363TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     515611 | PA      | $463635.90     | 0.00%             | 2046-09-25      | Floating      | 4.95%                 | No            |                  3 | On Loan: No      |
| Washington Mutual Mortgage Pas                    | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust   | CUSIP: 93935EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     312393 | PA      | $98619.19      | 0.00%             | 2036-10-25      | Variable      | 4.10%                 | No            |                  3 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM11 Trust                                                             | CUSIP: 67119EAC0<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-MBS          | CORP              | US        |    6031877 | PA      | $6084914.34    | 0.02%             | 2064-06-25      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                             | Palmer Square CLO 2023-4 Ltd                                                     | CUSIP: 696924AN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19950000 | PA      | $20022681.84   | 0.07%             | 2037-10-20      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| LVNV 6.84 6/12/29                                 | LVNV 6.84 6/12/29                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11400000 | PA      | $11709889.51   | 0.04%             | 2029-06-12      | Fixed         | 6.84%                 | No            |                  3 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2025-3 Mortgage Loan Trust                                                  | CUSIP: 12674LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4014248 | PA      | $4036021.38    | 0.01%             | 2070-03-25      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2025-5 LLC                                                                  | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17480655 | PA      | $17494704.45   | 0.06%             | 2030-07-25      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                          | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EM5J7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     350000 | PA      | $251465.90     | 0.00%             | 2041-09-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XLP28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67301 | PA      | $67762.02      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2023-CES1                                              | CUSIP: 89181XAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3022315 | PA      | $3036019.78    | 0.01%             | 2063-07-25      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-1                                                | CUSIP: 92540TAB6<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-MBS          | CORP              | US        |    8734875 | PA      | $8797131.38    | 0.03%             | 2070-01-25      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2025-NQM2 Trust                                                             | CUSIP: 36171HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18216083 | PA      | $18450181.15   | 0.06%             | 2070-04-25      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| WOMEN'S CARE HOLDING                              | WOMEN'S CARE HOLDING                                                             | CUSIP: 97815UAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   15353972 | PA      | $14298386.43   | 0.05%             | 2028-01-18      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-RPL4 Trust                                                             | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   50120743 | PA      | $49927182.16   | 0.16%             | 2060-12-27      | Variable      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                              | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    8750000 | PA      | $9235181.64    | 0.03%             | 2035-01-19      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Arbys Funding LLC                                 | Arbys Funding LLC                                                                | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   93170518 | PA      | $90745987.71   | 0.30%             | 2050-07-30      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   12010000 | PA      | $11422319.47   | 0.04%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                                                 | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    6650000 | PA      | $6842524.02    | 0.02%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Tr                    | GreenPoint Mortgage Funding Trust 2006-AR1                                       | CUSIP: 39538WFH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      76820 | PA      | $68778.29      | 0.00%             | 2036-02-25      | Floating      | 4.43%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140HWEE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     169800 | PA      | $145719.58     | 0.00%             | 2042-08-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd                    | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3300000 | PA      | $3274898.22    | 0.01%             | 2042-08-17      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                           | CNO Financial Group Inc                                                          | CUSIP: 12621E301<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EP               | CORP              | US        |     710775 | NS      | $13504725.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                         | CUSIP: 88059E7F5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    1020000 | PA      | $215450.52     | 0.00%             | 2054-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM5 Trust                                                              | CUSIP: 67448NAC2<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |   12652283 | PA      | $12752181.81   | 0.04%             | 2064-01-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   46892000 | PA      | $44528399.36   | 0.15%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WAYSTAR TECHNOLOGIES INC                          | WAYSTAR TECHNOLOGIES INC                                                         | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |    1021765 | PA      | $1026873.57    | 0.00%             | 2029-10-22      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   70580000 | NC      | $58047.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TVA PRIN STRIP                                    | Tennessee Valley Authority Principal Strip                                       | CUSIP: 88059FCG4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    3500000 | PA      | $401163.00     | 0.00%             | 2065-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2024-SFR1 Trust                                               | CUSIP: 89616UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3600000 | PA      | $3590576.28    | 0.01%             | 2041-04-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners CLO 54M L.P                                               | CUSIP: 38181GAE5<br>LEI: 2549007JA1TZWEDGPD41 | Long             | ABS-CBDO         | CORP              | KY        |   21000000 | PA      | $21021804.30   | 0.07%             | 2037-08-05      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                    | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   11363000 | PA      | $11992467.36   | 0.04%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                   | SBA Tower Trust                                                                  | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3891088.28    | 0.01%             | 2028-01-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Asset Backed Funding Certifica                    | ABFC 2007-WMC1 Trust                                                             | CUSIP: 04545EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13085704 | PA      | $9355091.22    | 0.03%             | 2037-06-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                           | National Australia Bank Ltd                                                      | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   14550000 | PA      | $13299880.73   | 0.04%             | 2037-01-12      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-CES4                                              | CUSIP: 89170UAA8<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |    8379964 | PA      | $8410219.52    | 0.03%             | 2065-10-25      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                  | Eastern Gas Transmission & Storage Inc                                           | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     500000 | PA      | $428759.05     | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                | BSPRT 2024-FL11 Issuer LLC                                                       | CUSIP: 05613RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3800000 | PA      | $3818749.96    | 0.01%             | 2039-07-15      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM11 Trust                                                             | CUSIP: 67119EAA4<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-MBS          | CORP              | US        |    3933504 | PA      | $3971140.90    | 0.01%             | 2064-06-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BXMT Ltd                                          | BXMT 2020-FL2 LTD                                                                | CUSIP: 12434LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5360000 | PA      | $5288719.50    | 0.02%             | 2038-02-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                          | Plains All American Pipeline LP                                                  | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   24100000 | PA      | $25098533.61   | 0.08%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3142GSWQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   88441560 | PA      | $91921152.00   | 0.30%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINKGO BIOWORKS HOLDINGS INC                      | Ginkgo Bioworks Holdings Inc                                                     | CUSIP: 37611X118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     101490 | NC      | $507.45        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLNG LIQUEFACTION 3 LLC                           | FLNG LIQUEFACTION 3 LLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   57466065 | PA      | $49408252.67   | 0.16%             | 2039-06-30      | Fixed         | 3.08%                 | No            |                  3 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-CES4                                              | CUSIP: 89170UAB6<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |    5465278 | PA      | $5487412.92    | 0.02%             | 2065-10-25      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| UBS AG ZURICH PUT .64 CHF TECAN CH                | UBS AG ZURICH PUT .64 CHF TECAN CH                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1035008 | NS      | $103.50        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                          | Citizens Financial Group Inc                                                     | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     900000 | PA      | $989614.15     | 0.00%             | 2035-04-25      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2020-BNK25                                                                  | CUSIP: 06539WBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  140000000 | PA      | $2339778.00    | 0.01%             | 2063-01-15      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                     | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    3140000 | PA      | $3447275.44    | 0.01%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| DYAL III SERIES B ISSUER B                        | DYAL III SERIES B ISSUER B                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4620000 | PA      | $4789712.00    | 0.02%             | 2044-06-15      | Fixed         | 6.55%                 | No            |                  3 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                          | Greensaif Pipelines Bidco Sarl                                                   | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    5550000 | PA      | $5889266.51    | 0.02%             | 2038-02-23      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    5772000 | PA      | $3539410.02    | 0.01%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TESCO PLC                                         | Tesco PLC                                                                        | CUSIP: 881575AC8<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | DBT              | CORP              | GB        |    3240000 | PA      | $3381034.90    | 0.01%             | 2037-11-15      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                           | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    1600000 | PA      | $1438817.66    | 0.00%             | 2035-11-25      | Fixed         | 2.57%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                      | Voya CLO 2013-1 Ltd                                                              | CUSIP: 44986TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10575071 | PA      | $254647.71     | 0.00%             | 2030-10-15      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| AASET 2021-2 Trust                                | Aaset 2021-2 Trust                                                               | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28676433 | PA      | $27201727.05   | 0.09%             | 2047-01-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners CLO 54M L.P                                               | CUSIP: 38181GAC9<br>LEI: 2549007JA1TZWEDGPD41 | Long             | ABS-CBDO         | CORP              | KY        |    7800000 | PA      | $7810686.00    | 0.03%             | 2037-08-05      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Eldridge CLO Ltd                                  | Eldridge CLO 2025-1 Ltd                                                          | CUSIP: 284913AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   35850000 | PA      | $35914942.28   | 0.12%             | 2038-10-20      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2020-GC45                                           | CUSIP: 36258YBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  142541280 | PA      | $2865664.14    | 0.01%             | 2053-02-13      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                              | ACE Securities Corp Home Equity Loan Trust Series 2007-WM2                       | CUSIP: 00442KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5753933 | PA      | $2457197.11    | 0.01%             | 2037-02-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140J6F28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     200847 | PA      | $188786.55     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                          | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    7750000 | PA      | $8082208.63    | 0.03%             | 2035-05-30      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                     | Lunar 2021-1 Structured Aircraft Portfolio Notes                                 | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   32927439 | PA      | $31413043.28   | 0.10%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd                    | LoanCore 2021-CRE6 Issuer Ltd                                                    | CUSIP: 53948HAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   44000000 | PA      | $43733791.20   | 0.14%             | 2038-11-15      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   37730000 | PA      | $38908181.88   | 0.13%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                         | CUSIP: 88059E7H1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    1612000 | PA      | $321610.12     | 0.00%             | 2055-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    3590000 | PA      | $3578800.60    | 0.01%             | 2031-11-04      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                            | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAC4<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   43921000 | PA      | $35873815.02   | 0.12%             | 2040-09-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| PERSHING SQUARE ESCROW                            | PERSHING SQUARE ESCROW                                                           | CUSIP: 715ESC018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    9315080 | NS      | $931.51        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   23310000 | PA      | $24498098.11   | 0.08%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM3 Trust                                                              | CUSIP: 67448YAD6<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |    7015268 | PA      | $7073108.43    | 0.02%             | 2064-12-01      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                          | ALLWYN ENTERTAINMENT FIN                                                         | CUSIP: 02008EAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   12150000 | PA      | $11907000.00   | 0.04%             | 2032-11-10      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC                                | AmFam Holdings Inc                                                               | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19525000 | PA      | $17149512.94   | 0.06%             | 2031-03-11      | Fixed         | 2.81%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM3 Trust                                                              | CUSIP: 67448YAE4<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |    5777280 | PA      | $5822212.51    | 0.02%             | 2064-12-01      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| AIR CANADA                                        | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   23429000 | PA      | $23317337.39   | 0.08%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BSPDF Issuer Ltd                                  | BSPDF 2025-FL2 Issuer LLC                                                        | CUSIP: 05615KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10300000 | PA      | $10325179.38   | 0.03%             | 2042-12-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                       | Ares Direct Lending CLO 7 LLC                                                    | CUSIP: 039973AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   20250000 | PA      | $20267907.08   | 0.07%             | 2038-01-20      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140LERF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2183754 | PA      | $1629742.95    | 0.01%             | 2051-12-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                            | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    4710000 | PA      | $4735005.39    | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                    | CFMT 2022-HB9 LLC                                                                | CUSIP: 12530GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3870553 | PA      | $3819457.43    | 0.01%             | 2037-09-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FR REFUEL LLC 1L DDTL TLB CL FUNDE                | FR REFUEL LLC 1L DDTL TLB CL FUNDE                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3358696 | PA      | $3333505.42    | 0.01%             | 2028-11-08      | Floating      | 0.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM2 Trust                                                              | CUSIP: 67120VAC9<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-MBS          | CORP              | US        |    9262323 | PA      | $9332128.49    | 0.03%             | 2064-11-25      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                    | Credit-Based Asset Servicing and Securitization LLC                              | CUSIP: 12498NAW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3623491 | PA      | $3542712.69    | 0.01%             | 2036-12-25      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                         | CUSIP: 88059E7R9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    1612000 | PA      | $256320.90     | 0.00%             | 2059-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -217395000 | NC      | $-318713.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.NA.HY.43.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-4236454.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                   | Hillenbrand Inc                                                                  | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    8076000 | PA      | $8090318.75    | 0.03%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BWU53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   57403570 | PA      | $57503136.08   | 0.19%             | 2053-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                  | Lazard Group LLC                                                                 | CUSIP: 52107QAM7<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |   27430000 | PA      | $28095773.83   | 0.09%             | 2035-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2024-5                                                    | CUSIP: 81743CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3019375 | PA      | $3021485.50    | 0.01%             | 2054-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                          | Safehold GL Holdings LLC                                                         | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    9168000 | PA      | $9715906.36    | 0.03%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                                            | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   20056000 | PA      | $20596422.96   | 0.07%             | 2034-01-25      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                              | American National Global Funding                                                 | CUSIP: 02771D2D5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3570000 | PA      | $3584726.72    | 0.01%             | 2028-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                         | CUSIP: 88059GBA6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    1020000 | PA      | $145422.42     | 0.00%             | 2061-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                          | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   20000000 | PA      | $20891732.80   | 0.07%             | 2031-01-14      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                | F&G Global Funding                                                               | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   38565000 | PA      | $40016664.89   | 0.13%             | 2030-01-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -135871875 | NC      | $-21849.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBA SENIOR FINANCE II LLC                         | SBA SENIOR FINANCE II LLC                                                        | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |   13330402 | PA      | $13378924.68   | 0.04%             | 2031-01-27      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                  | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3544026.50    | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                         | CUSIP: 88059GBC2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    1020000 | PA      | $137701.02     | 0.00%             | 2062-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                          | Safehold GL Holdings LLC                                                         | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2823238.94    | 0.01%             | 2035-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XLVII LLC                                                  | CUSIP: 156945AC1<br>LEI: 635400CIDEC6DQX2EU90 | Long             | ABS-CBDO         | CORP              | US        |    5250000 | PA      | $5257030.28    | 0.02%             | 2036-07-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2210000 | PA      | $2172706.25    | 0.01%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2025-H1 Mortgage Trust                                                     | CUSIP: 22758NAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11262841 | PA      | $11369068.36   | 0.04%             | 2070-02-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7610000 | PA      | $7906504.32    | 0.03%             | 2031-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | Westpac Banking Corp                                                             | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   12214000 | PA      | $9239538.02    | 0.03%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                       | SCIL IV LLC                                                                      | CUSIP: 000000000<br>LEI: 9845009F6D37C41A8572 | Long             | LON              | CORP              | GB        |    7425000 | PA      | $8732359.35    | 0.03%             | 2032-10-29      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.NA.IG.45.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-13560366.27  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                                                 | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   15257000 | PA      | $15002139.44   | 0.05%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140HVC93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1555967 | PA      | $1330839.24    | 0.00%             | 2049-08-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-7                                                | CUSIP: 924931AG3<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |    9221847 | PA      | $9265694.46    | 0.03%             | 2070-08-25      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| COBANK ACB                                        | CoBank ACB                                                                       | CUSIP: 19075QAD4<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |    3300000 | PA      | $3230176.95    | 0.01%             | N/A             | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                                   | Yamana Gold Inc                                                                  | CUSIP: 98462YAD2<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3017519.64    | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KRFC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38898740 | PA      | $39808576.38   | 0.13%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                    | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10               | CUSIP: 06054MAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     971494 | PA      | $9.71          | 0.00%             | 2049-07-15      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                          | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6850000 | PA      | $6740880.19    | 0.02%             | 2031-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2025-H1 Mortgage Trust                                                     | CUSIP: 22758NAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15372526 | PA      | $15537765.31   | 0.05%             | 2070-02-25      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                  | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15450000 | PA      | $15425369.30   | 0.05%             | 2031-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -135871875 | NC      | $-215357.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                         | CUSIP: 88059GBD0<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    1020000 | PA      | $133995.36     | 0.00%             | 2063-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140HTN54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     307704 | PA      | $273184.36     | 0.00%             | 2049-04-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| CEAMER FINANCE IV LLC                             | CEAMER FINANCE IV LLC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23050000 | PA      | $23050000.00   | 0.08%             | 2040-12-15      | Floating      | 6.17%                 | No            |                  3 | On Loan: No      |
| BXMT Ltd                                          | BXMT 2020-FL2 LTD                                                                | CUSIP: 12434LAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16000000 | PA      | $15859212.80   | 0.05%             | 2038-02-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                              | American National Global Funding                                                 | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18010000 | PA      | $18299840.15   | 0.06%             | 2030-06-03      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SCIL IV LLC                                       | SCIL IV LLC                                                                      | CUSIP: 000000000<br>LEI: 984500E0P46NA78BDF93 | Long             | LON              | CORP              | US        |   10000000 | PA      | $10012500.00   | 0.03%             | 2032-10-29      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | Westpac Banking Corp                                                             | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   15650000 | PA      | $14128324.36   | 0.05%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp H                    | Asset Backed Securities Corp Home Equity Loan Trust Series AEG 2006-HE1          | CUSIP: 04541GVL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5166690 | PA      | $5091586.87    | 0.02%             | 2036-01-25      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| HLEND CLO LLC                                     | Hlend CLO 2025-3 LLC                                                             | CUSIP: 403961AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7550000 | PA      | $7554351.07    | 0.02%             | 2037-01-20      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $2984486.38    | 0.01%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4661.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Home Equity Loan Trust                            | Home Equity Loan Trust                                                           | CUSIP: 43710XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   35936733 | PA      | $34358463.31   | 0.11%             | 2037-04-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4203000 | PA      | $4234029.95    | 0.01%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dreyfus Treasury Securities Cash Management       | Dreyfus Treasury Securities Cash Management                                      | CUSIP: 261941108<br>LEI: 549300U78VESCW509025 | Long             | STIV             | RF                | US        |  423192360 | NS      | $423192360.28  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE LIFE HOLDINGS                          | Corebridge Life Holdings Inc                                                     | CUSIP: 00138GAC3<br>LEI: 5493001FBIY3WQ6U5014 | Long             | DBT              | CORP              | US        |   17100000 | PA      | $20654746.46   | 0.07%             | 2046-03-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                         | CUSIP: 88059E7T5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    1612000 | PA      | $242710.78     | 0.00%             | 2060-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VECTOR PHOENIX HOLDINGS LP ASPECT                 | VECTOR PHOENIX HOLDINGS LP ASPECT                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        532 | NS      | $0.05          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                           | American Airlines 2019-1 Class AA Pass Through Trust                             | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     129790 | PA      | $122678.62     | 0.00%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                             | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   19675000 | PA      | $19697634.71   | 0.06%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2025-NQM3 Trust                                                             | CUSIP: 36171MAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10787730 | PA      | $10897818.60   | 0.04%             | 2070-05-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Guggenheim Strategy Fund II                       | Guggenheim Strategy Fund II                                                      | CUSIP: 40168Q205<br>LEI: 549300MHRGBLZPUQ5G89 | Long             | EC               | RF                | US        |    1182212 | NS      | $29330680.74   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  217132000 | NC      | $1931720.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                    | CSAIL 2016-C6 Commercial Mortgage Trust                                          | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |    2796376 | PA      | $27.96         | 0.00%             | 2049-01-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                  | Lazard Group LLC                                                                 | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     740000 | PA      | $783246.31     | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                              | American National Global Funding                                                 | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12225000 | PA      | $12552784.65   | 0.04%             | 2030-01-28      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| FIVE CORNERS FND TR III                           | Five Corners Funding Trust III                                                   | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7550000 | PA      | $7959417.32    | 0.03%             | 2033-02-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| BXMT Ltd                                          | BXMT 2020-FL2 LTD                                                                | CUSIP: 12434LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6008500 | PA      | $5948910.10    | 0.02%             | 2038-02-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                          | BRSP 2024-FL2 Ltd                                                                | CUSIP: 05613BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1850000 | PA      | $1849988.53    | 0.01%             | 2037-08-19      | Floating      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2023-NQM2                                        | CUSIP: 105933AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3969745 | PA      | $3945643.67    | 0.01%             | 2062-05-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                          | BRSP 2021-FL1 Ltd                                                                | CUSIP: 05591XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4200000 | PA      | $4202123.52    | 0.01%             | 2038-08-19      | Floating      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F022626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  991130000 | PA      | $837659714.06  | 2.74%             | 2056-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XLVI LP                                                    | CUSIP: 15675BAB3<br>LEI: 635400QFSCXQUKSANU86 | Long             | ABS-CBDO         | CORP              | US        |    5900000 | PA      | $5913333.41    | 0.02%             | 2036-07-15      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -135871875 | NC      | $-16632.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                           | American Electric Power Co Inc                                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   10280000 | PA      | $10205577.32   | 0.03%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BWY91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14766605 | PA      | $14779645.13   | 0.05%             | 2052-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                        | CoBank ACB                                                                       | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |    8250000 | PA      | $8549425.50    | 0.03%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                         | CUSIP: 88059GBE8<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    1020000 | PA      | $129911.28     | 0.00%             | 2063-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                     | New Residential Mortgage Loan Trust 2025-NQM3                                    | CUSIP: 64832CAD5<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |    7786954 | PA      | $7840944.37    | 0.03%             | 2065-05-25      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2017-RB1                                   | CUSIP: 95000TBV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31842816 | PA      | $329859.73     | 0.00%             | 2050-03-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                    | CUSIP: 46590RAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   46755003 | PA      | $129978.91     | 0.00%             | 2049-08-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                              | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   31150000 | PA      | $31119762.70   | 0.10%             | 2036-11-16      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                            | BP Capital Markets America Inc                                                   | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1529634.33    | 0.00%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BR SECONDARIES & LQDITY SOLUTIONS                 | BR SECONDARIES & LQDITY SOLUTIONS                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13822242 | PA      | $13820752.27   | 0.05%             | 2030-06-15      | Floating      | 6.27%                 | No            |                  3 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -217395000 | NC      | $-318713.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                         | CUSIP: 88059GBG3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    1020000 | PA      | $123001.80     | 0.00%             | 2064-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                        | HANGER INC                                                                       | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    1146682 | PA      | $1149514.80    | 0.00%             | 2031-10-23      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM16 Trust                                                             | CUSIP: 67122DAF0<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-MBS          | CORP              | US        |    3350524 | PA      | $3342938.55    | 0.01%             | 2065-08-25      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38385CRP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8425070 | PA      | $8405452.06    | 0.03%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding 52 LLC                                                     | CUSIP: 15675MAA1<br>LEI: 635400AJWCPT3PXIDY25 | Long             | ABS-CBDO         | CORP              | US        |   66400000 | PA      | $66565568.40   | 0.22%             | 2037-10-15      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                           | American Electric Power Co Inc                                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   10280000 | PA      | $10100407.89   | 0.03%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO III                          | KKR Group Finance Co III LLC                                                     | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2531402.49    | 0.01%             | 2044-06-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XLVI LP                                                    | CUSIP: 15675BAA5<br>LEI: 635400QFSCXQUKSANU86 | Long             | ABS-CBDO         | CORP              | US        |   16500000 | PA      | $16542395.10   | 0.05%             | 2036-07-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TPG Real Estate Finance                           | TRTX 2025-FL6 Issuer Ltd                                                         | CUSIP: 897764AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   26900000 | PA      | $26896524.52   | 0.09%             | 2042-09-18      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH                   | CUSIP: 46654EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14350000 | PA      | $12311769.05   | 0.04%             | 2038-06-15      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  193207000 | NC      | $1379.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                               | PEER HOLDING III BV                                                              | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    4300000 | PA      | $5077133.53    | 0.02%             | 2031-11-24      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE LLC                                 | FUGUE FINANCE LLC                                                                | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | HK        |    2985000 | PA      | $2992462.50    | 0.01%             | 2032-01-09      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418FQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  106025559 | PA      | $107531766.79  | 0.35%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                          | ALTERRA MOUNTAIN COMPANY                                                         | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    3416438 | PA      | $3429249.14    | 0.01%             | 2030-05-31      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1997400 | PA      | $2022835.65    | 0.01%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2023-NQM2                                        | CUSIP: 105933AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19085313 | PA      | $18979254.43   | 0.06%             | 2062-05-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    3270000 | PA      | $3432632.60    | 0.01%             | 2033-01-13      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2414794.73    | 0.01%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                    | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2468754.83    | 0.01%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2024-NQM1                                        | CUSIP: 10570FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4411435 | PA      | $4440036.77    | 0.01%             | 2063-12-01      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  217133000 | NC      | $1910404.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                     | New Residential Mortgage Loan Trust 2025-NQM3                                    | CUSIP: 64832CAC7<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |    7480058 | PA      | $7561621.50    | 0.02%             | 2065-05-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                  | VB-S1 Issuer LLC - VBTEL                                                         | CUSIP: 91823ABE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3950000 | PA      | $4016461.52    | 0.01%             | 2054-05-15      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| INDUSTRIAL DPR FUNDING LTD.                       | Industrial DPR Funding Ltd                                                       | CUSIP: 45605PAM0<br>LEI: 549300MBUJF25SSFY437 | Long             | ABS-O            | CORP              | KY        |     336479 | PA      | $336155.46     | 0.00%             | 2026-04-15      | Fixed         | 5.24%                 | Yes           |                  3 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                         | CUSIP: 88059GBH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    1020000 | PA      | $119229.84     | 0.00%             | 2065-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                      | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27548755 | PA      | $43565.60      | 0.00%             | 2049-08-10      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2020-IG3 Mortgage Trust                                                | CUSIP: 08162QBQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5232000 | PA      | $3184503.36    | 0.01%             | 2048-09-15      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                 | Magnetite LII Ltd                                                                | CUSIP: 559929AC8<br>LEI: 5299001MY2F5RHSJ3A38 | Long             | ABS-CBDO         | CORP              | KY        |   13850000 | PA      | $12465000.00   | 0.04%             | 2039-01-25      | Variable      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                          | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $11134319.40   | 0.04%             | 2034-10-19      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BXMT Ltd                                          | BXMT 2020-FL2 LTD                                                                | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6227924 | PA      | $6196790.46    | 0.02%             | 2038-02-15      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  481310000 | PA      | $474823596.91  | 1.55%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association         | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-268357.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      13358 | NC      | $4591812.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                            | CUSIP: 04685A2Y6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    3780000 | PA      | $3367385.29    | 0.01%             | 2031-06-07      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140Q8WZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     189107 | PA      | $187122.26     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM16 Trust                                                             | CUSIP: 67122DAG8<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-MBS          | CORP              | US        |    6282712 | PA      | $6274703.46    | 0.02%             | 2065-08-25      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Wave USA                                          | WAVE 2019-1 LLC                                                                  | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10526540 | PA      | $10338009.42   | 0.03%             | 2044-09-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| STRIP PRINC                                       | United States Treasury Strip Principal                                           | CUSIP: 912803GC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  275000000 | PA      | $75526668.25   | 0.25%             | 2051-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC                                | AmFam Holdings Inc                                                               | CUSIP: 03115AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14873000 | PA      | $9988272.81    | 0.03%             | 2051-03-11      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2025-NQM3 Trust                                                             | CUSIP: 36171MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12169663 | PA      | $12278110.14   | 0.04%             | 2070-05-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Nassau 2019 CFO LLC                               | Nassau 2019 CFO LLC                                                              | CUSIP: 63172DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5181845 | PA      | $4661174.53    | 0.02%             | 2034-08-15      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| DYAL III SERIES A ISSUER A                        | DYAL III SERIES A ISSUER A                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16988076 | PA      | $16476270.75   | 0.05%             | 2040-06-15      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| Babson CLO Ltd                                    | Babson CLO Ltd 2014-I                                                            | CUSIP: 05618HAE5<br>LEI: 549300SCEOLR3BTPYX35 | Long             | ABS-CBDO         | CORP              | KY        |    1300000 | PA      | $130.00        | 0.00%             | 2025-07-20      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -217133000 | NC      | $-665553.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                              | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8420000 | PA      | $8408691.10    | 0.03%             | 2036-11-16      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                     | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   20250000 | PA      | $20950642.51   | 0.07%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Maps LTD                                          | MAPS 2021-1 Trust                                                                | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8310523 | PA      | $7962448.66    | 0.03%             | 2046-06-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| KY STD HOUSING HS WILDCAT LLC                     | KY STD HOUSING HS WILDCAT LLC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4905810 | PA      | $3615109.82    | 0.01%             | 2050-12-31      | Fixed         | 3.83%                 | No            |                  3 | On Loan: No      |
| VDCM Commercial Mortgage Trust                    | VDCM Commercial Mortgage Trust 2025-AZ                                           | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18650000 | PA      | $18866623.48   | 0.06%             | 2044-07-13      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6945527 | PA      | $6967715.44    | 0.02%             | 2050-03-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2016-UBS9                                         | CUSIP: 61766CAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     275000 | PA      | $243440.56     | 0.00%             | 2049-03-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                  | VB-S1 Issuer LLC - VBTEL                                                         | CUSIP: 91823ABC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28950000 | PA      | $29181791.07   | 0.10%             | 2054-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| MC Ltd                                            | MC 2021-1 Ltd                                                                    | CUSIP: 55283YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    7114629 | PA      | $6758942.32    | 0.02%             | 2035-11-05      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JPMCC Commercial Mortgage Securities Trust 2017-JP6                              | CUSIP: 48128KAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   44198519 | PA      | $353729.59     | 0.00%             | 2050-07-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-30972.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                           | Marathon Petroleum Corp                                                          | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1756143.21    | 0.01%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding 52 LLC                                                     | CUSIP: 15675MAC7<br>LEI: 635400AJWCPT3PXIDY25 | Long             | ABS-CBDO         | CORP              | US        |   15825000 | PA      | $15840536.99   | 0.05%             | 2037-10-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS ST                                       | State of Illinois                                                                | CUSIP: 452152GF2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    1400000 | PA      | $1485202.06    | 0.00%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                           | TRTX 2025-FL6 Issuer Ltd                                                         | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   25400000 | PA      | $25459489.34   | 0.08%             | 2042-09-18      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BWU38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33886887 | PA      | $33986588.81   | 0.11%             | 2054-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BELVOIR LAND LLC                                  | Belvoir Land LLC                                                                 | CUSIP: 081331AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5590071.20    | 0.02%             | 2035-12-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| HILLENBRAND INC                                   | Hillenbrand Inc                                                                  | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    4074000 | PA      | $4165057.97    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2023-NQM2                                        | CUSIP: 105933AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2012355 | PA      | $1999104.09    | 0.01%             | 2062-05-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Dreyfus Treasury Obligations Cash Management Fund | Dreyfus Treasury Obligations Cash Management Fund                                | CUSIP: 261908107<br>LEI: 549300MKKM9KT7BF6329 | Long             | STIV             | RF                | US        |  510888077 | NS      | $510888077.14  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2025-8                                                    | CUSIP: 81743GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6154572 | PA      | $6173423.90    | 0.02%             | 2055-06-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -135871875 | NC      | $-30204.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                       | UPX HIL 2025-1 Issuer Trust                                                      | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8822931 | PA      | $8891077.02    | 0.03%             | 2047-01-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                              | LHOME Mortgage Trust 2025-RTL3                                                   | CUSIP: 50205YAA1<br>LEI: 529900XB146PHFHY2T23 | Long             | ABS-MBS          | CORP              | US        |   40250000 | PA      | $40366551.93   | 0.13%             | 2040-08-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Direct Lending CLO LLC                    | Carlyle Direct Lending CLO 2015-1R LLC                                           | CUSIP: 14310QAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7500000 | PA      | $7496943.75    | 0.02%             | 2036-07-15      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BOR                       | PRIME SECURITY SERVICES BOR                                                      | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |   20525472 | PA      | $20459995.86   | 0.07%             | 2032-03-08      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| AMAZON CONSERVATION DAC                           | Amazon Conservation DAC                                                          | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | NUSS              | IE        |   16700000 | PA      | $17272810.00   | 0.06%             | 2042-01-16      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| GD TOWERS (SALSA HLDG) 1L TL EUR                  | GD TOWERS (SALSA HLDG) 1L TL EUR                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    6000000 | PA      | $6962467.50    | 0.02%             | 2032-11-18      | Floating      | 5.87%                 | No            |                  3 | On Loan: No      |
| EVERCORE INC                                      | EVERCORE INC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5018662.25    | 0.02%             | 2030-07-24      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| BROOKFIELD FINANCE INC                            | Brookfield Finance Inc                                                           | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    9790000 | PA      | $8471204.57    | 0.03%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QSAM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  107138159 | PA      | $107188179.72  | 0.35%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                              | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    4900000 | PA      | $5946431.74    | 0.02%             | 2029-04-29      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -135871875 | NC      | $-35892.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-9                                                | CUSIP: 92490EAH6<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |    6210937 | PA      | $6227380.25    | 0.02%             | 2070-10-27      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DNYV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     820003 | PA      | $832349.35     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                             | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     250000 | PA      | $248429.77     | 0.00%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                   | Israel Government International Bond                                             | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    5250000 | PA      | $5430174.65    | 0.02%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  180000000 | PA      | $181293750.00  | 0.59%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                     | Mastr Asset Backed Securities Trust 2007-WMC1                                    | CUSIP: 55275TAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5555717 | PA      | $1559987.66    | 0.01%             | 2037-01-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| AGL CLO 1 Ltd.                                    | AGL CLO 39 Ltd                                                                   | CUSIP: 00121XAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   18910000 | PA      | $18946046.24   | 0.06%             | 2038-04-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ENI SPA                                           | Eni SpA                                                                          | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    3480000 | PA      | $3450257.10    | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                          | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1028118.61    | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Venture CDO Ltd                                   | VENTURE XIII CLO Ltd                                                             | CUSIP: 92329PAC9<br>LEI: 549300ZVVNSDW7WU0O73 | Long             | ABS-CBDO         | CORP              | KY        |    3700000 | PA      | $370.00        | 0.00%             | 2029-09-10      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -217132000 | NC      | $-672479.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                            | Switch ABS Issuer LLC                                                            | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   52900000 | PA      | $53054473.29   | 0.17%             | 2054-06-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050627<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  712797000 | PA      | $710151853.10  | 2.32%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROJECT ONYX I                                    | PROJECT ONYX I                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   61840952 | PA      | $61800861.58   | 0.20%             | 2030-06-26      | Floating      | 6.25%                 | No            |                  3 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  524609435 | PA      | $523204813.75  | 1.71%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SPSS-2012-1A A                                    | SPSS-2012-1A A                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115209 | PA      | $106904.95     | 0.00%             | 2052-11-15      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1279328.76    | 0.00%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                        | HANGER INC                                                                       | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    8858817 | PA      | $8880698.54    | 0.03%             | 2031-10-23      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM6 Trust                                                              | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |    8713363 | PA      | $8828929.91    | 0.03%             | 2064-02-25      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   19775000 | PA      | $20325330.93   | 0.07%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DPSA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10735593 | PA      | $10999948.49   | 0.04%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.NA.HY.43.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-6814787.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S                    | HOMES 2025-NQM1 Trust                                                            | CUSIP: 43761DAD2<br>LEI: 254900LUV7YA0N50XT86 | Long             | ABS-MBS          | CORP              | US        |    7747825 | PA      | $7799603.60    | 0.03%             | 2070-01-25      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| WW International Inc                              | WW International Inc                                                             | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      36869 | NS      | $1077127.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2025-NQM2                                        | CUSIP: 10569NAE1<br>LEI: 254900TZWRKTBX2YNW23 | Long             | ABS-MBS          | CORP              | US        |    9171319 | PA      | $9236529.65    | 0.03%             | 2064-11-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                          | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     964000 | PA      | $964345.34     | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                       | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1979951.07    | 0.01%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                          | Stewart Information Services Corp                                                | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |   36711000 | PA      | $32456663.53   | 0.11%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OBRA LONGEVITY RFF CL A NTS FUNDED                | OBRA LONGEVITY RFF CL A NTS FUNDED                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   67000000 | PA      | $71115548.70   | 0.23%             | 2039-06-30      | Fixed         | 8.48%                 | No            |                  3 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    3819000 | PA      | $2516148.15    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3142J6B36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42148974 | PA      | $43301733.11   | 0.14%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                          | Perrigo Finance Unlimited Co                                                     | CUSIP: 000000000<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    5000000 | PA      | $5978825.31    | 0.02%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   27674000 | NC      | $72533.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                          | SEAWORLD PARKS & ENTERTA                                                         | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |    4443750 | PA      | $4408555.50    | 0.01%             | 2031-12-04      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XLVIII Ltd                                                  | CUSIP: 55821UAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9900000 | PA      | $9919198.08    | 0.03%             | 2039-01-19      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Military Housing B                    | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1   | CUSIP: 35563CAV0<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |   11296645 | PA      | $10190368.03   | 0.03%             | 2052-11-25      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   10700000 | PA      | $10960562.55   | 0.04%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru                    | Vista Point Securitization Trust 2024-CES3                                       | CUSIP: 92841WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27323451 | PA      | $27460910.14   | 0.09%             | 2055-01-25      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| STATE OF ISRAEL                                   | Israel Government International Bond                                             | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    8750000 | PA      | $9131203.03    | 0.03%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140LD6N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5169724 | PA      | $4121328.84    | 0.01%             | 2046-10-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| BLUE OWL GP STAKES V A-2 B                        | BLUE OWL GP STAKES V A-2 B                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14303550 | PA      | $15087081.59   | 0.05%             | 2043-08-22      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2024-1 Mortgage Loan Trust                                                  | CUSIP: 19688TAC9<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |    2690070 | PA      | $2707188.26    | 0.01%             | 2069-02-25      | Variable      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2016-GC37                                    | CUSIP: 17290XAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8181671 | PA      | $81.82         | 0.00%             | 2049-04-10      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -190220625 | NC      | $-252937.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                      | CD 2016-CD2 Mortgage Trust                                                       | CUSIP: 12515ABF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29010154 | PA      | $50622.72      | 0.00%             | 2049-11-10      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                    | Fannie Mae-Aces                                                                  | CUSIP: 3136B9J32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  196353291 | PA      | $15297374.40   | 0.05%             | 2035-03-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                           | Alexander Funding Trust II                                                       | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12360000 | PA      | $13168365.14   | 0.04%             | 2028-07-31      | Fixed         | 7.47%                 | Yes           |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                    | TeamSystem SpA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    5700000 | PA      | $6734181.24    | 0.02%             | 2032-07-01      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| DNB BANK ASA                                      | DNB Bank ASA                                                                     | CUSIP: 23341CAG8<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    3060000 | PA      | $3100789.80    | 0.01%             | 2030-11-05      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Capmark Military Housing Trust                    | Capmark Military Housing Trust                                                   | CUSIP: 14066AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12184015 | PA      | $10596044.35   | 0.03%             | 2051-07-10      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| BLUE OWL FINANCE LLC                              | Blue Owl Finance LLC                                                             | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    9880000 | PA      | $10188206.50   | 0.03%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                    | STWD 2021-FL2 Ltd                                                                | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2094892 | PA      | $2094892.21    | 0.01%             | 2038-04-18      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| EAGLE POINT 1L TL                                 | EAGLE POINT 1L TL                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   14877692 | PA      | $14877692.31   | 0.05%             | 2028-03-31      | Floating      | 7.63%                 | No            |                  3 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XLIV LLC                                                   | CUSIP: 15674DAA2<br>LEI: 6354005DPIRML7EMPA20 | Long             | ABS-CBDO         | CORP              | US        |   50000000 | PA      | $50113360.00   | 0.16%             | 2036-01-15      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -135871875 | NC      | $-32122.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRANTTHORNTONADVISORS                             | GRANTTHORNTONADVISORS                                                            | CUSIP: 38821UAF7<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |   21236775 | PA      | $21297512.18   | 0.07%             | 2031-05-30      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                          | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMC75<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     140000 | PA      | $95938.36      | 0.00%             | 2046-06-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S                    | HOMES 2025-NQM1 Trust                                                            | CUSIP: 43761DAE0<br>LEI: 254900LUV7YA0N50XT86 | Long             | ABS-MBS          | CORP              | US        |    3124376 | PA      | $3148977.01    | 0.01%             | 2070-01-25      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II,                    | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9669000 | PA      | $9755963.95    | 0.03%             | 2050-05-25      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| SPIRE INC                                         | Spire Inc                                                                        | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   16850000 | PA      | $16766218.77   | 0.05%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM1 Trust                                                              | CUSIP: 673914AE7<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-MBS          | CORP              | US        |    9204503 | PA      | $9263806.16    | 0.03%             | 2064-12-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                       | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   22450000 | PA      | $24266894.89   | 0.08%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                             | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    4875000 | PA      | $5007573.92    | 0.02%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2024-5                                                | CUSIP: 92540HAB2<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-MBS          | CORP              | US        |    1681025 | PA      | $1700791.07    | 0.01%             | 2069-06-25      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| NOKIA OYJ                                         | Nokia Oyj                                                                        | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    3240000 | PA      | $3469570.20    | 0.01%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -135871875 | NC      | $-215357.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -135871875 | NC      | $-192924.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2025-6                                                    | CUSIP: 81749YAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10097404 | PA      | $10131554.46   | 0.03%             | 2055-07-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MERLIN BUYER INC                                  | MERLIN BUYER INC                                                                 | CUSIP: 59010LAB3<br>LEI: 2549008CJ699WXZAWW31 | Long             | LON              | CORP              | US        |     603375 | PA      | $608467.40     | 0.00%             | 2028-12-14      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Military Housing B                    | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1   | CUSIP: 35563CAS7<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |    8321332 | PA      | $7506426.03    | 0.02%             | 2052-11-25      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | QUIKRETE HOLDINGS INC                                                            | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   11721659 | PA      | $11751549.63   | 0.04%             | 2031-04-14      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140LFMS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1956001 | PA      | $1536454.00    | 0.01%             | 2052-03-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Gilead Aviation (Warehouse) LL                    | Gilead Aviation LLC                                                              | CUSIP: 37556TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28159744 | PA      | $28571144.06   | 0.09%             | 2050-03-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Vista Point Securitization Tru                    | Vista Point Securitization Trust 2024-CES1                                       | CUSIP: 92839HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6558521 | PA      | $6638244.76    | 0.02%             | 2054-05-25      | Variable      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| CHEST 2023-1                                      | CHEST 2023-1                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17190000 | PA      | $17968380.91   | 0.06%             | 2043-03-23      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| Babson CLO Ltd                                    | Barings CLO Ltd 2022-III                                                         | CUSIP: 06762VAJ5<br>LEI: 549300P3XUH38MXFT836 | Long             | ABS-CBDO         | CORP              | KY        |    5950000 | PA      | $5975723.64    | 0.02%             | 2037-10-20      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2024-5                                                | CUSIP: 92540HAC0<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-MBS          | CORP              | US        |    9951666 | PA      | $10070974.01   | 0.03%             | 2069-06-25      | Variable      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  109476000 | NC      | $781.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2019-GC41                                    | CUSIP: 17328FBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   94220986 | PA      | $2639732.83    | 0.01%             | 2056-08-10      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     406659 | PA      | $369825.36     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage                                  | ACHM Trust 2025-HE3                                                              | CUSIP: 00449VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17828000 | PA      | $17835414.84   | 0.06%             | 2055-11-25      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                           | American National Group Inc                                                      | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     590500 | NS      | $14768405.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings Inc                             | QUIKRETE HOLDING 01/30/32                                                        | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    8282412 | PA      | $8306100.20    | 0.03%             | 2032-02-10      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    6440000 | PA      | $6423093.19    | 0.02%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINANCING PARTNERSH                       | SUNRISE FINANCING PARTNERSH                                                      | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |    1900000 | PA      | $1905776.00    | 0.01%             | 2032-02-17      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY BV                             | Brightstar Lottery Holdings BV                                                   | CUSIP: 000000000<br>LEI: 984500911D9B7B4D7533 | Long             | DBT              | CORP              | NL        |   14500000 | PA      | $17322120.48   | 0.06%             | 2030-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                          | ALLWYN ENTERTAINMENT FINANCING US LLC                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   19056360 | PA      | $18230647.63   | 0.06%             | 2031-06-11      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Capmark Military Housing Trust                    | Capmark Military Housing Trust                                                   | CUSIP: 14066AAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6539892 | PA      | $4767731.33    | 0.02%             | 2051-07-10      | Floating      | 4.43%                 | Yes           |                  3 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  217131000 | NC      | $1910386.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                    | RALI Series 2007-QO3 Trust                                                       | CUSIP: 74923TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     712285 | PA      | $657791.12     | 0.00%             | 2047-03-25      | Floating      | 4.17%                 | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2023-2                                                | CUSIP: 92539DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2115499 | PA      | $2113993.00    | 0.01%             | 2068-03-25      | Variable      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| JCP Direct Lending CLO LLC                        | JCP Direct Lending CLO 2023-1 LLC                                                | CUSIP: 46656TAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   32011250 | PA      | $32054522.81   | 0.10%             | 2037-07-20      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Tenet Equity Funding                              | Tenet Equity Funding LLC                                                         | CUSIP: 88035KAA7<br>LEI: 254900PL130UZ4FW1R84 | Long             | ABS-O            | CORP              | US        |   10021548 | PA      | $10142591.20   | 0.03%             | 2054-10-20      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                         | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    7315000 | PA      | $7643576.19    | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2024-H5 Mortgage Trust                                                     | CUSIP: 22757HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4203702 | PA      | $4246286.20    | 0.01%             | 2069-08-26      | Variable      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                  | VB-S1 Issuer LLC - VBTEL                                                         | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   40900000 | PA      | $40307383.54   | 0.13%             | 2052-02-15      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2025-7 LLC                                                                  | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   66605045 | PA      | $66769965.55   | 0.22%             | 2030-08-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   29050000 | PA      | $30209512.16   | 0.10%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                 | CLARIOS GLOBAL LP                                                                | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    4350000 | PA      | $5158150.22    | 0.02%             | 2032-01-28      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/CAD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-371.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                            | Brookfield Finance Inc                                                           | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    9380000 | PA      | $6604045.75    | 0.02%             | 2052-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XLV LLC                                                    | CUSIP: 15675FAC2<br>LEI: 6354005BRQJC9NIG3407 | Long             | ABS-CBDO         | CORP              | US        |   12000000 | PA      | $12030129.60   | 0.04%             | 2036-04-15      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                                         | Prosus NV                                                                        | CUSIP: 74365PAJ7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    4320000 | PA      | $3421963.37    | 0.01%             | 2052-01-19      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2015-IV Ltd                                                         | CUSIP: 12550TBN4<br>LEI: 549300ZXX0SJBZWIWI81 | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6000000.00    | 0.02%             | 2039-01-17      | Floating      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XLIV LLC                                                   | CUSIP: 15674DAC8<br>LEI: 6354005DPIRML7EMPA20 | Long             | ABS-CBDO         | CORP              | US        |   24950000 | PA      | $25060760.54   | 0.08%             | 2036-01-15      | Floating      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| MID-ATLANTIC MILITARY CO                          | Mid-Atlantic Military Family Communities LLC                                     | CUSIP: 59524EAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3574246 | PA      | $3275908.95    | 0.01%             | 2050-08-01      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding 51 LLC                                                     | CUSIP: 15675QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   43000000 | PA      | $43107598.90   | 0.14%             | 2037-10-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                           | Manulife Financial Corp                                                          | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    4815000 | PA      | $4799092.73    | 0.02%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BJJW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     104509 | PA      | $56732.75      | 0.00%             | 2051-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   66688000 | PA      | $66480536.30   | 0.22%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -217131000 | NC      | $-665547.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                            | JB Poindexter & Co Inc                                                           | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1288395.62    | 0.00%             | 2031-12-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                             | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2980479.44    | 0.01%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                           | Reinsurance Group of America Inc                                                 | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   20050000 | PA      | $20909791.52   | 0.07%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                          | British Telecommunications PLC                                                   | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    8250000 | PA      | $8145809.93    | 0.03%             | 2081-11-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                     | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    3360000 | PA      | $3410267.69    | 0.01%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| BLUE OWL IV (FKA DYAL IV) SR SEC B                | BLUE OWL IV (FKA DYAL IV) SR SEC B                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5760000 | PA      | $5824318.81    | 0.02%             | 2045-08-22      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                          | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ENJN1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     180000 | PA      | $132061.32     | 0.00%             | 2041-12-30      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                              | Western Digital Corp                                                             | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    3680000 | PA      | $3522091.94    | 0.01%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F030629<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 1863050000 | PA      | $1646397666.77 | 5.38%             | 2056-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| METIS ISSUER 2025-1 LLC                           | METIS ISSUER 2025-1 LLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29900000 | PA      | $30339997.64   | 0.10%             | 2055-05-15      | Fixed         | 6.89%                 | No            |                  3 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -135871875 | NC      | $-23684.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                          | British Telecommunications PLC                                                   | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   47450000 | PA      | $45840571.92   | 0.15%             | 2081-11-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                           | Reinsurance Group of America Inc                                                 | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    6190000 | PA      | $6396108.43    | 0.02%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2023-RCF1 LLC                                                               | CUSIP: 69381AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2941181 | PA      | $2918397.38    | 0.01%             | 2053-06-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM1 Trust                                                              | CUSIP: 673914AD9<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-MBS          | CORP              | US        |    3194257 | PA      | $3214555.74    | 0.01%             | 2064-12-25      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                               | Owl Rock CLO VII LLC                                                             | CUSIP: 69121BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   38050000 | PA      | $37983880.52   | 0.12%             | 2038-04-20      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137H2C44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     173382 | PA      | $89268.06      | 0.00%             | 2051-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138WHF49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10970 | PA      | $10374.06      | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1 A FUNDED                       | THUNDERBIRD 2022-1 A FUNDED                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   57700000 | PA      | $54677165.66   | 0.18%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding 51 LLC                                                     | CUSIP: 15675QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8000000 | PA      | $8008958.40    | 0.03%             | 2037-10-15      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| TULSA OK ARPTS IMPT TRUST                         | Tulsa Airports Improvement Trust                                                 | CUSIP: 899647TS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $753683.70     | 0.00%             | 2045-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -135871875 | NC      | $-36051.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                     | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1150000 | PA      | $1194277.59    | 0.00%             | 2036-03-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 A PPT                            | British Airways 2021-1 Class A Pass Through Trust                                | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12299328 | PA      | $11241013.81   | 0.04%             | 2035-03-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                          | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ENFH8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     350000 | PA      | $261131.50     | 0.00%             | 2041-11-29      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                    | Home Partners of America 2021-3 Trust                                            | CUSIP: 43730XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14969807 | PA      | $14129335.10   | 0.05%             | 2041-01-17      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HMEB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   51854850 | PA      | $51980878.42   | 0.17%             | 2051-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM9 Trust                                                              | CUSIP: 67119DAC2<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-MBS          | CORP              | US        |    8452732 | PA      | $8538909.73    | 0.03%             | 2064-01-25      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134GWS98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     360000 | PA      | $203332.32     | 0.00%             | 2050-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                          | Assured Guaranty US Holdings Inc                                                 | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |   13031000 | PA      | $9190358.91    | 0.03%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM6 Trust                                                              | CUSIP: 67118XAC9<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |   11406567 | PA      | $11554503.12   | 0.04%             | 2064-02-25      | Variable      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    8750000 | PA      | $8576472.80    | 0.03%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -135871875 | NC      | $-32409.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138WFU95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     135612 | PA      | $128665.68     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418FHX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1755801 | PA      | $1751487.36    | 0.01%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                            | Brookfield Finance Inc                                                           | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    9526000 | PA      | $6613310.43    | 0.02%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2024-6 LLC                                                                  | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12508770 | PA      | $12513731.33   | 0.04%             | 2029-11-25      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Military Housing B                    | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1   | CUSIP: 35563CAM0<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |   10327768 | PA      | $8580740.00    | 0.03%             | 2052-10-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| LIQUID TECH SOLUTIONS HO                          | LIQUID TECH SOLUTIONS HO                                                         | CUSIP: 000000000<br>LEI: 254900OC60TKLQ1KX067 | Long             | LON              | CORP              | US        |   11089551 | PA      | $11117274.97   | 0.04%             | 2032-10-12      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                             | Whistler Pipeline LLC                                                            | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   13450000 | PA      | $13908304.85   | 0.05%             | 2034-09-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-4                                                 | CUSIP: 89183GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14659423 | PA      | $14704686.63   | 0.05%             | 2064-10-27      | Variable      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    2800000 | PA      | $3420432.31    | 0.01%             | 2053-11-28      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2024-2                                                  | CUSIP: 034942AB8<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-MBS          | CORP              | US        |    6929839 | PA      | $6982801.40    | 0.02%             | 2069-01-25      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -190220625 | NC      | $-317763.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10024000 | PA      | $9988367.79    | 0.03%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                               | Owl Rock CLO III Ltd                                                             | CUSIP: 69120DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13500000 | PA      | $13531568.40   | 0.04%             | 2036-04-20      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2024-2                                                  | CUSIP: 034942AA0<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-MBS          | CORP              | US        |   14142529 | PA      | $14262810.19   | 0.05%             | 2069-01-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| KKR CORE SR SECURED NOTES                         | KKR CORE SR SECURED NOTES                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   69543736 | PA      | $65041209.54   | 0.21%             | 2031-08-12      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   16850000 | PA      | $17557663.10   | 0.06%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM6 Trust                                                              | CUSIP: 67118XAB1<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |    6811173 | PA      | $6899310.06    | 0.02%             | 2064-02-25      | Variable      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   15675000 | PA      | $15890862.15   | 0.05%             | 2033-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                            | Switch ABS Issuer LLC                                                            | CUSIP: 871044AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9550000 | PA      | $9644738.87    | 0.03%             | 2054-03-25      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                       | Fortress Credit BSL XVI Ltd                                                      | CUSIP: 349927AQ6<br>LEI: 254900KG4E8W7Q68M916 | Long             | ABS-CBDO         | CORP              | JE        |    7000000 | PA      | $7013030.50    | 0.02%             | 2035-10-20      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| SWISS RE SUB FIN PLC                              | Swiss RE Subordinated Finance PLC                                                | CUSIP: 87088QAB0<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |    9800000 | PA      | $10115443.09   | 0.03%             | 2046-04-01      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -135871875 | NC      | $-36696.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                           | Kinder Morgan Energy Partners LP                                                 | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $3391804.69    | 0.01%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MID-ATLANTIC MILITARY CO                          | Mid-Atlantic Military Family Communities LLC                                     | CUSIP: 59524EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5682618 | PA      | $4919656.05    | 0.02%             | 2050-08-01      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418FQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  184747837 | PA      | $189945370.14  | 0.62%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                            | Ameriquest Mortgage Securities Trust 2006-M3                                     | CUSIP: 03076MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10649087 | PA      | $3136067.69    | 0.01%             | 2036-10-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| RL DATIX 1L TL FACILITY B USD                     | RL DATIX 1L TL FACILITY B USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2613869 | PA      | $2613869.36    | 0.01%             | 2031-04-30      | Floating      | 8.73%                 | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2016-C2                                      | CUSIP: 17291CBW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26893578 | PA      | $64875.38      | 0.00%             | 2049-08-10      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| LIQUID TECH SOLUTIONS HO                          | LIQUID TECH SOLUTIONS HO                                                         | CUSIP: 000000000<br>LEI: 254900OC60TKLQ1KX067 | Long             | LON              | CORP              | US        |    1135449 | PA      | $1138287.53    | 0.00%             | 2032-10-12      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Direct Lending CLO LLC                    | Carlyle Direct Lending CLO 2015-1R LLC                                           | CUSIP: 14310QAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   28850000 | PA      | $28900048.98   | 0.09%             | 2036-07-15      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS Mortgage Trust 2018-C2                                                     | CUSIP: 05491UBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   55414704 | PA      | $938481.26     | 0.00%             | 2051-12-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                           | GA Global Funding Trust                                                          | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2964166.92    | 0.01%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5099.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -190220625 | NC      | $-252937.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Great Lakes CLO Ltd                               | Great Lakes CLO 2014-1 Ltd                                                       | CUSIP: 39055RAE2<br>LEI: 254900GKX01S4T3NFH46 | Long             | ABS-CBDO         | CORP              | KY        |     461538 | PA      | $236247.46     | 0.00%             | 2029-10-15      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| BGC GROUP INC                                     | BGC Group Inc                                                                    | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $3332351.82    | 0.01%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Boyce Park CLO, LLC                               | Boyce Park Clo Ltd                                                               | CUSIP: 103228AE2<br>LEI: 54930028S3PFXX4SMQ72 | Long             | ABS-CBDO         | CORP              | JE        |    8800000 | PA      | $8823174.80    | 0.03%             | 2035-04-21      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                           | National Australia Bank Ltd                                                      | CUSIP: 632525CF6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   23750000 | PA      | $24967983.13   | 0.08%             | 2036-01-14      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Argent Securities Inc.                            | Ameriquest Mortgage Securities Trust 2006-M3                                     | CUSIP: 03076MAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25350915 | PA      | $7465803.84    | 0.02%             | 2036-10-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2024-2                                                  | CUSIP: 034942AC6<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-MBS          | CORP              | US        |    6391716 | PA      | $6434551.52    | 0.02%             | 2069-01-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                       | Legacy Mortgage Asset Trust 2021-GS4                                             | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3930032 | PA      | $3933042.92    | 0.01%             | 2060-11-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Military Housing B                    | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1   | CUSIP: 35563CAJ7<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |    2469684 | PA      | $2051916.15    | 0.01%             | 2052-10-25      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM9 Trust                                                              | CUSIP: 67119DAB4<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-MBS          | CORP              | US        |    2366791 | PA      | $2390577.87    | 0.01%             | 2064-01-25      | Variable      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| RR Ltd                                            | RR 41 LTD                                                                        | CUSIP: 749754AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8500000 | PA      | $6913050.00    | 0.02%             | 2125-11-14      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  193207000 | NC      | $1379.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                          | Viper Energy Partners LLC                                                        | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   26575000 | PA      | $27120584.75   | 0.09%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                             | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    9937000 | PA      | $10845118.38   | 0.04%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINANCING PARTNERSH                       | SUNRISE FINANCING PARTNERSH                                                      | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |    1300000 | PA      | $1303757.00    | 0.00%             | 2032-02-17      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                        | AIR CANADA                                                                       | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    3390242 | PA      | $3407193.36    | 0.01%             | 2031-03-21      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                    | C-BASS Mortgage Loan Trust 2007-CB2                                              | CUSIP: 1248MBAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2272112 | PA      | $1305877.00    | 0.00%             | 2037-02-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| QTS GOOD NEWS FCLTY REVR UNFUNDED                 | QTS GOOD NEWS FCLTY REVR UNFUNDED                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22138436 | PA      | $22.14         | 0.00%             | 2028-10-09      | Fixed         | 0.30%                 | No            |                  3 | On Loan: No      |
| Ares Direct Lending CLO LLC                       | Ares Direct Lending CLO 2 LLC                                                    | CUSIP: 04021CAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13600000 | PA      | $13568057.68   | 0.04%             | 2036-10-20      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                         | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   17200000 | PA      | $17975308.92   | 0.06%             | 2035-11-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| TVA PRIN STRIP                                    | Tennessee Valley Authority Principal Strip                                       | CUSIP: 88059EN59<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |   38804000 | PA      | $12042316.95   | 0.04%             | 2048-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                   | Israel Government International Bond                                             | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    9800000 | PA      | $10085420.88   | 0.03%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -217395000 | NC      | $-321944.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QTS GOOD NEWS FCLTY REVR FUNDED                   | QTS GOOD NEWS FCLTY REVR FUNDED                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24841033 | PA      | $24841032.98   | 0.08%             | 2028-10-09      | Floating      | 6.77%                 | No            |                  3 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-4                                                 | CUSIP: 89183GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16543179 | PA      | $16454389.63   | 0.05%             | 2064-10-27      | Variable      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3460000 | PA      | $3050987.80    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                             | Flowserve Corp                                                                   | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   20400000 | PA      | $18243634.32   | 0.06%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LSTAR Securities Investment Lt                    | LSTAR Securities Investment Ltd 2024-1                                           | CUSIP: 54916LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5903138 | PA      | $5890198.64    | 0.02%             | 2029-01-01      | Floating      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM13 Trust                                                             | CUSIP: 67121UAB2<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |    5532764 | PA      | $5566651.75    | 0.02%             | 2065-05-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                    | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3                         | CUSIP: 61778LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9259965 | PA      | $9323132.63    | 0.03%             | 2070-05-25      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HMA67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15068601 | PA      | $15256925.00   | 0.05%             | 2053-04-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding, LLC                            | Five Guys Holdings Inc                                                           | CUSIP: 33830JAE5<br>LEI: 549300XWT8G8Q3Z3HJ19 | Long             | ABS-O            | CORP              | US        |   25190550 | PA      | $25907994.50   | 0.08%             | 2054-01-26      | Fixed         | 7.55%                 | Yes           |                  2 | On Loan: No      |
| EVERCORE INC                                      | EVERCORE INC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6930309.08    | 0.02%             | 2032-07-24      | Fixed         | 5.47%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  220792000 | NC      | $1136.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE POINT 1L TL                                 | EAGLE POINT 1L TL                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5043838 | PA      | $5043838.00    | 0.02%             | 2028-03-31      | Floating      | 7.62%                 | No            |                  3 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                       | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   18415000 | PA      | $18283476.20   | 0.06%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CASPER BIDCO SASU                                 | CASPER BIDCO SASU                                                                | CUSIP: 000000000<br>LEI: 969500OUD0VB2606MD53 | Long             | LON              | CORP              | FR        |    4250000 | PA      | $5028085.45    | 0.02%             | 2031-03-28      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  585030000 | PA      | $408309806.54  | 1.33%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                               | Brant Point CLO 2025-8 Ltd                                                       | CUSIP: 10548BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13914000 | PA      | $11595927.60   | 0.04%             | 2038-03-31      | Variable      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   65200000 | PA      | $64232069.49   | 0.21%             | N/A             | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                          | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EK4T0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     144000 | PA      | $113616.00     | 0.00%             | 2039-11-01      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                          | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMTM4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     350000 | PA      | $261172.80     | 0.00%             | 2041-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM13 Trust                                                             | CUSIP: 67121UAC0<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |   21069334 | PA      | $21210759.43   | 0.07%             | 2065-05-25      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL HOLDINGS LP                          | BAIN CAPITAL HOLDINGS LP                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20300000 | PA      | $15221692.52   | 0.05%             | 2042-04-15      | Fixed         | 3.72%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -135871875 | NC      | $-17341.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                    | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   11000000 | PA      | $11527271.80   | 0.04%             | 2030-02-20      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| KNIFE RIVER CORP                                  | KNIFE RIVER HOLD CO                                                              | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2512375 | PA      | $2520741.21    | 0.01%             | 2032-03-08      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                           | Dai-ichi Life Insurance Co Ltd/The                                               | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |   27750000 | PA      | $28987622.25   | 0.09%             | N/A             | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  265300000 | PA      | $269880568.99  | 0.88%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                | Wendy's Funding LLC                                                              | CUSIP: 95058XAR9<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   18975000 | PA      | $18918906.11   | 0.06%             | 2055-12-15      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                    | Option One Mortgage Loan Trust 2007-5                                            | CUSIP: 68403HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6053264 | PA      | $3666298.18    | 0.01%             | 2037-05-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                          | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EKF68<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     250000 | PA      | $193978.50     | 0.00%             | 2039-09-06      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                        | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $3325761.76    | 0.01%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                    | Merrill Lynch Mortgage Investors Trust Series 2007-HE2                           | CUSIP: 59024LAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   29717049 | PA      | $8313445.45    | 0.03%             | 2037-02-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| PERSHING TONTINE SPAR                             | PERSHING TONTINE SPAR                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    2846274 | NS      | $284.63        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -135871875 | NC      | $-24472.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICOF 2 REFI TERM LOAN FUNDED                     | VICOF 2 REFI TERM LOAN FUNDED                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     245569 | PA      | $244963.15     | 0.00%             | 2030-02-22      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| ENERSYS                                           | EnerSys                                                                          | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    4725000 | PA      | $4917217.73    | 0.02%             | 2032-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3480000 | PA      | $3490769.83    | 0.01%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2020-DUNE                                      | CUSIP: 36258BAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3110325 | PA      | $3097395.47    | 0.01%             | 2036-12-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                            | Brookfield Finance Inc                                                           | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   12635000 | PA      | $12464431.04   | 0.04%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR6 Trust                              | STAR 2025-SFR6 Trust                                                             | CUSIP: 85520EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6850000 | PA      | $6854273.72    | 0.02%             | 2042-08-17      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| CAPSTONE ACQUISITION 1L DDTL FUND                 | CAPSTONE ACQUISITION 1L DDTL FUND                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1098875 | PA      | $1094168.57    | 0.00%             | 2029-11-13      | Floating      | 8.32%                 | No            |                  3 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8600000 | PA      | $8863906.48    | 0.03%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| WESTERN AND SOUTHRN LIFE                          | Western And Southern Life Insurance Co/The                                       | CUSIP: 95765PAE9<br>LEI: IN763J7JWIZ46OJ1T526 | Long             | DBT              | CORP              | US        |    8263000 | PA      | $5617071.64    | 0.02%             | 2061-04-28      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| YALE-NEW HAVEN HLTH SRVC                          | Yale-New Haven Health Services Corp                                              | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |   32350000 | PA      | $18897864.56   | 0.06%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  217132000 | NC      | $1910395.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                               | Owl Rock CLO III Ltd                                                             | CUSIP: 69120DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   41250000 | PA      | $41312741.25   | 0.13%             | 2036-04-20      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                          | LIVE NATION ENTERTAINMENT INC                                                    | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |   11900000 | PA      | $11900000.00   | 0.04%             | 2032-10-21      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                           | United Airlines 2023-1 Class A Pass Through Trust                                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6950634 | PA      | $7260607.32    | 0.02%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                               | RECESS HOLDINGS INC                                                              | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   14532073 | PA      | $14611563.36   | 0.05%             | 2030-02-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                       | Fortress Credit BSL XV Ltd                                                       | CUSIP: 34964WAN2<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |   35000000 | PA      | $35037691.50   | 0.11%             | 2033-10-18      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                               | Buckeye Partners LP                                                              | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   11100000 | PA      | $10980132.21   | 0.04%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138YWKA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     105588 | PA      | $102229.99     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KROLL (DEERFIELD) 1L TLB CL USD                   | KROLL (DEERFIELD) 1L TLB CL USD                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   29050000 | PA      | $28941405.00   | 0.09%             | 2032-09-13      | Floating      | 6.67%                 | No            |                  3 | On Loan: No      |
| MACQUARIE BANK LTD                                | Macquarie Bank Ltd                                                               | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   34605000 | PA      | $33102583.78   | 0.11%             | 2030-06-03      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| KROLL (DEERFIELD) 1L CL REV UNFUND                | KROLL (DEERFIELD) 1L CL REV UNFUND                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2663750 | PA      | $2663750.00    | 0.01%             | 2032-09-13      | Fixed         | 0.62%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   56463000 | NC      | $46437.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DYAL IV ISSUER B                                  | DYAL IV ISSUER B                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14630000 | PA      | $13613355.89   | 0.04%             | 2041-02-22      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| Anchorage Credit Funding Ltd.                     | Anchorage Credit Funding 4 Ltd                                                   | CUSIP: 03329TAG9<br>LEI: 549300VR9XUOV1E0U888 | Long             | ABS-CBDO         | CORP              | KY        |  111754127 | PA      | $106318171.57  | 0.35%             | 2039-04-27      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Trust                          | Mill City Securities 2024-RS1 Ltd                                                | CUSIP: 599920AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30555052 | PA      | $28981772.05   | 0.09%             | 2069-11-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                            | Brookfield Finance Inc                                                           | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    9510000 | PA      | $9523548.99    | 0.03%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                   | GEN DIGITAL INC                                                                  | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   13532000 | PA      | $13538766.00   | 0.04%             | 2032-04-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                | Ardonagh Finco Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | GB        |   16100000 | PA      | $19499403.75   | 0.06%             | 2031-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2007-HE5                                  | CUSIP: 61753KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24621310 | PA      | $10453555.76   | 0.03%             | 2037-03-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                 | CLARIOS GLOBAL LP                                                                | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    2850870 | PA      | $3375182.25    | 0.01%             | 2031-07-16      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners CLO 16M-R3                                                | CUSIP: 38181EAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   51154000 | PA      | $51219988.66   | 0.17%             | 2039-08-09      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| POLARIS INC                                       | Polaris Inc                                                                      | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |   19375000 | PA      | $19577324.02   | 0.06%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -135871875 | NC      | $-36926.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                            | Commonwealth Bank of Australia                                                   | CUSIP: 202712BX2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   29470000 | PA      | $30052517.58   | 0.10%             | 2046-03-14      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                          | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   12200000 | PA      | $12522946.20   | 0.04%             | 2031-05-28      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Life Financial Services Trust                     | Life 2021-BMR Mortgage Trust                                                     | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13650000 | PA      | $13301585.12   | 0.04%             | 2038-03-15      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| GSAMP Trust                                       | GSAMP Trust 2006-NC2                                                             | CUSIP: 362463AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10471532 | PA      | $5909674.09    | 0.02%             | 2036-06-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | LEVEL 3 FINANCING INC                                                            | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    5680000 | PA      | $5692780.00    | 0.02%             | 2032-03-29      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                          | Belrose Funding Trust II                                                         | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23810000 | PA      | $24722941.35   | 0.08%             | 2055-05-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140HUMC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     627294 | PA      | $551595.17     | 0.00%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   19190000 | PA      | $19784410.25   | 0.06%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| API HEAT 2ND OUT 1L TL                            | API HEAT 2ND OUT 1L TL                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      31515 | PA      | $31515.38      | 0.00%             | 2029-11-28      | Floating      | 10.32%                | No            |                  3 | On Loan: No      |
| Mill City Mortgage Trust                          | Mill City Securities 2024-RS2 Ltd                                                | CUSIP: 59982DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20373782 | PA      | $19304362.56   | 0.06%             | 2069-08-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -190220625 | NC      | $-317763.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9350000 | PA      | $9480451.20    | 0.03%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                     | Mastr Asset Backed Securities Trust 2006-NC2                                     | CUSIP: 55275BAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6901921 | PA      | $2418879.56    | 0.01%             | 2036-08-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                | BSPRT 2025-FL12 Issuer LLC                                                       | CUSIP: 05619BAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12600000 | PA      | $12627924.12   | 0.04%             | 2043-01-17      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                             | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     537000 | PA      | $553343.28     | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                    | Structured Asset Securities Corp Mortgage Loan Trust 2006-BC4                    | CUSIP: 86359RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1004122 | PA      | $982171.76     | 0.00%             | 2036-12-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                            | Minera Mexico SA de CV                                                           | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |    3350000 | PA      | $3462225.00    | 0.01%             | 2032-02-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TRANSDIGM INC                                                                    | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    4789375 | PA      | $4807143.58    | 0.02%             | 2032-01-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3142GSVG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   92674791 | PA      | $94902254.12   | 0.31%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2025-PF1                                                             | CUSIP: 316922AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8454781 | PA      | $8578452.44    | 0.03%             | 2055-06-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| NISOURCE INC                                      | NiSource Inc                                                                     | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   12325000 | PA      | $12404826.68   | 0.04%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |     -13358 | NC      | $-2421137.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -135871875 | NC      | $-192924.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELUS CORP                                        | TELUS Corp                                                                       | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |   13850000 | PA      | $14133135.55   | 0.05%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                     | Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-OA2                    | CUSIP: 25150UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1780826 | PA      | $1625759.36    | 0.01%             | 2047-04-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   12700000 | PA      | $12684135.16   | 0.04%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                          | Allwyn Entertainment Financing UK PLC                                            | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    3780000 | PA      | $4668404.36    | 0.02%             | 2030-04-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418FRA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38671373 | PA      | $39759319.76   | 0.13%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAPHILUX SARL (IQ-EQ)1L TL CL USD                 | SAPHILUX SARL (IQ-EQ)1L TL CL USD                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13450000 | PA      | $13525723.50   | 0.04%             | 2028-07-18      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                                    | FRONERI US INC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   23537138 | PA      | $23510775.91   | 0.08%             | 2031-09-30      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2025-NQM7                                        | CUSIP: 10570TAD7<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |   13698409 | PA      | $13793173.32   | 0.05%             | 2065-07-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                    | EFMT 2024-CES1                                                                   | CUSIP: 281907AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10474437 | PA      | $10549898.76   | 0.03%             | 2060-01-26      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                               | Owl Rock CLO I LLC                                                               | CUSIP: 69121XAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1100000 | PA      | $1105143.71    | 0.00%             | 2036-02-20      | Floating      | 7.14%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1526636.08   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOSSUS ACQUIRECO LLC                            | COLOSSUS ACQUIRECO LLC                                                           | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   23500000 | PA      | $23470625.00   | 0.08%             | 2032-07-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                    | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RHN7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   15350000 | PA      | $16214223.42   | 0.05%             | 2030-02-20      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Life Financial Services Trust                     | Life 2021-BMR Mortgage Trust                                                     | CUSIP: 53218CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3675000 | PA      | $3649706.45    | 0.01%             | 2038-03-15      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S                    | HOMES 2025-AFC3 Trust                                                            | CUSIP: 43762AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2840533 | PA      | $2831230.31    | 0.01%             | 2060-08-25      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| PETSMART INC                                      | PETSMART INC                                                                     | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |    6670000 | PA      | $6634582.30    | 0.02%             | 2032-08-18      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2024-HE6                                                             | CUSIP: 31684DAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2726616 | PA      | $2752312.42    | 0.01%             | 2054-12-25      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| BCRED BSL CLO 2021-1, LTD                         | BCRED CLO 2025-1 LLC                                                             | CUSIP: 05556FAE3<br>LEI: 2549001W2Y6F50VEZG93 | Long             | ABS-CBDO         | CORP              | KY        |   11300000 | PA      | $11265547.43   | 0.04%             | 2037-04-20      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    8680000 | PA      | $8812595.68    | 0.03%             | N/A             | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALT-2 STRUCTURED TRUST                            | ALT-2 STRUCTURED TRUST                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   37551086 | PA      | $35167212.76   | 0.11%             | 2049-12-31      | Variable      | 2.95%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XGJR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2434273 | PA      | $2173743.29    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $4543817.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138WBRJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58892 | PA      | $59320.03      | 0.00%             | 2044-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                          | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ELZ98<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     300000 | PA      | $209289.00     | 0.00%             | 2040-07-30      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| JANUS HEND US HLDGS INC                           | Janus Henderson US Holdings Inc                                                  | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |    3460000 | PA      | $3515785.51    | 0.01%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                | BSPRT 2025-FL12 Issuer LLC                                                       | CUSIP: 05619BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13900000 | PA      | $13885684.39   | 0.05%             | 2043-01-17      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BCRED BSL CLO 2021-1, LTD                         | BCRED CLO 2025-1 LLC                                                             | CUSIP: 05556FAC7<br>LEI: 2549001W2Y6F50VEZG93 | Long             | ABS-CBDO         | CORP              | KY        |    7150000 | PA      | $7155396.82    | 0.02%             | 2037-04-20      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2023-NQM9 Trust                                                              | CUSIP: 673921AC6<br>LEI: 2549007JKD4UEFDCFB08 | Long             | ABS-MBS          | CORP              | US        |    3420846 | PA      | $3463563.54    | 0.01%             | 2063-10-25      | Variable      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| AURORA MILITARY HOUS III                          | Aurora Military Housing LLC                                                      | CUSIP: 05178TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2062431 | PA      | $2107965.77    | 0.01%             | 2034-07-15      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  207280000 | PA      | $139857321.36  | 0.46%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                    | Alternative Loan Trust 2007-OA7                                                  | CUSIP: 126680AA5<br>LEI: 549300QTQ6MX6ER06N64 | Long             | ABS-MBS          | CORP              | US        |    1855262 | PA      | $1724362.02    | 0.01%             | 2047-05-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3142J6CA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  166546485 | PA      | $168912434.31  | 0.55%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-12087864.91  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                | Macquarie Bank Ltd                                                               | CUSIP: 556079AG6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   46285000 | PA      | $46912719.48   | 0.15%             | 2036-08-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2025-NQM7                                        | CUSIP: 10570TAC9<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |    3484504 | PA      | $3507063.52    | 0.01%             | 2065-07-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                            | Brookfield Finance Inc                                                           | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    9400000 | PA      | $9721014.14    | 0.03%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2023-NQM5                                        | CUSIP: 10569UAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2594780 | PA      | $2607092.87    | 0.01%             | 2063-06-25      | Variable      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| HIGHMARK INC                                      | Highmark Inc                                                                     | CUSIP: 431116AE2<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |   17850000 | PA      | $15865845.77   | 0.05%             | 2031-05-10      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140W1UF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   98304414 | PA      | $99882044.56   | 0.33%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuers L                    | Aligned Data Centers Issuer LLC                                                  | CUSIP: 01627AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1345000 | PA      | $1364166.12    | 0.00%             | 2048-11-16      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17717000 | PA      | $17458570.98   | 0.06%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJXF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     133678 | PA      | $129496.59     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM4 Trust                                                              | CUSIP: 67118TAC8<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |    5138901 | PA      | $5173391.28    | 0.02%             | 2064-01-25      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $12220849.14   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR GROUP FINAN CO VIII                           | KKR Group Finance Co VIII LLC                                                    | CUSIP: 48252MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22210000 | PA      | $15615560.05   | 0.05%             | 2050-08-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| KDAC Aviation Finance Limited                     | KDAC Aviation Finance Ltd                                                        | CUSIP: 48244XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    9031123 | PA      | $9017666.76    | 0.03%             | 2042-12-15      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| ACRE COMMERCIAL MORTGAGE TRUST                    | ACRE Commercial Mortgage 2021-FL4 Ltd                                            | CUSIP: 00489TAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2683272 | PA      | $2629606.27    | 0.01%             | 2037-12-18      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| AETNA INC                                         | Aetna Inc                                                                        | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    3130000 | PA      | $3445814.63    | 0.01%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3142GSN38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  110787687 | PA      | $115144290.54  | 0.38%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Falcon Aerospace Ltd                              | Falcon 2019-1 Aerospace Ltd                                                      | CUSIP: 30610GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2460676 | PA      | $2448389.39    | 0.01%             | 2039-09-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XL LLC                                                     | CUSIP: 15675AAA7<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-CBDO         | CORP              | US        |   64859750 | PA      | $64861533.64   | 0.21%             | 2035-03-22      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| GMAC Commercial Mortgage Asset                    | GMAC Commercial Mortgage Asset Corp                                              | CUSIP: 817935AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13538179 | PA      | $14609850.57   | 0.05%             | 2036-08-10      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                          | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   41072000 | PA      | $39168750.63   | 0.13%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FRONTDOOR INC                                     | FRONTDOOR INC                                                                    | CUSIP: 35905CAK1<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | LON              | CORP              | US        |    2079000 | PA      | $2089395.00    | 0.01%             | 2031-12-19      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1507580.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuers L                    | Aligned Data Centers Issuer LLC                                                  | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2600000 | PA      | $2619140.94    | 0.01%             | 2048-08-17      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                            | Commonwealth Bank of Australia                                                   | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    3550000 | PA      | $3423883.41    | 0.01%             | 2034-09-12      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    5300000 | PA      | $5556280.39    | 0.02%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2006-NC5                                  | CUSIP: 61749BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23112806 | PA      | $12067163.44   | 0.04%             | 2036-10-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   41425000 | PA      | $43044929.60   | 0.14%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                   | Lehman XS Trust Series 2007-15N                                                  | CUSIP: 52524VAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     917895 | PA      | $908787.87     | 0.00%             | 2037-08-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                               | Owl Rock CLO I LLC                                                               | CUSIP: 69121XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14400000 | PA      | $14410473.12   | 0.05%             | 2036-02-20      | Floating      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BOR                       | PRIME SECURITY SERVICES BOR                                                      | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    4450688 | PA      | $4455138.90    | 0.01%             | 2030-10-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834PB8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   75000000 | PA      | $28877748.75   | 0.09%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10242217.10   | 0.03%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $1709754.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                | Boston Gas Co                                                                    | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    7450000 | PA      | $7851737.90    | 0.03%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| SLM CORP                                          | SLM Corp                                                                         | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9132000 | PA      | $8976412.64    | 0.03%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM4 Trust                                                              | CUSIP: 67118TAB0<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |    2371800 | PA      | $2388260.78    | 0.01%             | 2064-01-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                        | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   18470000 | PA      | $18913243.06   | 0.06%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38381NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   53050161 | PA      | $53703707.19   | 0.18%             | 2052-03-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners CLO 31M Ltd                                               | CUSIP: 38180JAE0<br>LEI: 254900IYMACYUBOF5J66 | Long             | ABS-CBDO         | CORP              | US        |    9500000 | PA      | $9509115.25    | 0.03%             | 2037-11-05      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PEER HOLDING III BV                               | PEER HOLDING III BV                                                              | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   18800100 | PA      | $18866652.35   | 0.06%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| NASSAU COMPANIES OF NY                            | Nassau Cos of New York/The                                                       | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15045000 | PA      | $14360554.81   | 0.05%             | 2030-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                               | ASCEND LEARNING LLC                                                              | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    3790452 | PA      | $3799246.11    | 0.01%             | 2028-12-11      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                            | GSAA Trust                                                                       | CUSIP: 3622EAAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10127532 | PA      | $2624237.93    | 0.01%             | 2047-03-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-4411486.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                           | Capital Automotive REIT                                                          | CUSIP: 12510HBA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9696094 | PA      | $9277918.92    | 0.03%             | 2054-10-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                       | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   12275000 | PA      | $12213083.92   | 0.04%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                          | American Airlines 2016-2 Class AA Pass Through Trust                             | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4325300 | PA      | $4228850.14    | 0.01%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XL LLC                                                     | CUSIP: 15675AAC3<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-CBDO         | CORP              | US        |    4600000 | PA      | $4625669.38    | 0.02%             | 2035-03-22      | Floating      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                             | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    1549000 | PA      | $1556997.49    | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2025-1                                                  | CUSIP: 35040WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3558080 | PA      | $3603922.60    | 0.01%             | 2050-04-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  619570187 | PA      | $630507775.90  | 2.06%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                   | CLI Funding IX LLC                                                               | CUSIP: 12571WAG8<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |    4463042 | PA      | $4524937.83    | 0.01%             | 2050-06-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| TELUS CORP                                        | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    9850000 | PA      | $10253653.00   | 0.03%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GMAC Commercial Mortgage Asset                    | GMAC Commercial Mortgage Asset Corp                                              | CUSIP: 36186XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $1983328.38    | 0.01%             | 2050-07-10      | Fixed         | 5.25%                 | Yes           |                  3 | On Loan: No      |
| PABST FINANCING NEWCO                             | PABST FINANCING NEWCO                                                            | CUSIP: 69382EAB8<br>LEI: 254900GGC0KE7OXLMU64 | Long             | LON              | CORP              | US        |    4617454 | PA      | $4525105.24    | 0.01%             | 2028-05-08      | Variable      | 7.86%                 | No            |                  3 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                           | GA Global Funding Trust                                                          | CUSIP: 36143L2H7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   16400000 | PA      | $14563718.08   | 0.05%             | 2032-01-06      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CO                                       | Southern Co/The                                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    3863000 | PA      | $3808302.62    | 0.01%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                  | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     150000 | PA      | $191348.66     | 0.00%             | 2029-01-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| POLARIS INC                                       | Polaris Inc                                                                      | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13783665.61   | 0.05%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                               | First Republic Bank/CA                                                           | CUSIP: 33616C696<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     276775 | NS      | $55.36         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 321 Henderson Receivables LLC                     | 321 Henderson Receivables VI LLC                                                 | CUSIP: 88576XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     252736 | PA      | $254355.09     | 0.00%             | 2059-07-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38385CQG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20561156 | PA      | $20567102.78   | 0.07%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                              | JetBlue 2020-1 Class A Pass Through Trust                                        | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100922 | PA      | $96076.71      | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    3060000 | PA      | $3085986.65    | 0.01%             | 2029-08-01      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LL                    | Aligned Data Centers Issuer LLC                                                  | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   47980000 | PA      | $47120495.88   | 0.15%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-AIR2                                           | CUSIP: 05613QAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3644885 | PA      | $3651683.34    | 0.01%             | 2041-10-15      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                    | Carlyle Global Market Strategies CLO 2012-3 Ltd                                  | CUSIP: 14309WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8920000 | PA      | $20326.00      | 0.00%             | 2032-01-14      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                            | Global Atlantic Fin Co                                                           | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   41670000 | PA      | $41865320.21   | 0.14%             | 2056-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                    | CSAIL 2019-C15 Commercial Mortgage Trust                                         | CUSIP: 22945DAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   84077124 | PA      | $2018616.08    | 0.01%             | 2052-03-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STWD CMNTYS DEV AUT                    | California Statewide Communities Development Authority                           | CUSIP: 13080SL93<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   10150000 | PA      | $10696916.51   | 0.03%             | 2047-08-15      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| MB2 1L DDTL TRANCHE 1 CL FUNDED                   | MB2 1L DDTL TRANCHE 1 CL FUNDED                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6886606 | PA      | $6836242.85    | 0.02%             | 2031-02-13      | Floating      | 5.25%                 | No            |                  3 | On Loan: No      |
| FREEPORT LNG DEVELOPMENT LP                       | FREEPORT LNG DEVELOPMENT LP                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8238580 | PA      | $8377034.44    | 0.03%             | 2039-12-31      | Fixed         | 5.92%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                          | MB2 DENTAL SOLUTIONS LLC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1369659 | PA      | $1244645.90    | 0.00%             | 2031-02-13      | Floating      | 2.07%                 | No            |                  3 | On Loan: No      |
| MB2 1L DDTL CL TRANCHE 2 FUNDED                   | MB2 1L DDTL CL TRANCHE 2 FUNDED                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2834528 | PA      | $2793068.34    | 0.01%             | 2031-02-13      | Floating      | 9.22%                 | No            |                  3 | On Loan: No      |
| BELL CANADA                                       | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    5825000 | PA      | $6009844.73    | 0.02%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TOTAL WEBHOSTING SOLUTIO                          | TOTAL WEBHOSTING SOLUTIO                                                         | CUSIP: 000000000<br>LEI: 98450055H0892EDCB847 | Long             | LON              | CORP              | NL        |   21200000 | PA      | $24756419.25   | 0.08%             | 2031-11-06      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -217132000 | NC      | $-665550.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                         | CUSIP: 88059GBJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    1020000 | PA      | $116009.70     | 0.00%             | 2065-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HILLSBOROUGH CA SCH DIST                          | Hillsborough City School District                                                | CUSIP: 432272GD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $570596.60     | 0.00%             | 2037-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      76000 | PA      | $73901.64      | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                    | Alternative Loan Trust 2007-OA4                                                  | CUSIP: 02150DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11705577 | PA      | $10714734.12   | 0.04%             | 2047-05-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                       | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2280000 | PA      | $2399713.97    | 0.01%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                 | GXO Logistics Inc                                                                | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   13120000 | PA      | $13817166.76   | 0.05%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                           | BDS 2025-FL16 LLC                                                                | CUSIP: 05556XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13200000 | PA      | $13199920.80   | 0.04%             | 2043-07-19      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                          | Capital Power US Holdings Inc                                                    | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3350000 | PA      | $3497316.38    | 0.01%             | 2035-06-01      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Hotwire Funding LLC                               | Hotwire Funding LLC                                                              | CUSIP: 44148JAK5<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    3150000 | PA      | $3220676.24    | 0.01%             | 2054-06-20      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL IV (FKA DYAL IV) SR SEC A                | BLUE OWL IV (FKA DYAL IV) SR SEC A                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6240000 | PA      | $6309678.71    | 0.02%             | 2045-08-22      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     149000 | PA      | $137657.12     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  290070000 | PA      | $104406223.62  | 0.34%             | 2046-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-RPL7 Trust                                                             | CUSIP: 12598JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40964889 | PA      | $40796150.55   | 0.13%             | 2061-07-27      | Variable      | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Capmark Military Housing Trust                    | Capmark Military Housing Trust                                                   | CUSIP: 14070AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2877091 | PA      | $2814589.46    | 0.01%             | 2052-10-10      | Fixed         | 6.06%                 | Yes           |                  3 | On Loan: No      |
| GRANT THORNTON 1L TLB CL EURO                     | GRANT THORNTON 1L TLB CL EURO                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   12075000 | PA      | $14270921.16   | 0.05%             | 2032-09-11      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CEAMER FINANCE III LLC                            | CEAMER FINANCE III LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25510067 | PA      | $26300351.73   | 0.09%             | 2039-11-15      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications Inc                                                           | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   19041000 | PA      | $10594736.29   | 0.03%             | 2050-10-01      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO Ltd                                      | Ares LXXVIII CLO Ltd                                                             | CUSIP: 03990PAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17000000 | PA      | $15468300.00   | 0.05%             | 2039-01-15      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| DYAL III SERIES B ISSUER A                        | DYAL III SERIES B ISSUER A                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5880000 | PA      | $6096523.59    | 0.02%             | 2044-06-15      | Fixed         | 6.55%                 | No            |                  3 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                            | Global Atlantic Fin Co                                                           | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $3258762.46    | 0.01%             | 2054-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XLVIII Ltd                                                  | CUSIP: 55821UAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14000000 | PA      | $13998506.20   | 0.05%             | 2039-01-19      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| WHITEWATER DBR HOLDCO LL                          | WHITEWATER DBR HOLDCO LL                                                         | CUSIP: 96616PAD0<br>LEI: 21380025GXMNBTSJP816 | Long             | LON              | CORP              | US        |    4542615 | PA      | $4565328.07    | 0.01%             | 2031-03-03      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    9225000 | PA      | $9449078.39    | 0.03%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2024-HE1                                                             | CUSIP: 31684HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11467963 | PA      | $11715531.29   | 0.04%             | 2054-03-25      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS HOLDINGS INC                              | NOVELIS HOLDINGS INC                                                             | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |    8337000 | PA      | $8364762.21    | 0.03%             | 2032-03-11      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                        | TELUS Corp                                                                       | CUSIP: 87971MCQ4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |   12320000 | PA      | $12340439.99   | 0.04%             | 2056-06-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HOPE GAS HOLDINGS LLC                             | HOPE GAS HOLDINGS LLC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7491340.35    | 0.02%             | 2037-09-01      | Fixed         | 6.18%                 | No            |                  3 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2025-CES8                                                    | CUSIP: 74939WAA8<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-MBS          | CORP              | US        |    9445376 | PA      | $9495422.88    | 0.03%             | 2055-08-25      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL HOLDINGS LP                          | BAIN CAPITAL HOLDINGS LP                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36000000 | PA      | $26407084.68   | 0.09%             | 2041-04-15      | Fixed         | 3.41%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $3343874.43    | 0.01%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM4 Trust                                                              | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |    9430666 | PA      | $9511179.58    | 0.03%             | 2064-01-25      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S                    | HOMES 2025-AFC2 Trust                                                            | CUSIP: 43761YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29683821 | PA      | $29917151.10   | 0.10%             | 2060-06-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| ROCKET COS INC                                    | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11250000 | PA      | $11729463.75   | 0.04%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                    | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKR4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    4950000 | PA      | $5085394.38    | 0.02%             | 2031-08-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan                     | New Residential Mortgage Loan Trust 2024-NQM2                                    | CUSIP: 64832BAE5<br>LEI: 213800Z6O4V4V96AU133 | Long             | ABS-MBS          | CORP              | US        |   13335865 | PA      | $13393782.43   | 0.04%             | 2064-09-25      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Hotwire Funding LLC                               | Hotwire Funding LLC                                                              | CUSIP: 44148JAM1<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    3860000 | PA      | $4005673.31    | 0.01%             | 2054-06-20      | Fixed         | 9.19%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners CLO 31M Ltd                                               | CUSIP: 38180JAG5<br>LEI: 254900IYMACYUBOF5J66 | Long             | ABS-CBDO         | CORP              | US        |    2250000 | PA      | $2244407.85    | 0.01%             | 2037-11-05      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3870000 | PA      | $3479884.11    | 0.01%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2016-C3                                      | CUSIP: 17325GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8730008 | PA      | $30408.36      | 0.00%             | 2049-11-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                     | SoftBank Corp                                                                    | CUSIP: 83405KAB8<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |   31550000 | PA      | $31615816.77   | 0.10%             | 2035-07-09      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2025-CES8                                                    | CUSIP: 74939WAB6<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-MBS          | CORP              | US        |    6139494 | PA      | $6171643.00    | 0.02%             | 2055-08-25      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TELUS CORP                                        | TELUS Corp                                                                       | CUSIP: 87971MCR2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |   12320000 | PA      | $12307955.60   | 0.04%             | 2056-06-09      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                    | JPMDB Commercial Mortgage Securities Trust 2017-C7                               | CUSIP: 46648KAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  109439967 | PA      | $1227194.13    | 0.00%             | 2050-10-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                 | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   17415000 | PA      | $15102763.78   | 0.05%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2007-HE6                                  | CUSIP: 61755CAA0<br>LEI: 5493005XH7EPFP4PGZ13 | Long             | ABS-MBS          | CORP              | US        |    1988996 | PA      | $1821901.87    | 0.01%             | 2037-05-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| TARRANT CNTY TX CULTURAL EDU F                    | Tarrant County Cultural Education Facilities Finance Corp                        | CUSIP: 87638QRJ0<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |    2500000 | PA      | $1808769.25    | 0.01%             | 2050-09-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                       | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   25250000 | PA      | $26533583.75   | 0.09%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HILLSBOROUGH CA SCH DIST                          | Hillsborough City School District                                                | CUSIP: 432272GF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $504389.40     | 0.00%             | 2039-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                          | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    7970000 | PA      | $8205322.22    | 0.03%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                 | GXO Logistics Inc                                                                | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   10485000 | PA      | $11326472.73   | 0.04%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                   | CMS Energy Corp                                                                  | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   22615000 | PA      | $23254326.05   | 0.08%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                    | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3                         | CUSIP: 61778LAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8829269 | PA      | $8903516.78    | 0.03%             | 2070-05-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan                     | New Residential Mortgage Loan Trust 2024-NQM2                                    | CUSIP: 64832BAD7<br>LEI: 213800Z6O4V4V96AU133 | Long             | ABS-MBS          | CORP              | US        |   18474767 | PA      | $18543820.25   | 0.06%             | 2064-09-25      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                    | JP Morgan Mortgage Acquisition Trust 2006-WMC4                                   | CUSIP: 46630BAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11538946 | PA      | $6045917.55    | 0.02%             | 2036-12-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140LGVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     261234 | PA      | $242949.95     | 0.00%             | 2039-07-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| CIMIC FINANCE USA PTY LT                          | CIMIC Finance USA Pty Ltd                                                        | CUSIP: 171873AB8<br>LEI: 213800GNWSV32LXHCZ50 | Long             | DBT              | CORP              | AU        |    3240000 | PA      | $3517682.81    | 0.01%             | 2034-03-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM8 Trust                                                              | CUSIP: 67119CAB6<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |    5125286 | PA      | $5176912.31    | 0.02%             | 2064-05-25      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2                          | ABG INTERMEDIATE HLDGS 2                                                         | CUSIP: 00076VBM1<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   19702247 | PA      | $19702246.87   | 0.06%             | 2032-02-13      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| MN8 PORTFOLIO IV LLC                              | MN8 PORTFOLIO IV LLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   32700000 | PA      | $33211973.44   | 0.11%             | 2045-07-30      | Fixed         | 6.31%                 | No            |                  3 | On Loan: No      |
| OAKLAND CA REDEV SUCCESSOR AGY                    | Oakland Redevelopment Agency Successor Agency                                    | CUSIP: 67232TBQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1100000 | PA      | $978655.15     | 0.00%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                   | Fair Isaac Corp                                                                  | CUSIP: 303250AE4<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   15640000 | PA      | $15659598.95   | 0.05%             | 2026-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Apollo Aviation Securitization                    | AASET MT-1 Ltd                                                                   | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32139951 | PA      | $32328168.49   | 0.11%             | 2050-02-16      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | CAESARS ENTERTAIN INC                                                            | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    4685030 | PA      | $4642864.67    | 0.02%             | 2030-02-06      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2018-B6 Mortgage Trust                                                 | CUSIP: 08162CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   57574792 | PA      | $403415.05     | 0.00%             | 2051-10-10      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                       | Hexcel Corp                                                                      | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    3475000 | PA      | $3634367.43    | 0.01%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138LACG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     281535 | PA      | $243408.89     | 0.00%             | 2045-08-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                | Kennedy-Wilson Inc                                                               | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |      81000 | PA      | $76344.21      | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MX HOLDINGS US INC                                | MX HOLDINGS US INC                                                               | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |    2805918 | PA      | $2810603.51    | 0.01%             | 2032-03-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                   | Alumina Pty Ltd                                                                  | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |   10100000 | PA      | $10488092.50   | 0.03%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| American Home Mortgage Assets                     | American Home Mortgage Assets Trust 2007-5                                       | CUSIP: 026936AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7438537 | PA      | $7043498.53    | 0.02%             | 2047-06-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM8 Trust                                                              | CUSIP: 67119CAC4<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |    6857385 | PA      | $6927448.02    | 0.02%             | 2064-05-25      | Variable      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| Nomura Resecuritization Trust                     | Nomura Resecuritization Trust 2015-4R                                            | CUSIP: 65540WCC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     149679 | PA      | $147060.79     | 0.00%             | 2036-03-26      | Floating      | 4.47%                 | Yes           |                  3 | On Loan: No      |
| CML - CBS STUDIO CENTER                           | CML - CBS STUDIO CENTER                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   34100000 | PA      | $33934016.89   | 0.11%             | 2026-01-09      | Floating      | 6.98%                 | No            |                  3 | On Loan: No      |
| PERIMETER HOL                                     | Perimeter Holdings LLC                                                           | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1659026.18    | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S                    | HOMES 2025-AFC2 Trust                                                            | CUSIP: 43761YAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6611397 | PA      | $6662184.68    | 0.02%             | 2060-06-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                                            | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   17300000 | PA      | $18178866.12   | 0.06%             | 2037-01-25      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                  | LG Energy Solution Ltd                                                           | CUSIP: 50205MAE9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    7100000 | PA      | $7201821.17    | 0.02%             | 2034-07-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DYAL III SERIES A ISSUER B                        | DYAL III SERIES A ISSUER B                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9761924 | PA      | $9467823.44    | 0.03%             | 2040-06-15      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| AITX FINCO LLC                                    | AITX FINCO LLC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   37200000 | PA      | $37095220.62   | 0.12%             | 2032-10-23      | Fixed         | 5.67%                 | No            |                  3 | On Loan: No      |
| Fortress Credit Opportunities                     | Fortress Credit Opportunities IX CLO Ltd                                         | CUSIP: 34961JAY0<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |    3450000 | PA      | $3448699.35    | 0.01%             | 2033-10-15      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                   | Alumina Pty Ltd                                                                  | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    2558000 | PA      | $2642176.11    | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| GATX CORP                                         | GATX Corp                                                                        | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    4428000 | PA      | $4483103.54    | 0.01%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                 | EMRLD BORROWER LP                                                                | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |   18150989 | PA      | $18186383.43   | 0.06%             | 2030-05-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    6518000 | PA      | $4677554.90    | 0.02%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSUR                               | Sumitomo Life Insurance Co                                                       | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |   10550000 | PA      | $10655679.35   | 0.03%             | 2055-09-10      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                | Subway Funding LLC                                                               | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28264500 | PA      | $29210233.00   | 0.10%             | 2054-07-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                    | WaMu Mortgage Pass-Through Certificates Series 2006-AR13 Trust                   | CUSIP: 93363RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1144829 | PA      | $1016747.41    | 0.00%             | 2046-10-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                          | BRSP 2024-FL2 Ltd                                                                | CUSIP: 05613BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5650000 | PA      | $5646631.47    | 0.02%             | 2037-08-19      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140HYCH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     539916 | PA      | $419623.53     | 0.00%             | 2048-02-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B14 Mortgage Trust                                                | CUSIP: 08162YAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   93757543 | PA      | $1835988.34    | 0.01%             | 2062-12-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    6341000 | PA      | $6962307.73    | 0.02%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                   | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1746149.90    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MASORANGE FINCO PLC                               | MASORANGE FINCO PLC                                                              | CUSIP: 000000000<br>LEI: 549300PONZMYNJTH6970 | Long             | LON              | CORP              | GB        |   10000000 | PA      | $11770741.68   | 0.04%             | 2031-03-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| HV STRUCTURED SOLUTIONS IV                        | HV STRUCTURED SOLUTIONS IV                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28760176 | PA      | $28560507.70   | 0.09%             | 2030-09-15      | Floating      | 6.22%                 | No            |                  3 | On Loan: No      |
| Apollo Aviation Securitization                    | AASET MT-1 Ltd                                                                   | CUSIP: 00039NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   16127292 | PA      | $16147749.94   | 0.05%             | 2050-02-16      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                      | Voya CLO 2024-2 Ltd                                                              | CUSIP: 92920HAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14750000 | PA      | $14814768.73   | 0.05%             | 2037-07-20      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                          | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   12075000 | PA      | $12474796.01   | 0.04%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3132L9Y82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     164910 | PA      | $164001.71     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPLORE INC - CVR                                  | XPLORE INC - CVR                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       6119 | NS      | $0.61          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| QTS GOOD NEWS FACILITY TL                         | QTS GOOD NEWS FACILITY TL                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   49925000 | PA      | $49904928.65   | 0.16%             | 2028-10-09      | Floating      | 6.52%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140LDLZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     120252 | PA      | $93729.68      | 0.00%             | 2039-09-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding LXV Ltd                                                     | CUSIP: 55823FAF2<br>LEI: 213800EBRIAZSOKC7K58 | Long             | ABS-CBDO         | CORP              | JE        |    5500000 | PA      | $5520070.60    | 0.02%             | 2038-07-16      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS DEFERRAL                       | AP GRANGE HOLDINGS DEFERRAL                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   10096439 | PA      | $10096439.17   | 0.03%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| DYAL IV ISSUER A                                  | DYAL IV ISSUER A                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27170000 | PA      | $25281946.65   | 0.08%             | 2041-02-22      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| Sound Point CLO LTD                               | Sound Point Clo XXXI Ltd                                                         | CUSIP: 83615PAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2200000 | PA      | $2200213.84    | 0.01%             | 2034-10-25      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM8 Trust                                                              | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |    6020628 | PA      | $6091280.35    | 0.02%             | 2064-05-25      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                           | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5100000 | PA      | $5165094.36    | 0.02%             | 2054-11-20      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                  | LG Energy Solution Ltd                                                           | CUSIP: 50205MAD1<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   15000000 | PA      | $15410282.55   | 0.05%             | 2029-07-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HIGGINBOTHAM INSURANCE A                          | HIGGINBOTHAM INSURANCE AGENCY INC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   49348160 | PA      | $49076566.22   | 0.16%             | 2028-11-24      | Floating      | 8.22%                 | No            |                  3 | On Loan: No      |
| Deephaven Residential Mortgage                    | Deephaven Residential Mortgage Trust 2025-CES1                                   | CUSIP: 24380WAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5982800 | PA      | $5993747.93    | 0.02%             | 2055-10-25      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.NA.HY.45.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-22899338.73  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                           | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 052528AV8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   24460000 | PA      | $25297742.78   | 0.08%             | 2036-06-18      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                    | WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust                        | CUSIP: 933631AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30392296 | PA      | $13785933.32   | 0.05%             | 2037-01-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                              | WW INTERNATIONAL INC                                                             | CUSIP: 92941PAE3<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |    3749221 | PA      | $3285929.45    | 0.01%             | 2030-06-24      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                               | Hotwire Funding LLC                                                              | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   22750000 | PA      | $23137464.35   | 0.08%             | 2054-06-20      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| ZEPHYR MIDCO 2 LTD                                | ZEPHYR MIDCO 2 LTD                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    2400000 | PA      | $3233574.35    | 0.01%             | 2028-07-31      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                    | PMT Loan Trust 2025-INV7                                                         | CUSIP: 73015FAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4852896 | PA      | $4886175.24    | 0.02%             | 2056-06-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| OWS Structured Asset Trust                        | OSAT 2021-RPL1 Trust                                                             | CUSIP: 67114HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   46343612 | PA      | $46343612.13   | 0.15%             | 2065-05-25      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1518622.71    | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Novastar Home Equity Loan                         | NovaStar Mortgage Funding Trust Series 2007-1                                    | CUSIP: 669971AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2351939 | PA      | $1541848.11    | 0.01%             | 2037-03-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUS                    | Stream Innovations 2024-2 Issuer Trust                                           | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5927103 | PA      | $5994407.76    | 0.02%             | 2045-02-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| THL Credit Lake Shore MM CLO I                    | THL Credit Lake Shore MM CLO I LTD                                               | CUSIP: 510800AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   24564493 | PA      | $24571739.32   | 0.08%             | 2033-04-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Fremont Home Loan Trust                           | Fremont Home Loan Trust 2006-D                                                   | CUSIP: 35729VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9597097 | PA      | $3341521.90    | 0.01%             | 2036-11-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                              | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   13230000 | PA      | $13291027.87   | 0.04%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                | Subway Funding LLC                                                               | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18711000 | PA      | $19104544.72   | 0.06%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   35721000 | PA      | $36361441.81   | 0.12%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                                            | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   13925000 | PA      | $14853477.64   | 0.05%             | 2038-01-25      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                          | Safehold GL Holdings LLC                                                         | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |   27008000 | PA      | $24327733.64   | 0.08%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138LLCK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     342975 | PA      | $299916.44     | 0.00%             | 2047-11-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                       | CAFL 2025-RRTL2 Issuer LP                                                        | CUSIP: 12770JAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4600000 | PA      | $4612713.02    | 0.02%             | 2040-11-28      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ATLANTIC MARINE CORP COM                          | Atlantic Marine Corps Communities LLC                                            | CUSIP: 048677AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     712017 | PA      | $622231.61     | 0.00%             | 2050-12-01      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| CEGID GROUP SA                                    | CEGID GROUP SA                                                                   | CUSIP: 000000000<br>LEI: 969500P65RIUGCL3D981 | Long             | LON              | CORP              | FR        |   18950000 | PA      | $22319584.41   | 0.07%             | 2030-01-31      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                          | Fortitude Group Holdings LLC                                                     | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   16600000 | PA      | $17290324.78   | 0.06%             | 2030-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RL DATIX 1L REV FUNDED                            | RL DATIX 1L REV FUNDED                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2682258 | PA      | $2682257.56    | 0.01%             | 2030-10-30      | Floating      | 9.28%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     152001 | PA      | $144241.01     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                               | DBGS 2018-C1 Mortgage Trust                                                      | CUSIP: 23307DBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7588000 | PA      | $7106903.35    | 0.02%             | 2051-10-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                    | JP Morgan Mortgage Acquisition Trust 2006-WMC4                                   | CUSIP: 46630BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   54312324 | PA      | $34626480.11   | 0.11%             | 2036-12-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| ATLANTIC MARINE CORP COM                          | Atlantic Marine Corps Communities LLC                                            | CUSIP: 048677AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10484752 | PA      | $10065466.81   | 0.03%             | 2050-12-01      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| CREATIVE PLANNING INC                             | CREATIVE PLANNING LLC                                                            | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   20888626 | PA      | $20926434.35   | 0.07%             | 2031-05-19      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                               | Hotwire Funding LLC                                                              | CUSIP: 44148JAA7<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    5350000 | PA      | $5239942.48    | 0.02%             | 2051-11-20      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                           | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6625000 | PA      | $6665986.89    | 0.02%             | 2053-05-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                            | MIWD Holdco II LLC / MIWD Finance Corp                                           | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $242151.48     | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138LMK69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1158495 | PA      | $1027108.75    | 0.00%             | 2048-02-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                       | CAFL 2025-RRTL2 Issuer LP                                                        | CUSIP: 12770JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17850000 | PA      | $17899514.12   | 0.06%             | 2040-11-28      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| RL DATIX CAR FACILITY 1L DDTL FUND                | RL DATIX CAR FACILITY 1L DDTL FUND                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3194732 | PA      | $3194732.50    | 0.01%             | 2031-04-30      | Floating      | 9.23%                 | No            |                  3 | On Loan: No      |
| WEIR GROUP INC                                    | Weir Group Inc                                                                   | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1664748.95    | 0.01%             | 2030-05-06      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                          | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   20200000 | PA      | $18295712.47   | 0.06%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                               | Hotwire Funding LLC                                                              | CUSIP: 44148JAB5<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    4025000 | PA      | $3944956.44    | 0.01%             | 2051-11-20      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                          | Safehold GL Holdings LLC                                                         | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |   27977000 | PA      | $25713126.90   | 0.08%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   58500000 | PA      | $60723456.89   | 0.20%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                            | Navigator 2025-1 Aviation Ltd                                                    | CUSIP: 63943GAA0<br>LEI: 984500AWDV89795F0342 | Long             | ABS-O            | CORP              | KY        |   20790233 | PA      | $20584601.06   | 0.07%             | 2050-10-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   13145000 | PA      | $13588341.42   | 0.04%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                 | EMRLD BORROWER LP                                                                | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    7742195 | PA      | $7753576.40    | 0.03%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138LKYX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     851096 | PA      | $743446.51     | 0.00%             | 2047-10-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                | Subway Funding LLC                                                               | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9405000 | PA      | $9534255.74    | 0.03%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus                    | Residential Mortgage Loan Trust 2020-1                                           | CUSIP: 76119CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70182 | PA      | $69732.01      | 0.00%             | 2060-01-26      | Variable      | 2.68%                 | Yes           |                  3 | On Loan: No      |
| ALLO Issuer, LLC                                  | ALLO Issuer LLC                                                                  | CUSIP: 01983KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1015086.10    | 0.00%             | 2054-07-20      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140J0NM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1669654 | PA      | $1263261.03    | 0.00%             | 2050-07-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| ONEAMERICA FINL PARTNERS                          | OneAmerica Financial Partners Inc                                                | CUSIP: 682441AB6<br>LEI: 5493009S1SVD6UNUDB08 | Long             | DBT              | CORP              | US        |   20809000 | PA      | $15900348.55   | 0.05%             | 2050-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HMHR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34629570 | PA      | $34739182.96   | 0.11%             | 2051-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                  | LG Energy Solution Ltd                                                           | CUSIP: 50205MAF6<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    5400000 | PA      | $5500916.33    | 0.02%             | 2028-04-02      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Alliance Bancorp Trust                            | Alliance Bancorp Trust 2007-OA1                                                  | CUSIP: 01852TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     436833 | PA      | $390190.25     | 0.00%             | 2037-07-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                             | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23550000 | PA      | $23342213.64   | 0.08%             | 2055-10-05      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| THL Credit Lake Shore MM CLO I                    | THL Credit Lake Shore MM CLO I LTD                                               | CUSIP: 510800AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   30400000 | PA      | $30435318.72   | 0.10%             | 2033-04-15      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                    | PMT Loan Trust 2025-INV7                                                         | CUSIP: 73015FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8161690 | PA      | $8292543.49    | 0.03%             | 2056-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                          | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    9710000 | PA      | $7547840.41    | 0.02%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RL DATIX 1L TL FACILITY B GBP                     | RL DATIX 1L TL FACILITY B GBP                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   10570675 | PA      | $14246098.04   | 0.05%             | 2031-04-30      | Floating      | 8.97%                 | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2024-9                                                | CUSIP: 92540RAE4<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |   12642747 | PA      | $12727739.18   | 0.04%             | 2069-11-25      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                          | Health Care Service Corp A Mutual Legal Reserve Co                               | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4619290.75    | 0.02%             | 2054-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ALLIANZ SE                                        | Allianz SE                                                                       | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   36800000 | PA      | $38199945.60   | 0.12%             | N/A             | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                                            | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   10100000 | PA      | $10568106.32   | 0.03%             | 2033-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                                | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2645000 | PA      | $2759599.92    | 0.01%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140LD3D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     571691 | PA      | $454415.02     | 0.00%             | 2039-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru                    | Vista Point Securitization Trust 2025-CES1                                       | CUSIP: 92842DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35611711 | PA      | $35869642.76   | 0.12%             | 2055-04-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| First NLC Trust                                   | First NLC Trust 2005-1                                                           | CUSIP: 32113JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1769756 | PA      | $1606180.22    | 0.01%             | 2035-05-25      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE VOPAK NV                              | KONINKLIJKE VOPAK NV                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    5500000 | PA      | $5632988.57    | 0.02%             | 2032-06-20      | Fixed         | 6.04%                 | No            |                  3 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2023-CES2                                                    | CUSIP: 748956AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2284601 | PA      | $2304369.93    | 0.01%             | 2043-09-25      | Variable      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  192162000 | PA      | $193753341.56  | 0.63%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PENN MUTUAL LIFE INS CO                           | Penn Mutual Life Insurance Co/The                                                | CUSIP: 707567AE3<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |   14970000 | PA      | $9916723.21    | 0.03%             | 2061-04-29      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2024-9                                                | CUSIP: 92540RAD6<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |   13391854 | PA      | $13472008.13   | 0.04%             | 2069-11-25      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| PEER HOLDING III BV                               | PEER HOLDING III BV                                                              | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    2000000 | PA      | $2359506.79    | 0.01%             | 2031-07-01      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| HIGGINBOTHAM 1L DDTL FUNDED                       | HIGGINBOTHAM 1L DDTL FUNDED                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7958400 | PA      | $7914599.89    | 0.03%             | 2028-11-24      | Floating      | 0.50%                 | No            |                  3 | On Loan: No      |
| DYNASTY ACQUISITION CO I                          | DYNASTY ACQUISITION CO INC                                                       | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    5687396 | PA      | $5706164.41    | 0.02%             | 2031-10-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2024-4                                                  | CUSIP: 034943AC4<br>LEI: 25490046TFINGL6XED11 | Long             | ABS-MBS          | CORP              | US        |    6622740 | PA      | $6684216.61    | 0.02%             | 2069-01-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                     | Anchorage Credit Funding 13 Ltd                                                  | CUSIP: 03290AAN0<br>LEI: 549300N5JCR10GGBIT41 | Long             | ABS-CBDO         | CORP              | KY        |    1950000 | PA      | $1797468.86    | 0.01%             | 2039-07-27      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Vantage Data Centers LLC                          | Vantage Data Centers Issuer LLC                                                  | CUSIP: 92212KAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30550000 | PA      | $30340640.85   | 0.10%             | 2054-09-15      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| CTL - AZ BATTERY PROPERTY LLC                     | CTL - AZ BATTERY PROPERTY LLC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16480000 | PA      | $16282845.31   | 0.05%             | 2046-02-20      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2025-6 LLC                                                                  | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35777515 | PA      | $35835120.66   | 0.12%             | 2028-08-25      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| STRATEGIC PARTNERS FUND VIII LP                   | STRATEGIC PARTNERS FUND VIII LP                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30780988 | PA      | $30763474.88   | 0.10%             | 2028-03-31      | Floating      | 6.32%                 | No            |                  3 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                           | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   31331000 | PA      | $31986865.30   | 0.10%             | 2030-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2023-2                                                  | CUSIP: 03465GAC0<br>LEI: 254900IWOX9Q54UE4072 | Long             | ABS-MBS          | CORP              | US        |    6226460 | PA      | $6191781.91    | 0.02%             | 2067-10-25      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners CLO 16M-R3                                                | CUSIP: 38181EAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18750000 | PA      | $18772027.50   | 0.06%             | 2039-08-09      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD       | AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3186458 | PA      | $3155618.22    | 0.01%             | 2032-05-01      | Floating      | 8.92%                 | No            |                  3 | On Loan: No      |
| Imperial Fund LLC                                 | Imperial Fund Mortgage Trust 2022-NQM2                                           | CUSIP: 45276PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10295195 | PA      | $9755633.86    | 0.03%             | 2067-03-25      | Variable      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                    | JPMDB Commercial Mortgage Securities Trust 2016-C4                               | CUSIP: 46646RAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2650000 | PA      | $2460904.75    | 0.01%             | 2049-12-15      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                            | Darden Restaurants Inc                                                           | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    3970000 | PA      | $3250287.55    | 0.01%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                      | Ares XXVII CLO Ltd                                                               | CUSIP: 00190YBT1<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |    2800000 | PA      | $2804403.56    | 0.01%             | 2034-10-28      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                          | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18200000 | PA      | $18494070.32   | 0.06%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding 53 LLC                                                     | CUSIP: 15674YAE8<br>LEI: 635400YQBXB1DKX6JK08 | Long             | ABS-CBDO         | CORP              | KY        |   12250000 | PA      | $12249725.60   | 0.04%             | 2038-01-15      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2025-8 LLC                                                                  | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   54183642 | PA      | $54263177.84   | 0.18%             | 2030-10-25      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2024-4                                                  | CUSIP: 034943AB6<br>LEI: 25490046TFINGL6XED11 | Long             | ABS-MBS          | CORP              | US        |    3262434 | PA      | $3294581.37    | 0.01%             | 2069-01-25      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2007-HE3                                  | CUSIP: 617538AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9763861 | PA      | $4893350.07    | 0.02%             | 2036-12-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                 | Imperial Fund Mortgage Trust 2022-NQM2                                           | CUSIP: 45276PAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10473160 | PA      | $9894524.85    | 0.03%             | 2067-03-25      | Variable      | 4.02%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners CLO 69M                                                   | CUSIP: 38182GAE4<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | US        |   39730000 | PA      | $39605394.80   | 0.13%             | 2038-11-09      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   12840000 | PA      | $13417979.76   | 0.04%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                       | SVC ABS LLC                                                                      | CUSIP: 78487JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3475208 | PA      | $3407440.38    | 0.01%             | 2053-02-20      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2007-AMC1                                          | CUSIP: 17311BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18630226 | PA      | $10493510.10   | 0.03%             | 2036-12-25      | Floating      | 4.17%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2020-DUNE                                      | CUSIP: 36258BAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     829420 | PA      | $809383.73     | 0.00%             | 2036-12-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| HASBRO INC                                        | Hasbro Inc                                                                       | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   23976000 | PA      | $25433706.04   | 0.08%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MIDCAP FUNDING XLVI TRUST                         | MIDCAP FUNDING XLVI TRUST                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   33100000 | PA      | $33100000.00   | 0.11%             | 2028-04-15      | Floating      | 6.28%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137H7AY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      81000 | PA      | $65544.34      | 0.00%             | 2052-05-25      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                              | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   19225000 | PA      | $19238095.30   | 0.06%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization T                    | Station Place Securitization Trust Series 2025-SP1                               | CUSIP: 85772TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   50725000 | PA      | $50725000.00   | 0.17%             | 2026-07-02      | Floating      | 5.16%                 | Yes           |                  3 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2024-HE6                                                             | CUSIP: 31684DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25040353 | PA      | $25255159.42   | 0.08%             | 2054-12-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                            | AS Mileage Plan IP Ltd                                                           | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   16000000 | PA      | $16144233.12   | 0.05%             | 2031-10-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                 | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |   19300000 | PA      | $18928353.41   | 0.06%             | 2039-02-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 31427NHN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   98672941 | PA      | $100256496.46  | 0.33%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                                       | United States Treasury Strip Principal                                           | CUSIP: 912803FV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  235000000 | PA      | $66803384.20   | 0.22%             | 2051-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                    | Greystone CRE Notes 2021-FL3 Ltd                                                 | CUSIP: 39809PAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12000000 | PA      | $11877961.20   | 0.04%             | 2039-07-15      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding LIII Ltd                                                    | CUSIP: 558189AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   24000000 | PA      | $24052824.00   | 0.08%             | 2035-04-21      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   10672000 | PA      | $9150299.05    | 0.03%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -135871875 | NC      | $-36051.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                             | KKR Clo 16 Ltd                                                                   | CUSIP: 48251BBG4<br>LEI: 254900VCKMCY079T6M57 | Long             | ABS-CBDO         | CORP              | KY        |   11850000 | PA      | $11902911.44   | 0.04%             | 2034-10-20      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2336000 | PA      | $2430418.78    | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                           | Entergy Mississippi LLC                                                          | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    4410000 | PA      | $3362575.13    | 0.01%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investm                    | American Home Mortgage Investment Trust 2007-1                                   | CUSIP: 026932AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  114759519 | PA      | $17780495.56   | 0.06%             | 2047-05-25      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                       | SVC ABS LLC                                                                      | CUSIP: 78487JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15132542 | PA      | $14953818.80   | 0.05%             | 2053-02-20      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| FTAI AIRCRAFT LEASING FUN                         | FTAI AIRCRAFT LEASING FUN                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   28875000 | NS      | $31343408.25   | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| Vantage Data Centers LLC                          | Vantage Data Centers LLC                                                         | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   41150000 | PA      | $40670841.17   | 0.13%             | 2055-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM12 Trust                                                             | CUSIP: 67448PAC7<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-MBS          | CORP              | US        |    2085963 | PA      | $2105268.63    | 0.01%             | 2064-07-25      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                       | Legacy Mortgage Asset Trust 2021-GS5                                             | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17757858 | PA      | $17772120.98   | 0.06%             | 2067-07-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                    | Bear Stearns Asset Backed Securities I Trust 2006-HE9                            | CUSIP: 07389MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2611204 | PA      | $2577318.56    | 0.01%             | 2036-11-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners CLO 16M-R3                                                | CUSIP: 38181EAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6000000 | PA      | $6009021.60    | 0.02%             | 2039-08-09      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| NORDEA BANK ABP                                   | Nordea Bank Abp                                                                  | CUSIP: 65558RAH2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    3280000 | PA      | $3323471.02    | 0.01%             | 2029-09-10      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                              | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   22700000 | PA      | $22710633.82   | 0.07%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QR2M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18466617 | PA      | $18611603.73   | 0.06%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                            | AS Mileage Plan IP Ltd                                                           | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    9670000 | PA      | $9737115.89    | 0.03%             | 2029-10-20      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                             | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $3314996.28    | 0.01%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                            | GSAA Home Equity Trust 2006-5                                                    | CUSIP: 362334GS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11560749 | PA      | $3683951.65    | 0.01%             | 2036-03-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3390000 | PA      | $3506781.70    | 0.01%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    2667000 | PA      | $2426897.70    | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QSFR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24609162 | PA      | $24610399.02   | 0.08%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IXIS Real Estate Capital Trust                    | IXIS Real Estate Capital Trust 2006-HE1                                          | CUSIP: 45071KDE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10212379 | PA      | $5303324.07    | 0.02%             | 2036-03-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners CLO 69M                                                   | CUSIP: 38182GAC8<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | US        |   55830000 | PA      | $55859813.22   | 0.18%             | 2038-11-09      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Capmark Military Housing Trust                    | Capmark Military Housing Trust                                                   | CUSIP: 140694AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4379455 | PA      | $4066029.99    | 0.01%             | 2052-10-10      | Fixed         | 6.06%                 | Yes           |                  3 | On Loan: No      |
| SUBWAY FUNDING LLC                                | Subway Funding LLC                                                               | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   35838000 | PA      | $35532653.07   | 0.12%             | 2054-07-30      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4373092.80    | 0.01%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                              | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   11075000 | PA      | $11007798.89   | 0.04%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                          | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ENGJ3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     220000 | PA      | $168716.24     | 0.00%             | 2041-12-09      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BWL61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32351742 | PA      | $32373136.66   | 0.11%             | 2053-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                          | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    5650000 | PA      | $6733853.67    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding LVIII Ltd                                                   | CUSIP: 55817BAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8250000 | PA      | $8293834.73    | 0.03%             | 2037-04-25      | Floating      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                       | Legacy Mortgage Asset Trust 2021-GS2                                             | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28511120 | PA      | $28520879.57   | 0.09%             | 2061-04-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                    | Bear Stearns Asset Backed Securities I Trust 2006-HE9                            | CUSIP: 07389MAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2153903 | PA      | $2127100.68    | 0.01%             | 2036-11-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                    | JPMDB Commercial Mortgage Securities Trust 2016-C4                               | CUSIP: 46646RAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   66665257 | PA      | $187896.03     | 0.00%             | 2049-12-15      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3869708.83    | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3                    | CUSIP: 35563PSB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7656557 | PA      | $6135433.33    | 0.02%             | 2060-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                          | Southwestern Public Service Co                                                   | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1229295.64    | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                           | CNO Financial Group Inc                                                          | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   21310000 | PA      | $22544730.38   | 0.07%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                            | Darling Global Finance BV                                                        | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |    9350000 | PA      | $11130784.10   | 0.04%             | 2032-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    5650000 | PA      | $5949404.35    | 0.02%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CAPSTONE ACQUISITION 1L TL                        | CAPSTONE ACQUISITION 1L TL                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   20827338 | PA      | $20738140.85   | 0.07%             | 2029-11-12      | Floating      | 8.32%                 | No            |                  3 | On Loan: No      |
| UPBOUND GROUP INC                                 | UPBOUND GROUP INC                                                                | CUSIP: 000000000<br>LEI: 529900QUHE15UQNCCJ63 | Long             | LON              | CORP              | US        |     453803 | PA      | $456071.52     | 0.00%             | 2032-08-19      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| CLIFFWATER LLC 1L TL CL                           | CLIFFWATER LLC 1L TL CL                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   19475902 | PA      | $19416999.36   | 0.06%             | 2032-04-22      | Floating      | 8.47%                 | No            |                  3 | On Loan: No      |
| Anchorage Credit Funding Ltd.                     | Anchorage Credit Funding 13 Ltd                                                  | CUSIP: 03290AAJ9<br>LEI: 549300N5JCR10GGBIT41 | Long             | ABS-CBDO         | CORP              | KY        |    2700000 | PA      | $2611043.64    | 0.01%             | 2039-07-27      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132WWAS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1463362 | PA      | $1023210.55    | 0.00%             | 2050-05-01      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| GALAXY BIDCO LTD                                  | GALAXY BIDCO LTD                                                                 | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | LON              | CORP              | GB        |   13250000 | PA      | $15714721.00   | 0.05%             | 2029-12-17      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                    | Alternative Loan Trust 2006-43CB                                                 | CUSIP: 02149FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5688969 | PA      | $2810970.37    | 0.01%             | 2037-02-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg                    | Saluds Grade Alternative Mortgage Trust 2025-RRTL1                               | CUSIP: 79582NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   41589000 | PA      | $41593183.85   | 0.14%             | 2040-10-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| AASET 2021-1 Trust                                | Aaset 2021-1 Trust                                                               | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32395538 | PA      | $31188477.31   | 0.10%             | 2041-11-16      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners Clo 46M Ltd                                               | CUSIP: 38178UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10300000 | PA      | $10321700.04   | 0.03%             | 2037-04-20      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2021-13                                                 | CUSIP: 46592XAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33696890 | PA      | $31748279.79   | 0.10%             | 2052-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                    | Securitized Asset Backed Receivables LLC Trust 2006-HE2                          | CUSIP: 81377AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3009345 | PA      | $1138907.95    | 0.00%             | 2036-07-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| STORE Master Funding LLC                          | Store Master Funding I-VII                                                       | CUSIP: 86212VAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2772775 | PA      | $2736873.95    | 0.01%             | 2048-10-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| CLI Funding LLC                                   | CLI Funding VIII LLC                                                             | CUSIP: 12565KAA5<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    1925582 | PA      | $1792472.15    | 0.01%             | 2046-02-18      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| WILTON RE LTD                                     | Wilton RE Ltd                                                                    | CUSIP: 97263CAA9<br>LEI: 5493004VQ9VSL29MT373 | Long             | DBT              | CORP              | CA        |   80224000 | PA      | $79469798.13   | 0.26%             | N/A             | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ESSENDI SA                                        | Essendi SA                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    1900000 | PA      | $2261290.04    | 0.01%             | 2032-05-15      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                          | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   46832000 | PA      | $46496373.79   | 0.15%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                      | CD 2017-CD4 Mortgage Trust                                                       | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23983785 | PA      | $236871.06     | 0.00%             | 2050-05-10      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2025-RCF3 LLC                                                               | CUSIP: 69392PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8518569 | PA      | $8592139.00    | 0.03%             | 2055-07-25      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                    | FirstKey Homes 2021-SFR1 Trust                                                   | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13174000 | PA      | $12947698.35   | 0.04%             | 2038-08-17      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                              | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   11975000 | PA      | $11988352.36   | 0.04%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                             | HIGHTOWER HOLDING LLC                                                            | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |   20340697 | PA      | $20353511.60   | 0.07%             | 2032-02-03      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| AL GCX HOLDINGS LLC                               | AL GCX HOLDINGS LLC                                                              | CUSIP: 00162DAE5<br>LEI: 2549009G4C2J89LNWS21 | Long             | LON              | CORP              | US        |    5400000 | PA      | $5403402.00    | 0.02%             | 2032-12-20      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                           | PartnerRe Finance B LLC                                                          | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |   21056000 | PA      | $19797484.99   | 0.06%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS HOLDING                            | HUNTER DOUGLAS HOLDING                                                           | CUSIP: 000000000<br>LEI: 549300XOR2688C8LK689 | Long             | LON              | CORP              | NL        |   12000000 | PA      | $14196947.15   | 0.05%             | 2032-01-19      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage                                  | ACHM Trust 2025-HE1                                                              | CUSIP: 00449SAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10605035 | PA      | $10747742.53   | 0.04%             | 2055-03-25      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2025-PF2                                                             | CUSIP: 316918AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25736444 | PA      | $25686402.53   | 0.08%             | 2055-10-25      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418AVT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     162740 | PA      | $155098.66     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                 | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAG2<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |   16600000 | PA      | $16527202.36   | 0.05%             | 2039-02-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                          | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    3800000 | PA      | $3823077.25    | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES IN                          | Minerals Technologies Inc                                                        | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |   13913000 | PA      | $13773870.00   | 0.05%             | 2028-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Station Place Securitization T                    | Station Place Securitization Trust Series 2024-SP2                               | CUSIP: 857942AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   50500000 | PA      | $50500000.00   | 0.17%             | 2026-07-12      | Floating      | 5.46%                 | Yes           |                  3 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM18 Trust                                                             | CUSIP: 673913AC3<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |    5693761 | PA      | $5726896.71    | 0.02%             | 2064-10-25      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                            | AS MILEAGE PLAN IP LTD                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   11286000 | PA      | $11333062.62   | 0.04%             | 2031-10-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2018-COR3 Mortgage Trust                                                    | CUSIP: 12595VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  194337741 | PA      | $1610787.80    | 0.01%             | 2051-05-10      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I                          | DYNASTY ACQUISITION CO INC                                                       | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    2163304 | PA      | $2170442.90    | 0.01%             | 2031-10-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Ne                    | Oak Street Investment Grade Net Lease Fund Series 2020-1                         | CUSIP: 67181DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14856250 | PA      | $11523140.30   | 0.04%             | 2050-11-20      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2023-2                                                  | CUSIP: 03465GAA4<br>LEI: 254900IWOX9Q54UE4072 | Long             | ABS-MBS          | CORP              | US        |   11439309 | PA      | $11387069.49   | 0.04%             | 2067-10-25      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Securities Co                    | Structured Asset Securities Corp Mortgage Loan Trust 2007-BC4                    | CUSIP: 86365DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10587563 | PA      | $10336010.89   | 0.03%             | 2037-11-25      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2024-4                                                  | CUSIP: 034943AA8<br>LEI: 25490046TFINGL6XED11 | Long             | ABS-MBS          | CORP              | US        |   21499437 | PA      | $21752081.68   | 0.07%             | 2069-01-25      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                         | IQVIA Inc                                                                        | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $8695053.18    | 0.03%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $3337393.28    | 0.01%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Eldridge CLO Ltd                                  | Eldridge CLO 2025-2 Ltd                                                          | CUSIP: 28473AAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8975000 | PA      | $8975000.00    | 0.03%             | 2039-01-20      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-2                                                | CUSIP: 92540VAA3<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-MBS          | CORP              | US        |    4288201 | PA      | $4314299.19    | 0.01%             | 2070-03-25      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD       | AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8305556 | PA      | $8225170.21    | 0.03%             | 2032-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SUMITOMO LIFE INSUR                               | Sumitomo Life Insurance Co                                                       | CUSIP: 86564CAC4<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |   39900000 | PA      | $37396183.23   | 0.12%             | 2081-04-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Capmark Military Housing Trust                    | Capmark Military Housing Trust                                                   | CUSIP: 14069BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6896401 | PA      | $6244225.06    | 0.02%             | 2052-02-10      | Fixed         | 5.75%                 | Yes           |                  3 | On Loan: No      |
| HUNTER DOUGLAS INC                                | HUNTER DOUGLAS INC                                                               | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |   14246100 | PA      | $14299522.88   | 0.05%             | 2032-01-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                    | HarborView Mortgage Loan Trust 2006-12                                           | CUSIP: 41162DAF6<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |    3781290 | PA      | $3380422.42    | 0.01%             | 2038-01-19      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM16 Trust                                                             | CUSIP: 67120GAE8<br>LEI: 254900AIRPH5Q5COT575 | Long             | ABS-MBS          | CORP              | US        |    6594724 | PA      | $6662064.39    | 0.02%             | 2064-10-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                             | Norfolk Southern Corp                                                            | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    9100000 | PA      | $6294831.18    | 0.02%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                               | Sound Point CLO XXIV                                                             | CUSIP: 83614NAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5150000 | PA      | $5151887.99    | 0.02%             | 2034-10-25      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2017-C2                                            | CUSIP: 90276CAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33811680 | PA      | $377710.28     | 0.00%             | 2050-08-15      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2016-P4                                      | CUSIP: 29429EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27232194 | PA      | $46893.84      | 0.00%             | 2049-07-10      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                    | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7802000 | PA      | $7757247.73    | 0.03%             | 2047-07-25      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2018-B6 Mortgage Trust                                                 | CUSIP: 08162CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $708093.90     | 0.00%             | 2051-10-10      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                        | Sodexo Inc                                                                       | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   10275000 | PA      | $10751590.46   | 0.04%             | 2035-08-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                  | ALLO Issuer LLC                                                                  | CUSIP: 01983KAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8150000 | PA      | $8243061.59    | 0.03%             | 2055-04-20      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC                                       | ASURION LLC                                                                      | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   23839200 | PA      | $23827995.58   | 0.08%             | 2030-09-19      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL                    | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   37950000 | PA      | $37493867.57   | 0.12%             | 2050-05-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | Westpac Banking Corp                                                             | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    4467000 | PA      | $4045178.78    | 0.01%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CMFT Net Lease Master Issuer L                    | CMFT Net Lease Master Issuer LLC                                                 | CUSIP: 12575AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5050000 | PA      | $4363040.42    | 0.01%             | 2051-07-20      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                             | GENESEE & WYOMING INC                                                            | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |   15010000 | PA      | $15006247.50   | 0.05%             | 2031-04-10      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                          | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EM3K6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     140000 | PA      | $91305.76      | 0.00%             | 2046-08-24      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  147143592 | PA      | $146542117.06  | 0.48%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                          | American Airlines 2016-3 Class AA Pass Through Trust                             | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3060578 | PA      | $2957942.54    | 0.01%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                               | OWL Rock Clo XIX LLC                                                             | CUSIP: 69120NAB5<br>LEI: 254900PD652278RSJX41 | Long             | ABS-CBDO         | CORP              | US        |   12700000 | PA      | $12714782.80   | 0.04%             | 2037-10-22      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S                    | HOMES 2025-NQM4 Trust                                                            | CUSIP: 403958AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2576231 | PA      | $2589756.93    | 0.01%             | 2070-08-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042426<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  284336787 | PA      | $284314571.77  | 0.93%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-5                                                | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |    2404035 | PA      | $2423249.95    | 0.01%             | 2070-06-25      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH BANCO MULTIPLO S.A. | BOFA SECURITIES INC TRI PARTY                                                    | CUSIP: 000000000<br>LEI: KPTCWFWJ4GW0WZNEMH59 | Long             | RA               | CORP              | US        |   90201342 | PA      | $90201342.00   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** Guggenheim Funds Trust

**Signature:** James Howley

**Name of Signer:** James Howley

**Title:** Chief Financial Officer