# EDGAR Filing Document

**Accession Number:** 0000890453
**File Stem:** 0000894189-26-016490
**Filing Date:** 2026-5
**Character Count:** 1021726
**Document Hash:** 48af055b3076b9d9b57f9cbbd3be58c2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-016490.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000894189-26-016490

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WILSHIRE MUTUAL FUNDS INC
- **CENTRAL INDEX KEY:** 0000890453

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07076
- **FILM NUMBER:** 261037511

**BUSINESS ADDRESS:**
- **STREET 1:** 1299 OCEAN AVENUE
- **STREET 2:** SUITE 700
- **CITY:** SANTA MONICA
- **STATE:** CA
- **ZIP:** 90401
- **BUSINESS PHONE:** 610-676-3419

**MAIL ADDRESS:**
- **STREET 1:** 1299 OCEAN AVENUE
- **STREET 2:** SUITE 700
- **CITY:** SANTA MONICA
- **STATE:** CA
- **ZIP:** 90401

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WILSHIRE TARGET FUNDS INC
- **DATE OF NAME CHANGE:** 19960603

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS WILSHIRE TARGET FUNDS INC
- **DATE OF NAME CHANGE:** 19921014

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS WILSHIRE SERIES FUND INC/
- **DATE OF NAME CHANGE:** 19921014

## Series and Classes Contracts Data

### Wilshire Income Opportunities Fund (Series ID: S000053356)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000167854 | Investment Class    | WIORX           |
| C000167855 | Institutional Class | WIOPX           |

## Nport-Ex

---

| | | | |
|:---|:---|:---|:---|
| **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **CORPORATE BONDS - 30.4%** | **CORPORATE BONDS - 30.4%** | **Par**  | **Value**  |
| **Basic Materials - 1.6%** | **Basic Materials - 1.6%** | **Basic Materials - 1.6%** | **Basic Materials - 1.6%** |
|  Air Products and Chemicals, Inc., 4.30%, 06/11/2028 (Callable 05/11/2028) | Air Products and Chemicals, Inc., 4.30%, 06/11/2028 (Callable 05/11/2028) | $86000  | $86197  |
|  ArcelorMittal SA, 6.00%, 06/17/2034 (Callable 03/17/2034) <sup>(a)</sup> | ArcelorMittal SA, 6.00%, 06/17/2034 (Callable 03/17/2034) <sup>(a)</sup> | 36000 | 37700 |
|  Aris Mining Corp., 8.00%, 10/31/2029 (Callable 10/31/2026) <sup>(b)</sup> | Aris Mining Corp., 8.00%, 10/31/2029 (Callable 10/31/2026) <sup>(b)</sup> | 200000 | 207000 |
|  CAP SA, 3.90%, 04/27/2031 (Callable 01/27/2031) | CAP SA, 3.90%, 04/27/2031 (Callable 01/27/2031) | 200000 | 166250 |
|  Capstone Copper Corp., 6.75%, 03/31/2033 (Callable 03/31/2028) <sup>(b)</sup> | Capstone Copper Corp., 6.75%, 03/31/2033 (Callable 03/31/2028) <sup>(b)</sup> | 45000 | 44775 |
| Celanese US Holdings LLC | Celanese US Holdings LLC | Celanese US Holdings LLC | Celanese US Holdings LLC |
| &nbsp;&nbsp; 6.85%, 11/15/2028 (Callable 10/15/2028) <sup>(c)</sup> | &nbsp;&nbsp; 6.85%, 11/15/2028 (Callable 10/15/2028) <sup>(c)</sup> | 75000 | 78000 |
| &nbsp;&nbsp; 6.50%, 04/15/2030 (Callable 04/15/2027) | &nbsp;&nbsp; 6.50%, 04/15/2030 (Callable 04/15/2027) | 5000 | 5100 |
| &nbsp;&nbsp; 6.75%, 04/15/2033 (Callable 04/15/2028) | &nbsp;&nbsp; 6.75%, 04/15/2033 (Callable 04/15/2028) | 5000 | 5127 |
|  Chemours Co., 5.75%, 11/15/2028 (Callable 04/11/2026) <sup>(b)</sup> | Chemours Co., 5.75%, 11/15/2028 (Callable 04/11/2026) <sup>(b)</sup> | 59000 | 58262 |
| Cleveland-Cliffs, Inc. | Cleveland-Cliffs, Inc. | Cleveland-Cliffs, Inc. | Cleveland-Cliffs, Inc. |
| &nbsp;&nbsp; 6.88%, 11/01/2029 (Callable 11/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 6.88%, 11/01/2029 (Callable 11/01/2026) <sup>(b)</sup> | 75000 | 75000 |
| &nbsp;&nbsp; 6.75%, 04/15/2030 (Callable 05/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 6.75%, 04/15/2030 (Callable 05/01/2026) <sup>(b)</sup> | 299000 | 291525 |
| &nbsp;&nbsp; 7.38%, 05/01/2033 (Callable 05/01/2028) <sup>(b)</sup> | &nbsp;&nbsp; 7.38%, 05/01/2033 (Callable 05/01/2028) <sup>(b)</sup> | 230000 | 225113 |
| &nbsp;&nbsp; 7.63%, 01/15/2034 (Callable 01/15/2029) <sup>(b)</sup> | &nbsp;&nbsp; 7.63%, 01/15/2034 (Callable 01/15/2029) <sup>(b)</sup> | 135000 | 131962 |
| Corp. Nacional del Cobre de Chile | Corp. Nacional del Cobre de Chile | Corp. Nacional del Cobre de Chile | Corp. Nacional del Cobre de Chile |
| &nbsp;&nbsp; 3.00%, 09/30/2029 (Callable 06/30/2029) | &nbsp;&nbsp; 3.00%, 09/30/2029 (Callable 06/30/2029) | 200000 | 187440 |
| &nbsp;&nbsp; 6.44%, 01/26/2036 (Callable 10/26/2035) <sup>(b)</sup> | &nbsp;&nbsp; 6.44%, 01/26/2036 (Callable 10/26/2035) <sup>(b)</sup> | 200000 | 210259 |
|  CSN Resources SA, 5.88%, 04/08/2032 (Callable 04/08/2027) | CSN Resources SA, 5.88%, 04/08/2032 (Callable 04/08/2027) | 200000 | 122000 |
|  Ecolab, Inc., 4.30%, 06/15/2028 (Callable 05/15/2028) | Ecolab, Inc., 4.30%, 06/15/2028 (Callable 05/15/2028) | 74000 | 74173 |
|  Freeport-McMoRan, Inc., 5.45%, 03/15/2043 (Callable 09/15/2042) | Freeport-McMoRan, Inc., 5.45%, 03/15/2043 (Callable 09/15/2042) | 480000 | 454170 |
|  Glencore Funding LLC, 5.20%, 07/01/2033 (Callable 05/01/2033) <sup>(b)</sup> | Glencore Funding LLC, 5.20%, 07/01/2033 (Callable 05/01/2033) <sup>(b)</sup> | 36000 | 35985 |
|  Gold Fields Orogen Holdings BVI Ltd., 6.13%, 05/15/2029 (Callable 02/15/2029) | Gold Fields Orogen Holdings BVI Ltd., 6.13%, 05/15/2029 (Callable 02/15/2029) | 200000 | 206618 |
|  Novelis Corp., 6.88%, 01/30/2030 (Callable 01/30/2027) <sup>(b)</sup> | Novelis Corp., 6.88%, 01/30/2030 (Callable 01/30/2027) <sup>(b)</sup> | 10000 | 10050 |
|  Olin Corp., 6.63%, 04/01/2033 (Callable 04/01/2028) <sup>(b)</sup> | Olin Corp., 6.63%, 04/01/2033 (Callable 04/01/2028) <sup>(b)</sup> | 5000 | 4894 |
|  Orbia Advance Corp. SAB de CV, 5.88%, 09/17/2044 | Orbia Advance Corp. SAB de CV, 5.88%, 09/17/2044 | 200000 | 141810 |
|  Rio Tinto Finance USA PLC, 4.50%, 03/14/2028 (Callable 02/14/2028) | Rio Tinto Finance USA PLC, 4.50%, 03/14/2028 (Callable 02/14/2028) | 43000 | 43168 |
|  Solstice Advanced Materials, Inc., 5.63%, 09/30/2033 (Callable 09/30/2028) <sup>(b)</sup> | Solstice Advanced Materials, Inc., 5.63%, 09/30/2033 (Callable 09/30/2028) <sup>(b)</sup> | 5000 | 4938 |
|  Suzano Netherlands BV, 5.50%, 01/15/2036 (Callable 10/15/2035) | Suzano Netherlands BV, 5.50%, 01/15/2036 (Callable 10/15/2035) | 37000 | 35760 |
|  Vale Overseas Ltd., 6.40%, 06/28/2054 (Callable 12/28/2053) | Vale Overseas Ltd., 6.40%, 06/28/2054 (Callable 12/28/2053) | 31000 | 31083 |
|  Volcan Cia Minera SAA, 8.50%, 10/28/2032 (Callable 10/28/2028) <sup>(b)</sup> | Volcan Cia Minera SAA, 8.50%, 10/28/2032 (Callable 10/28/2028) <sup>(b)</sup> | 25000 | 25357 |
|  WR Grace Holdings LLC, 5.63%, 08/15/2029 (Callable 05/01/2026) <sup>(b)</sup> | WR Grace Holdings LLC, 5.63%, 08/15/2029 (Callable 05/01/2026) <sup>(b)</sup> | 20000 | 18400 |
|  |  |  | 3018116 |
| **Communications - 2.2%** | **Communications - 2.2%** | **Communications - 2.2%** | **Communications - 2.2%** |
|  Airbnb, Inc., 5.25%, 03/16/2036 (Callable 12/16/2035) | Airbnb, Inc., 5.25%, 03/16/2036 (Callable 12/16/2035) | 35000 | 34956 |
| Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. |
| &nbsp;&nbsp; 4.63%, 11/13/2032 (Callable 09/13/2032) | &nbsp;&nbsp; 4.63%, 11/13/2032 (Callable 09/13/2032) | 205000 | 262295 |
| &nbsp;&nbsp; 3.00%, 05/06/2033 (Callable 02/06/2033) | &nbsp;&nbsp; 3.00%, 05/06/2033 (Callable 02/06/2033) | 100000 | 111043 |
|  Altice France SA, 6.88%, 07/15/2032 (Callable 10/15/2026) <sup>(b)</sup> | Altice France SA, 6.88%, 07/15/2032 (Callable 10/15/2026) <sup>(b)</sup> | 9897 | 9377 |
|  AppLovin Corp., 5.38%, 12/01/2031 (Callable 10/01/2031) | AppLovin Corp., 5.38%, 12/01/2031 (Callable 10/01/2031) | 32000 | 32241 |
| AT&T, Inc. | AT&T, Inc. | AT&T, Inc. | AT&T, Inc. |
| &nbsp;&nbsp; 3.50%, 09/15/2053 (Callable 03/15/2053) | &nbsp;&nbsp; 3.50%, 09/15/2053 (Callable 03/15/2053) | 91000 | 59409 |
| &nbsp;&nbsp; 6.05%, 08/15/2056 (Callable 02/15/2056) | &nbsp;&nbsp; 6.05%, 08/15/2056 (Callable 02/15/2056) | 10000 | 9825 |
|  Bell Telephone Co. of Canada or Bell Canada, 7.00% to 09/15/2035 then 5 yr. CMT Rate + 2.36%, 09/15/2055 (Callable 06/15/2035) | Bell Telephone Co. of Canada or Bell Canada, 7.00% to 09/15/2035 then 5 yr. CMT Rate + 2.36%, 09/15/2055 (Callable 06/15/2035) | 35000 | 35423 |
| CCO Holdings LLC / CCO Holdings Capital Corp. | CCO Holdings LLC / CCO Holdings Capital Corp. | CCO Holdings LLC / CCO Holdings Capital Corp. | CCO Holdings LLC / CCO Holdings Capital Corp. |
| &nbsp;&nbsp; 5.13%, 05/01/2027 (Callable 05/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 5.13%, 05/01/2027 (Callable 05/01/2026) <sup>(b)</sup> | 5000 | 4987 |
| &nbsp;&nbsp; 5.38%, 06/01/2029 (Callable 05/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 5.38%, 06/01/2029 (Callable 05/01/2026) <sup>(b)</sup> | 75000 | 73781 |
| &nbsp;&nbsp; 4.75%, 03/01/2030 (Callable 05/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 4.75%, 03/01/2030 (Callable 05/01/2026) <sup>(b)</sup> | 25000 | 23719 |
| &nbsp;&nbsp; 4.75%, 02/01/2032 (Callable 02/01/2027) <sup>(b)</sup> | &nbsp;&nbsp; 4.75%, 02/01/2032 (Callable 02/01/2027) <sup>(b)</sup> | 20000 | 18050 |
| &nbsp;&nbsp; 4.25%, 01/15/2034 (Callable 01/15/2028) <sup>(b)</sup> | &nbsp;&nbsp; 4.25%, 01/15/2034 (Callable 01/15/2028) <sup>(b)</sup> | 5000 | 4275 |
| &nbsp;&nbsp; 7.38%, 02/01/2036 (Callable 02/01/2031) <sup>(b)</sup> | &nbsp;&nbsp; 7.38%, 02/01/2036 (Callable 02/01/2031) <sup>(b)</sup> | 5000 | 4938 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital |
| &nbsp;&nbsp; 5.75%, 04/01/2048 (Callable 10/01/2047) | &nbsp;&nbsp; 5.75%, 04/01/2048 (Callable 10/01/2047) | 125000 | 104063 |
| &nbsp;&nbsp; 5.13%, 07/01/2049 (Callable 01/01/2049) | &nbsp;&nbsp; 5.13%, 07/01/2049 (Callable 01/01/2049) | 265000 | 202628 |
| &nbsp;&nbsp; 6.70%, 12/01/2055 (Callable 06/01/2055) | &nbsp;&nbsp; 6.70%, 12/01/2055 (Callable 06/01/2055) | 30000 | 28616 |
|  Cipher Compute LLC, 7.13%, 11/15/2030 (Callable 11/15/2027) <sup>(b)</sup> | Cipher Compute LLC, 7.13%, 11/15/2030 (Callable 11/15/2027) <sup>(b)</sup> | 15000 | 15581 |
|  Cisco Systems, Inc., 4.55%, 02/24/2028 (Callable 01/24/2028) | Cisco Systems, Inc., 4.55%, 02/24/2028 (Callable 01/24/2028) | 97000 | 97943 |
| Clear Channel Outdoor Holdings, Inc. | Clear Channel Outdoor Holdings, Inc. | Clear Channel Outdoor Holdings, Inc. | Clear Channel Outdoor Holdings, Inc. |
| &nbsp;&nbsp; 7.50%, 06/01/2029 (Callable 05/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 7.50%, 06/01/2029 (Callable 05/01/2026) <sup>(b)</sup> | 10000 | 10025 |
| &nbsp;&nbsp; 7.13%, 02/15/2031 (Callable 08/15/2027) <sup>(b)</sup> | &nbsp;&nbsp; 7.13%, 02/15/2031 (Callable 08/15/2027) <sup>(b)</sup> | 20000 | 20900 |
| Digicel Group Holdings Ltd. | Digicel Group Holdings Ltd. | Digicel Group Holdings Ltd. | Digicel Group Holdings Ltd. |
| &nbsp;&nbsp; 0.00%, 12/31/2030 <sup>(b)(d)(e)</sup> | &nbsp;&nbsp; 0.00%, 12/31/2030 <sup>(b)(d)(e)</sup> | 33726 | 1638 |
| &nbsp;&nbsp; 0.00%, 12/31/2030 <sup>(b)(d)(e)</sup> | &nbsp;&nbsp; 0.00%, 12/31/2030 <sup>(b)(d)(e)</sup> | 97403 | 674 |
|  Directv Financing LLC, 8.88%, 02/01/2030 (Callable 05/01/2026) <sup>(b)</sup> | Directv Financing LLC, 8.88%, 02/01/2030 (Callable 05/01/2026) <sup>(b)</sup> | 60000 | 59625 |
|  Directv Financing LLC / Directv Financing Co.-Obligor, Inc., 5.88%, 08/15/2027 (Callable 05/01/2026) <sup>(b)</sup> | Directv Financing LLC / Directv Financing Co.-Obligor, Inc., 5.88%, 08/15/2027 (Callable 05/01/2026) <sup>(b)</sup> | 92000 | 91655 |
| DISH DBS Corp. | DISH DBS Corp. | DISH DBS Corp. | DISH DBS Corp. |
| &nbsp;&nbsp; 5.75%, 12/01/2028 (Callable 12/01/2027) <sup>(b)</sup> | &nbsp;&nbsp; 5.75%, 12/01/2028 (Callable 12/01/2027) <sup>(b)</sup> | 20000 | 19300 |
| &nbsp;&nbsp; 5.13%, 06/01/2029 | &nbsp;&nbsp; 5.13%, 06/01/2029 | 15000 | 13406 |
|  EchoStar Corp., 10.75%, 11/30/2029 (Callable 11/30/2026) | EchoStar Corp., 10.75%, 11/30/2029 (Callable 11/30/2026) | 10000 | 10750 |
|  Expedia Group, Inc., 3.80%, 02/15/2028 (Callable 11/15/2027) | Expedia Group, Inc., 3.80%, 02/15/2028 (Callable 11/15/2027) | 65000 | 64108 |
|  Flash Compute LLC, 7.25%, 12/31/2030 (Callable 12/31/2027) <sup>(b)</sup> | Flash Compute LLC, 7.25%, 12/31/2030 (Callable 12/31/2027) <sup>(b)</sup> | 15000 | 15113 |
|  Getty Images, Inc., 10.50%, 11/15/2030 (Callable 11/15/2027) <sup>(b)</sup> | Getty Images, Inc., 10.50%, 11/15/2030 (Callable 11/15/2027) <sup>(b)</sup> | 15000 | 13500 |
| Gray Media, Inc. | Gray Media, Inc. | Gray Media, Inc. | Gray Media, Inc. |
| &nbsp;&nbsp; 9.63%, 07/15/2032 (Callable 07/15/2028) <sup>(b)</sup> | &nbsp;&nbsp; 9.63%, 07/15/2032 (Callable 07/15/2028) <sup>(b)</sup> | 15000 | 15000 |
| &nbsp;&nbsp; 7.25%, 08/15/2033 (Callable 08/15/2028) <sup>(b)</sup> | &nbsp;&nbsp; 7.25%, 08/15/2033 (Callable 08/15/2028) <sup>(b)</sup> | 15000 | 15038 |
|  Lamar Media Corp., 5.38%, 11/01/2033 (Callable 11/01/2028) <sup>(b)</sup> | Lamar Media Corp., 5.38%, 11/01/2033 (Callable 11/01/2028) <sup>(b)</sup> | 20000 | 19550 |
|  Level 3 Financing, Inc., 6.88%, 06/30/2033 (Callable 06/30/2028) <sup>(b)</sup> | Level 3 Financing, Inc., 6.88%, 06/30/2033 (Callable 06/30/2028) <sup>(b)</sup> | 30000 | 30450 |
| Match Group Holdings II LLC | Match Group Holdings II LLC | Match Group Holdings II LLC | Match Group Holdings II LLC |
| &nbsp;&nbsp; 5.63%, 02/15/2029 (Callable 04/11/2026) <sup>(b)</sup> | &nbsp;&nbsp; 5.63%, 02/15/2029 (Callable 04/11/2026) <sup>(b)</sup> | 75000 | 74250 |
| &nbsp;&nbsp; 4.13%, 08/01/2030 (Callable 05/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 4.13%, 08/01/2030 (Callable 05/01/2026) <sup>(b)</sup> | 60000 | 55425 |
| McGraw-Hill Education, Inc. | McGraw-Hill Education, Inc. | McGraw-Hill Education, Inc. | McGraw-Hill Education, Inc. |
| &nbsp;&nbsp; 5.75%, 08/01/2028 (Callable 05/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 5.75%, 08/01/2028 (Callable 05/01/2026) <sup>(b)</sup> | 95000 | 93812 |
| &nbsp;&nbsp; 7.38%, 09/01/2031 (Callable 09/01/2027) <sup>(b)</sup> | &nbsp;&nbsp; 7.38%, 09/01/2031 (Callable 09/01/2027) <sup>(b)</sup> | 5000 | 5075 |
|  Millicom International Cellular SA, 4.50%, 04/27/2031 (Callable 04/27/2026) | Millicom International Cellular SA, 4.50%, 04/27/2031 (Callable 04/27/2026) | 200000 | 182500 |
| Motorola Solutions, Inc. | Motorola Solutions, Inc. | Motorola Solutions, Inc. | Motorola Solutions, Inc. |
| &nbsp;&nbsp; 5.20%, 08/15/2032 (Callable 06/15/2032) | &nbsp;&nbsp; 5.20%, 08/15/2032 (Callable 06/15/2032) | 30000 | 30304 |
| &nbsp;&nbsp; 5.50%, 09/01/2044 | &nbsp;&nbsp; 5.50%, 09/01/2044 | 14000 | 13324 |
|  NBN Co. Ltd., 3.38%, 11/29/2032 (Callable 08/29/2032) | NBN Co. Ltd., 3.38%, 11/29/2032 (Callable 08/29/2032) | 100000 | 113518 |
|  Neptune Bidco US, Inc., 10.38%, 05/15/2031 (Callable 11/15/2027) <sup>(b)</sup> | Neptune Bidco US, Inc., 10.38%, 05/15/2031 (Callable 11/15/2027) <sup>(b)</sup> | 10000 | 10075 |
|  News Corp., 3.88%, 05/15/2029 (Callable 04/11/2026) <sup>(b)</sup> | News Corp., 3.88%, 05/15/2029 (Callable 04/11/2026) <sup>(b)</sup> | 180000 | 173475 |
| Nexstar Media, Inc. | Nexstar Media, Inc. | Nexstar Media, Inc. | Nexstar Media, Inc. |
| &nbsp;&nbsp; 4.75%, 11/01/2028 (Callable 04/11/2026) <sup>(b)</sup> | &nbsp;&nbsp; 4.75%, 11/01/2028 (Callable 04/11/2026) <sup>(b)</sup> | 120000 | 117600 |
| &nbsp;&nbsp; 6.50%, 09/15/2033 (Callable 03/15/2029) <sup>(b)</sup> | &nbsp;&nbsp; 6.50%, 09/15/2033 (Callable 03/15/2029) <sup>(b)</sup> | 20000 | 20150 |
| &nbsp;&nbsp; 7.25%, 04/15/2034 (Callable 04/15/2029) <sup>(b)</sup> | &nbsp;&nbsp; 7.25%, 04/15/2034 (Callable 04/15/2029) <sup>(b)</sup> | 5000 | 5012 |
|  Outfront Media Capital LLC / Outfront Media Capital Corp., 4.25%, 01/15/2029 (Callable 05/01/2026) <sup>(b)</sup> | Outfront Media Capital LLC / Outfront Media Capital Corp., 4.25%, 01/15/2029 (Callable 05/01/2026) <sup>(b)</sup> | 75000 | 72188 |
| Sirius XM Radio LLC | Sirius XM Radio LLC | Sirius XM Radio LLC | Sirius XM Radio LLC |
| &nbsp;&nbsp; 4.00%, 07/15/2028 (Callable 04/11/2026) <sup>(b)</sup> | &nbsp;&nbsp; 4.00%, 07/15/2028 (Callable 04/11/2026) <sup>(b)</sup> | 75000 | 72281 |
| &nbsp;&nbsp; 4.13%, 07/01/2030 (Callable 05/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 4.13%, 07/01/2030 (Callable 05/01/2026) <sup>(b)</sup> | 40000 | 37500 |
| &nbsp;&nbsp; 5.88%, 04/15/2032 (Callable 04/15/2029) <sup>(b)</sup> | &nbsp;&nbsp; 5.88%, 04/15/2032 (Callable 04/15/2029) <sup>(b)</sup> | 309000 | 306683 |
|  Snap, Inc., 6.88%, 03/15/2034 (Callable 09/15/2028) <sup>(b)</sup> | Snap, Inc., 6.88%, 03/15/2034 (Callable 09/15/2028) <sup>(b)</sup> | 45000 | 42300 |
|  TELUS Corp., 7.00% to 10/15/2035 then 5 yr. CMT Rate + 2.71%, 10/15/2055 (Callable 07/15/2035) | TELUS Corp., 7.00% to 10/15/2035 then 5 yr. CMT Rate + 2.71%, 10/15/2055 (Callable 07/15/2035) | 34000 | 34467 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. |
| &nbsp;&nbsp; 2.05%, 02/15/2028 (Callable 12/15/2027) | &nbsp;&nbsp; 2.05%, 02/15/2028 (Callable 12/15/2027) | 73000 | 70025 |
| &nbsp;&nbsp; 2.70%, 03/15/2032 (Callable 12/15/2031) | &nbsp;&nbsp; 2.70%, 03/15/2032 (Callable 12/15/2031) | 70000 | 62120 |
| &nbsp;&nbsp; 5.50%, 01/15/2055 (Callable 07/15/2054) | &nbsp;&nbsp; 5.50%, 01/15/2055 (Callable 07/15/2054) | 37000 | 34053 |
| &nbsp;&nbsp; 5.25%, 06/15/2055 (Callable 12/15/2054) | &nbsp;&nbsp; 5.25%, 06/15/2055 (Callable 12/15/2054) | 24000 | 21267 |
| &nbsp;&nbsp; 5.88%, 11/15/2055 (Callable 05/15/2055) | &nbsp;&nbsp; 5.88%, 11/15/2055 (Callable 05/15/2055) | 19000 | 18446 |
|  Uber Technologies, Inc., 4.80%, 09/15/2034 (Callable 06/15/2034) | Uber Technologies, Inc., 4.80%, 09/15/2034 (Callable 06/15/2034) | 69000 | 67232 |
|  Univision Communications, Inc., 7.38%, 06/30/2030 (Callable 05/01/2026) <sup>(b)</sup> | Univision Communications, Inc., 7.38%, 06/30/2030 (Callable 05/01/2026) <sup>(b)</sup> | 20000 | 19500 |
|  VeriSign, Inc., 5.25%, 06/01/2032 (Callable 04/01/2032) | VeriSign, Inc., 5.25%, 06/01/2032 (Callable 04/01/2032) | 45000 | 45244 |
|  Verizon Communications, Inc., 5.75%, 11/30/2045 (Callable 05/30/2045) | Verizon Communications, Inc., 5.75%, 11/30/2045 (Callable 05/30/2045) | 45000 | 43562 |
|  Videotron Ltd., 5.70%, 01/15/2035 (Callable 10/15/2034) <sup>(b)</sup> | Videotron Ltd., 5.70%, 01/15/2035 (Callable 10/15/2034) <sup>(b)</sup> | 37000 | 37226 |
|  Virgin Media Secured Finance PLC, 4.25%, 01/15/2030 (Callable 04/11/2026) | Virgin Media Secured Finance PLC, 4.25%, 01/15/2030 (Callable 04/11/2026) | 100000 | 116733 |
| Vmed O2 UK Financing I PLC | Vmed O2 UK Financing I PLC | Vmed O2 UK Financing I PLC | Vmed O2 UK Financing I PLC |
| &nbsp;&nbsp; 4.25%, 01/31/2031 (Callable 05/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 4.25%, 01/31/2031 (Callable 05/01/2026) <sup>(b)</sup> | 215000 | 184900 |
| &nbsp;&nbsp; 5.63%, 04/15/2032 (Callable 04/15/2027) <sup>(b)</sup> | &nbsp;&nbsp; 5.63%, 04/15/2032 (Callable 04/15/2027) <sup>(b)</sup> | 150000 | 159062 |
| &nbsp;&nbsp; 6.75%, 01/15/2033 (Callable 10/15/2028) <sup>(b)</sup> | &nbsp;&nbsp; 6.75%, 01/15/2033 (Callable 10/15/2028) <sup>(b)</sup> | 200000 | 178562 |
| Wayfair LLC | Wayfair LLC | Wayfair LLC | Wayfair LLC |
| &nbsp;&nbsp; 7.25%, 10/31/2029 (Callable 10/31/2026) <sup>(b)</sup> | &nbsp;&nbsp; 7.25%, 10/31/2029 (Callable 10/31/2026) <sup>(b)</sup> | 10000 | 10200 |
| &nbsp;&nbsp; 6.75%, 11/15/2032 (Callable 11/15/2028) <sup>(b)</sup> | &nbsp;&nbsp; 6.75%, 11/15/2032 (Callable 11/15/2028) <sup>(b)</sup> | 10000 | 10075 |
|  Windstream Services LLC, 7.50%, 10/15/2033 (Callable 10/15/2028) <sup>(b)</sup> | Windstream Services LLC, 7.50%, 10/15/2033 (Callable 10/15/2028) <sup>(b)</sup> | 10000 | 10300 |
|  Windstream Services LLC / Windstream Escrow Finance Corp., 8.25%, 10/01/2031 (Callable 10/01/2027) <sup>(b)</sup> | Windstream Services LLC / Windstream Escrow Finance Corp., 8.25%, 10/01/2031 (Callable 10/01/2027) <sup>(b)</sup> | 10000 | 10450 |
|  |  |  | 4092778 |
| **Consumer, Cyclical - 2.4%** | **Consumer, Cyclical - 2.4%** | **Consumer, Cyclical - 2.4%** | **Consumer, Cyclical - 2.4%** |
|  1011778 BC ULC / New Red Finance, Inc., 3.88%, 01/15/2028 (Callable 05/01/2026) <sup>(b)</sup> | 1011778 BC ULC / New Red Finance, Inc., 3.88%, 01/15/2028 (Callable 05/01/2026) <sup>(b)</sup> | 47000 | 45943 |
|  Acushnet Co., 5.63%, 12/01/2033 (Callable 12/01/2028) <sup>(b)</sup> | Acushnet Co., 5.63%, 12/01/2033 (Callable 12/01/2028) <sup>(b)</sup> | 20000 | 19800 |
|  American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.75%, 04/20/2029 <sup>(b)</sup> | American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.75%, 04/20/2029 <sup>(b)</sup> | 355000 | 351894 |
| American Axle & Manufacturing, Inc. | American Axle & Manufacturing, Inc. | American Axle & Manufacturing, Inc. | American Axle & Manufacturing, Inc. |
| &nbsp;&nbsp; 6.38%, 10/15/2032 (Callable 10/15/2028) <sup>(b)</sup> | &nbsp;&nbsp; 6.38%, 10/15/2032 (Callable 10/15/2028) <sup>(b)</sup> | 15000 | 14775 |
| &nbsp;&nbsp; 7.75%, 10/15/2033 (Callable 10/15/2028) <sup>(b)</sup> | &nbsp;&nbsp; 7.75%, 10/15/2033 (Callable 10/15/2028) <sup>(b)</sup> | 50000 | 48688 |
|  AutoZone, Inc., 5.13%, 06/15/2030 (Callable 05/15/2030) | AutoZone, Inc., 5.13%, 06/15/2030 (Callable 05/15/2030) | 34000 | 34506 |
|  Caesars Entertainment, Inc., 6.00%, 10/15/2032 (Callable 10/15/2027) <sup>(b)</sup> | Caesars Entertainment, Inc., 6.00%, 10/15/2032 (Callable 10/15/2027) <sup>(b)</sup> | 65000 | 59719 |
| Carnival Corp. | Carnival Corp. | Carnival Corp. | Carnival Corp. |
| &nbsp;&nbsp; 5.13%, 05/01/2029 (Callable 02/01/2029) <sup>(b)</sup> | &nbsp;&nbsp; 5.13%, 05/01/2029 (Callable 02/01/2029) <sup>(b)</sup> | 12000 | 11880 |
| &nbsp;&nbsp; 5.75%, 01/15/2030 (Callable 10/15/2029) <sup>(b)</sup> | &nbsp;&nbsp; 5.75%, 01/15/2030 (Callable 10/15/2029) <sup>(b)</sup> | 100000 | 119793 |
| &nbsp;&nbsp; 5.75%, 08/01/2032 (Callable 05/01/2032) <sup>(b)</sup> | &nbsp;&nbsp; 5.75%, 08/01/2032 (Callable 05/01/2032) <sup>(b)</sup> | 20000 | 19925 |
| &nbsp;&nbsp; 6.13%, 02/15/2033 (Callable 02/15/2028) <sup>(b)</sup> | &nbsp;&nbsp; 6.13%, 02/15/2033 (Callable 02/15/2028) <sup>(b)</sup> | 13000 | 13130 |
|  Cinemark USA, Inc., 5.25%, 07/15/2028 (Callable 05/01/2026) <sup>(b)</sup> | Cinemark USA, Inc., 5.25%, 07/15/2028 (Callable 05/01/2026) <sup>(b)</sup> | 75000 | 74156 |
| Clarios Global LP / Clarios US Finance Co. | Clarios Global LP / Clarios US Finance Co. | Clarios Global LP / Clarios US Finance Co. | Clarios Global LP / Clarios US Finance Co. |
| &nbsp;&nbsp; 6.75%, 02/15/2030 (Callable 02/15/2027) <sup>(b)</sup> | &nbsp;&nbsp; 6.75%, 02/15/2030 (Callable 02/15/2027) <sup>(b)</sup> | 35000 | 35481 |
| &nbsp;&nbsp; 6.75%, 09/15/2032 (Callable 09/15/2028) <sup>(b)</sup> | &nbsp;&nbsp; 6.75%, 09/15/2032 (Callable 09/15/2028) <sup>(b)</sup> | 35000 | 35131 |
|  Cougar JV Subsidiary LLC, 8.00%, 05/15/2032 (Callable 05/15/2027) <sup>(b)</sup> | Cougar JV Subsidiary LLC, 8.00%, 05/15/2032 (Callable 05/15/2027) <sup>(b)</sup> | 15000 | 15450 |
|  Dealer Tire LLC / DT Issuer LLC, 8.00%, 02/01/2028 (Callable 05/01/2026) <sup>(b)</sup> | Dealer Tire LLC / DT Issuer LLC, 8.00%, 02/01/2028 (Callable 05/01/2026) <sup>(b)</sup> | 45000 | 43650 |
|  Delta Air Lines, Inc., 5.25%, 07/10/2030 (Callable 06/10/2030) | Delta Air Lines, Inc., 5.25%, 07/10/2030 (Callable 06/10/2030) | 17000 | 17089 |
|  Dornoch Debt Merger Sub, Inc., 6.63%, 10/15/2029 (Callable 05/01/2026) <sup>(b)</sup> | Dornoch Debt Merger Sub, Inc., 6.63%, 10/15/2029 (Callable 05/01/2026) <sup>(b)</sup> | 10000 | 8725 |
|  Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc., 6.75%, 01/15/2030 (Callable 05/01/2026) <sup>(b)</sup> | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc., 6.75%, 01/15/2030 (Callable 05/01/2026) <sup>(b)</sup> | 10000 | 9300 |
|  Ford Motor Co., 3.25%, 02/12/2032 (Callable 11/12/2031) | Ford Motor Co., 3.25%, 02/12/2032 (Callable 11/12/2031) | 270000 | 234637 |
| Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC |
| &nbsp;&nbsp; 5.63%, 10/09/2028 | &nbsp;&nbsp; 5.63%, 10/09/2028 | 200000 | 263111 |
| &nbsp;&nbsp; 6.18%, 08/29/2031 | &nbsp;&nbsp; 6.18%, 08/29/2031 | 120000 | 158331 |
|  Full House Resorts, Inc., 8.25%, 02/15/2028 (Callable 04/16/2026) <sup>(b)</sup> | Full House Resorts, Inc., 8.25%, 02/15/2028 (Callable 04/16/2026) <sup>(b)</sup> | 15000 | 13650 |
| General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. |
| &nbsp;&nbsp; 4.35%, 01/17/2027 (Callable 10/17/2026) | &nbsp;&nbsp; 4.35%, 01/17/2027 (Callable 10/17/2026) | 58000 | 57915 |
| &nbsp;&nbsp; 6.50% to 09/30/2028 then 3 mo. LIBOR USD + 3.44%, Perpetual (Callable 09/30/2028) <sup>(f)</sup> | &nbsp;&nbsp; 6.50% to 09/30/2028 then 3 mo. LIBOR USD + 3.44%, Perpetual (Callable 09/30/2028) <sup>(f)</sup> | 52000 | 51285 |
| &nbsp;&nbsp; 5.70% to 09/30/2030 then 5 yr. CMT Rate + 5.00%, Perpetual (Callable 09/30/2030) | &nbsp;&nbsp; 5.70% to 09/30/2030 then 5 yr. CMT Rate + 5.00%, Perpetual (Callable 09/30/2030) | 54000 | 52785 |
| &nbsp;&nbsp; 4.60%, 01/08/2031 (Callable 12/08/2030) | &nbsp;&nbsp; 4.60%, 01/08/2031 (Callable 12/08/2030) | 36000 | 35457 |
| Hilton Domestic Operating Co., Inc. | Hilton Domestic Operating Co., Inc. | Hilton Domestic Operating Co., Inc. | Hilton Domestic Operating Co., Inc. |
| &nbsp;&nbsp; 3.63%, 02/15/2032 (Callable 08/15/2026) <sup>(b)</sup> | &nbsp;&nbsp; 3.63%, 02/15/2032 (Callable 08/15/2026) <sup>(b)</sup> | 70000 | 63350 |
| &nbsp;&nbsp; 5.75%, 09/15/2033 (Callable 07/01/2028) <sup>(b)</sup> | &nbsp;&nbsp; 5.75%, 09/15/2033 (Callable 07/01/2028) <sup>(b)</sup> | 15000 | 14906 |
|  Home Depot, Inc., 4.88%, 06/25/2027 (Callable 05/25/2027) | Home Depot, Inc., 4.88%, 06/25/2027 (Callable 05/25/2027) | 43000 | 43409 |
|  Honda Motor Co. Ltd., 4.44%, 07/08/2028 (Callable 06/08/2028) | Honda Motor Co. Ltd., 4.44%, 07/08/2028 (Callable 06/08/2028) | 82000 | 81629 |
|  Hyundai Capital America, 5.30%, 01/08/2029 (Callable 12/08/2028) <sup>(b)</sup> | Hyundai Capital America, 5.30%, 01/08/2029 (Callable 12/08/2028) <sup>(b)</sup> | 61000 | 61809 |
|  Installed Building Products, Inc., 5.63%, 02/01/2034 (Callable 02/01/2029) <sup>(b)</sup> | Installed Building Products, Inc., 5.63%, 02/01/2034 (Callable 02/01/2029) <sup>(b)</sup> | 30000 | 29213 |
|  JetBlue Airways Corp. / JetBlue Loyalty LP, 9.88%, 09/20/2031 (Callable 08/27/2027) <sup>(b)</sup> | JetBlue Airways Corp. / JetBlue Loyalty LP, 9.88%, 09/20/2031 (Callable 08/27/2027) <sup>(b)</sup> | 160000 | 151200 |
|  Life Time, Inc., 6.00%, 11/15/2031 (Callable 11/15/2027) <sup>(b)</sup> | Life Time, Inc., 6.00%, 11/15/2031 (Callable 11/15/2027) <sup>(b)</sup> | 55000 | 55206 |
|  Light & Wonder International, Inc., 6.25%, 10/01/2033 (Callable 10/01/2028) <sup>(b)</sup> | Light & Wonder International, Inc., 6.25%, 10/01/2033 (Callable 10/01/2028) <sup>(b)</sup> | 70000 | 68425 |
|  Lindblad Expeditions LLC, 7.00%, 09/15/2030 (Callable 09/15/2027) <sup>(b)</sup> | Lindblad Expeditions LLC, 7.00%, 09/15/2030 (Callable 09/15/2027) <sup>(b)</sup> | 15000 | 15244 |
| Lowe's Cos., Inc. | Lowe's Cos., Inc. | Lowe's Cos., Inc. | Lowe's Cos., Inc. |
| &nbsp;&nbsp; 3.35%, 04/01/2027 (Callable 03/01/2027) | &nbsp;&nbsp; 3.35%, 04/01/2027 (Callable 03/01/2027) | 134000 | 132967 |
| &nbsp;&nbsp; 5.63%, 04/15/2053 (Callable 10/15/2052) | &nbsp;&nbsp; 5.63%, 04/15/2053 (Callable 10/15/2052) | 21000 | 19643 |
| Marriott International, Inc./MD | Marriott International, Inc./MD | Marriott International, Inc./MD | Marriott International, Inc./MD |
| &nbsp;&nbsp; 4.50%, 10/15/2031 (Callable 09/15/2031) | &nbsp;&nbsp; 4.50%, 10/15/2031 (Callable 09/15/2031) | 36000 | 35502 |
| &nbsp;&nbsp; 5.30%, 05/15/2034 (Callable 02/15/2034) | &nbsp;&nbsp; 5.30%, 05/15/2034 (Callable 02/15/2034) | 36000 | 36315 |
|  Mattel, Inc., 5.00%, 11/17/2030 (Callable 10/17/2030) | Mattel, Inc., 5.00%, 11/17/2030 (Callable 10/17/2030) | 36000 | 35716 |
|  McDonald's Corp., 5.45%, 08/14/2053 (Callable 02/14/2053) | McDonald's Corp., 5.45%, 08/14/2053 (Callable 02/14/2053) | 32000 | 30085 |
|  Michaels Cos., Inc., 8.50%, 03/15/2033 (Callable 03/15/2029) <sup>(b)</sup> | Michaels Cos., Inc., 8.50%, 03/15/2033 (Callable 03/15/2029) <sup>(b)</sup> | 5000 | 4850 |
| NCL Corp. Ltd. | NCL Corp. Ltd. | NCL Corp. Ltd. | NCL Corp. Ltd. |
| &nbsp;&nbsp; 5.88%, 01/15/2031 (Callable 09/15/2027) <sup>(b)</sup> | &nbsp;&nbsp; 5.88%, 01/15/2031 (Callable 09/15/2027) <sup>(b)</sup> | 10000 | 9737 |
| &nbsp;&nbsp; 6.75%, 02/01/2032 (Callable 02/01/2028) <sup>(b)</sup> | &nbsp;&nbsp; 6.75%, 02/01/2032 (Callable 02/01/2028) <sup>(b)</sup> | 160000 | 158800 |
| &nbsp;&nbsp; 6.25%, 09/15/2033 (Callable 09/15/2028) <sup>(b)</sup> | &nbsp;&nbsp; 6.25%, 09/15/2033 (Callable 09/15/2028) <sup>(b)</sup> | 10000 | 9713 |
| Newell Brands, Inc. | Newell Brands, Inc. | Newell Brands, Inc. | Newell Brands, Inc. |
| &nbsp;&nbsp; 6.38%, 09/15/2027 (Callable 06/15/2027) | &nbsp;&nbsp; 6.38%, 09/15/2027 (Callable 06/15/2027) | 75000 | 75188 |
| &nbsp;&nbsp; 8.50%, 06/01/2028 (Callable 03/01/2028) <sup>(b)</sup> | &nbsp;&nbsp; 8.50%, 06/01/2028 (Callable 03/01/2028) <sup>(b)</sup> | 50000 | 51500 |
| &nbsp;&nbsp; 6.38%, 05/15/2030 (Callable 02/15/2030) | &nbsp;&nbsp; 6.38%, 05/15/2030 (Callable 02/15/2030) | 10000 | 9575 |
|  Nissan Motor Acceptance Co. LLC, 6.13%, 09/30/2030 (Callable 08/30/2030) <sup>(b)</sup> | Nissan Motor Acceptance Co. LLC, 6.13%, 09/30/2030 (Callable 08/30/2030) <sup>(b)</sup> | 20000 | 19115 |
|  O'Reilly Automotive, Inc., 5.00%, 08/19/2034 (Callable 05/19/2034) | O'Reilly Automotive, Inc., 5.00%, 08/19/2034 (Callable 05/19/2034) | 35000 | 34578 |
|  Qnity Electronics, Inc., 6.25%, 08/15/2033 (Callable 08/15/2028) <sup>(b)</sup> | Qnity Electronics, Inc., 6.25%, 08/15/2033 (Callable 08/15/2028) <sup>(b)</sup> | 15000 | 15150 |
|  QXO Building Products, Inc., 6.75%, 04/30/2032 (Callable 04/30/2028) <sup>(b)</sup> | QXO Building Products, Inc., 6.75%, 04/30/2032 (Callable 04/30/2028) <sup>(b)</sup> | 10000 | 10137 |
|  Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp., 6.63%, 02/01/2033 (Callable 02/01/2028) <sup>(b)</sup> | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp., 6.63%, 02/01/2033 (Callable 02/01/2028) <sup>(b)</sup> | 45000 | 44494 |
|  Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp., 6.25%, 10/15/2030 (Callable 10/15/2027) <sup>(b)</sup> | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp., 6.25%, 10/15/2030 (Callable 10/15/2027) <sup>(b)</sup> | 10000 | 9950 |
| Royal Caribbean Cruises Ltd. | Royal Caribbean Cruises Ltd. | Royal Caribbean Cruises Ltd. | Royal Caribbean Cruises Ltd. |
| &nbsp;&nbsp; 5.38%, 07/15/2027 (Callable 10/15/2026) <sup>(b)</sup> | &nbsp;&nbsp; 5.38%, 07/15/2027 (Callable 10/15/2026) <sup>(b)</sup> | 43000 | 43161 |
| &nbsp;&nbsp; 6.00%, 02/01/2033 (Callable 08/01/2027) <sup>(b)</sup> | &nbsp;&nbsp; 6.00%, 02/01/2033 (Callable 08/01/2027) <sup>(b)</sup> | 215000 | 216881 |
| &nbsp;&nbsp; 5.38%, 01/15/2036 (Callable 10/15/2035) | &nbsp;&nbsp; 5.38%, 01/15/2036 (Callable 10/15/2035) | 31000 | 30421 |
| Sabre GLBL, Inc. | Sabre GLBL, Inc. | Sabre GLBL, Inc. | Sabre GLBL, Inc. |
| &nbsp;&nbsp; 10.75%, 11/15/2029 (Callable 05/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 10.75%, 11/15/2029 (Callable 05/01/2026) <sup>(b)</sup> | 8000 | 6830 |
| &nbsp;&nbsp; 10.75%, 03/15/2030 (Callable 03/15/2027) <sup>(b)</sup> | &nbsp;&nbsp; 10.75%, 03/15/2030 (Callable 03/15/2027) <sup>(b)</sup> | 10000 | 8275 |
|  SeaWorld Parks & Entertainment, Inc., 5.25%, 08/15/2029 (Callable 04/11/2026) <sup>(b)</sup> | SeaWorld Parks & Entertainment, Inc., 5.25%, 08/15/2029 (Callable 04/11/2026) <sup>(b)</sup> | 50000 | 47688 |
|  Staples, Inc., 10.75%, 09/01/2029 (Callable 09/01/2026) <sup>(b)</sup> | Staples, Inc., 10.75%, 09/01/2029 (Callable 09/01/2026) <sup>(b)</sup> | 15000 | 13837 |
|  Taylor Morrison Communities, Inc., 5.75%, 11/15/2032 (Callable 05/15/2032) <sup>(b)</sup> | Taylor Morrison Communities, Inc., 5.75%, 11/15/2032 (Callable 05/15/2032) <sup>(b)</sup> | 20000 | 19925 |
|  Tenneco, Inc., 8.00%, 11/17/2028 (Callable 05/01/2026) <sup>(b)</sup> | Tenneco, Inc., 8.00%, 11/17/2028 (Callable 05/01/2026) <sup>(b)</sup> | 105000 | 104212 |
|  Toll Brothers Finance Corp., 4.35%, 02/15/2028 (Callable 11/15/2027) | Toll Brothers Finance Corp., 4.35%, 02/15/2028 (Callable 11/15/2027) | 51000 | 50745 |
| Travel + Leisure Co. | Travel + Leisure Co. | Travel + Leisure Co. | Travel + Leisure Co. |
| &nbsp;&nbsp; 4.50%, 12/01/2029 (Callable 09/01/2029) <sup>(b)</sup> | &nbsp;&nbsp; 4.50%, 12/01/2029 (Callable 09/01/2029) <sup>(b)</sup> | 115000 | 109681 |
| &nbsp;&nbsp; 6.13%, 09/01/2033 (Callable 08/15/2028) <sup>(b)</sup> | &nbsp;&nbsp; 6.13%, 09/01/2033 (Callable 08/15/2028) <sup>(b)</sup> | 55000 | 53900 |
| United Airlines Holdings, Inc. | United Airlines Holdings, Inc. | United Airlines Holdings, Inc. | United Airlines Holdings, Inc. |
| &nbsp;&nbsp; 4.88%, 03/01/2029 (Callable 12/01/2028) | &nbsp;&nbsp; 4.88%, 03/01/2029 (Callable 12/01/2028) | 15000 | 14700 |
| &nbsp;&nbsp; 5.38%, 03/01/2031 (Callable 09/01/2030) | &nbsp;&nbsp; 5.38%, 03/01/2031 (Callable 09/01/2030) | 56000 | 54880 |
|  United Airlines, Inc., 4.63%, 04/15/2029 (Callable 10/15/2028) <sup>(b)</sup> | United Airlines, Inc., 4.63%, 04/15/2029 (Callable 10/15/2028) <sup>(b)</sup> | 36000 | 35178 |
|  Victra Holdings LLC / Victra Finance Corp., 8.75%, 09/15/2029 (Callable 09/15/2026) <sup>(b)</sup> | Victra Holdings LLC / Victra Finance Corp., 8.75%, 09/15/2029 (Callable 09/15/2026) <sup>(b)</sup> | 60000 | 61650 |
|  Viking Cruises Ltd., 5.88%, 10/15/2033 (Callable 10/15/2028) <sup>(b)</sup> | Viking Cruises Ltd., 5.88%, 10/15/2033 (Callable 10/15/2028) <sup>(b)</sup> | 70000 | 68862 |
|  Voyager Parent LLC, 9.25%, 07/01/2032 (Callable 07/01/2028) <sup>(b)</sup> | Voyager Parent LLC, 9.25%, 07/01/2032 (Callable 07/01/2028) <sup>(b)</sup> | 15000 | 15488 |
| Warnermedia Holdings, Inc. | Warnermedia Holdings, Inc. | Warnermedia Holdings, Inc. | Warnermedia Holdings, Inc. |
| &nbsp;&nbsp; 4.05%, 03/15/2029 (Callable 01/15/2029) | &nbsp;&nbsp; 4.05%, 03/15/2029 (Callable 01/15/2029) | 10000 | 9675 |
| &nbsp;&nbsp; 4.28%, 03/15/2032 (Callable 12/15/2031) | &nbsp;&nbsp; 4.28%, 03/15/2032 (Callable 12/15/2031) | 5000 | 4413 |
| &nbsp;&nbsp; 5.05%, 03/15/2042 (Callable 09/15/2041) | &nbsp;&nbsp; 5.05%, 03/15/2042 (Callable 09/15/2041) | 10000 | 6600 |
|  Whirlpool Corp., 6.50%, 06/15/2033 (Callable 03/15/2033) | Whirlpool Corp., 6.50%, 06/15/2033 (Callable 03/15/2033) | 15000 | 14175 |
| Yum! Brands, Inc. | Yum! Brands, Inc. | Yum! Brands, Inc. | Yum! Brands, Inc. |
| &nbsp;&nbsp; 4.75%, 01/15/2030 (Callable 10/15/2029) <sup>(b)</sup> | &nbsp;&nbsp; 4.75%, 01/15/2030 (Callable 10/15/2029) <sup>(b)</sup> | 42000 | 41212 |
| &nbsp;&nbsp; 4.63%, 01/31/2032 (Callable 10/01/2026) | &nbsp;&nbsp; 4.63%, 01/31/2032 (Callable 10/01/2026) | 125000 | 119375 |
|  |  |  | 4325376 |
| **Consumer, Non-cyclical - 3.9%** | **Consumer, Non-cyclical - 3.9%** | **Consumer, Non-cyclical - 3.9%** | **Consumer, Non-cyclical - 3.9%** |
|  AbbVie, Inc., 4.70%, 05/14/2045 (Callable 11/14/2044) | AbbVie, Inc., 4.70%, 05/14/2045 (Callable 11/14/2044) | 65000 | 57947 |
|  Acadia Healthcare Co., Inc., 5.50%, 07/01/2028 (Callable 05/01/2026) <sup>(b)</sup> | Acadia Healthcare Co., Inc., 5.50%, 07/01/2028 (Callable 05/01/2026) <sup>(b)</sup> | 75000 | 74156 |
|  Adani International Container Terminal Pvt Ltd., 3.00%, 02/16/2031 (Callable 08/18/2030) | Adani International Container Terminal Pvt Ltd., 3.00%, 02/16/2031 (Callable 08/18/2030) | 153000 | 140832 |
|  Adani Ports & Special Economic Zone Ltd., 3.10%, 02/02/2031 | Adani Ports & Special Economic Zone Ltd., 3.10%, 02/02/2031 | 200000 | 177158 |
|  Agrosuper SA, 4.60%, 01/20/2032 (Callable 10/20/2031) | Agrosuper SA, 4.60%, 01/20/2032 (Callable 10/20/2031) | 150000 | 141375 |
|  Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC, 3.50%, 03/15/2029 (Callable 05/01/2026) <sup>(b)</sup> | Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC, 3.50%, 03/15/2029 (Callable 05/01/2026) <sup>(b)</sup> | 75000 | 71344 |
|  Allergan Funding SCS, 2.63%, 11/15/2028 (Callable 08/15/2028) | Allergan Funding SCS, 2.63%, 11/15/2028 (Callable 08/15/2028) | 100000 | 111096 |
|  Allied Universal Holdco LLC, 7.88%, 02/15/2031 (Callable 02/15/2027) <sup>(b)</sup> | Allied Universal Holdco LLC, 7.88%, 02/15/2031 (Callable 02/15/2027) <sup>(b)</sup> | 40000 | 41050 |
| Amgen, Inc. | Amgen, Inc. | Amgen, Inc. | Amgen, Inc. |
| &nbsp;&nbsp; 5.15%, 03/02/2028 (Callable 02/02/2028) | &nbsp;&nbsp; 5.15%, 03/02/2028 (Callable 02/02/2028) | 140000 | 142026 |
| &nbsp;&nbsp; 5.75%, 03/02/2063 (Callable 09/02/2062) | &nbsp;&nbsp; 5.75%, 03/02/2063 (Callable 09/02/2062) | 63000 | 59907 |
|  Augusta SpinCo Corp., 5.25%, 03/23/2036 (Callable 12/23/2035) | Augusta SpinCo Corp., 5.25%, 03/23/2036 (Callable 12/23/2035) | 14000 | 13947 |
| Avis Budget Car Rental LLC / Avis Budget Finance, Inc. | Avis Budget Car Rental LLC / Avis Budget Finance, Inc. | Avis Budget Car Rental LLC / Avis Budget Finance, Inc. | Avis Budget Car Rental LLC / Avis Budget Finance, Inc. |
| &nbsp;&nbsp; 4.75%, 04/01/2028 (Callable 04/11/2026) <sup>(b)</sup> | &nbsp;&nbsp; 4.75%, 04/01/2028 (Callable 04/11/2026) <sup>(b)</sup> | 75000 | 72750 |
| &nbsp;&nbsp; 8.00%, 02/15/2031 (Callable 11/15/2026) <sup>(b)</sup> | &nbsp;&nbsp; 8.00%, 02/15/2031 (Callable 11/15/2026) <sup>(b)</sup> | 45000 | 44325 |
| BAT Capital Corp. | BAT Capital Corp. | BAT Capital Corp. | BAT Capital Corp. |
| &nbsp;&nbsp; 5.63%, 08/15/2035 (Callable 05/15/2035) | &nbsp;&nbsp; 5.63%, 08/15/2035 (Callable 05/15/2035) | 35000 | 36004 |
| &nbsp;&nbsp; 4.54%, 08/15/2047 (Callable 02/15/2047) | &nbsp;&nbsp; 4.54%, 08/15/2047 (Callable 02/15/2047) | 43000 | 34651 |
|  Bausch + Lomb Corp., 8.38%, 10/01/2028 (Callable 04/11/2026) <sup>(b)</sup> | Bausch + Lomb Corp., 8.38%, 10/01/2028 (Callable 04/11/2026) <sup>(b)</sup> | 40000 | 41200 |
| Bausch Health Cos., Inc. | Bausch Health Cos., Inc. | Bausch Health Cos., Inc. | Bausch Health Cos., Inc. |
| &nbsp;&nbsp; 5.25%, 01/30/2030 (Callable 04/16/2026) <sup>(b)</sup> | &nbsp;&nbsp; 5.25%, 01/30/2030 (Callable 04/16/2026) <sup>(b)</sup> | 10000 | 6500 |
| &nbsp;&nbsp; 14.00%, 10/15/2030 (Callable 04/11/2026) <sup>(b)</sup> | &nbsp;&nbsp; 14.00%, 10/15/2030 (Callable 04/11/2026) <sup>(b)</sup> | 1000 | 950 |
|  Becton Dickinson & Co., 4.69%, 02/13/2028 (Callable 01/13/2028) | Becton Dickinson & Co., 4.69%, 02/13/2028 (Callable 01/13/2028) | 86000 | 86307 |
|  Bimbo Bakeries USA, Inc., 5.38%, 01/09/2036 (Callable 10/09/2035) <sup>(b)</sup> | Bimbo Bakeries USA, Inc., 5.38%, 01/09/2036 (Callable 10/09/2035) <sup>(b)</sup> | 200000 | 198645 |
|  Block Financial LLC, 5.38%, 09/15/2032 (Callable 07/15/2032) | Block Financial LLC, 5.38%, 09/15/2032 (Callable 07/15/2032) | 38000 | 36830 |
|  Bunge Ltd. Finance Corp., 4.65%, 09/17/2034 (Callable 06/17/2034) | Bunge Ltd. Finance Corp., 4.65%, 09/17/2034 (Callable 06/17/2034) | 41000 | 39509 |
| Cardinal Health, Inc. | Cardinal Health, Inc. | Cardinal Health, Inc. | Cardinal Health, Inc. |
| &nbsp;&nbsp; 4.60%, 03/15/2043 | &nbsp;&nbsp; 4.60%, 03/15/2043 | 35000 | 30069 |
| &nbsp;&nbsp; 4.50%, 11/15/2044 (Callable 05/15/2044) | &nbsp;&nbsp; 4.50%, 11/15/2044 (Callable 05/15/2044) | 5000 | 4177 |
| Centene Corp. | Centene Corp. | Centene Corp. | Centene Corp. |
| &nbsp;&nbsp; 4.63%, 12/15/2029 (Callable 05/01/2026) | &nbsp;&nbsp; 4.63%, 12/15/2029 (Callable 05/01/2026) | 45000 | 42429 |
| &nbsp;&nbsp; 3.38%, 02/15/2030 (Callable 04/16/2026) | &nbsp;&nbsp; 3.38%, 02/15/2030 (Callable 04/16/2026) | 195000 | 174622 |
| &nbsp;&nbsp; 3.00%, 10/15/2030 (Callable 07/15/2030) | &nbsp;&nbsp; 3.00%, 10/15/2030 (Callable 07/15/2030) | 210000 | 183939 |
| &nbsp;&nbsp; 2.50%, 03/01/2031 (Callable 12/01/2030) | &nbsp;&nbsp; 2.50%, 03/01/2031 (Callable 12/01/2030) | 155000 | 129417 |
|  CHS/Community Health Systems, Inc., 6.00%, 01/15/2029 (Callable 04/16/2026) <sup>(b)</sup> | CHS/Community Health Systems, Inc., 6.00%, 01/15/2029 (Callable 04/16/2026) <sup>(b)</sup> | 20000 | 19750 |
|  Concentra Health Services, Inc., 6.88%, 07/15/2032 (Callable 07/15/2027) <sup>(b)</sup> | Concentra Health Services, Inc., 6.88%, 07/15/2032 (Callable 07/15/2027) <sup>(b)</sup> | 50000 | 51625 |
|  Darling Ingredients, Inc., 6.00%, 06/15/2030 (Callable 04/11/2026) <sup>(b)</sup> | Darling Ingredients, Inc., 6.00%, 06/15/2030 (Callable 04/11/2026) <sup>(b)</sup> | 205000 | 205769 |
|  Dcli Bidco LLC, 7.75%, 11/15/2029 (Callable 11/15/2026) <sup>(b)</sup> | Dcli Bidco LLC, 7.75%, 11/15/2029 (Callable 11/15/2026) <sup>(b)</sup> | 20000 | 20225 |
|  Element Fleet Management Corp., 5.04%, 03/25/2030 (Callable 02/25/2030) <sup>(b)</sup> | Element Fleet Management Corp., 5.04%, 03/25/2030 (Callable 02/25/2030) <sup>(b)</sup> | 35000 | 35233 |
|  Elevance Health, Inc., 4.55%, 05/15/2052 (Callable 11/15/2051) | Elevance Health, Inc., 4.55%, 05/15/2052 (Callable 11/15/2051) | 25000 | 20110 |
|  Eli Lilly & Co., 4.55%, 02/12/2028 (Callable 01/12/2028) | Eli Lilly & Co., 4.55%, 02/12/2028 (Callable 01/12/2028) | 66000 | 66500 |
| Garda World Security Corp. | Garda World Security Corp. | Garda World Security Corp. | Garda World Security Corp. |
| &nbsp;&nbsp; 6.50%, 01/15/2031 (Callable 11/15/2027) <sup>(b)</sup> | &nbsp;&nbsp; 6.50%, 01/15/2031 (Callable 11/15/2027) <sup>(b)</sup> | 15000 | 15150 |
| &nbsp;&nbsp; 8.25%, 08/01/2032 (Callable 08/01/2027) <sup>(b)</sup> | &nbsp;&nbsp; 8.25%, 08/01/2032 (Callable 08/01/2027) <sup>(b)</sup> | 45000 | 44831 |
|  GE HealthCare Technologies, Inc., 4.80%, 01/15/2031 (Callable 12/15/2030) | GE HealthCare Technologies, Inc., 4.80%, 01/15/2031 (Callable 12/15/2030) | 34000 | 34095 |
|  Global Medical Response, Inc., 7.38%, 10/01/2032 (Callable 10/01/2028) <sup>(b)</sup> | Global Medical Response, Inc., 7.38%, 10/01/2032 (Callable 10/01/2028) <sup>(b)</sup> | 50000 | 51750 |
|  Global Payments, Inc., 5.55%, 11/15/2035 (Callable 08/15/2035) | Global Payments, Inc., 5.55%, 11/15/2035 (Callable 08/15/2035) | 18000 | 17270 |
|  Graham Holdings Co., 5.63%, 12/01/2033 (Callable 12/01/2028) <sup>(b)</sup> | Graham Holdings Co., 5.63%, 12/01/2033 (Callable 12/01/2028) <sup>(b)</sup> | 25000 | 24313 |
|  HCA, Inc., 5.60%, 04/01/2034 (Callable 01/01/2034) | HCA, Inc., 5.60%, 04/01/2034 (Callable 01/01/2034) | 285000 | 291090 |
| Herc Holdings, Inc. | Herc Holdings, Inc. | Herc Holdings, Inc. | Herc Holdings, Inc. |
| &nbsp;&nbsp; 7.00%, 06/15/2030 (Callable 06/15/2027) <sup>(b)</sup> | &nbsp;&nbsp; 7.00%, 06/15/2030 (Callable 06/15/2027) <sup>(b)</sup> | 15000 | 15319 |
| &nbsp;&nbsp; 5.75%, 03/15/2031 (Callable 03/15/2028) <sup>(b)</sup> | &nbsp;&nbsp; 5.75%, 03/15/2031 (Callable 03/15/2028) <sup>(b)</sup> | 5000 | 4906 |
| &nbsp;&nbsp; 6.00%, 03/15/2034 (Callable 03/15/2029) <sup>(b)</sup> | &nbsp;&nbsp; 6.00%, 03/15/2034 (Callable 03/15/2029) <sup>(b)</sup> | 5000 | 4831 |
|  Illumina, Inc., 4.75%, 12/12/2030 (Callable 11/12/2030) | Illumina, Inc., 4.75%, 12/12/2030 (Callable 11/12/2030) | 29000 | 28701 |
| JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings |
| &nbsp;&nbsp; 5.63%, 03/10/2037 (Callable 12/10/2036) <sup>(b)</sup> | &nbsp;&nbsp; 5.63%, 03/10/2037 (Callable 12/10/2036) <sup>(b)</sup> | 11000 | 11012 |
| &nbsp;&nbsp; 6.25%, 03/01/2056 (Callable 09/01/2055) | &nbsp;&nbsp; 6.25%, 03/01/2056 (Callable 09/01/2055) | 35000 | 34084 |
|  JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl, 5.75%, 04/01/2033 (Callable 01/01/2033) | JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl, 5.75%, 04/01/2033 (Callable 01/01/2033) | 36000 | 37060 |
|  Johnson & Johnson, 4.55%, 03/01/2028 (Callable 02/01/2028) | Johnson & Johnson, 4.55%, 03/01/2028 (Callable 02/01/2028) | 63000 | 63673 |
|  JSW Infrastructure Ltd., 4.95%, 01/21/2029 (Callable 10/21/2028) | JSW Infrastructure Ltd., 4.95%, 01/21/2029 (Callable 10/21/2028) | 200000 | 194750 |
| Kraft Heinz Foods Co. | Kraft Heinz Foods Co. | Kraft Heinz Foods Co. | Kraft Heinz Foods Co. |
| &nbsp;&nbsp; 3.25%, 03/15/2033 (Callable 12/15/2032) | &nbsp;&nbsp; 3.25%, 03/15/2033 (Callable 12/15/2032) | 135000 | 147848 |
| &nbsp;&nbsp; 6.88%, 01/26/2039 | &nbsp;&nbsp; 6.88%, 01/26/2039 | 90000 | 96792 |
| &nbsp;&nbsp; 7.13%, 08/01/2039 <sup>(b)</sup> | &nbsp;&nbsp; 7.13%, 08/01/2039 <sup>(b)</sup> | 95000 | 103382 |
| &nbsp;&nbsp; 4.38%, 06/01/2046 (Callable 12/01/2045) | &nbsp;&nbsp; 4.38%, 06/01/2046 (Callable 12/01/2045) | 250000 | 194051 |
|  Kroger Co., 5.65%, 09/15/2064 (Callable 03/15/2064) | Kroger Co., 5.65%, 09/15/2064 (Callable 03/15/2064) | 36000 | 33317 |
|  Laboratory Corp. of America Holdings, 4.55%, 04/01/2032 (Callable 02/01/2032) | Laboratory Corp. of America Holdings, 4.55%, 04/01/2032 (Callable 02/01/2032) | 66000 | 65090 |
|  LifePoint Health, Inc., 10.00%, 06/01/2032 (Callable 06/01/2027) <sup>(b)</sup> | LifePoint Health, Inc., 10.00%, 06/01/2032 (Callable 06/01/2027) <sup>(b)</sup> | 20000 | 20375 |
|  MARB BondCo PLC, 3.95%, 01/29/2031 (Callable 04/23/2026) <sup>(b)</sup> | MARB BondCo PLC, 3.95%, 01/29/2031 (Callable 04/23/2026) <sup>(b)</sup> | 200000 | 177347 |
| Mars, Inc. | Mars, Inc. | Mars, Inc. | Mars, Inc. |
| &nbsp;&nbsp; 5.20%, 03/01/2035 (Callable 12/01/2034) <sup>(b)</sup> | &nbsp;&nbsp; 5.20%, 03/01/2035 (Callable 12/01/2034) <sup>(b)</sup> | 65000 | 65439 |
| &nbsp;&nbsp; 5.70%, 05/01/2055 (Callable 11/01/2054) <sup>(b)</sup> | &nbsp;&nbsp; 5.70%, 05/01/2055 (Callable 11/01/2054) <sup>(b)</sup> | 36000 | 35011 |
|  Mavis Tire Express Services Topco Corp., 6.50%, 05/15/2029 (Callable 05/01/2026) <sup>(b)</sup> | Mavis Tire Express Services Topco Corp., 6.50%, 05/15/2029 (Callable 05/01/2026) <sup>(b)</sup> | 10000 | 9875 |
|  Medline Borrower LP, 5.25%, 10/01/2029 (Callable 05/01/2026) <sup>(b)</sup> | Medline Borrower LP, 5.25%, 10/01/2029 (Callable 05/01/2026) <sup>(b)</sup> | 66000 | 65175 |
|  Merck & Co., Inc., 5.70%, 09/15/2055 (Callable 03/15/2055) | Merck & Co., Inc., 5.70%, 09/15/2055 (Callable 03/15/2055) | 44000 | 43496 |
|  Novartis Capital Corp., 5.70%, 03/18/2056 (Callable 09/18/2055) | Novartis Capital Corp., 5.70%, 03/18/2056 (Callable 09/18/2055) | 37000 | 37241 |
|  Performance Food Group, Inc., 5.63%, 03/01/2034 (Callable 03/01/2029) <sup>(b)</sup> | Performance Food Group, Inc., 5.63%, 03/01/2034 (Callable 03/01/2029) <sup>(b)</sup> | 110000 | 105875 |
| Philip Morris International, Inc. | Philip Morris International, Inc. | Philip Morris International, Inc. | Philip Morris International, Inc. |
| &nbsp;&nbsp; 5.38%, 02/15/2033 (Callable 11/15/2032) | &nbsp;&nbsp; 5.38%, 02/15/2033 (Callable 11/15/2032) | 34000 | 34892 |
| &nbsp;&nbsp; 5.25%, 02/13/2034 (Callable 11/13/2033) | &nbsp;&nbsp; 5.25%, 02/13/2034 (Callable 11/13/2033) | 33000 | 33574 |
| Post Holdings, Inc. | Post Holdings, Inc. | Post Holdings, Inc. | Post Holdings, Inc. |
| &nbsp;&nbsp; 4.50%, 09/15/2031 (Callable 09/15/2026) <sup>(b)</sup> | &nbsp;&nbsp; 4.50%, 09/15/2031 (Callable 09/15/2026) <sup>(b)</sup> | 5000 | 4631 |
| &nbsp;&nbsp; 6.38%, 03/01/2033 (Callable 09/01/2027) <sup>(b)</sup> | &nbsp;&nbsp; 6.38%, 03/01/2033 (Callable 09/01/2027) <sup>(b)</sup> | 320000 | 315200 |
| &nbsp;&nbsp; 6.25%, 10/15/2034 (Callable 10/15/2029) <sup>(b)</sup> | &nbsp;&nbsp; 6.25%, 10/15/2034 (Callable 10/15/2029) <sup>(b)</sup> | 81000 | 79380 |
| &nbsp;&nbsp; 6.50%, 03/15/2036 (Callable 03/15/2031) <sup>(b)</sup> | &nbsp;&nbsp; 6.50%, 03/15/2036 (Callable 03/15/2031) <sup>(b)</sup> | 105000 | 102638 |
|  Primo Water Holdings, Inc. / Triton Water Holdings, Inc., 4.38%, 04/30/2029 (Callable 05/01/2026) <sup>(b)</sup> | Primo Water Holdings, Inc. / Triton Water Holdings, Inc., 4.38%, 04/30/2029 (Callable 05/01/2026) <sup>(b)</sup> | 75000 | 72469 |
| Quest Diagnostics, Inc. | Quest Diagnostics, Inc. | Quest Diagnostics, Inc. | Quest Diagnostics, Inc. |
| &nbsp;&nbsp; 4.60%, 12/15/2027 (Callable 11/15/2027) | &nbsp;&nbsp; 4.60%, 12/15/2027 (Callable 11/15/2027) | 87000 | 87321 |
| &nbsp;&nbsp; 5.00%, 12/15/2034 (Callable 09/15/2034) | &nbsp;&nbsp; 5.00%, 12/15/2034 (Callable 09/15/2034) | 69000 | 68056 |
|  Radiology Partners, Inc., 8.50%, 07/15/2032 (Callable 07/15/2028) <sup>(b)</sup> | Radiology Partners, Inc., 8.50%, 07/15/2032 (Callable 07/15/2028) <sup>(b)</sup> | 25000 | 24781 |
|  Rollins, Inc., 5.25%, 02/24/2035 (Callable 11/24/2034) | Rollins, Inc., 5.25%, 02/24/2035 (Callable 11/24/2034) | 36000 | 35854 |
| Royalty Pharma PLC | Royalty Pharma PLC | Royalty Pharma PLC | Royalty Pharma PLC |
| &nbsp;&nbsp; 5.15%, 09/02/2029 (Callable 08/02/2029) | &nbsp;&nbsp; 5.15%, 09/02/2029 (Callable 08/02/2029) | 33000 | 33531 |
| &nbsp;&nbsp; 5.95%, 09/25/2055 (Callable 03/25/2055) | &nbsp;&nbsp; 5.95%, 09/25/2055 (Callable 03/25/2055) | 22000 | 21207 |
|  Rutas 2 & 7 Finance Ltd., 0.00%, 09/30/2036 <sup>(e)</sup> | Rutas 2 & 7 Finance Ltd., 0.00%, 09/30/2036 <sup>(e)</sup> | 293333 | 222933 |
|  Select Medical Corp., 6.25%, 12/01/2032 (Callable 12/01/2027) <sup>(b)</sup> | Select Medical Corp., 6.25%, 12/01/2032 (Callable 12/01/2027) <sup>(b)</sup> | 5000 | 4738 |
|  Smith & Nephew PLC, 5.15%, 03/20/2027 (Callable 02/20/2027) | Smith & Nephew PLC, 5.15%, 03/20/2027 (Callable 02/20/2027) | 91000 | 91574 |
|  Solventum Corp., 5.45%, 02/25/2027 (Callable 01/25/2027) | Solventum Corp., 5.45%, 02/25/2027 (Callable 01/25/2027) | 28000 | 28201 |
| Stryker Corp. | Stryker Corp. | Stryker Corp. | Stryker Corp. |
| &nbsp;&nbsp; 4.70%, 02/10/2028 (Callable 01/10/2028) | &nbsp;&nbsp; 4.70%, 02/10/2028 (Callable 01/10/2028) | 47000 | 47332 |
| &nbsp;&nbsp; 3.65%, 03/07/2028 (Callable 12/07/2027) | &nbsp;&nbsp; 3.65%, 03/07/2028 (Callable 12/07/2027) | 54000 | 53319 |
|  Teva Pharmaceutical Finance Co. LLC, 6.15%, 02/01/2036 | Teva Pharmaceutical Finance Co. LLC, 6.15%, 02/01/2036 | 35000 | 36050 |
|  Teva Pharmaceutical Finance Netherlands II BV, 4.38%, 05/09/2030 (Callable 02/09/2030) | Teva Pharmaceutical Finance Netherlands II BV, 4.38%, 05/09/2030 (Callable 02/09/2030) | 135000 | 155766 |
|  Teva Pharmaceutical Finance Netherlands III BV, 4.10%, 10/01/2046 | Teva Pharmaceutical Finance Netherlands III BV, 4.10%, 10/01/2046 | 51000 | 37804 |
|  Triton Container International Ltd. / TAL International Container Corp., 5.15%, 02/15/2033 (Callable 12/15/2032) | Triton Container International Ltd. / TAL International Container Corp., 5.15%, 02/15/2033 (Callable 12/15/2032) | 37000 | 36199 |
|  United Natural Foods, Inc., 6.75%, 10/15/2028 (Callable 05/01/2026) <sup>(b)</sup> | United Natural Foods, Inc., 6.75%, 10/15/2028 (Callable 05/01/2026) <sup>(b)</sup> | 51000 | 50873 |
| United Rentals North America, Inc. | United Rentals North America, Inc. | United Rentals North America, Inc. | United Rentals North America, Inc. |
| &nbsp;&nbsp; 4.00%, 07/15/2030 (Callable 04/11/2026) | &nbsp;&nbsp; 4.00%, 07/15/2030 (Callable 04/11/2026) | 110000 | 104225 |
| &nbsp;&nbsp; 3.88%, 02/15/2031 (Callable 04/11/2026) | &nbsp;&nbsp; 3.88%, 02/15/2031 (Callable 04/11/2026) | 195000 | 183544 |
| &nbsp;&nbsp; 5.38%, 11/15/2033 (Callable 11/15/2028) <sup>(b)</sup> | &nbsp;&nbsp; 5.38%, 11/15/2033 (Callable 11/15/2028) <sup>(b)</sup> | 10000 | 9763 |
|  UnitedHealth Group, Inc., 2.95%, 10/15/2027 | UnitedHealth Group, Inc., 2.95%, 10/15/2027 | 77000 | 75556 |
|  US Foods, Inc., 5.75%, 04/15/2033 (Callable 10/15/2027) <sup>(b)</sup> | US Foods, Inc., 5.75%, 04/15/2033 (Callable 10/15/2027) <sup>(b)</sup> | 40000 | 39750 |
|  Verisk Analytics, Inc., 5.25%, 06/05/2034 (Callable 03/05/2034) | Verisk Analytics, Inc., 5.25%, 06/05/2034 (Callable 03/05/2034) | 37000 | 36635 |
|  Veritiv Operating Co., 10.50%, 11/30/2030 (Callable 11/30/2026) <sup>(b)</sup> | Veritiv Operating Co., 10.50%, 11/30/2030 (Callable 11/30/2026) <sup>(b)</sup> | 15000 | 15563 |
|  VSP Optical Group, Inc., 5.45%, 12/01/2035 (Callable 09/01/2035) <sup>(b)</sup> | VSP Optical Group, Inc., 5.45%, 12/01/2035 (Callable 09/01/2035) <sup>(b)</sup> | 26000 | 25810 |
|  VT Topco, Inc., 8.50%, 08/15/2030 (Callable 08/15/2026) <sup>(b)</sup> | VT Topco, Inc., 8.50%, 08/15/2030 (Callable 08/15/2026) <sup>(b)</sup> | 15000 | 15150 |
|  Wand NewCo 3, Inc., 7.63%, 01/30/2032 (Callable 01/30/2027) <sup>(b)</sup> | Wand NewCo 3, Inc., 7.63%, 01/30/2032 (Callable 01/30/2027) <sup>(b)</sup> | 30000 | 30600 |
|  Williams Scotsman, Inc., 6.63%, 06/15/2029 (Callable 06/15/2026) <sup>(b)</sup> | Williams Scotsman, Inc., 6.63%, 06/15/2029 (Callable 06/15/2026) <sup>(b)</sup> | 75000 | 75563 |
|  Zimmer Biomet Holdings, Inc., 4.70%, 02/19/2027 | Zimmer Biomet Holdings, Inc., 4.70%, 02/19/2027 | 95000 | 95364 |
|  Zoetis, Inc., 4.70%, 02/01/2043 (Callable 08/01/2042) | Zoetis, Inc., 4.70%, 02/01/2043 (Callable 08/01/2042) | 14000 | 12423 |
|  |  |  | 7083792 |
| **Energy - 4.3%** | **Energy - 4.3%** | **Energy - 4.3%** | **Energy - 4.3%** |
|  AI Candelaria - spain- SA, 7.50%, 12/15/2028 (Callable 09/15/2028) | AI Candelaria - spain- SA, 7.50%, 12/15/2028 (Callable 09/15/2028) | 147916 | 149580 |
|  Aker BP ASA, 5.13%, 10/01/2034 (Callable 07/01/2034) <sup>(b)</sup> | Aker BP ASA, 5.13%, 10/01/2034 (Callable 07/01/2034) <sup>(b)</sup> | 150000 | 146511 |
|  Antero Midstream Partners LP / Antero Midstream Finance Corp., 5.75%, 07/01/2034 (Callable 01/01/2029) <sup>(b)</sup> | Antero Midstream Partners LP / Antero Midstream Finance Corp., 5.75%, 07/01/2034 (Callable 01/01/2029) <sup>(b)</sup> | 25000 | 24625 |
|  APA Corp., 6.10%, 02/15/2035 (Callable 11/15/2034) | APA Corp., 6.10%, 02/15/2035 (Callable 11/15/2034) | 17000 | 17366 |
|  Archrock Partners LP / Archrock Partners Finance Corp., 6.63%, 09/01/2032 (Callable 09/01/2027) <sup>(b)</sup> | Archrock Partners LP / Archrock Partners Finance Corp., 6.63%, 09/01/2032 (Callable 09/01/2027) <sup>(b)</sup> | 30000 | 30525 |
|  Baker Hughes Holdings LLC / Baker Hughes Co.-Obligor, Inc., 5.00%, 06/15/2036 (Callable 03/15/2036) | Baker Hughes Holdings LLC / Baker Hughes Co.-Obligor, Inc., 5.00%, 06/15/2036 (Callable 03/15/2036) | 30000 | 29288 |
|  BP Capital Markets PLC, 6.00% to 02/19/2030 then UK Government Bonds 5 Year Note Generic Bid Yield + 1.73%, Perpetual (Callable 11/19/2029) | BP Capital Markets PLC, 6.00% to 02/19/2030 then UK Government Bonds 5 Year Note Generic Bid Yield + 1.73%, Perpetual (Callable 11/19/2029) | 120000 | 158434 |
|  Buckeye Partners LP, 6.88%, 07/01/2029 (Callable 07/01/2026) <sup>(b)</sup> | Buckeye Partners LP, 6.88%, 07/01/2029 (Callable 07/01/2026) <sup>(b)</sup> | 15000 | 15375 |
| Cenovus Energy, Inc. | Cenovus Energy, Inc. | Cenovus Energy, Inc. | Cenovus Energy, Inc. |
| &nbsp;&nbsp; 3.50%, 02/07/2028 (Callable 12/07/2027) | &nbsp;&nbsp; 3.50%, 02/07/2028 (Callable 12/07/2027) | 100000 | 71757 |
| &nbsp;&nbsp; 5.40%, 03/20/2036 (Callable 12/20/2035) | &nbsp;&nbsp; 5.40%, 03/20/2036 (Callable 12/20/2035) | 18000 | 17840 |
| &nbsp;&nbsp; 6.75%, 11/15/2039 | &nbsp;&nbsp; 6.75%, 11/15/2039 | 434000 | 471068 |
| &nbsp;&nbsp; 5.40%, 06/15/2047 (Callable 12/15/2046) | &nbsp;&nbsp; 5.40%, 06/15/2047 (Callable 12/15/2046) | 107000 | 95235 |
| Cheniere Energy, Inc. | Cheniere Energy, Inc. | Cheniere Energy, Inc. | Cheniere Energy, Inc. |
| &nbsp;&nbsp; 4.63%, 10/15/2028 (Callable 04/11/2026) | &nbsp;&nbsp; 4.63%, 10/15/2028 (Callable 04/11/2026) | 64000 | 63760 |
| &nbsp;&nbsp; 5.65%, 04/15/2034 (Callable 10/15/2033) | &nbsp;&nbsp; 5.65%, 04/15/2034 (Callable 10/15/2033) | 70000 | 71997 |
| &nbsp;&nbsp; 6.00%, 07/30/2056 (Callable 01/30/2056) <sup>(b)</sup> | &nbsp;&nbsp; 6.00%, 07/30/2056 (Callable 01/30/2056) <sup>(b)</sup> | 3000 | 2972 |
| Chord Energy Corp. | Chord Energy Corp. | Chord Energy Corp. | Chord Energy Corp. |
| &nbsp;&nbsp; 6.00%, 10/01/2030 (Callable 10/01/2027) <sup>(b)</sup> | &nbsp;&nbsp; 6.00%, 10/01/2030 (Callable 10/01/2027) <sup>(b)</sup> | 10000 | 10100 |
| &nbsp;&nbsp; 6.75%, 03/15/2033 (Callable 03/15/2028) <sup>(b)</sup> | &nbsp;&nbsp; 6.75%, 03/15/2033 (Callable 03/15/2028) <sup>(b)</sup> | 20000 | 20600 |
|  Civitas Resources, Inc., 8.75%, 07/01/2031 (Callable 07/01/2026) <sup>(b)</sup> | Civitas Resources, Inc., 8.75%, 07/01/2031 (Callable 07/01/2026) <sup>(b)</sup> | 165000 | 172219 |
|  CNX Resources Corp., 5.88%, 03/01/2034 (Callable 03/01/2029) <sup>(b)</sup> | CNX Resources Corp., 5.88%, 03/01/2034 (Callable 03/01/2029) <sup>(b)</sup> | 20000 | 19450 |
|  Colonial Enterprises, Inc., 5.63%, 11/15/2035 (Callable 08/15/2035) <sup>(b)</sup> | Colonial Enterprises, Inc., 5.63%, 11/15/2035 (Callable 08/15/2035) <sup>(b)</sup> | 21000 | 20879 |
|  Columbia Pipelines Operating Co. LLC, 6.04%, 11/15/2033 (Callable 08/15/2033) <sup>(b)</sup> | Columbia Pipelines Operating Co. LLC, 6.04%, 11/15/2033 (Callable 08/15/2033) <sup>(b)</sup> | 115000 | 120949 |
| Continental Resources, Inc./OK | Continental Resources, Inc./OK | Continental Resources, Inc./OK | Continental Resources, Inc./OK |
| &nbsp;&nbsp; 5.75%, 01/15/2031 (Callable 07/15/2030) <sup>(b)</sup> | &nbsp;&nbsp; 5.75%, 01/15/2031 (Callable 07/15/2030) <sup>(b)</sup> | 162000 | 164419 |
| &nbsp;&nbsp; 2.88%, 04/01/2032 (Callable 01/01/2032) <sup>(b)</sup> | &nbsp;&nbsp; 2.88%, 04/01/2032 (Callable 01/01/2032) <sup>(b)</sup> | 376000 | 328519 |
|  Cosan Overseas Ltd., 8.25%, Perpetual (Callable 05/05/2026) | Cosan Overseas Ltd., 8.25%, Perpetual (Callable 05/05/2026) | 200000 | 189750 |
|  Delek Logistics Partners LP / Delek Logistics Finance Corp., 8.63%, 03/15/2029 (Callable 04/11/2026) <sup>(b)</sup> | Delek Logistics Partners LP / Delek Logistics Finance Corp., 8.63%, 03/15/2029 (Callable 04/11/2026) <sup>(b)</sup> | 50000 | 51563 |
|  Diamondback Energy, Inc., 5.20%, 04/18/2027 (Callable 03/18/2027) | Diamondback Energy, Inc., 5.20%, 04/18/2027 (Callable 03/18/2027) | 75000 | 75487 |
|  Eastern Energy Gas Holdings LLC, 5.65%, 10/15/2054 (Callable 04/15/2054) | Eastern Energy Gas Holdings LLC, 5.65%, 10/15/2054 (Callable 04/15/2054) | 36000 | 33829 |
|  Ecopetrol SA, 5.88%, 11/02/2051 (Callable 05/02/2051) | Ecopetrol SA, 5.88%, 11/02/2051 (Callable 05/02/2051) | 200000 | 139000 |
| Enbridge, Inc. | Enbridge, Inc. | Enbridge, Inc. | Enbridge, Inc. |
| &nbsp;&nbsp; 4.60%, 06/20/2028 (Callable 05/20/2028) | &nbsp;&nbsp; 4.60%, 06/20/2028 (Callable 05/20/2028) | 69000 | 69128 |
| &nbsp;&nbsp; 5.45%, 03/27/2036 (Callable 12/27/2035) | &nbsp;&nbsp; 5.45%, 03/27/2036 (Callable 12/27/2035) | 15000 | 15113 |
| &nbsp;&nbsp; 7.20% to 06/27/2034 then 5 yr. CMT Rate + 2.97%, 06/27/2054 (Callable 03/27/2034) | &nbsp;&nbsp; 7.20% to 06/27/2034 then 5 yr. CMT Rate + 2.97%, 06/27/2054 (Callable 03/27/2034) | 140000 | 146300 |
| &nbsp;&nbsp; 8.50% to 01/15/2034 then 5 yr. CMT Rate + 4.43%, 01/15/2084 (Callable 10/15/2033) | &nbsp;&nbsp; 8.50% to 01/15/2034 then 5 yr. CMT Rate + 4.43%, 01/15/2084 (Callable 10/15/2033) | 165000 | 183864 |
| Energy Transfer LP | Energy Transfer LP | Energy Transfer LP | Energy Transfer LP |
| &nbsp;&nbsp; 7.13% to 05/15/2030 then 5 yr. CMT Rate + 5.31%, Perpetual (Callable 05/15/2030) | &nbsp;&nbsp; 7.13% to 05/15/2030 then 5 yr. CMT Rate + 5.31%, Perpetual (Callable 05/15/2030) | 354000 | 358453 |
| &nbsp;&nbsp; 8.00% to 05/15/2029 then 5 yr. CMT Rate + 4.02%, 05/15/2054 (Callable 02/15/2029) | &nbsp;&nbsp; 8.00% to 05/15/2029 then 5 yr. CMT Rate + 4.02%, 05/15/2054 (Callable 02/15/2029) | 185000 | 193168 |
|  Enterprise Products Operating LLC, 4.30%, 06/20/2028 (Callable 05/20/2028) | Enterprise Products Operating LLC, 4.30%, 06/20/2028 (Callable 05/20/2028) | 100000 | 100041 |
| EQT Corp. | EQT Corp. | EQT Corp. | EQT Corp. |
| &nbsp;&nbsp; 3.63%, 05/15/2031 (Callable 05/15/2030) <sup>(b)</sup> | &nbsp;&nbsp; 3.63%, 05/15/2031 (Callable 05/15/2030) <sup>(b)</sup> | 350000 | 325058 |
| &nbsp;&nbsp; 5.75%, 02/01/2034 (Callable 11/01/2033) | &nbsp;&nbsp; 5.75%, 02/01/2034 (Callable 11/01/2033) | 55000 | 56467 |
| Expand Energy Corp. | Expand Energy Corp. | Expand Energy Corp. | Expand Energy Corp. |
| &nbsp;&nbsp; 6.75%, 04/15/2029 (Callable 04/15/2026) <sup>(b)</sup> | &nbsp;&nbsp; 6.75%, 04/15/2029 (Callable 04/15/2026) <sup>(b)</sup> | 22000 | 22013 |
| &nbsp;&nbsp; 4.75%, 02/01/2032 (Callable 02/01/2027) | &nbsp;&nbsp; 4.75%, 02/01/2032 (Callable 02/01/2027) | 18000 | 17566 |
|  Fermaca Enterprises S de RL de CV, 6.38%, 03/30/2038 (Callable 09/30/2037) | Fermaca Enterprises S de RL de CV, 6.38%, 03/30/2038 (Callable 09/30/2037) | 167652 | 169417 |
|  Florida Gas Transmission Co. LLC, 5.75%, 07/15/2035 (Callable 04/15/2035) <sup>(b)</sup> | Florida Gas Transmission Co. LLC, 5.75%, 07/15/2035 (Callable 04/15/2035) <sup>(b)</sup> | 15000 | 15320 |
|  Global Partners LP / GLP Finance Corp., 8.25%, 01/15/2032 (Callable 01/15/2027) <sup>(b)</sup> | Global Partners LP / GLP Finance Corp., 8.25%, 01/15/2032 (Callable 01/15/2027) <sup>(b)</sup> | 35000 | 36050 |
|  GNL Quintero SA, 4.63%, 07/31/2029 | GNL Quintero SA, 4.63%, 07/31/2029 | 82400 | 82039 |
|  Guara Norte Sarl, 5.20%, 06/15/2034 | Guara Norte Sarl, 5.20%, 06/15/2034 | 147330 | 142685 |
|  Gulfport Energy Operating Corp., 6.75%, 09/01/2029 (Callable 09/01/2026) <sup>(b)</sup> | Gulfport Energy Operating Corp., 6.75%, 09/01/2029 (Callable 09/01/2026) <sup>(b)</sup> | 30000 | 30713 |
|  Harvest Midstream I LP, 7.50%, 05/15/2032 (Callable 05/15/2027) <sup>(b)</sup> | Harvest Midstream I LP, 7.50%, 05/15/2032 (Callable 05/15/2027) <sup>(b)</sup> | 30000 | 30525 |
|  Hilcorp Energy I LP / Hilcorp Finance Co., 7.25%, 02/15/2035 (Callable 02/15/2030) <sup>(b)</sup> | Hilcorp Energy I LP / Hilcorp Finance Co., 7.25%, 02/15/2035 (Callable 02/15/2030) <sup>(b)</sup> | 15000 | 14925 |
|  Kinder Morgan Energy Partners LP, 6.95%, 01/15/2038 | Kinder Morgan Energy Partners LP, 6.95%, 01/15/2038 | 16000 | 17824 |
|  Kinder Morgan, Inc., 1.75%, 11/15/2026 (Callable 10/15/2026) | Kinder Morgan, Inc., 1.75%, 11/15/2026 (Callable 10/15/2026) | 55000 | 54117 |
| Kodiak Gas Services LLC | Kodiak Gas Services LLC | Kodiak Gas Services LLC | Kodiak Gas Services LLC |
| &nbsp;&nbsp; 7.25%, 02/15/2029 (Callable 04/10/2026) <sup>(b)</sup> | &nbsp;&nbsp; 7.25%, 02/15/2029 (Callable 04/10/2026) <sup>(b)</sup> | 30000 | 31095 |
| &nbsp;&nbsp; 6.50%, 10/01/2033 (Callable 10/01/2028) <sup>(b)</sup> | &nbsp;&nbsp; 6.50%, 10/01/2033 (Callable 10/01/2028) <sup>(b)</sup> | 10000 | 10075 |
| &nbsp;&nbsp; 6.75%, 10/01/2035 (Callable 10/01/2030) <sup>(b)</sup> | &nbsp;&nbsp; 6.75%, 10/01/2035 (Callable 10/01/2030) <sup>(b)</sup> | 10000 | 10150 |
|  Long Ridge Energy LLC, 8.75%, 02/15/2032 (Callable 02/15/2028) <sup>(b)</sup> | Long Ridge Energy LLC, 8.75%, 02/15/2032 (Callable 02/15/2028) <sup>(b)</sup> | 75000 | 78563 |
| Matador Resources Co. | Matador Resources Co. | Matador Resources Co. | Matador Resources Co. |
| &nbsp;&nbsp; 6.50%, 04/15/2032 (Callable 04/15/2027) <sup>(b)</sup> | &nbsp;&nbsp; 6.50%, 04/15/2032 (Callable 04/15/2027) <sup>(b)</sup> | 20000 | 20150 |
| &nbsp;&nbsp; 6.00%, 04/15/2034 (Callable 04/15/2029) <sup>(b)</sup> | &nbsp;&nbsp; 6.00%, 04/15/2034 (Callable 04/15/2029) <sup>(b)</sup> | 5000 | 4963 |
|  MPLX LP, 5.30%, 04/01/2036 (Callable 01/01/2036) | MPLX LP, 5.30%, 04/01/2036 (Callable 01/01/2036) | 19000 | 18599 |
| Nabors Industries, Inc. | Nabors Industries, Inc. | Nabors Industries, Inc. | Nabors Industries, Inc. |
| &nbsp;&nbsp; 9.13%, 01/31/2030 (Callable 05/31/2026) <sup>(b)</sup> | &nbsp;&nbsp; 9.13%, 01/31/2030 (Callable 05/31/2026) <sup>(b)</sup> | 10000 | 10475 |
| &nbsp;&nbsp; 7.63%, 11/15/2032 (Callable 11/15/2028) <sup>(b)</sup> | &nbsp;&nbsp; 7.63%, 11/15/2032 (Callable 11/15/2028) <sup>(b)</sup> | 10000 | 10200 |
|  NGL Energy Operating LLC / NGL Energy Finance Corp., 8.13%, 02/15/2029 (Callable 04/11/2026) <sup>(b)</sup> | NGL Energy Operating LLC / NGL Energy Finance Corp., 8.13%, 02/15/2029 (Callable 04/11/2026) <sup>(b)</sup> | 10000 | 10275 |
|  Northern Oil & Gas, Inc., 8.75%, 06/15/2031 (Callable 06/15/2026) <sup>(b)</sup> | Northern Oil & Gas, Inc., 8.75%, 06/15/2031 (Callable 06/15/2026) <sup>(b)</sup> | 45000 | 46687 |
| Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. |
| &nbsp;&nbsp; 7.50%, 05/01/2031 | &nbsp;&nbsp; 7.50%, 05/01/2031 | 70000 | 77700 |
| &nbsp;&nbsp; 6.45%, 09/15/2036 | &nbsp;&nbsp; 6.45%, 09/15/2036 | 65000 | 69225 |
| &nbsp;&nbsp; 6.20%, 03/15/2040 | &nbsp;&nbsp; 6.20%, 03/15/2040 | 205000 | 208735 |
|  ONEOK, Inc., 4.55%, 07/15/2028 (Callable 04/15/2028) | ONEOK, Inc., 4.55%, 07/15/2028 (Callable 04/15/2028) | 17000 | 17014 |
| Ovintiv, Inc. | Ovintiv, Inc. | Ovintiv, Inc. | Ovintiv, Inc. |
| &nbsp;&nbsp; 6.50%, 08/15/2034 | &nbsp;&nbsp; 6.50%, 08/15/2034 | 190000 | 201742 |
| &nbsp;&nbsp; 6.50%, 02/01/2038 | &nbsp;&nbsp; 6.50%, 02/01/2038 | 160000 | 166880 |
|  Permian Resources Operating LLC, 6.25%, 02/01/2033 (Callable 08/01/2027) <sup>(b)</sup> | Permian Resources Operating LLC, 6.25%, 02/01/2033 (Callable 08/01/2027) <sup>(b)</sup> | 35000 | 35656 |
|  Peru LNG Srl, 5.38%, 03/22/2030 | Peru LNG Srl, 5.38%, 03/22/2030 | 133360 | 129359 |
|  Petrobras Global Finance BV, 5.13%, 09/10/2030 (Callable 08/10/2030) | Petrobras Global Finance BV, 5.13%, 09/10/2030 (Callable 08/10/2030) | 50000 | 48862 |
|  Phillips 66 Co., 6.20% to 03/15/2036 then 5 yr. CMT Rate + 2.17%, 03/15/2056 (Callable 12/15/2035) | Phillips 66 Co., 6.20% to 03/15/2036 then 5 yr. CMT Rate + 2.17%, 03/15/2056 (Callable 12/15/2035) | 85000 | 84363 |
| SM Energy Co. | SM Energy Co. | SM Energy Co. | SM Energy Co. |
| &nbsp;&nbsp; 6.75%, 08/01/2029 (Callable 08/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 6.75%, 08/01/2029 (Callable 08/01/2026) <sup>(b)</sup> | 75000 | 75844 |
| &nbsp;&nbsp; 7.00%, 08/01/2032 (Callable 08/01/2027) <sup>(b)</sup> | &nbsp;&nbsp; 7.00%, 08/01/2032 (Callable 08/01/2027) <sup>(b)</sup> | 20000 | 20350 |
|  South Bow Canadian Infrastructure Holdings Ltd., 7.50% to 03/01/2035 then 5 yr. CMT Rate + 3.67%, 03/01/2055 (Callable 12/01/2034) | South Bow Canadian Infrastructure Holdings Ltd., 7.50% to 03/01/2035 then 5 yr. CMT Rate + 3.67%, 03/01/2055 (Callable 12/01/2034) | 90000 | 93600 |
|  Southern Natural Gas Co. LLC, 5.45%, 08/01/2035 (Callable 05/01/2035) <sup>(b)</sup> | Southern Natural Gas Co. LLC, 5.45%, 08/01/2035 (Callable 05/01/2035) <sup>(b)</sup> | 17000 | 17140 |
|  Sunoco LP, 7.88% to 09/18/2030 then 5 yr. CMT Rate + 4.23%, Perpetual (Callable 09/18/2030) <sup>(b)</sup> | Sunoco LP, 7.88% to 09/18/2030 then 5 yr. CMT Rate + 4.23%, Perpetual (Callable 09/18/2030) <sup>(b)</sup> | 135000 | 137194 |
|  Sunoco LP / Sunoco Finance Corp., 4.50%, 05/15/2029 (Callable 04/16/2026) | Sunoco LP / Sunoco Finance Corp., 4.50%, 05/15/2029 (Callable 04/16/2026) | 75000 | 72938 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. |
| &nbsp;&nbsp; 7.38%, 02/15/2029 (Callable 05/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 7.38%, 02/15/2029 (Callable 05/01/2026) <sup>(b)</sup> | 15000 | 15375 |
| &nbsp;&nbsp; 6.75%, 03/15/2034 (Callable 03/15/2029) <sup>(b)</sup> | &nbsp;&nbsp; 6.75%, 03/15/2034 (Callable 03/15/2029) <sup>(b)</sup> | 10000 | 10013 |
|  Targa Resources Corp., 4.35%, 01/15/2029 (Callable 12/15/2028) | Targa Resources Corp., 4.35%, 01/15/2029 (Callable 12/15/2028) | 18000 | 17875 |
| TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. |
| &nbsp;&nbsp; 6.20%, 10/15/2037 | &nbsp;&nbsp; 6.20%, 10/15/2037 | 95000 | 100224 |
| &nbsp;&nbsp; 7.25%, 08/15/2038 | &nbsp;&nbsp; 7.25%, 08/15/2038 | 42000 | 47766 |
| &nbsp;&nbsp; 7.00% to 06/01/2030 then 5 yr. CMT Rate + 2.61%, 06/01/2065 (Callable 03/01/2030) | &nbsp;&nbsp; 7.00% to 06/01/2030 then 5 yr. CMT Rate + 2.61%, 06/01/2065 (Callable 03/01/2030) | 170000 | 172338 |
|  TransCanada Trust, 5.60% to 03/07/2032 then 5 yr. CMT Rate + 3.99%, 03/07/2082 (Callable 12/07/2031) | TransCanada Trust, 5.60% to 03/07/2032 then 5 yr. CMT Rate + 3.99%, 03/07/2082 (Callable 12/07/2031) | 140000 | 137025 |
|  Var Energi ASA, 6.50%, 05/22/2035 (Callable 02/22/2035) <sup>(b)</sup> | Var Energi ASA, 6.50%, 05/22/2035 (Callable 02/22/2035) <sup>(b)</sup> | 200000 | 210927 |
| Venture Global LNG, Inc. | Venture Global LNG, Inc. | Venture Global LNG, Inc. | Venture Global LNG, Inc. |
| &nbsp;&nbsp; 8.13%, 06/01/2028 (Callable 04/11/2026) <sup>(b)</sup> | &nbsp;&nbsp; 8.13%, 06/01/2028 (Callable 04/11/2026) <sup>(b)</sup> | 10000 | 10225 |
| &nbsp;&nbsp; 9.50%, 02/01/2029 (Callable 11/01/2028) <sup>(b)</sup> | &nbsp;&nbsp; 9.50%, 02/01/2029 (Callable 11/01/2028) <sup>(b)</sup> | 75000 | 81000 |
| &nbsp;&nbsp; 9.00% to 09/30/2029 then 5 yr. CMT Rate + 5.44%, Perpetual (Callable 09/30/2029) <sup>(b)</sup> | &nbsp;&nbsp; 9.00% to 09/30/2029 then 5 yr. CMT Rate + 5.44%, Perpetual (Callable 09/30/2029) <sup>(b)</sup> | 225000 | 224156 |
| &nbsp;&nbsp; 8.38%, 06/01/2031 (Callable 06/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 8.38%, 06/01/2031 (Callable 06/01/2026) <sup>(b)</sup> | 10000 | 10400 |
| &nbsp;&nbsp; 9.88%, 02/01/2032 (Callable 02/01/2027) <sup>(b)</sup> | &nbsp;&nbsp; 9.88%, 02/01/2032 (Callable 02/01/2027) <sup>(b)</sup> | 10000 | 10763 |
| Venture Global Plaquemines LNG LLC | Venture Global Plaquemines LNG LLC | Venture Global Plaquemines LNG LLC | Venture Global Plaquemines LNG LLC |
| &nbsp;&nbsp; 6.13%, 12/15/2030 (Callable 09/15/2030) <sup>(b)</sup> | &nbsp;&nbsp; 6.13%, 12/15/2030 (Callable 09/15/2030) <sup>(b)</sup> | 5000 | 5131 |
| &nbsp;&nbsp; 7.50%, 05/01/2033 (Callable 12/01/2032) <sup>(b)</sup> | &nbsp;&nbsp; 7.50%, 05/01/2033 (Callable 12/01/2032) <sup>(b)</sup> | 5000 | 5481 |
| &nbsp;&nbsp; 6.50%, 01/15/2034 (Callable 07/15/2033) <sup>(b)</sup> | &nbsp;&nbsp; 6.50%, 01/15/2034 (Callable 07/15/2033) <sup>(b)</sup> | 15000 | 15638 |
|  Viper Energy Partners LLC, 4.90%, 08/01/2030 (Callable 07/01/2030) | Viper Energy Partners LLC, 4.90%, 08/01/2030 (Callable 07/01/2030) | 12000 | 12000 |
|  Vital Energy, Inc., 7.88%, 04/15/2032 (Callable 04/15/2027) <sup>(b)</sup> | Vital Energy, Inc., 7.88%, 04/15/2032 (Callable 04/15/2027) <sup>(b)</sup> | 5000 | 5100 |
|  WBI Operating LLC, 6.50%, 10/15/2033 (Callable 10/15/2028) <sup>(b)</sup> | WBI Operating LLC, 6.50%, 10/15/2033 (Callable 10/15/2028) <sup>(b)</sup> | 25000 | 24750 |
|  Weatherford International Ltd., 6.75%, 10/15/2033 (Callable 10/15/2028) <sup>(b)</sup> | Weatherford International Ltd., 6.75%, 10/15/2033 (Callable 10/15/2028) <sup>(b)</sup> | 30000 | 30600 |
|  Western Midstream Operating LP, 5.50%, 12/15/2035 (Callable 09/15/2035) | Western Midstream Operating LP, 5.50%, 12/15/2035 (Callable 09/15/2035) | 18000 | 17627 |
| Williams Cos., Inc. | Williams Cos., Inc. | Williams Cos., Inc. | Williams Cos., Inc. |
| &nbsp;&nbsp; 5.30%, 09/30/2035 (Callable 06/30/2035) | &nbsp;&nbsp; 5.30%, 09/30/2035 (Callable 06/30/2035) | 136000 | 135335 |
| &nbsp;&nbsp; 5.95%, 03/15/2056 (Callable 09/15/2055) | &nbsp;&nbsp; 5.95%, 03/15/2056 (Callable 09/15/2055) | 35000 | 34279 |
|  |  |  | 7835745 |
| **Financial - 8.1%** | **Financial - 8.1%** | **Financial - 8.1%** | **Financial - 8.1%** |
|  Acrisure LLC / Acrisure Finance, Inc., 6.75%, 07/01/2032 (Callable 07/01/2028) <sup>(b)</sup> | Acrisure LLC / Acrisure Finance, Inc., 6.75%, 07/01/2032 (Callable 07/01/2028) <sup>(b)</sup> | 25000 | 23875 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
| &nbsp;&nbsp; 6.95% to 03/10/2030 then 5 yr. CMT Rate + 2.72%, 03/10/2055 (Callable 12/10/2029) | &nbsp;&nbsp; 6.95% to 03/10/2030 then 5 yr. CMT Rate + 2.72%, 03/10/2055 (Callable 12/10/2029) | 150000 | 156718 |
| &nbsp;&nbsp; 6.50% to 01/31/2031 then 5 yr. CMT Rate + 2.44%, 01/31/2056 (Callable 10/31/2030) | &nbsp;&nbsp; 6.50% to 01/31/2031 then 5 yr. CMT Rate + 2.44%, 01/31/2056 (Callable 10/31/2030) | 150000 | 149601 |
|  Agree LP, 5.63%, 06/15/2034 (Callable 03/15/2034) | Agree LP, 5.63%, 06/15/2034 (Callable 03/15/2034) | 47000 | 47869 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co.-Issuer | Alliant Holdings Intermediate LLC / Alliant Holdings Co.-Issuer | Alliant Holdings Intermediate LLC / Alliant Holdings Co.-Issuer | Alliant Holdings Intermediate LLC / Alliant Holdings Co.-Issuer |
| &nbsp;&nbsp; 6.75%, 04/15/2028 (Callable 05/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 6.75%, 04/15/2028 (Callable 05/01/2026) <sup>(b)</sup> | 75000 | 75094 |
| &nbsp;&nbsp; 6.50%, 10/01/2031 (Callable 10/01/2027) <sup>(b)</sup> | &nbsp;&nbsp; 6.50%, 10/01/2031 (Callable 10/01/2027) <sup>(b)</sup> | 15000 | 14681 |
| American Express Co. | American Express Co. | American Express Co. | American Express Co. |
| &nbsp;&nbsp; 5.39% to 07/28/2026 then SOFR + 0.97%, 07/28/2027 (Callable 07/28/2026) | &nbsp;&nbsp; 5.39% to 07/28/2026 then SOFR + 0.97%, 07/28/2027 (Callable 07/28/2026) | 64000 | 64163 |
| &nbsp;&nbsp; 5.41% (5 yr. CMT Rate + 1.15%), 02/08/2041 (Callable 11/08/2035) | &nbsp;&nbsp; 5.41% (5 yr. CMT Rate + 1.15%), 02/08/2041 (Callable 11/08/2035) | 45000 | 44552 |
| American Tower Corp. | American Tower Corp. | American Tower Corp. | American Tower Corp. |
| &nbsp;&nbsp; 3.65%, 03/15/2027 (Callable 02/15/2027) | &nbsp;&nbsp; 3.65%, 03/15/2027 (Callable 02/15/2027) | 69000 | 68512 |
| &nbsp;&nbsp; 5.25%, 07/15/2028 (Callable 06/15/2028) | &nbsp;&nbsp; 5.25%, 07/15/2028 (Callable 06/15/2028) | 24000 | 24408 |
| &nbsp;&nbsp; 3.63%, 05/30/2032 (Callable 03/30/2032) | &nbsp;&nbsp; 3.63%, 05/30/2032 (Callable 03/30/2032) | 105000 | 118821 |
| &nbsp;&nbsp; 5.55%, 07/15/2033 (Callable 04/15/2033) | &nbsp;&nbsp; 5.55%, 07/15/2033 (Callable 04/15/2033) | 65000 | 66633 |
| &nbsp;&nbsp; 3.70%, 10/15/2049 (Callable 04/15/2049) | &nbsp;&nbsp; 3.70%, 10/15/2049 (Callable 04/15/2049) | 25000 | 17858 |
|  Anywhere Real Estate Group LLC / Anywhere Co.-Issuer Corp., 7.00%, 04/15/2030 (Callable 04/16/2026) <sup>(b)</sup> | Anywhere Real Estate Group LLC / Anywhere Co.-Issuer Corp., 7.00%, 04/15/2030 (Callable 04/16/2026) <sup>(b)</sup> | 15000 | 15000 |
| Anywhere Real Estate Group LLC / Realogy Co.-Issuer Corp. | Anywhere Real Estate Group LLC / Realogy Co.-Issuer Corp. | Anywhere Real Estate Group LLC / Realogy Co.-Issuer Corp. | Anywhere Real Estate Group LLC / Realogy Co.-Issuer Corp. |
| &nbsp;&nbsp; 5.25%, 04/15/2030 (Callable 05/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 5.25%, 04/15/2030 (Callable 05/01/2026) <sup>(b)</sup> | 10000 | 9425 |
| &nbsp;&nbsp; 9.75%, 04/15/2030 (Callable 04/15/2027) <sup>(b)</sup> | &nbsp;&nbsp; 9.75%, 04/15/2030 (Callable 04/15/2027) <sup>(b)</sup> | 5000 | 5281 |
| Aon North America, Inc. | Aon North America, Inc. | Aon North America, Inc. | Aon North America, Inc. |
| &nbsp;&nbsp; 5.13%, 03/01/2027 (Callable 02/01/2027) | &nbsp;&nbsp; 5.13%, 03/01/2027 (Callable 02/01/2027) | 67000 | 67335 |
| &nbsp;&nbsp; 5.75%, 03/01/2054 (Callable 09/01/2053) | &nbsp;&nbsp; 5.75%, 03/01/2054 (Callable 09/01/2053) | 20000 | 19147 |
| Arthur J Gallagher & Co. | Arthur J Gallagher & Co. | Arthur J Gallagher & Co. | Arthur J Gallagher & Co. |
| &nbsp;&nbsp; 4.85%, 12/15/2029 (Callable 11/15/2029) | &nbsp;&nbsp; 4.85%, 12/15/2029 (Callable 11/15/2029) | 20000 | 20198 |
| &nbsp;&nbsp; 5.55%, 02/15/2055 (Callable 08/15/2054) | &nbsp;&nbsp; 5.55%, 02/15/2055 (Callable 08/15/2054) | 22000 | 20510 |
| Athene Global Funding | Athene Global Funding | Athene Global Funding | Athene Global Funding |
| &nbsp;&nbsp; 4.72%, 10/08/2029 <sup>(b)</sup> | &nbsp;&nbsp; 4.72%, 10/08/2029 <sup>(b)</sup> | 31000 | 30459 |
| &nbsp;&nbsp; 5.03%, 07/17/2030 <sup>(b)</sup> | &nbsp;&nbsp; 5.03%, 07/17/2030 <sup>(b)</sup> | 19000 | 18762 |
| Athene Holding Ltd. | Athene Holding Ltd. | Athene Holding Ltd. | Athene Holding Ltd. |
| &nbsp;&nbsp; 6.25%, 04/01/2054 (Callable 10/01/2053) | &nbsp;&nbsp; 6.25%, 04/01/2054 (Callable 10/01/2053) | 23000 | 21056 |
| &nbsp;&nbsp; 6.63%, 05/19/2055 (Callable 11/19/2054) | &nbsp;&nbsp; 6.63%, 05/19/2055 (Callable 11/19/2054) | 27000 | 26011 |
|  Aviation Capital Group LLC, 5.38%, 07/15/2029 (Callable 06/15/2029) <sup>(b)</sup> | Aviation Capital Group LLC, 5.38%, 07/15/2029 (Callable 06/15/2029) <sup>(b)</sup> | 47000 | 47701 |
| Avolon Holdings Funding Ltd. | Avolon Holdings Funding Ltd. | Avolon Holdings Funding Ltd. | Avolon Holdings Funding Ltd. |
| &nbsp;&nbsp; 2.53%, 11/18/2027 (Callable 10/18/2027) <sup>(b)</sup> | &nbsp;&nbsp; 2.53%, 11/18/2027 (Callable 10/18/2027) <sup>(b)</sup> | 31000 | 29968 |
| &nbsp;&nbsp; 5.75%, 03/01/2029 (Callable 02/01/2029) <sup>(b)</sup> | &nbsp;&nbsp; 5.75%, 03/01/2029 (Callable 02/01/2029) <sup>(b)</sup> | 71000 | 72612 |
| Azorra Finance Ltd. | Azorra Finance Ltd. | Azorra Finance Ltd. | Azorra Finance Ltd. |
| &nbsp;&nbsp; 7.75%, 04/15/2030 (Callable 10/15/2026) <sup>(b)</sup> | &nbsp;&nbsp; 7.75%, 04/15/2030 (Callable 10/15/2026) <sup>(b)</sup> | 15000 | 15338 |
| &nbsp;&nbsp; 7.25%, 01/15/2031 (Callable 07/15/2027) <sup>(b)</sup> | &nbsp;&nbsp; 7.25%, 01/15/2031 (Callable 07/15/2027) <sup>(b)</sup> | 25000 | 25219 |
|  Banco de Credito del Peru SA, 3.25% to 09/30/2026 then 5 yr. CMT Rate + 2.45%, 09/30/2031 (Callable 09/30/2026) | Banco de Credito del Peru SA, 3.25% to 09/30/2026 then 5 yr. CMT Rate + 2.45%, 09/30/2031 (Callable 09/30/2026) | 200000 | 196704 |
|  Banco Internacional del Peru SAA Interbank, 6.40% to 04/30/2030 then 5 yr. CMT Rate + 2.07%, 04/30/2035 (Callable 04/30/2030) <sup>(b)</sup> | Banco Internacional del Peru SAA Interbank, 6.40% to 04/30/2030 then 5 yr. CMT Rate + 2.07%, 04/30/2035 (Callable 04/30/2030) <sup>(b)</sup> | 150000 | 152056 |
|  Banco Mercantil del Norte SA/Grand Cayman, 8.38% to 05/20/2031 then 5 yr. CMT Rate + 4.07%, Perpetual (Callable 05/20/2031) <sup>(b)</sup> | Banco Mercantil del Norte SA/Grand Cayman, 8.38% to 05/20/2031 then 5 yr. CMT Rate + 4.07%, Perpetual (Callable 05/20/2031) <sup>(b)</sup> | 200000 | 205500 |
|  Banco Santander Chile, 4.55%, 11/20/2030 (Callable 10/20/2030) <sup>(b)</sup> | Banco Santander Chile, 4.55%, 11/20/2030 (Callable 10/20/2030) <sup>(b)</sup> | 150000 | 148010 |
| Bank of America Corp. | Bank of America Corp. | Bank of America Corp. | Bank of America Corp. |
| &nbsp;&nbsp; 1.73% to 07/22/2026 then SOFR + 0.96%, 07/22/2027 (Callable 07/22/2026) | &nbsp;&nbsp; 1.73% to 07/22/2026 then SOFR + 0.96%, 07/22/2027 (Callable 07/22/2026) | 46000 | 45600 |
| &nbsp;&nbsp; 2.55% to 02/04/2027 then SOFR + 1.05%, 02/04/2028 (Callable 02/04/2027) | &nbsp;&nbsp; 2.55% to 02/04/2027 then SOFR + 1.05%, 02/04/2028 (Callable 02/04/2027) | 74000 | 72875 |
| &nbsp;&nbsp; 3.71% to 04/24/2027 then 3 mo. Term SOFR + 1.77%, 04/24/2028 (Callable 04/24/2027) | &nbsp;&nbsp; 3.71% to 04/24/2027 then 3 mo. Term SOFR + 1.77%, 04/24/2028 (Callable 04/24/2027) | 79000 | 78420 |
| &nbsp;&nbsp; 6.63% to 05/01/2030 then 5 yr. CMT Rate + 2.68%, Perpetual (Callable 05/01/2030) | &nbsp;&nbsp; 6.63% to 05/01/2030 then 5 yr. CMT Rate + 2.68%, Perpetual (Callable 05/01/2030) | 213000 | 218325 |
| &nbsp;&nbsp; 5.47% to 01/23/2034 then SOFR + 1.65%, 01/23/2035 (Callable 01/23/2034) | &nbsp;&nbsp; 5.47% to 01/23/2034 then SOFR + 1.65%, 01/23/2035 (Callable 01/23/2034) | 26000 | 26403 |
| &nbsp;&nbsp; 5.74% to 02/12/2035 then SOFR + 1.70%, 02/12/2036 (Callable 02/12/2035) | &nbsp;&nbsp; 5.74% to 02/12/2035 then SOFR + 1.70%, 02/12/2036 (Callable 02/12/2035) | 32000 | 32491 |
| Bank of Montreal | Bank of Montreal | Bank of Montreal | Bank of Montreal |
| &nbsp;&nbsp; 7.33% to 11/26/2027 then Government of Canada 5 Year Bond Yield + 4.10%, 11/26/2082 (Callable 11/26/2027) | &nbsp;&nbsp; 7.33% to 11/26/2027 then Government of Canada 5 Year Bond Yield + 4.10%, 11/26/2082 (Callable 11/26/2027) | 270000 | 202975 |
| &nbsp;&nbsp; 7.30% to 11/26/2034 then 5 yr. CMT Rate + 3.01%, 11/26/2084 (Callable 11/26/2034) | &nbsp;&nbsp; 7.30% to 11/26/2034 then 5 yr. CMT Rate + 3.01%, 11/26/2084 (Callable 11/26/2034) | 330000 | 338302 |
| &nbsp;&nbsp; 6.88% to 11/26/2030 then 5 yr. CMT Rate + 2.98%, 11/26/2085 (Callable 11/26/2030) | &nbsp;&nbsp; 6.88% to 11/26/2030 then 5 yr. CMT Rate + 2.98%, 11/26/2085 (Callable 11/26/2030) | 200000 | 200080 |
| Bank of New York Mellon Corp. | Bank of New York Mellon Corp. | Bank of New York Mellon Corp. | Bank of New York Mellon Corp. |
| &nbsp;&nbsp; 5.63% to 03/20/2031 then 5 yr. CMT Rate + 2.03%, Perpetual (Callable 03/20/2031) | &nbsp;&nbsp; 5.63% to 03/20/2031 then 5 yr. CMT Rate + 2.03%, Perpetual (Callable 03/20/2031) | 29000 | 28384 |
| &nbsp;&nbsp; 5.06% to 07/22/2031 then SOFR + 1.23%, 07/22/2032 (Callable 07/22/2031) | &nbsp;&nbsp; 5.06% to 07/22/2031 then SOFR + 1.23%, 07/22/2032 (Callable 07/22/2031) | 56000 | 57118 |
| Bank of Nova Scotia | Bank of Nova Scotia | Bank of Nova Scotia | Bank of Nova Scotia |
| &nbsp;&nbsp; 4.81% to 02/02/2033 then SOFR + 1.05%, 02/02/2034 (Callable 02/02/2033) | &nbsp;&nbsp; 4.81% to 02/02/2033 then SOFR + 1.05%, 02/02/2034 (Callable 02/02/2033) | 23000 | 22652 |
| &nbsp;&nbsp; 8.63% to 10/27/2027 then 5 yr. CMT Rate + 4.39%, 10/27/2082 (Callable 10/27/2027) | &nbsp;&nbsp; 8.63% to 10/27/2027 then 5 yr. CMT Rate + 4.39%, 10/27/2082 (Callable 10/27/2027) | 200000 | 207985 |
| &nbsp;&nbsp; 6.88% to 10/27/2035 then 5 yr. CMT Rate + 2.73%, 10/27/2085 (Callable 10/27/2035) | &nbsp;&nbsp; 6.88% to 10/27/2035 then 5 yr. CMT Rate + 2.73%, 10/27/2085 (Callable 10/27/2035) | 245000 | 243358 |
|  Barclays PLC, 7.63% to 09/15/2035 then USISSO05 + 3.69%, Perpetual (Callable 03/15/2035) | Barclays PLC, 7.63% to 09/15/2035 then USISSO05 + 3.69%, Perpetual (Callable 03/15/2035) | 200000 | 201500 |
|  BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX, 5.88% to 09/13/2029 then 5 yr. CMT Rate + 4.31%, 09/13/2034 (Callable 09/13/2029) | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX, 5.88% to 09/13/2029 then 5 yr. CMT Rate + 4.31%, 09/13/2034 (Callable 09/13/2029) | 200000 | 194692 |
|  Berkshire Hathaway Finance Corp., 2.38%, 06/19/2039 (Callable 03/19/2039) | Berkshire Hathaway Finance Corp., 2.38%, 06/19/2039 (Callable 03/19/2039) | 120000 | 106120 |
|  BNP Paribas SA, 6.88% to 12/15/2033 then 5 yr. CMT Rate + 2.85%, Perpetual (Callable 12/15/2033) <sup>(b)</sup> | BNP Paribas SA, 6.88% to 12/15/2033 then 5 yr. CMT Rate + 2.85%, Perpetual (Callable 12/15/2033) <sup>(b)</sup> | 200000 | 192250 |
| Brown & Brown, Inc. | Brown & Brown, Inc. | Brown & Brown, Inc. | Brown & Brown, Inc. |
| &nbsp;&nbsp; 4.70%, 06/23/2028 (Callable 05/23/2028) | &nbsp;&nbsp; 4.70%, 06/23/2028 (Callable 05/23/2028) | 73000 | 73081 |
| &nbsp;&nbsp; 6.25%, 06/23/2055 (Callable 12/12/2054) | &nbsp;&nbsp; 6.25%, 06/23/2055 (Callable 12/12/2054) | 14000 | 13912 |
| Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce |
| &nbsp;&nbsp; 7.00% to 10/28/2030 then 5 yr. CMT Rate + 3.00%, 10/28/2085 (Callable 10/28/2030) | &nbsp;&nbsp; 7.00% to 10/28/2030 then 5 yr. CMT Rate + 3.00%, 10/28/2085 (Callable 10/28/2030) | 200000 | 201799 |
| &nbsp;&nbsp; 6.50% to 07/28/2031 then 5 yr. CMT Rate + 2.73%, 07/28/2086 (Callable 07/28/2031) | &nbsp;&nbsp; 6.50% to 07/28/2031 then 5 yr. CMT Rate + 2.73%, 07/28/2086 (Callable 07/28/2031) | 200000 | 194911 |
|  Capital One Financial Corp., 1.88% to 11/02/2026 then SOFR + 0.86%, 11/02/2027 (Callable 11/02/2026) | Capital One Financial Corp., 1.88% to 11/02/2026 then SOFR + 0.86%, 11/02/2027 (Callable 11/02/2026) | 50000 | 49197 |
|  Charles Schwab Corp., 4.34% to 11/14/2030 then SOFR + 0.94%, 11/14/2031 (Callable 11/14/2030) | Charles Schwab Corp., 4.34% to 11/14/2030 then SOFR + 0.94%, 11/14/2031 (Callable 11/14/2030) | 18000 | 17746 |
| Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. |
| &nbsp;&nbsp; 6.88% to 08/15/2030 then 5 yr. CMT Rate + 2.89%, Perpetual (Callable 08/15/2030) | &nbsp;&nbsp; 6.88% to 08/15/2030 then 5 yr. CMT Rate + 2.89%, Perpetual (Callable 08/15/2030) | 19000 | 19071 |
| &nbsp;&nbsp; 4.95% to 05/07/2030 then SOFR + 1.46%, 05/07/2031 (Callable 05/07/2030) | &nbsp;&nbsp; 4.95% to 05/07/2030 then SOFR + 1.46%, 05/07/2031 (Callable 05/07/2030) | 30000 | 30107 |
| &nbsp;&nbsp; 4.50% to 09/11/2030 then SOFR + 1.17%, 09/11/2031 (Callable 09/11/2030) | &nbsp;&nbsp; 4.50% to 09/11/2030 then SOFR + 1.17%, 09/11/2031 (Callable 09/11/2030) | 21000 | 20791 |
| &nbsp;&nbsp; 3.06% to 01/25/2032 then SOFR + 1.35%, 01/25/2033 (Callable 01/25/2032) | &nbsp;&nbsp; 3.06% to 01/25/2032 then SOFR + 1.35%, 01/25/2033 (Callable 01/25/2032) | 77000 | 69601 |
|  ConnectOne Bancorp, Inc., 8.13% to 06/01/2030 then 3 mo. Term SOFR + 4.42%, 06/01/2035 (Callable 06/01/2030) | ConnectOne Bancorp, Inc., 8.13% to 06/01/2030 then 3 mo. Term SOFR + 4.42%, 06/01/2035 (Callable 06/01/2030) | 110000 | 113302 |
|  Corebridge Financial, Inc., 3.65%, 04/05/2027 (Callable 03/05/2027) | Corebridge Financial, Inc., 3.65%, 04/05/2027 (Callable 03/05/2027) | 45000 | 44552 |
|  Equinix, Inc., 2.95%, 09/15/2051 (Callable 03/15/2051) | Equinix, Inc., 2.95%, 09/15/2051 (Callable 03/15/2051) | 58000 | 35068 |
|  Essential Properties LP, 5.40%, 12/01/2035 (Callable 09/01/2035) | Essential Properties LP, 5.40%, 12/01/2035 (Callable 09/01/2035) | 36000 | 35157 |
|  Extra Space Storage LP, 5.40%, 06/15/2035 (Callable 03/15/2035) | Extra Space Storage LP, 5.40%, 06/15/2035 (Callable 03/15/2035) | 36000 | 36030 |
| First Citizens BancShares, Inc./NC | First Citizens BancShares, Inc./NC | First Citizens BancShares, Inc./NC | First Citizens BancShares, Inc./NC |
| &nbsp;&nbsp; 7.00% to 12/15/2030 then 5 yr. CMT Rate + 3.30%, Perpetual (Callable 12/15/2030) | &nbsp;&nbsp; 7.00% to 12/15/2030 then 5 yr. CMT Rate + 3.30%, Perpetual (Callable 12/15/2030) | 305000 | 304238 |
| &nbsp;&nbsp; 6.25% to 03/12/2035 then 5 yr. CMT Rate + 1.97%, 03/12/2040 (Callable 12/12/2034) | &nbsp;&nbsp; 6.25% to 03/12/2035 then 5 yr. CMT Rate + 1.97%, 03/12/2040 (Callable 12/12/2034) | 170000 | 165538 |
|  First Financial Bancorp, 6.38% to 12/01/2030 then 3 mo. Term SOFR + 3.00%, 12/01/2035 (Callable 12/01/2030) | First Financial Bancorp, 6.38% to 12/01/2030 then 3 mo. Term SOFR + 3.00%, 12/01/2035 (Callable 12/01/2030) | 100000 | 100314 |
|  First Industrial LP, 5.25%, 01/15/2031 (Callable 12/15/2030) | First Industrial LP, 5.25%, 01/15/2031 (Callable 12/15/2030) | 44000 | 44324 |
|  First Interstate BancSystem, Inc., 7.63% to 06/15/2030 then 3 mo. Term SOFR + 3.98%, 06/15/2035 (Callable 06/15/2030) | First Interstate BancSystem, Inc., 7.63% to 06/15/2030 then 3 mo. Term SOFR + 3.98%, 06/15/2035 (Callable 06/15/2030) | 70000 | 71736 |
|  Five Star Bancorp, 6.00% to 09/01/2027 then SOFR + 3.29%, 09/01/2032 (Callable 08/18/2027) <sup>(b)</sup> | Five Star Bancorp, 6.00% to 09/01/2027 then SOFR + 3.29%, 09/01/2032 (Callable 08/18/2027) <sup>(b)</sup> | 50000 | 48203 |
|  Flagstar Bank NA, 6.71% (3 mo. Term SOFR + 3.04%), 11/06/2028 (Callable 05/06/2026) | Flagstar Bank NA, 6.71% (3 mo. Term SOFR + 3.04%), 11/06/2028 (Callable 05/06/2026) | 60000 | 57837 |
|  Focus Financial Partners LLC, 6.75%, 09/15/2031 (Callable 09/15/2027) <sup>(b)</sup> | Focus Financial Partners LLC, 6.75%, 09/15/2031 (Callable 09/15/2027) <sup>(b)</sup> | 50000 | 49750 |
|  Freedom Mortgage Holdings LLC, 8.38%, 04/01/2032 (Callable 04/01/2028) <sup>(b)</sup> | Freedom Mortgage Holdings LLC, 8.38%, 04/01/2032 (Callable 04/01/2028) <sup>(b)</sup> | 5000 | 4906 |
|  Gabx Leasing LLC, 4.63%, 04/15/2031 (Callable 03/15/2031) <sup>(b)</sup> | Gabx Leasing LLC, 4.63%, 04/15/2031 (Callable 03/15/2031) <sup>(b)</sup> | 21000 | 20685 |
|  GGAM Finance Ltd., 6.88%, 04/15/2029 (Callable 05/01/2026) <sup>(b)</sup> | GGAM Finance Ltd., 6.88%, 04/15/2029 (Callable 05/01/2026) <sup>(b)</sup> | 30000 | 30525 |
|  Global Aircraft Leasing Co. Ltd., 8.75%, 09/01/2027 (Callable 05/01/2026) <sup>(b)</sup> | Global Aircraft Leasing Co. Ltd., 8.75%, 09/01/2027 (Callable 05/01/2026) <sup>(b)</sup> | 65000 | 65894 |
|  GLP Capital LP / GLP Financing II, Inc., 5.63%, 03/01/2036 (Callable 12/01/2035) | GLP Capital LP / GLP Financing II, Inc., 5.63%, 03/01/2036 (Callable 12/01/2035) | 29000 | 28113 |
| Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. |
| &nbsp;&nbsp; 6.85% to 02/10/2030 then 5 yr. CMT Rate + 2.46%, Perpetual (Callable 02/10/2030) | &nbsp;&nbsp; 6.85% to 02/10/2030 then 5 yr. CMT Rate + 2.46%, Perpetual (Callable 02/10/2030) | 16000 | 16280 |
| &nbsp;&nbsp; 4.37% to 10/21/2030 then SOFR + 1.06%, 10/21/2031 (Callable 10/21/2030) | &nbsp;&nbsp; 4.37% to 10/21/2030 then SOFR + 1.06%, 10/21/2031 (Callable 10/21/2030) | 37000 | 36303 |
| &nbsp;&nbsp; 4.52% to 01/21/2031 then SOFR + 0.96%, 01/21/2032 (Callable 01/21/2031) | &nbsp;&nbsp; 4.52% to 01/21/2031 then SOFR + 0.96%, 01/21/2032 (Callable 01/21/2031) | 5000 | 4927 |
| &nbsp;&nbsp; 4.94% to 10/21/2035 then SOFR + 1.33%, 10/21/2036 (Callable 10/21/2035) | &nbsp;&nbsp; 4.94% to 10/21/2035 then SOFR + 1.33%, 10/21/2036 (Callable 10/21/2035) | 35000 | 33944 |
|  Guardian Life Global Funding, 4.80%, 04/28/2030 <sup>(b)</sup> | Guardian Life Global Funding, 4.80%, 04/28/2030 <sup>(b)</sup> | 30000 | 30121 |
|  Host Hotels & Resorts LP, 3.50%, 09/15/2030 (Callable 06/15/2030) | Host Hotels & Resorts LP, 3.50%, 09/15/2030 (Callable 06/15/2030) | 30000 | 28173 |
| HSBC Holdings PLC | HSBC Holdings PLC | HSBC Holdings PLC | HSBC Holdings PLC |
| &nbsp;&nbsp; 5.25% (SOFR + 1.57%), 05/13/2031 (Callable 05/13/2030) | &nbsp;&nbsp; 5.25% (SOFR + 1.57%), 05/13/2031 (Callable 05/13/2030) | 235000 | 238501 |
| &nbsp;&nbsp; 6.95% to 02/27/2032 then 5 yr. CMT Rate + 2.64%, Perpetual (Callable 08/27/2031) | &nbsp;&nbsp; 6.95% to 02/27/2032 then 5 yr. CMT Rate + 2.64%, Perpetual (Callable 08/27/2031) | 200000 | 199250 |
| &nbsp;&nbsp; 7.00% to 03/24/2036 then 5 yr. CMT Rate + 2.80%, Perpetual (Callable 09/24/2035) | &nbsp;&nbsp; 7.00% to 03/24/2036 then 5 yr. CMT Rate + 2.80%, Perpetual (Callable 09/24/2035) | 265000 | 263013 |
|  HUB International Ltd., 7.25%, 06/15/2030 (Callable 06/15/2026) <sup>(b)</sup> | HUB International Ltd., 7.25%, 06/15/2030 (Callable 06/15/2026) <sup>(b)</sup> | 15000 | 15356 |
| Huntington Bancshares, Inc./OH | Huntington Bancshares, Inc./OH | Huntington Bancshares, Inc./OH | Huntington Bancshares, Inc./OH |
| &nbsp;&nbsp; 6.25% to 10/15/2030 then 5 yr. CMT Rate + 2.65%, Perpetual (Callable 10/15/2030) | &nbsp;&nbsp; 6.25% to 10/15/2030 then 5 yr. CMT Rate + 2.65%, Perpetual (Callable 10/15/2030) | 330000 | 323400 |
| &nbsp;&nbsp; 2.49% to 08/15/2031 then 5 yr. CMT Rate + 1.17%, 08/15/2036 (Callable 08/15/2031) | &nbsp;&nbsp; 2.49% to 08/15/2031 then 5 yr. CMT Rate + 1.17%, 08/15/2036 (Callable 08/15/2031) | 21000 | 18010 |
|  ING Groep NV, 7.00% to 11/16/2032 then USISSO05 + 3.59%, Perpetual (Callable 11/16/2032) | ING Groep NV, 7.00% to 11/16/2032 then USISSO05 + 3.59%, Perpetual (Callable 11/16/2032) | 200000 | 200250 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. |
| &nbsp;&nbsp; 6.07% (SOFR + 1.33%), 10/22/2027 (Callable 10/22/2026) | &nbsp;&nbsp; 6.07% (SOFR + 1.33%), 10/22/2027 (Callable 10/22/2026) | 92000 | 92835 |
| &nbsp;&nbsp; 4.51% (SOFR + 0.86%), 10/22/2028 (Callable 10/22/2027) | &nbsp;&nbsp; 4.51% (SOFR + 0.86%), 10/22/2028 (Callable 10/22/2027) | 88000 | 87976 |
| &nbsp;&nbsp; 5.14% to 01/24/2030 then SOFR + 1.01%, 01/24/2031 (Callable 01/24/2030) | &nbsp;&nbsp; 5.14% to 01/24/2030 then SOFR + 1.01%, 01/24/2031 (Callable 01/24/2030) | 31000 | 31619 |
| &nbsp;&nbsp; 5.10% to 04/22/2030 then SOFR + 1.44%, 04/22/2031 (Callable 04/22/2030) | &nbsp;&nbsp; 5.10% to 04/22/2030 then SOFR + 1.44%, 04/22/2031 (Callable 04/22/2030) | 69000 | 70065 |
| &nbsp;&nbsp; 5.58% to 07/23/2035 then SOFR + 1.64%, 07/23/2036 (Callable 07/23/2035) | &nbsp;&nbsp; 5.58% to 07/23/2035 then SOFR + 1.64%, 07/23/2036 (Callable 07/23/2035) | 23000 | 23322 |
| &nbsp;&nbsp; 4.81% to 10/22/2035 then SOFR + 1.19%, 10/22/2036 (Callable 10/22/2035) | &nbsp;&nbsp; 4.81% to 10/22/2035 then SOFR + 1.19%, 10/22/2036 (Callable 10/22/2035) | 37000 | 35905 |
|  Lloyds Banking Group PLC, 6.63% to 09/27/2035 then 5 yr. CMT Rate + 2.68%, Perpetual (Callable 09/27/2035) | Lloyds Banking Group PLC, 6.63% to 09/27/2035 then 5 yr. CMT Rate + 2.68%, Perpetual (Callable 09/27/2035) | 200000 | 191500 |
| Macquarie Airfinance Holdings Ltd. | Macquarie Airfinance Holdings Ltd. | Macquarie Airfinance Holdings Ltd. | Macquarie Airfinance Holdings Ltd. |
| &nbsp;&nbsp; 5.20%, 03/27/2028 (Callable 02/27/2028) <sup>(b)</sup> | &nbsp;&nbsp; 5.20%, 03/27/2028 (Callable 02/27/2028) <sup>(b)</sup> | 37000 | 37144 |
| &nbsp;&nbsp; 5.15%, 03/17/2030 (Callable 02/17/2030) <sup>(b)</sup> | &nbsp;&nbsp; 5.15%, 03/17/2030 (Callable 02/17/2030) <sup>(b)</sup> | 37000 | 36778 |
| Marsh & McLennan Cos., Inc. | Marsh & McLennan Cos., Inc. | Marsh & McLennan Cos., Inc. | Marsh & McLennan Cos., Inc. |
| &nbsp;&nbsp; 4.55%, 11/08/2027 (Callable 10/08/2027) | &nbsp;&nbsp; 4.55%, 11/08/2027 (Callable 10/08/2027) | 70000 | 70289 |
| &nbsp;&nbsp; 4.95%, 03/15/2036 (Callable 12/15/2035) | &nbsp;&nbsp; 4.95%, 03/15/2036 (Callable 12/15/2035) | 17000 | 16749 |
|  MetLife, Inc., 6.35% to 03/15/2035 then 5 yr. CMT Rate + 2.08%, 03/15/2055 (Callable 03/15/2035) | MetLife, Inc., 6.35% to 03/15/2035 then 5 yr. CMT Rate + 2.08%, 03/15/2055 (Callable 03/15/2035) | 30000 | 30283 |
| Morgan Stanley | Morgan Stanley | Morgan Stanley | Morgan Stanley |
| &nbsp;&nbsp; 1.51% to 07/20/2026 then SOFR + 0.86%, 07/20/2027 (Callable 07/20/2026) | &nbsp;&nbsp; 1.51% to 07/20/2026 then SOFR + 0.86%, 07/20/2027 (Callable 07/20/2026) | 62000 | 61454 |
| &nbsp;&nbsp; 4.24% (SOFR + 0.80%), 01/09/2030 (Callable 01/09/2029) | &nbsp;&nbsp; 4.24% (SOFR + 0.80%), 01/09/2030 (Callable 01/09/2029) | 18000 | 17787 |
| &nbsp;&nbsp; 4.36% to 10/22/2030 then SOFR + 1.07%, 10/22/2031 (Callable 10/22/2030) | &nbsp;&nbsp; 4.36% to 10/22/2030 then SOFR + 1.07%, 10/22/2031 (Callable 10/22/2030) | 18000 | 17661 |
| &nbsp;&nbsp; 5.95% to 01/19/2033 then 5 yr. CMT Rate + 2.43%, 01/19/2038 (Callable 01/19/2033) | &nbsp;&nbsp; 5.95% to 01/19/2033 then 5 yr. CMT Rate + 2.43%, 01/19/2038 (Callable 01/19/2033) | 18000 | 18447 |
| &nbsp;&nbsp; 5.94% to 02/07/2034 then 5 yr. CMT Rate + 1.80%, 02/07/2039 (Callable 02/07/2034) | &nbsp;&nbsp; 5.94% to 02/07/2034 then 5 yr. CMT Rate + 1.80%, 02/07/2039 (Callable 02/07/2034) | 35000 | 35665 |
|  Navient Corp., 5.00%, 03/15/2027 (Callable 09/15/2026) | Navient Corp., 5.00%, 03/15/2027 (Callable 09/15/2026) | 75000 | 73219 |
|  New York Life Insurance Co., 6.75%, 11/15/2039 <sup>(b)</sup> | New York Life Insurance Co., 6.75%, 11/15/2039 <sup>(b)</sup> | 15000 | 16655 |
|  Omega Healthcare Investors, Inc., 3.38%, 02/01/2031 (Callable 11/01/2030) | Omega Healthcare Investors, Inc., 3.38%, 02/01/2031 (Callable 11/01/2030) | 39000 | 35965 |
| OneMain Finance Corp. | OneMain Finance Corp. | OneMain Finance Corp. | OneMain Finance Corp. |
| &nbsp;&nbsp; 3.88%, 09/15/2028 (Callable 05/01/2026) | &nbsp;&nbsp; 3.88%, 09/15/2028 (Callable 05/01/2026) | 75000 | 71063 |
| &nbsp;&nbsp; 7.50%, 05/15/2031 (Callable 05/15/2027) | &nbsp;&nbsp; 7.50%, 05/15/2031 (Callable 05/15/2027) | 20000 | 20025 |
| &nbsp;&nbsp; 6.50%, 03/15/2033 (Callable 09/15/2028) | &nbsp;&nbsp; 6.50%, 03/15/2033 (Callable 09/15/2028) | 20000 | 19125 |
|  Oversea-Chinese Banking Corp. Ltd., 4.60% to 06/15/2027 then 5 yr. CMT Rate + 1.58%, 06/15/2032 (Callable 06/15/2027) | Oversea-Chinese Banking Corp. Ltd., 4.60% to 06/15/2027 then 5 yr. CMT Rate + 1.58%, 06/15/2032 (Callable 06/15/2027) | 200000 | 200074 |
|  Panther Escrow Issuer LLC, 7.13%, 06/01/2031 (Callable 06/01/2027) <sup>(b)</sup> | Panther Escrow Issuer LLC, 7.13%, 06/01/2031 (Callable 06/01/2027) <sup>(b)</sup> | 85000 | 85425 |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co.-Issuer | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co.-Issuer | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co.-Issuer | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co.-Issuer |
| &nbsp;&nbsp; 4.88%, 05/15/2029 (Callable 05/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 4.88%, 05/15/2029 (Callable 05/01/2026) <sup>(b)</sup> | 75000 | 72000 |
| &nbsp;&nbsp; 7.00%, 02/01/2030 (Callable 08/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 7.00%, 02/01/2030 (Callable 08/01/2026) <sup>(b)</sup> | 30000 | 30375 |
| PennyMac Financial Services, Inc. | PennyMac Financial Services, Inc. | PennyMac Financial Services, Inc. | PennyMac Financial Services, Inc. |
| &nbsp;&nbsp; 4.25%, 02/15/2029 (Callable 05/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 4.25%, 02/15/2029 (Callable 05/01/2026) <sup>(b)</sup> | 75000 | 71063 |
| &nbsp;&nbsp; 7.88%, 12/15/2029 (Callable 12/15/2026) <sup>(b)</sup> | &nbsp;&nbsp; 7.88%, 12/15/2029 (Callable 12/15/2026) <sup>(b)</sup> | 20000 | 20300 |
| &nbsp;&nbsp; 6.88%, 05/15/2032 (Callable 05/15/2028) <sup>(b)</sup> | &nbsp;&nbsp; 6.88%, 05/15/2032 (Callable 05/15/2028) <sup>(b)</sup> | 30000 | 28838 |
|  Phillips Edison Grocery Center Operating Partnership I LP, 5.25%, 08/15/2032 (Callable 06/15/2032) | Phillips Edison Grocery Center Operating Partnership I LP, 5.25%, 08/15/2032 (Callable 06/15/2032) | 38000 | 38275 |
| PNC Financial Services Group, Inc. | PNC Financial Services Group, Inc. | PNC Financial Services Group, Inc. | PNC Financial Services Group, Inc. |
| &nbsp;&nbsp; 3.40% to 09/15/2026 then 5 yr. CMT Rate + 2.60%, Perpetual (Callable 09/15/2026) | &nbsp;&nbsp; 3.40% to 09/15/2026 then 5 yr. CMT Rate + 2.60%, Perpetual (Callable 09/15/2026) | 125000 | 121875 |
| &nbsp;&nbsp; 5.37% to 07/21/2035 then SOFR + 1.42%, 07/21/2036 (Callable 07/21/2035) | &nbsp;&nbsp; 5.37% to 07/21/2035 then SOFR + 1.42%, 07/21/2036 (Callable 07/21/2035) | 23000 | 23113 |
| &nbsp;&nbsp; 5.42% (5 yr. CMT Rate + 1.17%), 01/25/2041 (Callable 01/25/2036) | &nbsp;&nbsp; 5.42% (5 yr. CMT Rate + 1.17%), 01/25/2041 (Callable 01/25/2036) | 15000 | 14693 |
|  Popular, Inc., 7.25%, 03/13/2028 (Callable 02/13/2028) | Popular, Inc., 7.25%, 03/13/2028 (Callable 02/13/2028) | 140000 | 145127 |
|  PRA Group, Inc., 8.38%, 02/01/2028 (Callable 04/11/2026) <sup>(b)</sup> | PRA Group, Inc., 8.38%, 02/01/2028 (Callable 04/11/2026) <sup>(b)</sup> | 75000 | 75281 |
|  Progressive Corp., 5.15%, 03/26/2036 (Callable 12/26/2035) | Progressive Corp., 5.15%, 03/26/2036 (Callable 12/26/2035) | 36000 | 36062 |
|  Provident Financial Services, Inc., 9.00% to 05/15/2029 then 3 mo. Term SOFR + 4.77%, 05/15/2034 (Callable 05/15/2029) | Provident Financial Services, Inc., 9.00% to 05/15/2029 then 3 mo. Term SOFR + 4.77%, 05/15/2034 (Callable 05/15/2029) | 110000 | 114652 |
| RHP Hotel Properties LP / RHP Finance Corp. | RHP Hotel Properties LP / RHP Finance Corp. | RHP Hotel Properties LP / RHP Finance Corp. | RHP Hotel Properties LP / RHP Finance Corp. |
| &nbsp;&nbsp; 6.50%, 06/15/2033 (Callable 06/15/2028) <sup>(b)</sup> | &nbsp;&nbsp; 6.50%, 06/15/2033 (Callable 06/15/2028) <sup>(b)</sup> | 25000 | 25344 |
| &nbsp;&nbsp; 5.75%, 03/15/2034 (Callable 03/15/2029) <sup>(b)</sup> | &nbsp;&nbsp; 5.75%, 03/15/2034 (Callable 03/15/2029) <sup>(b)</sup> | 5000 | 4931 |
|  Rocket Cos., Inc., 6.38%, 08/01/2033 (Callable 08/01/2028) <sup>(b)</sup> | Rocket Cos., Inc., 6.38%, 08/01/2033 (Callable 08/01/2028) <sup>(b)</sup> | 15000 | 15131 |
| Royal Bank of Canada | Royal Bank of Canada | Royal Bank of Canada | Royal Bank of Canada |
| &nbsp;&nbsp; 4.20% to 02/24/2027 then Government of Canada 5 Year Bond Yield + 2.71%, Perpetual (Callable 02/24/2027) | &nbsp;&nbsp; 4.20% to 02/24/2027 then Government of Canada 5 Year Bond Yield + 2.71%, Perpetual (Callable 02/24/2027) | 400000 | 278332 |
| &nbsp;&nbsp; 4.72% to 03/27/2027 then SOFR + 0.81%, 03/27/2028 (Callable 03/27/2027) | &nbsp;&nbsp; 4.72% to 03/27/2027 then SOFR + 0.81%, 03/27/2028 (Callable 03/27/2027) | 50000 | 50130 |
| &nbsp;&nbsp; 4.52% to 10/18/2027 then SOFR + 0.86%, 10/18/2028 (Callable 10/18/2027) | &nbsp;&nbsp; 4.52% to 10/18/2027 then SOFR + 0.86%, 10/18/2028 (Callable 10/18/2027) | 113000 | 113080 |
| &nbsp;&nbsp; 4.31% to 11/03/2030 then SOFR + 0.98%, 11/03/2031 (Callable 11/03/2030) | &nbsp;&nbsp; 4.31% to 11/03/2030 then SOFR + 0.98%, 11/03/2031 (Callable 11/03/2030) | 73000 | 71783 |
| &nbsp;&nbsp; 6.35% to 11/24/2034 then 5 yr. CMT Rate + 2.26%, 11/24/2084 (Callable 11/24/2034) | &nbsp;&nbsp; 6.35% to 11/24/2034 then 5 yr. CMT Rate + 2.26%, 11/24/2084 (Callable 11/24/2034) | 200000 | 190732 |
| &nbsp;&nbsp; 6.75% to 08/24/2030 then 5 yr. CMT Rate + 2.82%, 08/24/2085 (Callable 08/24/2030) | &nbsp;&nbsp; 6.75% to 08/24/2030 then 5 yr. CMT Rate + 2.82%, 08/24/2085 (Callable 08/24/2030) | 85000 | 85943 |
| &nbsp;&nbsp; 6.50% to 05/24/2033 then 5 yr. CMT Rate + 2.45%, 05/24/2086 (Callable 05/24/2033) | &nbsp;&nbsp; 6.50% to 05/24/2033 then 5 yr. CMT Rate + 2.45%, 05/24/2086 (Callable 05/24/2033) | 300000 | 292063 |
|  Sabra Health Care LP, 3.20%, 12/01/2031 (Callable 09/01/2031) | Sabra Health Care LP, 3.20%, 12/01/2031 (Callable 09/01/2031) | 19000 | 17124 |
|  Simmons First National Corp., 6.25% to 10/01/2030 then 3 mo. Term SOFR + 3.02%, 10/01/2035 (Callable 10/01/2030) | Simmons First National Corp., 6.25% to 10/01/2030 then 3 mo. Term SOFR + 3.02%, 10/01/2035 (Callable 10/01/2030) | 130000 | 129380 |
| Societe Generale SA | Societe Generale SA | Societe Generale SA | Societe Generale SA |
| &nbsp;&nbsp; 8.13% to 05/21/2030 then 5 yr. CMT Rate + 3.79%, Perpetual (Callable 11/21/2029) <sup>(b)</sup> | &nbsp;&nbsp; 8.13% to 05/21/2030 then 5 yr. CMT Rate + 3.79%, Perpetual (Callable 11/21/2029) <sup>(b)</sup> | 200000 | 205250 |
| &nbsp;&nbsp; 7.13% to 01/15/2036 then 5 yr. CMT Rate + 2.95%, Perpetual (Callable 07/15/2035) <sup>(a)(b)</sup> | &nbsp;&nbsp; 7.13% to 01/15/2036 then 5 yr. CMT Rate + 2.95%, Perpetual (Callable 07/15/2035) <sup>(a)(b)</sup> | 200000 | 191250 |
|  South State Bank NA, 8.38% to 08/15/2029 then 3 mo. Term SOFR + 4.61%, 08/15/2034 (Callable 08/15/2029) | South State Bank NA, 8.38% to 08/15/2029 then 3 mo. Term SOFR + 4.61%, 08/15/2034 (Callable 08/15/2029) | 70000 | 73979 |
|  Southside Bancshares, Inc., 7.00% to 08/15/2030 then 3 mo. Term SOFR + 3.57%, 08/15/2035 (Callable 08/15/2030) | Southside Bancshares, Inc., 7.00% to 08/15/2030 then 3 mo. Term SOFR + 3.57%, 08/15/2035 (Callable 08/15/2030) | 145000 | 142611 |
|  Standard Chartered PLC, 7.00% to 05/14/2036 then 5 yr. CMT Rate + 2.87%, Perpetual (Callable 11/14/2035) <sup>(b)</sup> | Standard Chartered PLC, 7.00% to 05/14/2036 then 5 yr. CMT Rate + 2.87%, Perpetual (Callable 11/14/2035) <sup>(b)</sup> | 200000 | 195250 |
|  Starwood Property Trust, Inc., 5.25%, 10/15/2028 (Callable 07/15/2028) <sup>(b)</sup> | Starwood Property Trust, Inc., 5.25%, 10/15/2028 (Callable 07/15/2028) <sup>(b)</sup> | 25000 | 24722 |
|  Store Capital LLC, 4.95%, 02/11/2031 (Callable 01/11/2031) <sup>(b)</sup> | Store Capital LLC, 4.95%, 02/11/2031 (Callable 01/11/2031) <sup>(b)</sup> | 6000 | 5939 |
|  SURA Asset Management SA, 6.35%, 05/13/2032 (Callable 03/13/2032) <sup>(b)</sup> | SURA Asset Management SA, 6.35%, 05/13/2032 (Callable 03/13/2032) <sup>(b)</sup> | 200000 | 209557 |
|  Symetra Life Insurance Co., 6.55%, 10/01/2055 (Callable 04/01/2055) <sup>(b)</sup> | Symetra Life Insurance Co., 6.55%, 10/01/2055 (Callable 04/01/2055) <sup>(b)</sup> | 14000 | 14003 |
|  Synovus Bank/Columbus GA, 5.96% to 01/15/2031 then 5 yr. CMT Rate + 2.30%, 01/15/2036 (Callable 01/15/2031) | Synovus Bank/Columbus GA, 5.96% to 01/15/2031 then 5 yr. CMT Rate + 2.30%, 01/15/2036 (Callable 01/15/2031) | 250000 | 248088 |
| Toronto-Dominion Bank | Toronto-Dominion Bank | Toronto-Dominion Bank | Toronto-Dominion Bank |
| &nbsp;&nbsp; 4.98%, 04/05/2027 | &nbsp;&nbsp; 4.98%, 04/05/2027 | 73000 | 73550 |
| &nbsp;&nbsp; 4.93%, 10/15/2035 | &nbsp;&nbsp; 4.93%, 10/15/2035 | 36000 | 35194 |
| &nbsp;&nbsp; 8.13% to 10/31/2027 then 5 yr. CMT Rate + 4.08%, 10/31/2082 (Callable 10/31/2027) | &nbsp;&nbsp; 8.13% to 10/31/2027 then 5 yr. CMT Rate + 4.08%, 10/31/2082 (Callable 10/31/2027) | 205000 | 212787 |
|  Travelers Cos., Inc., 4.60%, 08/01/2043 | Travelers Cos., Inc., 4.60%, 08/01/2043 | 16000 | 14005 |
|  Truist Financial Corp., 5.15% to 08/05/2031 then SOFR + 1.57%, 08/05/2032 (Callable 08/05/2031) | Truist Financial Corp., 5.15% to 08/05/2031 then SOFR + 1.57%, 08/05/2032 (Callable 08/05/2031) | 66000 | 66896 |
| UBS Group AG | UBS Group AG | UBS Group AG | UBS Group AG |
| &nbsp;&nbsp; 7.13% to 02/10/2035 then USISSO05 + 3.18%, Perpetual (Callable 08/10/2034) <sup>(b)</sup> | &nbsp;&nbsp; 7.13% to 02/10/2035 then USISSO05 + 3.18%, Perpetual (Callable 08/10/2034) <sup>(b)</sup> | 200000 | 196500 |
| &nbsp;&nbsp; 7.00% to 07/08/2036 then USISSO05 + 3.32%, Perpetual (Callable 01/08/2036) <sup>(b)</sup> | &nbsp;&nbsp; 7.00% to 07/08/2036 then USISSO05 + 3.32%, Perpetual (Callable 01/08/2036) <sup>(b)</sup> | 405000 | 390319 |
|  United Overseas Bank Ltd., 2.00% to 10/14/2026 then 5 yr. CMT Rate + 1.23%, 10/14/2031 (Callable 10/14/2026) | United Overseas Bank Ltd., 2.00% to 10/14/2026 then 5 yr. CMT Rate + 1.23%, 10/14/2031 (Callable 10/14/2026) | 200000 | 197372 |
|  Uniti Group LP / Uniti Group Finance 2019, Inc. / CSL Capital LLC, 8.63%, 06/15/2032 (Callable 06/15/2028) <sup>(b)</sup> | Uniti Group LP / Uniti Group Finance 2019, Inc. / CSL Capital LLC, 8.63%, 06/15/2032 (Callable 06/15/2028) <sup>(b)</sup> | 15000 | 15281 |
|  US Bancorp, 3.70% to 01/15/2027 then 5 yr. CMT Rate + 2.54%, Perpetual (Callable 01/15/2027) | US Bancorp, 3.70% to 01/15/2027 then 5 yr. CMT Rate + 2.54%, Perpetual (Callable 01/15/2027) | 120000 | 116850 |
| VICI Properties LP | VICI Properties LP | VICI Properties LP | VICI Properties LP |
| &nbsp;&nbsp; 5.13%, 05/15/2032 (Callable 02/15/2032) | &nbsp;&nbsp; 5.13%, 05/15/2032 (Callable 02/15/2032) | 100000 | 98162 |
| &nbsp;&nbsp; 5.63%, 04/01/2035 (Callable 01/01/2035) | &nbsp;&nbsp; 5.63%, 04/01/2035 (Callable 01/01/2035) | 150000 | 148452 |
| VICI Properties LP / VICI Note Co., Inc. | VICI Properties LP / VICI Note Co., Inc. | VICI Properties LP / VICI Note Co., Inc. | VICI Properties LP / VICI Note Co., Inc. |
| &nbsp;&nbsp; 4.63%, 12/01/2029 (Callable 04/11/2026) <sup>(b)</sup> | &nbsp;&nbsp; 4.63%, 12/01/2029 (Callable 04/11/2026) <sup>(b)</sup> | 71000 | 69786 |
| &nbsp;&nbsp; 4.13%, 08/15/2030 (Callable 05/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 4.13%, 08/15/2030 (Callable 05/01/2026) <sup>(b)</sup> | 165000 | 157663 |
| Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. |
| &nbsp;&nbsp; 3.58% to 05/22/2027 then 3 mo. Term SOFR + 1.57%, 05/22/2028 (Callable 05/22/2027) | &nbsp;&nbsp; 3.58% to 05/22/2027 then 3 mo. Term SOFR + 1.57%, 05/22/2028 (Callable 05/22/2027) | 78000 | 77229 |
| &nbsp;&nbsp; 5.15% to 04/23/2030 then SOFR + 1.50%, 04/23/2031 (Callable 04/23/2030) | &nbsp;&nbsp; 5.15% to 04/23/2030 then SOFR + 1.50%, 04/23/2031 (Callable 04/23/2030) | 107000 | 108867 |
| &nbsp;&nbsp; 3.90% to 07/22/2031 then 3 mo. EURIBOR + 1.22%, 07/22/2032 (Callable 07/22/2031) | &nbsp;&nbsp; 3.90% to 07/22/2031 then 3 mo. EURIBOR + 1.22%, 07/22/2032 (Callable 07/22/2031) | 100000 | 116163 |
| &nbsp;&nbsp; 4.89% to 09/15/2035 then SOFR + 1.34%, 09/15/2036 (Callable 09/15/2035) | &nbsp;&nbsp; 4.89% to 09/15/2035 then SOFR + 1.34%, 09/15/2036 (Callable 09/15/2035) | 37000 | 35985 |
|  Western Alliance Bancorp, 3.00% to 06/15/2026 then 3 mo. Term SOFR + 2.25%, 06/15/2031 (Callable 06/15/2026) | Western Alliance Bancorp, 3.00% to 06/15/2026 then 3 mo. Term SOFR + 2.25%, 06/15/2031 (Callable 06/15/2026) | 137000 | 132859 |
|  Willis North America, Inc., 4.55%, 03/15/2031 (Callable 02/15/2031) | Willis North America, Inc., 4.55%, 03/15/2031 (Callable 02/15/2031) | 20000 | 19721 |
|  |  |  | 14899470 |
| **Government - 0.8%** | **Government - 0.8%** | **Government - 0.8%** | **Government - 0.8%** |
|  Asian Infrastructure Investment Bank, 7.00%, 03/01/2029 | Asian Infrastructure Investment Bank, 7.00%, 03/01/2029 | 20300000 | 210922 |
|  European Bank for Reconstruction & Development, 6.30%, 10/26/2027 | European Bank for Reconstruction & Development, 6.30%, 10/26/2027 | 11300000 | 116799 |
|  Indonesia Government International Bond, 1.10%, 03/12/2033 | Indonesia Government International Bond, 1.10%, 03/12/2033 | 100000 | 92763 |
| Inter-American Development Bank | Inter-American Development Bank | Inter-American Development Bank | Inter-American Development Bank |
| &nbsp;&nbsp; 7.00%, 01/25/2029 | &nbsp;&nbsp; 7.00%, 01/25/2029 | 11000000 | 114499 |
| &nbsp;&nbsp; 7.35%, 10/06/2030 | &nbsp;&nbsp; 7.35%, 10/06/2030 | 13000000 | 135709 |
| International Bank for Reconstruction & Development | International Bank for Reconstruction & Development | International Bank for Reconstruction & Development | International Bank for Reconstruction & Development |
| &nbsp;&nbsp; 5.31% (3 mo. NIBOR + 1.00%), 06/28/2027 | &nbsp;&nbsp; 5.31% (3 mo. NIBOR + 1.00%), 06/28/2027 | 610000 | 63669 |
| &nbsp;&nbsp; 6.85%, 04/24/2028 | &nbsp;&nbsp; 6.85%, 04/24/2028 | 10000000 | 104171 |
| &nbsp;&nbsp; 7.05%, 07/22/2029 | &nbsp;&nbsp; 7.05%, 07/22/2029 | 6000000 | 62261 |
| &nbsp;&nbsp; 1.20%, 08/08/2034 | &nbsp;&nbsp; 1.20%, 08/08/2034 | 44000 | 43508 |
|  International Development Association, 1.75%, 02/17/2027 | International Development Association, 1.75%, 02/17/2027 | 540000 | 54448 |
|  New Zealand Local Government Funding Agency Bond, 4.70%, 08/01/2028 | New Zealand Local Government Funding Agency Bond, 4.70%, 08/01/2028 | 95000 | 65012 |
|  Nordic Investment Bank, 7.23%, 01/23/2030 | Nordic Investment Bank, 7.23%, 01/23/2030 | 13600000 | 140893 |
|  Province of Ontario Canada, 3.10%, 01/31/2034 | Province of Ontario Canada, 3.10%, 01/31/2034 | 100000 | 113334 |
|  Treasury Corp. of Victoria, 4.25%, 12/20/2032 | Treasury Corp. of Victoria, 4.25%, 12/20/2032 | 205000 | 132905 |
|  |  |  | 1450893 |
| **Industrial - 2.7%** | **Industrial - 2.7%** | **Industrial - 2.7%** | **Industrial - 2.7%** |
|  AAR Escrow Issuer LLC, 6.75%, 03/15/2029 (Callable 04/11/2026) <sup>(b)</sup> | AAR Escrow Issuer LLC, 6.75%, 03/15/2029 (Callable 04/11/2026) <sup>(b)</sup> | 20000 | 20325 |
|  Advanced Drainage Systems, Inc., 5.38%, 03/01/2034 (Callable 03/01/2029) <sup>(b)</sup> | Advanced Drainage Systems, Inc., 5.38%, 03/01/2034 (Callable 03/01/2029) <sup>(b)</sup> | 5000 | 4844 |
|  AECOM, 6.00%, 08/01/2033 (Callable 08/01/2028) <sup>(b)</sup> | AECOM, 6.00%, 08/01/2033 (Callable 08/01/2028) <sup>(b)</sup> | 170000 | 169788 |
|  AGCO Corp., 5.45%, 03/21/2027 (Callable 02/21/2027) | AGCO Corp., 5.45%, 03/21/2027 (Callable 02/21/2027) | 48000 | 48339 |
|  AmeriTex HoldCo Intermediate LLC, 7.63%, 08/15/2033 (Callable 08/15/2028) <sup>(b)</sup> | AmeriTex HoldCo Intermediate LLC, 7.63%, 08/15/2033 (Callable 08/15/2028) <sup>(b)</sup> | 25000 | 25625 |
| Amphenol Corp. | Amphenol Corp. | Amphenol Corp. | Amphenol Corp. |
| &nbsp;&nbsp; 4.38%, 06/12/2028 (Callable 05/12/2028) | &nbsp;&nbsp; 4.38%, 06/12/2028 (Callable 05/12/2028) | 55000 | 55113 |
| &nbsp;&nbsp; 5.30%, 11/15/2055 (Callable 05/15/2055) | &nbsp;&nbsp; 5.30%, 11/15/2055 (Callable 05/15/2055) | 26000 | 24385 |
|  Arrow Electronics, Inc., 5.88%, 04/10/2034 (Callable 01/10/2034) | Arrow Electronics, Inc., 5.88%, 04/10/2034 (Callable 01/10/2034) | 36000 | 36820 |
|  Bioceanico Sovereign Certificate Ltd., 0.00%, 06/05/2034 <sup>(e)</sup> | Bioceanico Sovereign Certificate Ltd., 0.00%, 06/05/2034 <sup>(e)</sup> | 206729 | 167967 |
|  Boeing Co., 5.81%, 05/01/2050 (Callable 11/01/2049) | Boeing Co., 5.81%, 05/01/2050 (Callable 11/01/2049) | 145000 | 139465 |
|  Bombardier, Inc., 6.75%, 06/15/2033 (Callable 06/15/2028) <sup>(b)</sup> | Bombardier, Inc., 6.75%, 06/15/2033 (Callable 06/15/2028) <sup>(b)</sup> | 25000 | 25781 |
| Builders FirstSource, Inc. | Builders FirstSource, Inc. | Builders FirstSource, Inc. | Builders FirstSource, Inc. |
| &nbsp;&nbsp; 6.38%, 03/01/2034 (Callable 03/01/2029) <sup>(b)</sup> | &nbsp;&nbsp; 6.38%, 03/01/2034 (Callable 03/01/2029) <sup>(b)</sup> | 35000 | 34562 |
| &nbsp;&nbsp; 6.75%, 05/15/2035 (Callable 05/15/2030) <sup>(b)</sup> | &nbsp;&nbsp; 6.75%, 05/15/2035 (Callable 05/15/2030) <sup>(b)</sup> | 15000 | 14963 |
|  Burlington Northern Santa Fe LLC, 5.50%, 03/15/2055 (Callable 09/15/2054) | Burlington Northern Santa Fe LLC, 5.50%, 03/15/2055 (Callable 09/15/2054) | 34000 | 32676 |
|  Caterpillar Financial Services Corp., 4.40%, 03/03/2028 | Caterpillar Financial Services Corp., 4.40%, 03/03/2028 | 56000 | 56233 |
|  CCL Industries, Inc., 3.05%, 06/01/2030 (Callable 03/01/2030) <sup>(b)</sup> | CCL Industries, Inc., 3.05%, 06/01/2030 (Callable 03/01/2030) <sup>(b)</sup> | 37000 | 34432 |
|  Cellnex Finance Co. SA, 2.00%, 09/15/2032 (Callable 06/15/2032) | Cellnex Finance Co. SA, 2.00%, 09/15/2032 (Callable 06/15/2032) | 100000 | 101626 |
|  Cemex SAB de CV, 5.13% to 09/08/2026 then 5 yr. CMT Rate + 4.53%, Perpetual (Callable 06/08/2026) | Cemex SAB de CV, 5.13% to 09/08/2026 then 5 yr. CMT Rate + 4.53%, Perpetual (Callable 06/08/2026) | 200000 | 198750 |
| Clydesdale Acquisition Holdings, Inc. | Clydesdale Acquisition Holdings, Inc. | Clydesdale Acquisition Holdings, Inc. | Clydesdale Acquisition Holdings, Inc. |
| &nbsp;&nbsp; 6.63%, 04/15/2029 (Callable 05/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 6.63%, 04/15/2029 (Callable 05/01/2026) <sup>(b)</sup> | 75000 | 73500 |
| &nbsp;&nbsp; 6.75%, 04/15/2032 (Callable 04/15/2028) <sup>(b)</sup> | &nbsp;&nbsp; 6.75%, 04/15/2032 (Callable 04/15/2028) <sup>(b)</sup> | 5000 | 4737 |
|  CNH Industrial Capital LLC, 4.38%, 03/07/2031 (Callable 02/07/2031) | CNH Industrial Capital LLC, 4.38%, 03/07/2031 (Callable 02/07/2031) | 18000 | 17584 |
|  Columbus McKinnon Corp./NY, 7.13%, 02/01/2033 (Callable 02/01/2029) <sup>(b)</sup> | Columbus McKinnon Corp./NY, 7.13%, 02/01/2033 (Callable 02/01/2029) <sup>(b)</sup> | 15000 | 14888 |
|  CRH America Finance, Inc., 4.40%, 02/09/2031 (Callable 01/09/2031) | CRH America Finance, Inc., 4.40%, 02/09/2031 (Callable 01/09/2031) | 37000 | 36393 |
|  CSX Corp., 3.80%, 11/01/2046 (Callable 05/01/2046) | CSX Corp., 3.80%, 11/01/2046 (Callable 05/01/2046) | 77000 | 58860 |
|  EMRLD Borrower LP / Emerald Co.-Issuer, Inc., 6.63%, 12/15/2030 (Callable 06/15/2026) <sup>(b)</sup> | EMRLD Borrower LP / Emerald Co.-Issuer, Inc., 6.63%, 12/15/2030 (Callable 06/15/2026) <sup>(b)</sup> | 30000 | 30525 |
| Energizer Holdings, Inc. | Energizer Holdings, Inc. | Energizer Holdings, Inc. | Energizer Holdings, Inc. |
| &nbsp;&nbsp; 4.38%, 03/31/2029 (Callable 05/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 4.38%, 03/31/2029 (Callable 05/01/2026) <sup>(b)</sup> | 75000 | 71156 |
| &nbsp;&nbsp; 6.00%, 09/15/2033 (Callable 09/15/2028) <sup>(b)</sup> | &nbsp;&nbsp; 6.00%, 09/15/2033 (Callable 09/15/2028) <sup>(b)</sup> | 15000 | 14025 |
|  Fedex Freight Holding Co., Inc., 4.95%, 03/15/2033 (Callable 01/15/2033) <sup>(b)</sup> | Fedex Freight Holding Co., Inc., 4.95%, 03/15/2033 (Callable 01/15/2033) <sup>(b)</sup> | 6000 | 5838 |
|  Flex Ltd., 5.38%, 11/13/2035 (Callable 08/13/2035) | Flex Ltd., 5.38%, 11/13/2035 (Callable 08/13/2035) | 19000 | 18944 |
| GATX Corp. | GATX Corp. | GATX Corp. | GATX Corp. |
| &nbsp;&nbsp; 5.40%, 03/15/2027 (Callable 02/15/2027) | &nbsp;&nbsp; 5.40%, 03/15/2027 (Callable 02/15/2027) | 59000 | 59390 |
| &nbsp;&nbsp; 5.20%, 03/15/2044 (Callable 09/15/2043) | &nbsp;&nbsp; 5.20%, 03/15/2044 (Callable 09/15/2043) | 22000 | 20178 |
|  GE Vernova, Inc., 5.50%, 02/04/2056 (Callable 08/04/2055) | GE Vernova, Inc., 5.50%, 02/04/2056 (Callable 08/04/2055) | 11000 | 10521 |
|  Genesee & Wyoming, Inc., 6.25%, 04/15/2032 (Callable 04/15/2027) <sup>(b)</sup> | Genesee & Wyoming, Inc., 6.25%, 04/15/2032 (Callable 04/15/2027) <sup>(b)</sup> | 35000 | 35262 |
|  GFL Environmental Holdings US, Inc., 5.50%, 02/01/2034 (Callable 02/01/2029) <sup>(b)</sup> | GFL Environmental Holdings US, Inc., 5.50%, 02/01/2034 (Callable 02/01/2029) <sup>(b)</sup> | 30000 | 29438 |
|  Goat Holdco LLC, 6.75%, 02/01/2032 (Callable 02/01/2028) <sup>(b)</sup> | Goat Holdco LLC, 6.75%, 02/01/2032 (Callable 02/01/2028) <sup>(b)</sup> | 20000 | 20050 |
|  Griffon Corp., 5.75%, 03/01/2028 (Callable 05/01/2026) | Griffon Corp., 5.75%, 03/01/2028 (Callable 05/01/2026) | 30000 | 29850 |
|  Honeywell Aerospace, Inc., 4.95%, 03/16/2036 (Callable 12/16/2035) <sup>(b)</sup> | Honeywell Aerospace, Inc., 4.95%, 03/16/2036 (Callable 12/16/2035) <sup>(b)</sup> | 30000 | 29573 |
|  Hubbell, Inc., 4.80%, 11/15/2035 (Callable 08/15/2035) | Hubbell, Inc., 4.80%, 11/15/2035 (Callable 08/15/2035) | 21000 | 20362 |
|  Imola Merger Corp., 4.75%, 05/15/2029 (Callable 05/01/2026) <sup>(b)</sup> | Imola Merger Corp., 4.75%, 05/15/2029 (Callable 05/01/2026) <sup>(b)</sup> | 75000 | 72656 |
|  Ingersoll Rand, Inc., 5.20%, 06/15/2027 (Callable 05/15/2027) | Ingersoll Rand, Inc., 5.20%, 06/15/2027 (Callable 05/15/2027) | 47000 | 47376 |
|  Jabil, Inc., 4.75%, 02/01/2033 (Callable 12/01/2032) | Jabil, Inc., 4.75%, 02/01/2033 (Callable 12/01/2032) | 15000 | 14753 |
|  Jacobs Solutions, Inc., 5.38%, 03/03/2036 (Callable 12/03/2035) | Jacobs Solutions, Inc., 5.38%, 03/03/2036 (Callable 12/03/2035) | 59000 | 57312 |
|  John Deere Capital Corp., 4.25%, 06/05/2028 | John Deere Capital Corp., 4.25%, 06/05/2028 | 69000 | 69157 |
|  L3Harris Technologies, Inc., 4.40%, 06/15/2028 (Callable 03/15/2028) | L3Harris Technologies, Inc., 4.40%, 06/15/2028 (Callable 03/15/2028) | 69000 | 68942 |
|  Lima Metro Line 2 Finance Ltd., 5.88%, 07/05/2034 | Lima Metro Line 2 Finance Ltd., 5.88%, 07/05/2034 | 149118 | 154168 |
|  Lockheed Martin Corp., 5.00%, 08/15/2035 (Callable 05/15/2035) | Lockheed Martin Corp., 5.00%, 08/15/2035 (Callable 05/15/2035) | 36000 | 36245 |
|  Madison IAQ LLC, 5.88%, 06/30/2029 (Callable 05/01/2026) <sup>(b)</sup> | Madison IAQ LLC, 5.88%, 06/30/2029 (Callable 05/01/2026) <sup>(b)</sup> | 15000 | 14644 |
|  MasTec, Inc., 5.90%, 06/15/2029 (Callable 05/15/2029) | MasTec, Inc., 5.90%, 06/15/2029 (Callable 05/15/2029) | 37000 | 38115 |
|  Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC, 6.75%, 04/01/2032 (Callable 04/01/2027) <sup>(b)</sup> | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC, 6.75%, 04/01/2032 (Callable 04/01/2027) <sup>(b)</sup> | 30000 | 28687 |
|  Molex Electronic Technologies LLC, 5.25%, 04/30/2032 (Callable 02/29/2032) <sup>(b)</sup> | Molex Electronic Technologies LLC, 5.25%, 04/30/2032 (Callable 02/29/2032) <sup>(b)</sup> | 38000 | 38478 |
|  Northrop Grumman Corp., 5.20%, 06/01/2054 (Callable 12/01/2053) | Northrop Grumman Corp., 5.20%, 06/01/2054 (Callable 12/01/2053) | 63000 | 57703 |
|  nVent Finance Sarl, 5.65%, 05/15/2033 (Callable 02/15/2033) | nVent Finance Sarl, 5.65%, 05/15/2033 (Callable 02/15/2033) | 17000 | 17387 |
|  Owens Corning, 5.70%, 06/15/2034 (Callable 03/15/2034) | Owens Corning, 5.70%, 06/15/2034 (Callable 03/15/2034) | 32000 | 33009 |
|  Owens-Brockway Glass Container, Inc., 7.25%, 05/15/2031 (Callable 05/15/2026) <sup>(b)</sup> | Owens-Brockway Glass Container, Inc., 7.25%, 05/15/2031 (Callable 05/15/2026) <sup>(b)</sup> | 30000 | 28387 |
| Penske Truck Leasing Co. Lp / PTL Finance Corp. | Penske Truck Leasing Co. Lp / PTL Finance Corp. | Penske Truck Leasing Co. Lp / PTL Finance Corp. | Penske Truck Leasing Co. Lp / PTL Finance Corp. |
| &nbsp;&nbsp; 5.35%, 03/30/2029 (Callable 02/28/2029) <sup>(b)</sup> | &nbsp;&nbsp; 5.35%, 03/30/2029 (Callable 02/28/2029) <sup>(b)</sup> | 76000 | 77181 |
| &nbsp;&nbsp; 5.25%, 02/01/2030 (Callable 01/01/2030) <sup>(b)</sup> | &nbsp;&nbsp; 5.25%, 02/01/2030 (Callable 01/01/2030) <sup>(b)</sup> | 68000 | 68958 |
| Quikrete Holdings, Inc. | Quikrete Holdings, Inc. | Quikrete Holdings, Inc. | Quikrete Holdings, Inc. |
| &nbsp;&nbsp; 6.38%, 03/01/2032 (Callable 03/01/2028) <sup>(b)</sup> | &nbsp;&nbsp; 6.38%, 03/01/2032 (Callable 03/01/2028) <sup>(b)</sup> | 85000 | 85744 |
| &nbsp;&nbsp; 6.75%, 03/01/2033 (Callable 03/01/2028) <sup>(b)</sup> | &nbsp;&nbsp; 6.75%, 03/01/2033 (Callable 03/01/2028) <sup>(b)</sup> | 85000 | 85956 |
|  Ryder System, Inc., 5.25%, 06/01/2028 (Callable 05/01/2028) | Ryder System, Inc., 5.25%, 06/01/2028 (Callable 05/01/2028) | 70000 | 71058 |
|  Seaspan Corp., 5.50%, 08/01/2029 (Callable 05/01/2026) <sup>(b)</sup> | Seaspan Corp., 5.50%, 08/01/2029 (Callable 05/01/2026) <sup>(b)</sup> | 20000 | 18775 |
|  Simpar Europe SA, 5.20%, 01/26/2031 (Callable 05/01/2026) | Simpar Europe SA, 5.20%, 01/26/2031 (Callable 05/01/2026) | 200000 | 170000 |
|  Smyrna Ready Mix Concrete LLC, 6.00%, 11/01/2028 (Callable 05/01/2026) <sup>(b)</sup> | Smyrna Ready Mix Concrete LLC, 6.00%, 11/01/2028 (Callable 05/01/2026) <sup>(b)</sup> | 75000 | 74438 |
| Sonoco Products Co. | Sonoco Products Co. | Sonoco Products Co. | Sonoco Products Co. |
| &nbsp;&nbsp; 4.60%, 09/01/2029 (Callable 08/01/2029) | &nbsp;&nbsp; 4.60%, 09/01/2029 (Callable 08/01/2029) | 18000 | 17952 |
| &nbsp;&nbsp; 5.00%, 09/01/2034 (Callable 06/01/2034) | &nbsp;&nbsp; 5.00%, 09/01/2034 (Callable 06/01/2034) | 9000 | 8797 |
|  Spirit AeroSystems, Inc., 4.60%, 06/15/2028 (Callable 03/15/2028) | Spirit AeroSystems, Inc., 4.60%, 06/15/2028 (Callable 03/15/2028) | 14000 | 13983 |
| Standard Building Solutions, Inc. | Standard Building Solutions, Inc. | Standard Building Solutions, Inc. | Standard Building Solutions, Inc. |
| &nbsp;&nbsp; 6.50%, 08/15/2032 (Callable 08/15/2027) <sup>(b)</sup> | &nbsp;&nbsp; 6.50%, 08/15/2032 (Callable 08/15/2027) <sup>(b)</sup> | 15000 | 14906 |
| &nbsp;&nbsp; 5.88%, 03/15/2034 (Callable 03/15/2029) <sup>(b)</sup> | &nbsp;&nbsp; 5.88%, 03/15/2034 (Callable 03/15/2029) <sup>(b)</sup> | 10000 | 9563 |
|  Standard Industries, Inc./NY, 4.75%, 01/15/2028 (Callable 05/01/2026) <sup>(b)</sup> | Standard Industries, Inc./NY, 4.75%, 01/15/2028 (Callable 05/01/2026) <sup>(b)</sup> | 75000 | 73875 |
|  Stanley Black & Decker, Inc., 6.71% to 03/15/2030 then 5 yr. CMT Rate + 2.66%, 03/15/2060 (Callable 03/15/2030) | Stanley Black & Decker, Inc., 6.71% to 03/15/2030 then 5 yr. CMT Rate + 2.66%, 03/15/2060 (Callable 03/15/2030) | 355000 | 346115 |
|  Textron, Inc., 5.50%, 05/15/2035 (Callable 02/15/2035) | Textron, Inc., 5.50%, 05/15/2035 (Callable 02/15/2035) | 34000 | 34555 |
| TransDigm, Inc. | TransDigm, Inc. | TransDigm, Inc. | TransDigm, Inc. |
| &nbsp;&nbsp; 6.38%, 03/01/2029 (Callable 04/11/2026) <sup>(b)</sup> | &nbsp;&nbsp; 6.38%, 03/01/2029 (Callable 04/11/2026) <sup>(b)</sup> | 75000 | 75937 |
| &nbsp;&nbsp; 7.13%, 12/01/2031 (Callable 12/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 7.13%, 12/01/2031 (Callable 12/01/2026) <sup>(b)</sup> | 290000 | 297975 |
| &nbsp;&nbsp; 6.38%, 05/31/2033 (Callable 05/31/2028) <sup>(b)</sup> | &nbsp;&nbsp; 6.38%, 05/31/2033 (Callable 05/31/2028) <sup>(b)</sup> | 55000 | 54588 |
| &nbsp;&nbsp; 6.25%, 01/31/2034 (Callable 08/31/2028) <sup>(b)</sup> | &nbsp;&nbsp; 6.25%, 01/31/2034 (Callable 08/31/2028) <sup>(b)</sup> | 50000 | 50375 |
| &nbsp;&nbsp; 6.75%, 01/31/2034 (Callable 08/31/2028) <sup>(b)</sup> | &nbsp;&nbsp; 6.75%, 01/31/2034 (Callable 08/31/2028) <sup>(b)</sup> | 100000 | 101125 |
|  Veralto Corp., 5.45%, 09/18/2033 (Callable 06/18/2033) | Veralto Corp., 5.45%, 09/18/2033 (Callable 06/18/2033) | 17000 | 17309 |
|  Vertiv Group Corp., 4.13%, 11/15/2028 (Callable 05/01/2026) <sup>(b)</sup> | Vertiv Group Corp., 4.13%, 11/15/2028 (Callable 05/01/2026) <sup>(b)</sup> | 72000 | 70740 |
|  Vertiv Holdings Co., 5.80%, 03/15/2056 (Callable 09/15/2055) | Vertiv Holdings Co., 5.80%, 03/15/2056 (Callable 09/15/2055) | 13000 | 12538 |
|  Waste Connections, Inc., 5.25%, 09/01/2035 (Callable 06/01/2035) | Waste Connections, Inc., 5.25%, 09/01/2035 (Callable 06/01/2035) | 28000 | 28495 |
|  Waste Management, Inc., 4.95%, 07/03/2027 (Callable 06/03/2027) | Waste Management, Inc., 4.95%, 07/03/2027 (Callable 06/03/2027) | 85000 | 85772 |
|  Waste Pro USA, Inc., 7.00%, 02/01/2033 (Callable 02/01/2028) <sup>(b)</sup> | Waste Pro USA, Inc., 7.00%, 02/01/2033 (Callable 02/01/2028) <sup>(b)</sup> | 20000 | 20200 |
|  Watco Cos. LLC / Watco Finance Corp., 7.13%, 08/01/2032 (Callable 08/01/2027) <sup>(b)</sup> | Watco Cos. LLC / Watco Finance Corp., 7.13%, 08/01/2032 (Callable 08/01/2027) <sup>(b)</sup> | 15000 | 15338 |
| WESCO Distribution, Inc. | WESCO Distribution, Inc. | WESCO Distribution, Inc. | WESCO Distribution, Inc. |
| &nbsp;&nbsp; 6.38%, 03/15/2033 (Callable 03/15/2028) <sup>(b)</sup> | &nbsp;&nbsp; 6.38%, 03/15/2033 (Callable 03/15/2028) <sup>(b)</sup> | 20000 | 20300 |
| &nbsp;&nbsp; 5.50%, 04/15/2034 (Callable 04/15/2029) <sup>(b)</sup> | &nbsp;&nbsp; 5.50%, 04/15/2034 (Callable 04/15/2029) <sup>(b)</sup> | 5000 | 4937 |
|  Westinghouse Air Brake Technologies Corp., 4.90%, 05/29/2030 (Callable 04/29/2030) | Westinghouse Air Brake Technologies Corp., 4.90%, 05/29/2030 (Callable 04/29/2030) | 69000 | 69610 |
|  WSP Global, Inc., 5.04%, 09/18/2031 (Callable 08/18/2031) <sup>(b)</sup> | WSP Global, Inc., 5.04%, 09/18/2031 (Callable 08/18/2031) <sup>(b)</sup> | 45000 | 44468 |
|  XPO, Inc., 7.13%, 06/01/2031 (Callable 06/01/2026) <sup>(b)</sup> | XPO, Inc., 7.13%, 06/01/2031 (Callable 06/01/2026) <sup>(b)</sup> | 30000 | 31200 |
|  Yinson Bergenia Production BV, 8.50%, 01/31/2045 (Callable 01/31/2043) <sup>(b)</sup> | Yinson Bergenia Production BV, 8.50%, 01/31/2045 (Callable 01/31/2043) <sup>(b)</sup> | 197340 | 207700 |
|  |  |  | 4950250 |
| **Technology - 1.2%** | **Technology - 1.2%** | **Technology - 1.2%** | **Technology - 1.2%** |
|  Advanced Micro Devices, Inc., 4.32%, 03/24/2028 (Callable 02/24/2028) | Advanced Micro Devices, Inc., 4.32%, 03/24/2028 (Callable 02/24/2028) | 37000 | 37178 |
|  Amentum Holdings, Inc., 7.25%, 08/01/2032 (Callable 08/01/2027) <sup>(b)</sup> | Amentum Holdings, Inc., 7.25%, 08/01/2032 (Callable 08/01/2027) <sup>(b)</sup> | 15000 | 15544 |
|  Analog Devices, Inc., 4.25%, 06/15/2028 (Callable 05/15/2028) | Analog Devices, Inc., 4.25%, 06/15/2028 (Callable 05/15/2028) | 83000 | 83107 |
|  AthenaHealth Group, Inc., 6.50%, 02/15/2030 (Callable 05/01/2026) <sup>(b)</sup> | AthenaHealth Group, Inc., 6.50%, 02/15/2030 (Callable 05/01/2026) <sup>(b)</sup> | 20000 | 18525 |
|  Atlassian Corp., 5.25%, 05/15/2029 (Callable 04/15/2029) | Atlassian Corp., 5.25%, 05/15/2029 (Callable 04/15/2029) | 23000 | 23120 |
|  Broadcom, Inc., 4.80%, 04/15/2028 (Callable 03/15/2028) | Broadcom, Inc., 4.80%, 04/15/2028 (Callable 03/15/2028) | 97000 | 97984 |
|  CACI International, Inc., 6.38%, 06/15/2033 (Callable 06/15/2028) <sup>(b)</sup> | CACI International, Inc., 6.38%, 06/15/2033 (Callable 06/15/2028) <sup>(b)</sup> | 85000 | 86275 |
|  Cadence Design Systems, Inc., 4.20%, 09/10/2027 | Cadence Design Systems, Inc., 4.20%, 09/10/2027 | 121000 | 120848 |
| Cloud Software Group, Inc. | Cloud Software Group, Inc. | Cloud Software Group, Inc. | Cloud Software Group, Inc. |
| &nbsp;&nbsp; 6.50%, 03/31/2029 (Callable 04/11/2026) <sup>(b)</sup> | &nbsp;&nbsp; 6.50%, 03/31/2029 (Callable 04/11/2026) <sup>(b)</sup> | 60000 | 58275 |
| &nbsp;&nbsp; 9.00%, 09/30/2029 (Callable 05/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 9.00%, 09/30/2029 (Callable 05/01/2026) <sup>(b)</sup> | 5000 | 4800 |
| &nbsp;&nbsp; 6.63%, 08/15/2033 (Callable 08/15/2028) <sup>(b)</sup> | &nbsp;&nbsp; 6.63%, 08/15/2033 (Callable 08/15/2028) <sup>(b)</sup> | 226000 | 201140 |
|  CoreWeave, Inc., 9.25%, 06/01/2030 (Callable 06/01/2027) <sup>(b)</sup> | CoreWeave, Inc., 9.25%, 06/01/2030 (Callable 06/01/2027) <sup>(b)</sup> | 295000 | 285044 |
|  Dell International LLC / EMC Corp., 8.35%, 07/15/2046 (Callable 01/15/2046) | Dell International LLC / EMC Corp., 8.35%, 07/15/2046 (Callable 01/15/2046) | 110000 | 136192 |
|  Dell, Inc., 6.50%, 04/15/2038 | Dell, Inc., 6.50%, 04/15/2038 | 17000 | 18099 |
|  Ellucian Holdings, Inc., 6.50%, 12/01/2029 (Callable 12/01/2026) <sup>(b)</sup> | Ellucian Holdings, Inc., 6.50%, 12/01/2029 (Callable 12/01/2026) <sup>(b)</sup> | 15000 | 14644 |
|  Fidelity National Information Services, Inc., 2.90% (3 mo. EURIBOR + 0.85%), 03/10/2028 | Fidelity National Information Services, Inc., 2.90% (3 mo. EURIBOR + 0.85%), 03/10/2028 | 102000 | 118001 |
|  Fiserv, Inc., 5.15%, 03/15/2027 (Callable 02/15/2027) | Fiserv, Inc., 5.15%, 03/15/2027 (Callable 02/15/2027) | 55000 | 55236 |
|  Gartner, Inc., 3.75%, 10/01/2030 (Callable 04/11/2026) <sup>(b)</sup> | Gartner, Inc., 3.75%, 10/01/2030 (Callable 04/11/2026) <sup>(b)</sup> | 90000 | 82236 |
|  Intuit, Inc., 5.50%, 09/15/2053 (Callable 03/15/2053) | Intuit, Inc., 5.50%, 09/15/2053 (Callable 03/15/2053) | 25000 | 22785 |
|  Kyndryl Holdings, Inc., 4.10%, 10/15/2041 (Callable 04/15/2041) | Kyndryl Holdings, Inc., 4.10%, 10/15/2041 (Callable 04/15/2041) | 87000 | 60029 |
|  Marvell Technology, Inc., 5.95%, 09/15/2033 (Callable 06/15/2033) | Marvell Technology, Inc., 5.95%, 09/15/2033 (Callable 06/15/2033) | 66000 | 69768 |
| MSCI, Inc. | MSCI, Inc. | MSCI, Inc. | MSCI, Inc. |
| &nbsp;&nbsp; 3.63%, 09/01/2030 (Callable 05/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 3.63%, 09/01/2030 (Callable 05/01/2026) <sup>(b)</sup> | 90000 | 84775 |
| &nbsp;&nbsp; 3.63%, 11/01/2031 (Callable 11/01/2026) <sup>(b)</sup> | &nbsp;&nbsp; 3.63%, 11/01/2031 (Callable 11/01/2026) <sup>(b)</sup> | 56000 | 51897 |
| &nbsp;&nbsp; 5.15%, 03/15/2036 (Callable 12/15/2035) | &nbsp;&nbsp; 5.15%, 03/15/2036 (Callable 12/15/2035) | 145000 | 140432 |
|  NXP BV / NXP Funding LLC / NXP USA, Inc., 4.85%, 08/19/2032 (Callable 06/19/2032) | NXP BV / NXP Funding LLC / NXP USA, Inc., 4.85%, 08/19/2032 (Callable 06/19/2032) | 28000 | 27450 |
| OAK-Eagle Acquireco, Inc. | OAK-Eagle Acquireco, Inc. | OAK-Eagle Acquireco, Inc. | OAK-Eagle Acquireco, Inc. |
| &nbsp;&nbsp; 7.25%, 07/01/2033 (Callable 07/01/2029) <sup>(b)</sup> | &nbsp;&nbsp; 7.25%, 07/01/2033 (Callable 07/01/2029) <sup>(b)</sup> | 10000 | 10325 |
| &nbsp;&nbsp; 8.75%, 07/01/2034 (Callable 07/01/2029) <sup>(b)</sup> | &nbsp;&nbsp; 8.75%, 07/01/2034 (Callable 07/01/2029) <sup>(b)</sup> | 5000 | 5212 |
|  Oracle Corp., 5.95%, 09/26/2055 (Callable 03/26/2055) | Oracle Corp., 5.95%, 09/26/2055 (Callable 03/26/2055) | 25000 | 20989 |
|  Paychex, Inc., 5.35%, 04/15/2032 (Callable 02/15/2032) | Paychex, Inc., 5.35%, 04/15/2032 (Callable 02/15/2032) | 68000 | 68298 |
|  Qorvo, Inc., 3.38%, 04/01/2031 (Callable 05/01/2026) <sup>(b)</sup> | Qorvo, Inc., 3.38%, 04/01/2031 (Callable 05/01/2026) <sup>(b)</sup> | 39000 | 35100 |
|  Roper Technologies, Inc., 4.25%, 09/15/2028 (Callable 08/15/2028) | Roper Technologies, Inc., 4.25%, 09/15/2028 (Callable 08/15/2028) | 11000 | 10918 |
|  Synopsys, Inc., 4.65%, 04/01/2028 (Callable 03/01/2028) | Synopsys, Inc., 4.65%, 04/01/2028 (Callable 03/01/2028) | 34000 | 34128 |
|  UKG, Inc., 6.88%, 02/01/2031 (Callable 02/01/2027) <sup>(b)</sup> | UKG, Inc., 6.88%, 02/01/2031 (Callable 02/01/2027) <sup>(b)</sup> | 80000 | 78100 |
|  |  |  | 2176454 |
| **Utilities - 3.2%** | **Utilities - 3.2%** | **Utilities - 3.2%** | **Utilities - 3.2%** |
|  Adani Electricity Mumbai Ltd., 3.87%, 07/22/2031 (Callable 01/22/2031) | Adani Electricity Mumbai Ltd., 3.87%, 07/22/2031 (Callable 01/22/2031) | 200000 | 178467 |
|  Adani Transmission Step-One Ltd., 4.25%, 05/21/2036 | Adani Transmission Step-One Ltd., 4.25%, 05/21/2036 | 133000 | 117799 |
| AEP Texas, Inc. | AEP Texas, Inc. | AEP Texas, Inc. | AEP Texas, Inc. |
| &nbsp;&nbsp; 5.45%, 05/15/2029 (Callable 04/15/2029) | &nbsp;&nbsp; 5.45%, 05/15/2029 (Callable 04/15/2029) | 20000 | 20485 |
| &nbsp;&nbsp; 5.20%, 04/15/2036 (Callable 01/15/2036) | &nbsp;&nbsp; 5.20%, 04/15/2036 (Callable 01/15/2036) | 13000 | 12759 |
|  AES Corp., 7.60% to 01/15/2030 then 5 yr. CMT Rate + 3.20%, 01/15/2055 (Callable 10/15/2029) | AES Corp., 7.60% to 01/15/2030 then 5 yr. CMT Rate + 3.20%, 01/15/2055 (Callable 10/15/2029) | 530000 | 523375 |
|  Alabama Power Co., 3.75%, 09/01/2027 (Callable 08/01/2027) | Alabama Power Co., 3.75%, 09/01/2027 (Callable 08/01/2027) | 98000 | 97375 |
|  Alliant Energy Corp., 5.75% to 04/01/2031 then 5 yr. CMT Rate + 2.08%, 04/01/2056 (Callable 01/01/2031) | Alliant Energy Corp., 5.75% to 04/01/2031 then 5 yr. CMT Rate + 2.08%, 04/01/2056 (Callable 01/01/2031) | 18000 | 17370 |
|  Ameren Illinois Co., 3.80%, 05/15/2028 (Callable 02/15/2028) | Ameren Illinois Co., 3.80%, 05/15/2028 (Callable 02/15/2028) | 120000 | 118928 |
|  American Electric Power Co., Inc., 6.95% to 12/15/2034 then 5 yr. CMT Rate + 2.68%, 12/15/2054 (Callable 09/15/2034) | American Electric Power Co., Inc., 6.95% to 12/15/2034 then 5 yr. CMT Rate + 2.68%, 12/15/2054 (Callable 09/15/2034) | 260000 | 274300 |
|  Arizona Public Service Co., 5.90%, 08/15/2055 (Callable 02/15/2055) | Arizona Public Service Co., 5.90%, 08/15/2055 (Callable 02/15/2055) | 74000 | 72496 |
|  Black Hills Corp., 6.00%, 01/15/2035 (Callable 10/15/2034) | Black Hills Corp., 6.00%, 01/15/2035 (Callable 10/15/2034) | 61000 | 63270 |
|  Capital Power US Holdings, Inc., 5.26%, 06/01/2028 (Callable 05/01/2028) <sup>(b)</sup> | Capital Power US Holdings, Inc., 5.26%, 06/01/2028 (Callable 05/01/2028) <sup>(b)</sup> | 61000 | 61381 |
|  Chile Electricity Lux MPC Sarl, 6.01%, 01/20/2033 | Chile Electricity Lux MPC Sarl, 6.01%, 01/20/2033 | 172000 | 177437 |
|  Chile Electricity PEC SpA, 0.00%, 01/25/2028 <sup>(b)(e)</sup> | Chile Electricity PEC SpA, 0.00%, 01/25/2028 <sup>(b)(e)</sup> | 150024 | 136261 |
|  CMS Energy Corp., 6.50% to 06/01/2035 then 5 yr. CMT Rate + 1.96%, 06/01/2055 (Callable 03/01/2035) | CMS Energy Corp., 6.50% to 06/01/2035 then 5 yr. CMT Rate + 1.96%, 06/01/2055 (Callable 03/01/2035) | 82000 | 83025 |
|  Commonwealth Edison Co., 5.95%, 06/01/2055 (Callable 12/01/2054) | Commonwealth Edison Co., 5.95%, 06/01/2055 (Callable 12/01/2054) | 69000 | 69874 |
|  Constellation Energy Generation LLC, 4.40%, 01/15/2031 (Callable 12/15/2030) | Constellation Energy Generation LLC, 4.40%, 01/15/2031 (Callable 12/15/2030) | 29000 | 28613 |
|  Consumers Energy Co., 4.50%, 01/15/2031 (Callable 11/15/2030) | Consumers Energy Co., 4.50%, 01/15/2031 (Callable 11/15/2030) | 20000 | 19996 |
| Dominion Energy, Inc. | Dominion Energy, Inc. | Dominion Energy, Inc. | Dominion Energy, Inc. |
| &nbsp;&nbsp; 7.00% to 06/01/2034 then 5 yr. CMT Rate + 2.51%, 06/01/2054 (Callable 03/03/2034) | &nbsp;&nbsp; 7.00% to 06/01/2034 then 5 yr. CMT Rate + 2.51%, 06/01/2054 (Callable 03/03/2034) | 155000 | 163231 |
| &nbsp;&nbsp; 6.88% to 02/01/2030 then 5 yr. CMT Rate + 2.39%, 02/01/2055 (Callable 11/03/2029) | &nbsp;&nbsp; 6.88% to 02/01/2030 then 5 yr. CMT Rate + 2.39%, 02/01/2055 (Callable 11/03/2029) | 125000 | 127373 |
| &nbsp;&nbsp; 6.63% to 05/15/2035 then 5 yr. CMT Rate + 2.21%, 05/15/2055 (Callable 02/15/2035) | &nbsp;&nbsp; 6.63% to 05/15/2035 then 5 yr. CMT Rate + 2.21%, 05/15/2055 (Callable 02/15/2035) | 140000 | 140182 |
| Duke Energy Corp. | Duke Energy Corp. | Duke Energy Corp. | Duke Energy Corp. |
| &nbsp;&nbsp; 5.00%, 08/15/2052 (Callable 02/15/2052) | &nbsp;&nbsp; 5.00%, 08/15/2052 (Callable 02/15/2052) | 25000 | 21273 |
| &nbsp;&nbsp; 5.80%, 06/15/2054 (Callable 12/15/2053) | &nbsp;&nbsp; 5.80%, 06/15/2054 (Callable 12/15/2053) | 51000 | 48694 |
| &nbsp;&nbsp; 6.45% to 09/01/2034 then 5 yr. CMT Rate + 2.59%, 09/01/2054 (Callable 06/01/2034) | &nbsp;&nbsp; 6.45% to 09/01/2034 then 5 yr. CMT Rate + 2.59%, 09/01/2054 (Callable 06/01/2034) | 45000 | 46350 |
|  Emera US Finance LLC, 6.85% to 10/01/2036 then 5 yr. CMT Rate + 2.65%, 10/01/2056 (Callable 07/01/2036) | Emera US Finance LLC, 6.85% to 10/01/2036 then 5 yr. CMT Rate + 2.65%, 10/01/2056 (Callable 07/01/2036) | 234000 | 233754 |
|  Empresa Electrica Cochrane SpA, 5.50%, 05/14/2027 | Empresa Electrica Cochrane SpA, 5.50%, 05/14/2027 | 46400 | 46110 |
|  Entergy Arkansas LLC, 5.75%, 01/15/2056 (Callable 07/15/2055) | Entergy Arkansas LLC, 5.75%, 01/15/2056 (Callable 07/15/2055) | 25000 | 24276 |
|  Entergy Corp., 7.13% to 12/01/2029 then 5 yr. CMT Rate + 2.67%, 12/01/2054 (Callable 09/01/2029) | Entergy Corp., 7.13% to 12/01/2029 then 5 yr. CMT Rate + 2.67%, 12/01/2054 (Callable 09/01/2029) | 34000 | 34769 |
|  Essential Utilities, Inc., 5.13%, 03/15/2036 (Callable 12/15/2035) | Essential Utilities, Inc., 5.13%, 03/15/2036 (Callable 12/15/2035) | 15000 | 14745 |
| EUSHI Finance, Inc. | EUSHI Finance, Inc. | EUSHI Finance, Inc. | EUSHI Finance, Inc. |
| &nbsp;&nbsp; 7.63% to 12/15/2029 then 5 yr. CMT Rate + 3.14%, 12/15/2054 (Callable 09/15/2029) | &nbsp;&nbsp; 7.63% to 12/15/2029 then 5 yr. CMT Rate + 3.14%, 12/15/2054 (Callable 09/15/2029) | 80000 | 82184 |
| &nbsp;&nbsp; 6.25% to 04/01/2031 then 5 yr. CMT Rate + 2.51%, 04/01/2056 (Callable 01/01/2031) | &nbsp;&nbsp; 6.25% to 04/01/2031 then 5 yr. CMT Rate + 2.51%, 04/01/2056 (Callable 01/01/2031) | 150000 | 147397 |
| Eversource Energy | Eversource Energy | Eversource Energy | Eversource Energy |
| &nbsp;&nbsp; 2.90%, 03/01/2027 (Callable 02/01/2027) | &nbsp;&nbsp; 2.90%, 03/01/2027 (Callable 02/01/2027) | 61000 | 60243 |
| &nbsp;&nbsp; 6.35% (5 yr. CMT Rate + 2.33%), 08/15/2056 (Callable 05/15/2036) | &nbsp;&nbsp; 6.35% (5 yr. CMT Rate + 2.33%), 08/15/2056 (Callable 05/15/2036) | 215000 | 212044 |
|  Exelon Corp., 6.50% to 03/15/2035 then 5 yr. CMT Rate + 1.98%, 03/15/2055 (Callable 12/15/2034) | Exelon Corp., 6.50% to 03/15/2035 then 5 yr. CMT Rate + 1.98%, 03/15/2055 (Callable 12/15/2034) | 210000 | 212625 |
|  Georgia Power Co., 5.00%, 02/23/2027 (Callable 01/23/2027) | Georgia Power Co., 5.00%, 02/23/2027 (Callable 01/23/2027) | 48000 | 48329 |
|  JSW Hydro Energy Ltd., 4.13%, 05/18/2031 (Callable 05/18/2026) | JSW Hydro Energy Ltd., 4.13%, 05/18/2031 (Callable 05/18/2026) | 278000 | 253328 |
|  Kentucky Utilities Co., 5.85%, 08/15/2055 (Callable 02/15/2055) | Kentucky Utilities Co., 5.85%, 08/15/2055 (Callable 02/15/2055) | 15000 | 14796 |
|  Minejesa Capital BV, 4.63%, 08/10/2030 | Minejesa Capital BV, 4.63%, 08/10/2030 | 129800 | 128196 |
|  Mong Duong Finance Holdings BV, 5.13%, 05/07/2029 (Callable 05/01/2026) | Mong Duong Finance Holdings BV, 5.13%, 05/07/2029 (Callable 05/01/2026) | 144845 | 142129 |
|  National Fuel Gas Co., 5.95%, 03/15/2035 (Callable 12/15/2034) | National Fuel Gas Co., 5.95%, 03/15/2035 (Callable 12/15/2034) | 15000 | 15482 |
|  National Rural Utilities Cooperative Finance Corp., 4.12%, 09/16/2027 (Callable 08/16/2027) | National Rural Utilities Cooperative Finance Corp., 4.12%, 09/16/2027 (Callable 08/16/2027) | 88000 | 87822 |
| NextEra Energy Capital Holdings, Inc. | NextEra Energy Capital Holdings, Inc. | NextEra Energy Capital Holdings, Inc. | NextEra Energy Capital Holdings, Inc. |
| &nbsp;&nbsp; 4.63%, 07/15/2027 (Callable 06/15/2027) | &nbsp;&nbsp; 4.63%, 07/15/2027 (Callable 06/15/2027) | 74000 | 74200 |
| &nbsp;&nbsp; 5.90%, 03/15/2055 (Callable 09/15/2054) | &nbsp;&nbsp; 5.90%, 03/15/2055 (Callable 09/15/2054) | 17000 | 16680 |
| &nbsp;&nbsp; 6.50% to 08/15/2035 then 5 yr. CMT Rate + 1.98%, 08/15/2055 (Callable 05/15/2035) | &nbsp;&nbsp; 6.50% to 08/15/2035 then 5 yr. CMT Rate + 1.98%, 08/15/2055 (Callable 05/15/2035) | 90000 | 92355 |
| &nbsp;&nbsp; 5.85%, 03/01/2056 (Callable 09/01/2055) | &nbsp;&nbsp; 5.85%, 03/01/2056 (Callable 09/01/2055) | 25000 | 24224 |
| NiSource, Inc. | NiSource, Inc. | NiSource, Inc. | NiSource, Inc. |
| &nbsp;&nbsp; 5.35%, 04/01/2034 (Callable 01/01/2034) | &nbsp;&nbsp; 5.35%, 04/01/2034 (Callable 01/01/2034) | 63000 | 64197 |
| &nbsp;&nbsp; 6.95% to 11/30/2029 then 5 yr. CMT Rate + 2.45%, 11/30/2054 (Callable 08/30/2029) | &nbsp;&nbsp; 6.95% to 11/30/2029 then 5 yr. CMT Rate + 2.45%, 11/30/2054 (Callable 08/30/2029) | 18000 | 18473 |
| &nbsp;&nbsp; 5.85%, 04/01/2055 (Callable 10/01/2054) | &nbsp;&nbsp; 5.85%, 04/01/2055 (Callable 10/01/2054) | 30000 | 29132 |
| NRG Energy, Inc. | NRG Energy, Inc. | NRG Energy, Inc. | NRG Energy, Inc. |
| &nbsp;&nbsp; 5.25%, 06/15/2029 (Callable 04/16/2026) <sup>(b)</sup> | &nbsp;&nbsp; 5.25%, 06/15/2029 (Callable 04/16/2026) <sup>(b)</sup> | 75000 | 74250 |
| &nbsp;&nbsp; 6.00%, 02/01/2033 (Callable 11/01/2027) <sup>(b)</sup> | &nbsp;&nbsp; 6.00%, 02/01/2033 (Callable 11/01/2027) <sup>(b)</sup> | 15000 | 15000 |
| &nbsp;&nbsp; 6.00%, 01/15/2036 (Callable 10/15/2030) <sup>(b)</sup> | &nbsp;&nbsp; 6.00%, 01/15/2036 (Callable 10/15/2030) <sup>(b)</sup> | 125000 | 123750 |
|  PSEG Power LLC, 5.20%, 05/15/2030 (Callable 04/15/2030) <sup>(b)</sup> | PSEG Power LLC, 5.20%, 05/15/2030 (Callable 04/15/2030) <sup>(b)</sup> | 24000 | 24336 |
|  Public Service Enterprise Group, Inc., 5.85%, 11/15/2027 (Callable 10/15/2027) | Public Service Enterprise Group, Inc., 5.85%, 11/15/2027 (Callable 10/15/2027) | 143000 | 146006 |
|  Sempra, 6.55% to 04/01/2035 then 5 yr. CMT Rate + 2.14%, 04/01/2055 (Callable 01/01/2035) | Sempra, 6.55% to 04/01/2035 then 5 yr. CMT Rate + 2.14%, 04/01/2055 (Callable 01/01/2035) | 110000 | 109175 |
|  Southern Co., 6.38% to 03/15/2035 then 5 yr. CMT Rate + 2.07%, 03/15/2055 (Callable 12/15/2034) <sup>(a)</sup> | Southern Co., 6.38% to 03/15/2035 then 5 yr. CMT Rate + 2.07%, 03/15/2055 (Callable 12/15/2034) <sup>(a)</sup> | 167000 | 170966 |
|  Southern Co. Gas Capital Corp., 4.05%, 09/15/2028 (Callable 08/15/2028) | Southern Co. Gas Capital Corp., 4.05%, 09/15/2028 (Callable 08/15/2028) | 12000 | 11910 |
|  Spire, Inc., 6.45% to 06/01/2036 then 5 yr. CMT Rate + 2.33%, 06/01/2056 (Callable 03/01/2036) | Spire, Inc., 6.45% to 06/01/2036 then 5 yr. CMT Rate + 2.33%, 06/01/2056 (Callable 03/01/2036) | 80000 | 79800 |
|  Star Energy Geothermal Wayang Windu Ltd., 6.75%, 04/24/2033 (Callable 04/24/2026) | Star Energy Geothermal Wayang Windu Ltd., 6.75%, 04/24/2033 (Callable 04/24/2026) | 127500 | 127341 |
|  Talen Energy Supply LLC, 6.25%, 02/01/2034 (Callable 10/15/2028) <sup>(b)</sup> | Talen Energy Supply LLC, 6.25%, 02/01/2034 (Callable 10/15/2028) <sup>(b)</sup> | 15000 | 14831 |
|  Trans-Allegheny Interstate Line Co., 5.00%, 01/15/2031 (Callable 12/15/2030) <sup>(b)</sup> | Trans-Allegheny Interstate Line Co., 5.00%, 01/15/2031 (Callable 12/15/2030) <sup>(b)</sup> | 68000 | 68914 |
| Virginia Electric and Power Co. | Virginia Electric and Power Co. | Virginia Electric and Power Co. | Virginia Electric and Power Co. |
| &nbsp;&nbsp; 5.55%, 08/15/2054 (Callable 02/15/2054) | &nbsp;&nbsp; 5.55%, 08/15/2054 (Callable 02/15/2054) | 25000 | 23544 |
| &nbsp;&nbsp; 5.60%, 09/15/2055 (Callable 03/15/2055) | &nbsp;&nbsp; 5.60%, 09/15/2055 (Callable 03/15/2055) | 14000 | 13241 |
|  Vistra Operations Co. LLC, 4.38%, 05/01/2029 (Callable 04/11/2026) <sup>(b)</sup> | Vistra Operations Co. LLC, 4.38%, 05/01/2029 (Callable 04/11/2026) <sup>(b)</sup> | 36000 | 35145 |
| WEC Energy Group, Inc. | WEC Energy Group, Inc. | WEC Energy Group, Inc. | WEC Energy Group, Inc. |
| &nbsp;&nbsp; 2.20%, 12/15/2028 (Callable 10/15/2028) | &nbsp;&nbsp; 2.20%, 12/15/2028 (Callable 10/15/2028) | 54000 | 50935 |
| &nbsp;&nbsp; 5.63% to 05/15/2031 then 5 yr. CMT Rate + 1.91%, 05/15/2056 (Callable 02/15/2031) | &nbsp;&nbsp; 5.63% to 05/15/2031 then 5 yr. CMT Rate + 1.91%, 05/15/2056 (Callable 02/15/2031) | 26000 | 25415 |
|  |  |  | 5812363 |
| **TOTAL CORPORATE BONDS** (Cost $56,658,268) | **TOTAL CORPORATE BONDS** (Cost $56,658,268) | **TOTAL CORPORATE BONDS** (Cost $56,658,268) | 55645237 |
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 24.5%** | **COLLATERALIZED MORTGAGE OBLIGATIONS - 24.5%** | **Par**  | **Value**  |
|  A&D Mortgage LLC, Series 2026-NQM2, Class A3, 5.17%, 03/25/2071 (Callable 02/25/2029) <sup>(b)(c)</sup> | A&D Mortgage LLC, Series 2026-NQM2, Class A3, 5.17%, 03/25/2071 (Callable 02/25/2029) <sup>(b)(c)</sup> | 114421 | 113058 |
| Angel Oak Mortgage Trust LLC | Angel Oak Mortgage Trust LLC | Angel Oak Mortgage Trust LLC | Angel Oak Mortgage Trust LLC |
| &nbsp;&nbsp; Series 2025-6, Class M1A, 6.33%, 04/25/2070 (Callable 05/25/2028) <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2025-6, Class M1A, 6.33%, 04/25/2070 (Callable 05/25/2028) <sup>(b)(g)</sup> | 800000 | 809759 |
| &nbsp;&nbsp; Series 2026-1, Class A1, 4.75%, 02/25/2071 (Callable 01/25/2029) <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2026-1, Class A1, 4.75%, 02/25/2071 (Callable 01/25/2029) <sup>(b)(g)</sup> | 147624 | 146068 |
|  Arbor Realty Trust, Inc., Series 2021-FL4, Class D, 6.69% (1 mo. Term SOFR + 3.01%), 11/15/2036, (3.01% Floor) (Callable 04/15/2026) <sup>(b)</sup> | Arbor Realty Trust, Inc., Series 2021-FL4, Class D, 6.69% (1 mo. Term SOFR + 3.01%), 11/15/2036, (3.01% Floor) (Callable 04/15/2026) <sup>(b)</sup> | 275000 | 275399 |
|  AREIT Trust, Series 2025-CRE10, Class D, 6.47% (1 mo. Term SOFR + 2.79%), 01/17/2030, (2.79% Floor) (Callable 07/17/2027) <sup>(b)</sup> | AREIT Trust, Series 2025-CRE10, Class D, 6.47% (1 mo. Term SOFR + 2.79%), 01/17/2030, (2.79% Floor) (Callable 07/17/2027) <sup>(b)</sup> | 100000 | 99021 |
| Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust |
| &nbsp;&nbsp; Series 2019-1, Class A1, 3.81%, 01/25/2049 (Callable 04/25/2026) <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2019-1, Class A1, 3.81%, 01/25/2049 (Callable 04/25/2026) <sup>(b)(g)</sup> | 21383 | 21195 |
| &nbsp;&nbsp; Series 2019-2, Class A3, 3.80%, 04/25/2049 (Callable 04/25/2026) <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2019-2, Class A3, 3.80%, 04/25/2049 (Callable 04/25/2026) <sup>(b)(g)</sup> | 43268 | 42574 |
|  ARZ Trust, Series 2024-BILT, Class C, 6.36%, 06/11/2039 <sup>(b)</sup> | ARZ Trust, Series 2024-BILT, Class C, 6.36%, 06/11/2039 <sup>(b)</sup> | 250000 | 250648 |
| BANK-2018 | BANK-2018 | BANK-2018 | BANK-2018 |
| &nbsp;&nbsp; Series 2018-BN11, Class XA, 0.44%, 03/15/2061 (Callable 01/15/2028) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2018-BN11, Class XA, 0.44%, 03/15/2061 (Callable 01/15/2028) <sup>(g)(h)</sup> | 10762651 | 87521 |
| &nbsp;&nbsp; Series 2018-BN14, Class C, 4.62%, 09/15/2060 (Callable 09/15/2028) <sup>(g)</sup> | &nbsp;&nbsp; Series 2018-BN14, Class C, 4.62%, 09/15/2060 (Callable 09/15/2028) <sup>(g)</sup> | 100000 | 90289 |
| BANK-2019 | BANK-2019 | BANK-2019 | BANK-2019 |
| &nbsp;&nbsp; Series 2019-BN18, Class B, 3.98%, 05/15/2062 (Callable 05/15/2029) | &nbsp;&nbsp; Series 2019-BN18, Class B, 3.98%, 05/15/2062 (Callable 05/15/2029) | 125000 | 108821 |
| &nbsp;&nbsp; Series 2019-BN21, Class XA, 0.82%, 10/17/2052 (Callable 07/15/2029) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2019-BN21, Class XA, 0.82%, 10/17/2052 (Callable 07/15/2029) <sup>(g)(h)</sup> | 3782240 | 87783 |
|  BANK-2020, Series 2020-BN30, Class XA, 1.25%, 12/15/2053 <sup>(g)(h)</sup> | BANK-2020, Series 2020-BN30, Class XA, 1.25%, 12/15/2053 <sup>(g)(h)</sup> | 1203814 | 53438 |
|  BANK5 Trust, Series 2025-5YR17, Class XA, 1.19%, 11/15/2058 (Callable 10/15/2030) <sup>(g)(h)</sup> | BANK5 Trust, Series 2025-5YR17, Class XA, 1.19%, 11/15/2058 (Callable 10/15/2030) <sup>(g)(h)</sup> | 1705072 | 78257 |
|  Bayview Asset Management LLC/Private Equity, Series 2022-2, Class AF, 4.51% (30 day avg SOFR US + 0.85%), 12/25/2051, (0.00% Floor), (5.00% Cap) (Callable 12/25/2045) <sup>(b)</sup> | Bayview Asset Management LLC/Private Equity, Series 2022-2, Class AF, 4.51% (30 day avg SOFR US + 0.85%), 12/25/2051, (0.00% Floor), (5.00% Cap) (Callable 12/25/2045) <sup>(b)</sup> | 373675 | 348157 |
| BBCMS Trust | BBCMS Trust | BBCMS Trust | BBCMS Trust |
| &nbsp;&nbsp; Series 2019-BWAY, Class E, 6.64% (1 mo. Term SOFR + 2.96%), 11/15/2034, (2.85% Floor) <sup>(b)</sup> | &nbsp;&nbsp; Series 2019-BWAY, Class E, 6.64% (1 mo. Term SOFR + 2.96%), 11/15/2034, (2.85% Floor) <sup>(b)</sup> | 100000 | 655 |
| &nbsp;&nbsp; Series 2021-C11, Class XD, 1.51%, 09/15/2054 <sup>(b)(g)(h)</sup> | &nbsp;&nbsp; Series 2021-C11, Class XD, 1.51%, 09/15/2054 <sup>(b)(g)(h)</sup> | 1255000 | 84679 |
| &nbsp;&nbsp; Series 2023-C19, Class B, 6.35%, 04/15/2056 (Callable 04/15/2033) <sup>(g)</sup> | &nbsp;&nbsp; Series 2023-C19, Class B, 6.35%, 04/15/2056 (Callable 04/15/2033) <sup>(g)</sup> | 100000 | 101402 |
| &nbsp;&nbsp; Series 2024-5C29, Class C, 5.51%, 09/15/2057 (Callable 09/15/2029) | &nbsp;&nbsp; Series 2024-5C29, Class C, 5.51%, 09/15/2057 (Callable 09/15/2029) | 100000 | 98631 |
| &nbsp;&nbsp; Series 2025-5C37, Class XA, 1.66%, 09/15/2058 (Callable 11/15/2031) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2025-5C37, Class XA, 1.66%, 09/15/2058 (Callable 11/15/2031) <sup>(g)(h)</sup> | 969744 | 60472 |
| &nbsp;&nbsp; Series 2025-5C38, Class B, 5.72%, 11/15/2058 (Callable 11/15/2030) <sup>(g)</sup> | &nbsp;&nbsp; Series 2025-5C38, Class B, 5.72%, 11/15/2058 (Callable 11/15/2030) <sup>(g)</sup> | 87000 | 88508 |
| &nbsp;&nbsp; Series 2026-5C40, Class D, 4.25%, 02/15/2059 (Callable 01/15/2031) <sup>(b)</sup> | &nbsp;&nbsp; Series 2026-5C40, Class D, 4.25%, 02/15/2059 (Callable 01/15/2031) <sup>(b)</sup> | 100000 | 84924 |
|  BCRR Trust, Series 2016-FRR3, Class E, 5.58% (30 day avg SOFR US + 18.46%), 05/26/2026, (18.35% Floor) <sup>(b)</sup> | BCRR Trust, Series 2016-FRR3, Class E, 5.58% (30 day avg SOFR US + 18.46%), 05/26/2026, (18.35% Floor) <sup>(b)</sup> | 797720 | 794960 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |
| &nbsp;&nbsp; Series 2019-B10, Class XB, 0.90%, 03/15/2062 (Callable 02/15/2029) <sup>(b)(g)(h)</sup> | &nbsp;&nbsp; Series 2019-B10, Class XB, 0.90%, 03/15/2062 (Callable 02/15/2029) <sup>(b)(g)(h)</sup> | 2820000 | 68437 |
| &nbsp;&nbsp; Series 2019-B13, Class C, 3.84%, 08/15/2057 (Callable 10/15/2029) <sup>(g)</sup> | &nbsp;&nbsp; Series 2019-B13, Class C, 3.84%, 08/15/2057 (Callable 10/15/2029) <sup>(g)</sup> | 200000 | 169751 |
| &nbsp;&nbsp; Series 2021-B25, Class XA, 1.06%, 04/15/2054 (Callable 02/15/2031) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2021-B25, Class XA, 1.06%, 04/15/2054 (Callable 02/15/2031) <sup>(g)(h)</sup> | 2138603 | 87024 |
| &nbsp;&nbsp; Series 2024-V9, Class D, 4.50%, 08/15/2057 (Callable 08/15/2029) | &nbsp;&nbsp; Series 2024-V9, Class D, 4.50%, 08/15/2057 (Callable 08/15/2029) | 126000 | 113472 |
| &nbsp;&nbsp; Series 2025-V16, Class AS, 5.86%, 08/15/2058 (Callable 08/15/2030) <sup>(g)</sup> | &nbsp;&nbsp; Series 2025-V16, Class AS, 5.86%, 08/15/2058 (Callable 08/15/2030) <sup>(g)</sup> | 60000 | 61776 |
| Blackstone Mortgage Trust, Inc. | Blackstone Mortgage Trust, Inc. | Blackstone Mortgage Trust, Inc. | Blackstone Mortgage Trust, Inc. |
| &nbsp;&nbsp; Series 2021-FL4, Class A, 5.09% (1 mo. Term SOFR + 1.41%), 05/15/2038, (1.05% Floor) (Callable 04/15/2027) <sup>(b)</sup> | &nbsp;&nbsp; Series 2021-FL4, Class A, 5.09% (1 mo. Term SOFR + 1.41%), 05/15/2038, (1.05% Floor) (Callable 04/15/2027) <sup>(b)</sup> | 41576 | 41420 |
| &nbsp;&nbsp; Series 2026-FL6, Class A, 5.13% (1 mo. Term SOFR + 1.45%), 08/19/2043, (1.45% Floor) (Callable 09/19/2028) <sup>(b)</sup> | &nbsp;&nbsp; Series 2026-FL6, Class A, 5.13% (1 mo. Term SOFR + 1.45%), 08/19/2043, (1.45% Floor) (Callable 09/19/2028) <sup>(b)</sup> | 250000 | 249875 |
|  BLP Commercial Mortgage Trust, Series 2024-IND2, Class B, 5.36% (1 mo. Term SOFR + 1.69%), 03/15/2041, (1.69% Floor) <sup>(b)</sup> | BLP Commercial Mortgage Trust, Series 2024-IND2, Class B, 5.36% (1 mo. Term SOFR + 1.69%), 03/15/2041, (1.69% Floor) <sup>(b)</sup> | 299830 | 299642 |
|  BMO Mortgage Trust, Series 2024-5C6, Class C, 5.88%, 09/15/2057 (Callable 09/15/2029) <sup>(g)</sup> | BMO Mortgage Trust, Series 2024-5C6, Class C, 5.88%, 09/15/2057 (Callable 09/15/2029) <sup>(g)</sup> | 60000 | 59777 |
|  BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class A, 5.27% (1 mo. Term SOFR + 1.60%), 12/15/2042, (1.60% Floor) <sup>(b)</sup> | BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class A, 5.27% (1 mo. Term SOFR + 1.60%), 12/15/2042, (1.60% Floor) <sup>(b)</sup> | 100000 | 100062 |
|  Bombardier Capital Mortgage Securitization Corp., Series 2025-5C7, Class C, 5.80%, 12/15/2058 (Callable 12/15/2030) <sup>(g)</sup> | Bombardier Capital Mortgage Securitization Corp., Series 2025-5C7, Class C, 5.80%, 12/15/2058 (Callable 12/15/2030) <sup>(g)</sup> | 100000 | 98964 |
| BSPRT 2017-FL1 Co.-Issuer LLC | BSPRT 2017-FL1 Co.-Issuer LLC | BSPRT 2017-FL1 Co.-Issuer LLC | BSPRT 2017-FL1 Co.-Issuer LLC |
| &nbsp;&nbsp; Series 2023-FL10, Class A, 5.93% (1 mo. Term SOFR + 2.26%), 09/15/2035, (2.26% Floor) (Callable 04/15/2026) <sup>(b)</sup> | &nbsp;&nbsp; Series 2023-FL10, Class A, 5.93% (1 mo. Term SOFR + 2.26%), 09/15/2035, (2.26% Floor) (Callable 04/15/2026) <sup>(b)</sup> | 60436 | 60495 |
| &nbsp;&nbsp; Series 2023-FL10, Class B, 6.94% (1 mo. Term SOFR + 3.27%), 09/15/2035, (3.27% Floor) (Callable 04/15/2026) <sup>(b)</sup> | &nbsp;&nbsp; Series 2023-FL10, Class B, 6.94% (1 mo. Term SOFR + 3.27%), 09/15/2035, (3.27% Floor) (Callable 04/15/2026) <sup>(b)</sup> | 100000 | 100105 |
| &nbsp;&nbsp; Series 2024-FL11, Class B, 5.97% (1 mo. Term SOFR + 2.29%), 07/15/2039, (2.29% Floor) (Callable 09/15/2027) <sup>(b)</sup> | &nbsp;&nbsp; Series 2024-FL11, Class B, 5.97% (1 mo. Term SOFR + 2.29%), 07/15/2039, (2.29% Floor) (Callable 09/15/2027) <sup>(b)</sup> | 100000 | 100493 |
| &nbsp;&nbsp; Series 2024-FL11, Class C, 6.32% (1 mo. Term SOFR + 2.64%), 07/15/2039, (2.64% Floor) (Callable 09/15/2027) <sup>(b)</sup> | &nbsp;&nbsp; Series 2024-FL11, Class C, 6.32% (1 mo. Term SOFR + 2.64%), 07/15/2039, (2.64% Floor) (Callable 09/15/2027) <sup>(b)</sup> | 100000 | 100577 |
|  BSTN Commercial Mortgage Trust, Series 2025-HUB, Class D, 5.75%, 04/13/2041 <sup>(b)(g)</sup> | BSTN Commercial Mortgage Trust, Series 2025-HUB, Class D, 5.75%, 04/13/2041 <sup>(b)(g)</sup> | 100000 | 99037 |
| BX Trust | BX Trust | BX Trust | BX Trust |
| &nbsp;&nbsp; Series 2021-21M, Class A, 4.52% (1 mo. Term SOFR + 0.84%), 10/15/2036, (0.73% Floor) <sup>(b)</sup> | &nbsp;&nbsp; Series 2021-21M, Class A, 4.52% (1 mo. Term SOFR + 0.84%), 10/15/2036, (0.73% Floor) <sup>(b)</sup> | 29752 | 29733 |
| &nbsp;&nbsp; Series 2021-21M, Class E, 5.96% (1 mo. Term SOFR + 2.29%), 10/15/2036, (2.17% Floor) <sup>(b)</sup> | &nbsp;&nbsp; Series 2021-21M, Class E, 5.96% (1 mo. Term SOFR + 2.29%), 10/15/2036, (2.17% Floor) <sup>(b)</sup> | 175000 | 174945 |
| &nbsp;&nbsp; Series 2021-ACNT, Class C, 5.29% (1 mo. Term SOFR + 1.61%), 11/15/2038, (1.50% Floor) <sup>(b)</sup> | &nbsp;&nbsp; Series 2021-ACNT, Class C, 5.29% (1 mo. Term SOFR + 1.61%), 11/15/2038, (1.50% Floor) <sup>(b)</sup> | 74705 | 74659 |
| &nbsp;&nbsp; Series 2021-CIP, Class A, 4.71% (1 mo. Term SOFR + 1.04%), 12/15/2038, (0.92% Floor) <sup>(b)</sup> | &nbsp;&nbsp; Series 2021-CIP, Class A, 4.71% (1 mo. Term SOFR + 1.04%), 12/15/2038, (0.92% Floor) <sup>(b)</sup> | 93150 | 93092 |
| &nbsp;&nbsp; Series 2021-LBA, Class DJV, 5.64% (1 mo. Term SOFR + 1.96%), 02/15/2036, (1.60% Floor) <sup>(b)</sup> | &nbsp;&nbsp; Series 2021-LBA, Class DJV, 5.64% (1 mo. Term SOFR + 1.96%), 02/15/2036, (1.60% Floor) <sup>(b)</sup> | 100000 | 99875 |
| &nbsp;&nbsp; Series 2021-LBA, Class EV, 6.04% (1 mo. Term SOFR + 2.36%), 02/15/2036, (2.00% Floor) <sup>(b)</sup> | &nbsp;&nbsp; Series 2021-LBA, Class EV, 6.04% (1 mo. Term SOFR + 2.36%), 02/15/2036, (2.00% Floor) <sup>(b)</sup> | 197702 | 197332 |
| &nbsp;&nbsp; Series 2021-LGCY, Class D, 5.09% (1 mo. Term SOFR + 1.42%), 10/15/2036, (1.30% Floor) <sup>(b)</sup> | &nbsp;&nbsp; Series 2021-LGCY, Class D, 5.09% (1 mo. Term SOFR + 1.42%), 10/15/2036, (1.30% Floor) <sup>(b)</sup> | 100000 | 99906 |
| &nbsp;&nbsp; Series 2021-RISE, Class B, 5.04% (1 mo. Term SOFR + 1.36%), 11/15/2036, (1.25% Floor) <sup>(b)</sup> | &nbsp;&nbsp; Series 2021-RISE, Class B, 5.04% (1 mo. Term SOFR + 1.36%), 11/15/2036, (1.25% Floor) <sup>(b)</sup> | 84533 | 84480 |
| &nbsp;&nbsp; Series 2022-CLS, Class A, 5.76%, 10/13/2027 <sup>(b)</sup> | &nbsp;&nbsp; Series 2022-CLS, Class A, 5.76%, 10/13/2027 <sup>(b)</sup> | 65000 | 65214 |
| &nbsp;&nbsp; Series 2022-LBA6, Class E, 6.37% (1 mo. Term SOFR + 2.70%), 01/15/2039, (2.70% Floor) <sup>(b)</sup> | &nbsp;&nbsp; Series 2022-LBA6, Class E, 6.37% (1 mo. Term SOFR + 2.70%), 01/15/2039, (2.70% Floor) <sup>(b)</sup> | 100000 | 99938 |
| &nbsp;&nbsp; Series 2024-CNYN, Class C, 5.61% (1 mo. Term SOFR + 1.94%), 04/15/2041, (1.94% Floor) <sup>(b)</sup> | &nbsp;&nbsp; Series 2024-CNYN, Class C, 5.61% (1 mo. Term SOFR + 1.94%), 04/15/2041, (1.94% Floor) <sup>(b)</sup> | 213889 | 213755 |
| &nbsp;&nbsp; Series 2024-KING, Class B, 5.41% (1 mo. Term SOFR + 1.74%), 05/15/2034, (1.74% Floor) <sup>(b)</sup> | &nbsp;&nbsp; Series 2024-KING, Class B, 5.41% (1 mo. Term SOFR + 1.74%), 05/15/2034, (1.74% Floor) <sup>(b)</sup> | 378023 | 378023 |
| &nbsp;&nbsp; Series 2024-XL5, Class A, 5.06% (1 mo. Term SOFR + 1.39%), 03/15/2041, (1.39% Floor) <sup>(b)</sup> | &nbsp;&nbsp; Series 2024-XL5, Class A, 5.06% (1 mo. Term SOFR + 1.39%), 03/15/2041, (1.39% Floor) <sup>(b)</sup> | 94749 | 94779 |
| &nbsp;&nbsp; Series 2025-ARIA, Class C, 5.52%, 12/13/2042 <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2025-ARIA, Class C, 5.52%, 12/13/2042 <sup>(b)(g)</sup> | 100000 | 99381 |
| &nbsp;&nbsp; Series 2025-VLT6, Class C, 5.86% (1 mo. Term SOFR + 2.19%), 03/15/2042, (2.19% Floor) <sup>(b)</sup> | &nbsp;&nbsp; Series 2025-VLT6, Class C, 5.86% (1 mo. Term SOFR + 2.19%), 03/15/2042, (2.19% Floor) <sup>(b)</sup> | 300000 | 297000 |
| &nbsp;&nbsp; Series 2025-VOLT, Class D, 6.42% (1 mo. Term SOFR + 2.75%), 12/15/2044, (2.75% Floor) <sup>(b)</sup> | &nbsp;&nbsp; Series 2025-VOLT, Class D, 6.42% (1 mo. Term SOFR + 2.75%), 12/15/2044, (2.75% Floor) <sup>(b)</sup> | 100000 | 99281 |
|  BX Trust 2024-VLT4, Series 2024-AIRC, Class C, 6.26% (1 mo. Term SOFR + 2.59%), 08/15/2041, (2.59% Floor) <sup>(b)</sup> | BX Trust 2024-VLT4, Series 2024-AIRC, Class C, 6.26% (1 mo. Term SOFR + 2.59%), 08/15/2041, (2.59% Floor) <sup>(b)</sup> | 86725 | 86806 |
|  BXP Trust, Series 2017-GM, Class C, 3.42%, 06/13/2039 <sup>(b)(g)</sup> | BXP Trust, Series 2017-GM, Class C, 3.42%, 06/13/2039 <sup>(b)(g)</sup> | 64000 | 62945 |
|  Century Plaza Towers, Series 2019-CPT, Class E, 3.00%, 11/13/2039 (Callable 11/13/2029) <sup>(b)(g)</sup> | Century Plaza Towers, Series 2019-CPT, Class E, 3.00%, 11/13/2039 (Callable 11/13/2029) <sup>(b)(g)</sup> | 130000 | 113747 |
|  CFCRE Commercial Mortgage Trust, Series 2016-C4, Class XA, 1.14%, 05/10/2058 (Callable 11/10/2026) <sup>(g)(h)</sup> | CFCRE Commercial Mortgage Trust, Series 2016-C4, Class XA, 1.14%, 05/10/2058 (Callable 11/10/2026) <sup>(g)(h)</sup> | 83683 | 62 |
|  Chase Mortgage Finance Corp., Series 2024-6, Class A9A, 6.00%, 05/25/2055 (Callable 12/25/2028) <sup>(b)(g)</sup> | Chase Mortgage Finance Corp., Series 2024-6, Class A9A, 6.00%, 05/25/2055 (Callable 12/25/2028) <sup>(b)(g)</sup> | 217872 | 218238 |
| CIM Trust | CIM Trust | CIM Trust | CIM Trust |
| &nbsp;&nbsp; Series 2018-INV1, Class A10, 4.00%, 08/25/2048 (Callable 03/25/2029) <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2018-INV1, Class A10, 4.00%, 08/25/2048 (Callable 03/25/2029) <sup>(b)(g)</sup> | 147409 | 139182 |
| &nbsp;&nbsp; Series 2019-INV2, Class A3, 4.00%, 05/25/2049 (Callable 12/25/2029) <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2019-INV2, Class A3, 4.00%, 05/25/2049 (Callable 12/25/2029) <sup>(b)(g)</sup> | 10759 | 10181 |
| &nbsp;&nbsp; Series 2019-J1, Class B2, 3.94%, 08/25/2049 (Callable 04/25/2026) <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2019-J1, Class B2, 3.94%, 08/25/2049 (Callable 04/25/2026) <sup>(b)(g)</sup> | 142914 | 133075 |
| Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2016-C1, Class XA, 1.71%, 05/10/2049 (Callable 06/10/2026) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2016-C1, Class XA, 1.71%, 05/10/2049 (Callable 06/10/2026) <sup>(g)(h)</sup> | 392683 | 19 |
| &nbsp;&nbsp; Series 2017-P8, Class XA, 0.85%, 09/15/2050 (Callable 07/15/2027) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2017-P8, Class XA, 0.85%, 09/15/2050 (Callable 07/15/2027) <sup>(g)(h)</sup> | 896330 | 8954 |
| &nbsp;&nbsp; Series 2019-C7, Class XA, 0.81%, 12/15/2072 (Callable 10/15/2029) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2019-C7, Class XA, 0.81%, 12/15/2072 (Callable 10/15/2029) <sup>(g)(h)</sup> | 3518371 | 94989 |
|  Citigroup/Deutsche Bank Commercial Mortgage Trust, Series 2017-CD4, Class XA, 1.20%, 05/10/2050 (Callable 05/10/2027) <sup>(g)(h)</sup> | Citigroup/Deutsche Bank Commercial Mortgage Trust, Series 2017-CD4, Class XA, 1.20%, 05/10/2050 (Callable 05/10/2027) <sup>(g)(h)</sup> | 1245756 | 7006 |
| Commercial Mortgage Pass Through Certificates | Commercial Mortgage Pass Through Certificates | Commercial Mortgage Pass Through Certificates | Commercial Mortgage Pass Through Certificates |
| &nbsp;&nbsp; Series 2013-CR12, Class XA, 0.42%, 10/10/2046 (Callable 04/10/2026) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2013-CR12, Class XA, 0.42%, 10/10/2046 (Callable 04/10/2026) <sup>(g)(h)</sup> | 130396 | 1 |
| &nbsp;&nbsp; Series 2016-COR1, Class B, 3.90%, 10/10/2049 (Callable 08/10/2027) | &nbsp;&nbsp; Series 2016-COR1, Class B, 3.90%, 10/10/2049 (Callable 08/10/2027) | 150000 | 140730 |
| Computershare Corporate Trust | Computershare Corporate Trust | Computershare Corporate Trust | Computershare Corporate Trust |
| &nbsp;&nbsp; Series 2018-C45, Class XA, 0.76%, 06/15/2051 (Callable 04/15/2028) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2018-C45, Class XA, 0.76%, 06/15/2051 (Callable 04/15/2028) <sup>(g)(h)</sup> | 4544510 | 63284 |
| &nbsp;&nbsp; Series 2021-C59, Class E, 2.50%, 04/15/2054 (Callable 04/15/2031) <sup>(b)</sup> | &nbsp;&nbsp; Series 2021-C59, Class E, 2.50%, 04/15/2054 (Callable 04/15/2031) <sup>(b)</sup> | 400000 | 256681 |
| &nbsp;&nbsp; Series 2026-5C8, Class D, 4.50%, 03/15/2059 (Callable 03/15/2031) <sup>(b)</sup> | &nbsp;&nbsp; Series 2026-5C8, Class D, 4.50%, 03/15/2059 (Callable 03/15/2031) <sup>(b)</sup> | 85000 | 72638 |
| Countrywide Alternative Loan Trust | Countrywide Alternative Loan Trust | Countrywide Alternative Loan Trust | Countrywide Alternative Loan Trust |
| &nbsp;&nbsp; Series 2007-16CB, Class 5A4, 6.25%, 08/25/2037 (Callable 04/25/2026) | &nbsp;&nbsp; Series 2007-16CB, Class 5A4, 6.25%, 08/25/2037 (Callable 04/25/2026) | 449525 | 197988 |
| &nbsp;&nbsp; Series 2007-OA4, Class A1, 4.13% (1 mo. Term SOFR + 0.45%), 05/25/2047, (0.34% Floor) (Callable 04/25/2026) | &nbsp;&nbsp; Series 2007-OA4, Class A1, 4.13% (1 mo. Term SOFR + 0.45%), 05/25/2047, (0.34% Floor) (Callable 04/25/2026) | 186596 | 171543 |
| Cross Mortgage Trust | Cross Mortgage Trust | Cross Mortgage Trust | Cross Mortgage Trust |
| &nbsp;&nbsp; Series 2026-NQM1, Class A1, 4.70%, 02/25/2061 (Callable 01/25/2029) <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2026-NQM1, Class A1, 4.70%, 02/25/2061 (Callable 01/25/2029) <sup>(b)(g)</sup> | 123014 | 121585 |
| &nbsp;&nbsp; Series 2026-NQM4, Class A1, 5.49%, 04/25/2071 (Callable 03/25/2029) <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2026-NQM4, Class A1, 5.49%, 04/25/2071 (Callable 03/25/2029) <sup>(b)(g)</sup> | 100000 | 99998 |
| CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2016-C6, Class XA, 1.66%, 01/15/2049 (Callable 04/15/2026) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2016-C6, Class XA, 1.66%, 01/15/2049 (Callable 04/15/2026) <sup>(g)(h)</sup> | 198769 | 259 |
| &nbsp;&nbsp; Series 2017-CX10, Class XA, 0.84%, 11/15/2050 (Callable 09/15/2027) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2017-CX10, Class XA, 0.84%, 11/15/2050 (Callable 09/15/2027) <sup>(g)(h)</sup> | 3876363 | 29516 |
| &nbsp;&nbsp; Series 2018-CX12, Class XA, 0.55%, 08/15/2051 (Callable 06/15/2028) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2018-CX12, Class XA, 0.55%, 08/15/2051 (Callable 06/15/2028) <sup>(g)(h)</sup> | 3939188 | 41113 |
|  CSTL Commercial Mortgage Trust, Series 2026-GATE3, Class D, 5.52%, 02/10/2043 <sup>(b)(g)</sup> | CSTL Commercial Mortgage Trust, Series 2026-GATE3, Class D, 5.52%, 02/10/2043 <sup>(b)(g)</sup> | 100000 | 98072 |
|  DBC 2025-DBC Mortgage Trust, Series 2025-DBC, Class D, 6.27% (1 mo. Term SOFR + 2.60%), 11/15/2042, (2.60% Floor) (Callable 11/15/2027) <sup>(b)</sup> | DBC 2025-DBC Mortgage Trust, Series 2025-DBC, Class D, 6.27% (1 mo. Term SOFR + 2.60%), 11/15/2042, (2.60% Floor) (Callable 11/15/2027) <sup>(b)</sup> | 100000 | 99750 |
|  DBGS Mortgage Trust, Series 2021-W52, Class A, 5.33% (1 mo. Term SOFR + 1.66%), 10/15/2039, (1.40% Floor) <sup>(b)</sup> | DBGS Mortgage Trust, Series 2021-W52, Class A, 5.33% (1 mo. Term SOFR + 1.66%), 10/15/2039, (1.40% Floor) <sup>(b)</sup> | 100000 | 99281 |
|  ELM Trust, Series 2024-ELM, Class C15, 5.78%, 06/10/2039 <sup>(b)(g)</sup> | ELM Trust, Series 2024-ELM, Class C15, 5.78%, 06/10/2039 <sup>(b)(g)</sup> | 300000 | 300990 |
|  ELP Commercial Mortgage Trust, Series 2025-ELP, Class E, 6.02%, 11/13/2042 <sup>(b)(g)</sup> | ELP Commercial Mortgage Trust, Series 2025-ELP, Class E, 6.02%, 11/13/2042 <sup>(b)(g)</sup> | 100000 | 98452 |
| Fannie Mae Connecticut Avenue Securities | Fannie Mae Connecticut Avenue Securities | Fannie Mae Connecticut Avenue Securities | Fannie Mae Connecticut Avenue Securities |
| &nbsp;&nbsp; Series 2021-R02, Class 2B2, 9.86% (30 day avg SOFR US + 6.20%), 11/25/2041, (0.00% Floor) (Callable 11/25/2026) <sup>(b)</sup> | &nbsp;&nbsp; Series 2021-R02, Class 2B2, 9.86% (30 day avg SOFR US + 6.20%), 11/25/2041, (0.00% Floor) (Callable 11/25/2026) <sup>(b)</sup> | 55000 | 56264 |
| &nbsp;&nbsp; Series 2022-R05, Class 2M2, 6.66% (30 day avg SOFR US + 3.00%), 04/25/2042, (0.00% Floor) (Callable 04/25/2027) <sup>(b)</sup> | &nbsp;&nbsp; Series 2022-R05, Class 2M2, 6.66% (30 day avg SOFR US + 3.00%), 04/25/2042, (0.00% Floor) (Callable 04/25/2027) <sup>(b)</sup> | 210000 | 212619 |
| &nbsp;&nbsp; Series 2022-R08, Class 1M2, 7.26% (30 day avg SOFR US + 3.60%), 07/25/2042, (0.00% Floor) (Callable 07/25/2027) <sup>(b)</sup> | &nbsp;&nbsp; Series 2022-R08, Class 1M2, 7.26% (30 day avg SOFR US + 3.60%), 07/25/2042, (0.00% Floor) (Callable 07/25/2027) <sup>(b)</sup> | 300000 | 304840 |
| &nbsp;&nbsp; Series 2022-R09, Class 2M1, 6.16% (30 day avg SOFR US + 2.50%), 09/25/2042, (0.00% Floor) (Callable 09/25/2027) <sup>(b)</sup> | &nbsp;&nbsp; Series 2022-R09, Class 2M1, 6.16% (30 day avg SOFR US + 2.50%), 09/25/2042, (0.00% Floor) (Callable 09/25/2027) <sup>(b)</sup> | 35373 | 35652 |
| &nbsp;&nbsp; Series 2023-R03, Class 2M2, 7.56% (30 day avg SOFR US + 3.90%), 04/25/2043, (0.00% Floor) (Callable 04/25/2028) <sup>(b)</sup> | &nbsp;&nbsp; Series 2023-R03, Class 2M2, 7.56% (30 day avg SOFR US + 3.90%), 04/25/2043, (0.00% Floor) (Callable 04/25/2028) <sup>(b)</sup> | 65000 | 67809 |
| &nbsp;&nbsp; Series 2023-R06, Class 1M2, 6.36% (30 day avg SOFR US + 2.70%), 07/25/2043, (0.00% Floor) (Callable 07/25/2028) <sup>(b)</sup> | &nbsp;&nbsp; Series 2023-R06, Class 1M2, 6.36% (30 day avg SOFR US + 2.70%), 07/25/2043, (0.00% Floor) (Callable 07/25/2028) <sup>(b)</sup> | 85000 | 86866 |
| &nbsp;&nbsp; Series 2024-R03, Class 2M2, 5.61% (30 day avg SOFR US + 1.95%), 03/25/2044, (0.00% Floor) (Callable 03/25/2029) <sup>(b)</sup> | &nbsp;&nbsp; Series 2024-R03, Class 2M2, 5.61% (30 day avg SOFR US + 1.95%), 03/25/2044, (0.00% Floor) (Callable 03/25/2029) <sup>(b)</sup> | 300000 | 301704 |
| &nbsp;&nbsp; Series 2025-R02, Class 1M2, 5.26% (30 day avg SOFR US + 1.60%), 02/25/2045, (0.00% Floor) (Callable 02/25/2030) <sup>(b)</sup> | &nbsp;&nbsp; Series 2025-R02, Class 1M2, 5.26% (30 day avg SOFR US + 1.60%), 02/25/2045, (0.00% Floor) (Callable 02/25/2030) <sup>(b)</sup> | 140000 | 139919 |
| &nbsp;&nbsp; Series 2025-R06, Class 1B1, 5.51% (30 day avg SOFR US + 1.85%), 09/25/2045, (0.00% Floor) (Callable 09/25/2030) <sup>(b)</sup> | &nbsp;&nbsp; Series 2025-R06, Class 1B1, 5.51% (30 day avg SOFR US + 1.85%), 09/25/2045, (0.00% Floor) (Callable 09/25/2030) <sup>(b)</sup> | 95000 | 95000 |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; Pool RJ3244, 5.00%, 01/01/2055 | &nbsp;&nbsp; Pool RJ3244, 5.00%, 01/01/2055 | 193708 | 192595 |
| &nbsp;&nbsp; Pool RJ3275, 5.50%, 02/01/2055 | &nbsp;&nbsp; Pool RJ3275, 5.50%, 02/01/2055 | 185546 | 188634 |
| &nbsp;&nbsp; Pool RJ5509, 5.00%, 12/01/2055 | &nbsp;&nbsp; Pool RJ5509, 5.00%, 12/01/2055 | 158635 | 157377 |
| &nbsp;&nbsp; Pool SD8342, 5.50%, 07/01/2053 | &nbsp;&nbsp; Pool SD8342, 5.50%, 07/01/2053 | 1510230 | 1524156 |
| &nbsp;&nbsp; Pool SL0231, 5.00%, 01/01/2055 | &nbsp;&nbsp; Pool SL0231, 5.00%, 01/01/2055 | 111412 | 110493 |
| &nbsp;&nbsp; Pool SL1712, 6.00%, 12/01/2054 | &nbsp;&nbsp; Pool SL1712, 6.00%, 12/01/2054 | 1007643 | 1036466 |
| &nbsp;&nbsp; Series 2021-P011, Class X1, 1.74%, 09/25/2045 <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2021-P011, Class X1, 1.74%, 09/25/2045 <sup>(g)(h)</sup> | 501505 | 50350 |
| &nbsp;&nbsp; Series 2980, Class SC, 2.91% (-1 x 30 day avg SOFR US + 6.59%), 05/15/2035, (0.00% Floor), (6.70% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2980, Class SC, 2.91% (-1 x 30 day avg SOFR US + 6.59%), 05/15/2035, (0.00% Floor), (6.70% Cap) <sup>(h)(i)</sup> | 124611 | 9078 |
| &nbsp;&nbsp; Series 2989, Class SG, 7.44% (-7 x 30 day avg SOFR US + 33.15%), 08/15/2034, (0.00% Floor), (33.95% Cap) <sup>(i)</sup> | &nbsp;&nbsp; Series 2989, Class SG, 7.44% (-7 x 30 day avg SOFR US + 33.15%), 08/15/2034, (0.00% Floor), (33.95% Cap) <sup>(i)</sup> | 138815 | 154105 |
| &nbsp;&nbsp; Series 3311, Class IA, 2.62% (-1 x 30 day avg SOFR US + 6.30%), 05/15/2037, (0.00% Floor), (6.41% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 3311, Class IA, 2.62% (-1 x 30 day avg SOFR US + 6.30%), 05/15/2037, (0.00% Floor), (6.41% Cap) <sup>(h)(i)</sup> | 727853 | 62102 |
| &nbsp;&nbsp; Series 3359, Class SC, 1.93% (-1 x 30 day avg SOFR US + 5.61%), 08/15/2037, (0.00% Floor), (5.72% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 3359, Class SC, 1.93% (-1 x 30 day avg SOFR US + 5.61%), 08/15/2037, (0.00% Floor), (5.72% Cap) <sup>(h)(i)</sup> | 260343 | 17420 |
| &nbsp;&nbsp; Series 389, Class C1, 1.50%, 05/15/2037 <sup>(h)</sup> | &nbsp;&nbsp; Series 389, Class C1, 1.50%, 05/15/2037 <sup>(h)</sup> | 3782721 | 196033 |
| &nbsp;&nbsp; Series 3966, Class SA, 2.11% (-1 x 30 day avg SOFR US + 5.79%), 12/15/2041, (0.00% Floor), (5.90% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 3966, Class SA, 2.11% (-1 x 30 day avg SOFR US + 5.79%), 12/15/2041, (0.00% Floor), (5.90% Cap) <sup>(h)(i)</sup> | 373961 | 30301 |
| &nbsp;&nbsp; Series 4077, Class TS, 2.21% (-1 x 30 day avg SOFR US + 5.89%), 05/15/2041, (0.00% Floor), (6.00% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 4077, Class TS, 2.21% (-1 x 30 day avg SOFR US + 5.89%), 05/15/2041, (0.00% Floor), (6.00% Cap) <sup>(h)(i)</sup> | 218680 | 19242 |
| &nbsp;&nbsp; Series 4089, Class SH, 2.21% (-1 x 30 day avg SOFR US + 5.89%), 08/15/2042, (0.00% Floor), (6.00% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 4089, Class SH, 2.21% (-1 x 30 day avg SOFR US + 5.89%), 08/15/2042, (0.00% Floor), (6.00% Cap) <sup>(h)(i)</sup> | 297176 | 28600 |
| &nbsp;&nbsp; Series 4249, Class CS, 1.81% (-1 x 30 day avg SOFR US + 4.56%), 09/15/2043, (0.00% Floor), (4.65% Cap) <sup>(i)</sup> | &nbsp;&nbsp; Series 4249, Class CS, 1.81% (-1 x 30 day avg SOFR US + 4.56%), 09/15/2043, (0.00% Floor), (4.65% Cap) <sup>(i)</sup> | 531152 | 400103 |
| &nbsp;&nbsp; Series K117, Class X1, 1.21%, 08/25/2030 (Callable 07/25/2030) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series K117, Class X1, 1.21%, 08/25/2030 (Callable 07/25/2030) <sup>(g)(h)</sup> | 1245950 | 53894 |
| &nbsp;&nbsp; Series K122, Class X1, 0.87%, 11/25/2030 (Callable 09/25/2030) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series K122, Class X1, 0.87%, 11/25/2030 (Callable 09/25/2030) <sup>(g)(h)</sup> | 1805703 | 58849 |
| &nbsp;&nbsp; Series K-1515, Class X1, 1.51%, 02/25/2035 (Callable 11/25/2034) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series K-1515, Class X1, 1.51%, 02/25/2035 (Callable 11/25/2034) <sup>(g)(h)</sup> | 786093 | 73246 |
| &nbsp;&nbsp; Series K-1518, Class X1, 0.86%, 10/25/2035 (Callable 07/25/2035) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series K-1518, Class X1, 0.86%, 10/25/2035 (Callable 07/25/2035) <sup>(g)(h)</sup> | 1448685 | 81678 |
| &nbsp;&nbsp; Series K-1521, Class X1, 0.98%, 08/25/2036 (Callable 06/25/2036) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series K-1521, Class X1, 0.98%, 08/25/2036 (Callable 06/25/2036) <sup>(g)(h)</sup> | 807401 | 56521 |
| &nbsp;&nbsp; Series KG04, Class X1, 0.84%, 11/25/2030 (Callable 08/25/2030) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series KG04, Class X1, 0.84%, 11/25/2030 (Callable 08/25/2030) <sup>(g)(h)</sup> | 1863072 | 58318 |
| &nbsp;&nbsp; Series KL06, Class XFX, 1.36%, 12/25/2029 (Callable 09/25/2029) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series KL06, Class XFX, 1.36%, 12/25/2029 (Callable 09/25/2029) <sup>(g)(h)</sup> | 933495 | 30378 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; Pool BZ4947, 5.07%, 10/01/2041 | &nbsp;&nbsp; Pool BZ4947, 5.07%, 10/01/2041 | 308692 | 301263 |
| &nbsp;&nbsp; Pool CB7984, 5.50%, 02/01/2054 | &nbsp;&nbsp; Pool CB7984, 5.50%, 02/01/2054 | 140363 | 141569 |
| &nbsp;&nbsp; Pool CB8140, 5.50%, 03/01/2054 | &nbsp;&nbsp; Pool CB8140, 5.50%, 03/01/2054 | 223545 | 227143 |
| &nbsp;&nbsp; Pool CB8331, 5.50%, 04/01/2054 | &nbsp;&nbsp; Pool CB8331, 5.50%, 04/01/2054 | 405255 | 408485 |
| &nbsp;&nbsp; Pool CB9324, 5.50%, 10/01/2054 | &nbsp;&nbsp; Pool CB9324, 5.50%, 10/01/2054 | 290324 | 294974 |
| &nbsp;&nbsp; Pool CB9326, 5.50%, 10/01/2054 | &nbsp;&nbsp; Pool CB9326, 5.50%, 10/01/2054 | 156361 | 158133 |
| &nbsp;&nbsp; Pool CB9484, 5.50%, 11/01/2054 | &nbsp;&nbsp; Pool CB9484, 5.50%, 11/01/2054 | 162017 | 164764 |
| &nbsp;&nbsp; Pool CB9643, 5.00%, 12/01/2054 | &nbsp;&nbsp; Pool CB9643, 5.00%, 12/01/2054 | 185017 | 184185 |
| &nbsp;&nbsp; Pool CB9672, 5.50%, 12/01/2054 | &nbsp;&nbsp; Pool CB9672, 5.50%, 12/01/2054 | 288858 | 295110 |
| &nbsp;&nbsp; Pool CB9734, 5.50%, 01/01/2055 | &nbsp;&nbsp; Pool CB9734, 5.50%, 01/01/2055 | 181062 | 182492 |
| &nbsp;&nbsp; Pool CB9793, 5.50%, 01/01/2055 | &nbsp;&nbsp; Pool CB9793, 5.50%, 01/01/2055 | 190360 | 193885 |
| &nbsp;&nbsp; Pool CB9794, 5.50%, 01/01/2055 | &nbsp;&nbsp; Pool CB9794, 5.50%, 01/01/2055 | 169313 | 172343 |
| &nbsp;&nbsp; Pool FS7738, 6.00%, 03/01/2054 | &nbsp;&nbsp; Pool FS7738, 6.00%, 03/01/2054 | 2580558 | 2689552 |
| &nbsp;&nbsp; Pool MA5039, 5.50%, 06/01/2053 | &nbsp;&nbsp; Pool MA5039, 5.50%, 06/01/2053 | 3247 | 3277 |
| &nbsp;&nbsp; Series 2007-50, Class SX, 2.67% (-1 x 30 day avg SOFR US + 6.34%), 06/25/2037, (0.00% Floor), (6.45% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2007-50, Class SX, 2.67% (-1 x 30 day avg SOFR US + 6.34%), 06/25/2037, (0.00% Floor), (6.45% Cap) <sup>(h)(i)</sup> | 1321180 | 119947 |
| &nbsp;&nbsp; Series 2008-22, Class SB, 2.38% (-1 x 30 day avg SOFR US + 6.05%), 04/25/2048, (0.00% Floor), (6.16% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2008-22, Class SB, 2.38% (-1 x 30 day avg SOFR US + 6.05%), 04/25/2048, (0.00% Floor), (6.16% Cap) <sup>(h)(i)</sup> | 1044737 | 117614 |
| &nbsp;&nbsp; Series 2009-52, Class PI, 5.00%, 07/25/2039 <sup>(h)</sup> | &nbsp;&nbsp; Series 2009-52, Class PI, 5.00%, 07/25/2039 <sup>(h)</sup> | 45593 | 5994 |
| &nbsp;&nbsp; Series 2009-78, Class XS, 2.96% (-1 x 30 day avg SOFR US + 6.63%), 10/25/2039, (0.00% Floor), (6.74% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2009-78, Class XS, 2.96% (-1 x 30 day avg SOFR US + 6.63%), 10/25/2039, (0.00% Floor), (6.74% Cap) <sup>(h)(i)</sup> | 1546030 | 155681 |
| &nbsp;&nbsp; Series 2009-86, Class IP, 5.50%, 10/25/2039 <sup>(h)</sup> | &nbsp;&nbsp; Series 2009-86, Class IP, 5.50%, 10/25/2039 <sup>(h)</sup> | 44975 | 8314 |
| &nbsp;&nbsp; Series 2010-19, Class SM, 2.47% (-1 x 30 day avg SOFR US + 6.14%), 03/25/2040, (0.00% Floor), (6.25% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2010-19, Class SM, 2.47% (-1 x 30 day avg SOFR US + 6.14%), 03/25/2040, (0.00% Floor), (6.25% Cap) <sup>(h)(i)</sup> | 2721207 | 231908 |
| &nbsp;&nbsp; Series 2011-124, Class NS, 2.72% (-1 x 30 day avg SOFR US + 6.39%), 12/25/2041, (0.00% Floor), (6.50% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2011-124, Class NS, 2.72% (-1 x 30 day avg SOFR US + 6.39%), 12/25/2041, (0.00% Floor), (6.50% Cap) <sup>(h)(i)</sup> | 245423 | 30059 |
| &nbsp;&nbsp; Series 2012-20, Class SA, 2.67% (-1 x 30 day avg SOFR US + 6.34%), 03/25/2042, (0.00% Floor), (6.45% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2012-20, Class SA, 2.67% (-1 x 30 day avg SOFR US + 6.34%), 03/25/2042, (0.00% Floor), (6.45% Cap) <sup>(h)(i)</sup> | 244200 | 25678 |
| &nbsp;&nbsp; Series 2012-76, Class SC, 2.22% (-1 x 30 day avg SOFR US + 5.89%), 07/25/2042, (0.00% Floor), (6.00% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2012-76, Class SC, 2.22% (-1 x 30 day avg SOFR US + 5.89%), 07/25/2042, (0.00% Floor), (6.00% Cap) <sup>(h)(i)</sup> | 122037 | 12686 |
| &nbsp;&nbsp; Series 2014-28, Class SD, 2.27% (-1 x 30 day avg SOFR US + 5.94%), 05/25/2044, (0.00% Floor), (6.05% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2014-28, Class SD, 2.27% (-1 x 30 day avg SOFR US + 5.94%), 05/25/2044, (0.00% Floor), (6.05% Cap) <sup>(h)(i)</sup> | 555891 | 52379 |
| &nbsp;&nbsp; Series 2017-53, Class IE, 4.00%, 07/25/2047 <sup>(h)</sup> | &nbsp;&nbsp; Series 2017-53, Class IE, 4.00%, 07/25/2047 <sup>(h)</sup> | 121864 | 23893 |
| &nbsp;&nbsp; Series 2019-33, Class PS, 2.27% (-1 x 30 day avg SOFR US + 5.94%), 07/25/2049, (0.00% Floor), (6.05% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2019-33, Class PS, 2.27% (-1 x 30 day avg SOFR US + 5.94%), 07/25/2049, (0.00% Floor), (6.05% Cap) <sup>(h)(i)</sup> | 3211680 | 336196 |
| &nbsp;&nbsp; Series 2019-83, Class QS, 2.17% (-1 x 30 day avg SOFR US + 5.84%), 01/25/2050, (0.00% Floor), (5.95% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2019-83, Class QS, 2.17% (-1 x 30 day avg SOFR US + 5.84%), 01/25/2050, (0.00% Floor), (5.95% Cap) <sup>(h)(i)</sup> | 3768574 | 479246 |
| &nbsp;&nbsp; Series 2020-53, Class DI, 3.00%, 08/25/2060 <sup>(h)</sup> | &nbsp;&nbsp; Series 2020-53, Class DI, 3.00%, 08/25/2060 <sup>(h)</sup> | 2303789 | 353457 |
| &nbsp;&nbsp; Series 2020-79, Class IT, 4.00%, 11/25/2050 <sup>(h)</sup> | &nbsp;&nbsp; Series 2020-79, Class IT, 4.00%, 11/25/2050 <sup>(h)</sup> | 4490534 | 887961 |
| &nbsp;&nbsp; Series 2020-99, Class IC, 3.50%, 04/25/2050 <sup>(h)</sup> | &nbsp;&nbsp; Series 2020-99, Class IC, 3.50%, 04/25/2050 <sup>(h)</sup> | 3340957 | 610371 |
| &nbsp;&nbsp; Series 2021-18, Class IG, 3.00%, 06/25/2050 <sup>(h)</sup> | &nbsp;&nbsp; Series 2021-18, Class IG, 3.00%, 06/25/2050 <sup>(h)</sup> | 4262923 | 580674 |
| &nbsp;&nbsp; Series 2021-60, Class DI, 2.50%, 09/25/2051 <sup>(h)</sup> | &nbsp;&nbsp; Series 2021-60, Class DI, 2.50%, 09/25/2051 <sup>(h)</sup> | 2068169 | 234416 |
| &nbsp;&nbsp; Series 419, Class C4, 3.50%, 04/25/2044 <sup>(h)</sup> | &nbsp;&nbsp; Series 419, Class C4, 3.50%, 04/25/2044 <sup>(h)</sup> | 1633024 | 262976 |
|  First Republic Mortgage Loan Trust, Series 2020-1, Class B1, 2.88%, 04/25/2050 <sup>(b)(g)</sup> | First Republic Mortgage Loan Trust, Series 2020-1, Class B1, 2.88%, 04/25/2050 <sup>(b)(g)</sup> | 677036 | 642128 |
|  Flagstar Mortgage Trust, Series 2018-6RR, Class B1, 4.90%, 10/25/2048 (Callable 10/25/2027) <sup>(b)(g)</sup> | Flagstar Mortgage Trust, Series 2018-6RR, Class B1, 4.90%, 10/25/2048 (Callable 10/25/2027) <sup>(b)(g)</sup> | 380350 | 369417 |
|  Freddie Mac Mscr Trust Mn12, Series 2025-MN12, Class B1, 8.16% (30 day avg SOFR US + 4.50%), 11/25/2045, (0.00% Floor) (Callable 02/25/2031) <sup>(b)</sup> | Freddie Mac Mscr Trust Mn12, Series 2025-MN12, Class B1, 8.16% (30 day avg SOFR US + 4.50%), 11/25/2045, (0.00% Floor) (Callable 02/25/2031) <sup>(b)</sup> | 170000 | 172622 |
| Freddie Mac Structured Agency Credit Risk Debt Notes | Freddie Mac Structured Agency Credit Risk Debt Notes | Freddie Mac Structured Agency Credit Risk Debt Notes | Freddie Mac Structured Agency Credit Risk Debt Notes |
| &nbsp;&nbsp; Series 2021-DNA5, Class M2, 5.31% (30 day avg SOFR US + 1.65%), 01/25/2034, (0.00% Floor) (Callable 01/25/2034) <sup>(b)</sup> | &nbsp;&nbsp; Series 2021-DNA5, Class M2, 5.31% (30 day avg SOFR US + 1.65%), 01/25/2034, (0.00% Floor) (Callable 01/25/2034) <sup>(b)</sup> | 76743 | 76945 |
| &nbsp;&nbsp; Series 2021-HQA4, Class B1, 7.41% (30 day avg SOFR US + 3.75%), 12/25/2041, (0.00% Floor) (Callable 12/25/2026) <sup>(b)</sup> | &nbsp;&nbsp; Series 2021-HQA4, Class B1, 7.41% (30 day avg SOFR US + 3.75%), 12/25/2041, (0.00% Floor) (Callable 12/25/2026) <sup>(b)</sup> | 700000 | 710248 |
| &nbsp;&nbsp; Series 2021-HQA4, Class M2, 6.01% (30 day avg SOFR US + 2.35%), 12/25/2041, (0.00% Floor) (Callable 12/25/2026) <sup>(b)</sup> | &nbsp;&nbsp; Series 2021-HQA4, Class M2, 6.01% (30 day avg SOFR US + 2.35%), 12/25/2041, (0.00% Floor) (Callable 12/25/2026) <sup>(b)</sup> | 400000 | 402740 |
| &nbsp;&nbsp; Series 2022-DNA3, Class M1A, 5.66% (30 day avg SOFR US + 2.00%), 04/25/2042, (0.00% Floor) (Callable 04/25/2027) <sup>(b)</sup> | &nbsp;&nbsp; Series 2022-DNA3, Class M1A, 5.66% (30 day avg SOFR US + 2.00%), 04/25/2042, (0.00% Floor) (Callable 04/25/2027) <sup>(b)</sup> | 30346 | 30579 |
| &nbsp;&nbsp; Series 2022-DNA4, Class M1A, 5.86% (30 day avg SOFR US + 2.20%), 05/25/2042, (0.00% Floor) (Callable 05/25/2027) <sup>(b)</sup> | &nbsp;&nbsp; Series 2022-DNA4, Class M1A, 5.86% (30 day avg SOFR US + 2.20%), 05/25/2042, (0.00% Floor) (Callable 05/25/2027) <sup>(b)</sup> | 55934 | 56419 |
| &nbsp;&nbsp; Series 2022-DNA6, Class M1A, 5.81% (30 day avg SOFR US + 2.15%), 09/25/2042, (0.00% Floor) (Callable 09/25/2027) <sup>(b)</sup> | &nbsp;&nbsp; Series 2022-DNA6, Class M1A, 5.81% (30 day avg SOFR US + 2.15%), 09/25/2042, (0.00% Floor) (Callable 09/25/2027) <sup>(b)</sup> | 25959 | 26007 |
| &nbsp;&nbsp; Series 2022-DNA7, Class M1A, 6.16% (30 day avg SOFR US + 2.50%), 03/25/2052, (0.00% Floor) (Callable 09/25/2027) <sup>(b)</sup> | &nbsp;&nbsp; Series 2022-DNA7, Class M1A, 6.16% (30 day avg SOFR US + 2.50%), 03/25/2052, (0.00% Floor) (Callable 09/25/2027) <sup>(b)</sup> | 27633 | 27785 |
| &nbsp;&nbsp; Series 2024-HQA1, Class M2, 5.66% (30 day avg SOFR US + 2.00%), 03/25/2044, (0.00% Floor) (Callable 03/25/2029) <sup>(b)</sup> | &nbsp;&nbsp; Series 2024-HQA1, Class M2, 5.66% (30 day avg SOFR US + 2.00%), 03/25/2044, (0.00% Floor) (Callable 03/25/2029) <sup>(b)</sup> | 185000 | 186505 |
| &nbsp;&nbsp; Series 2025-DNA4, Class M2, 5.21% (30 day avg SOFR US + 1.55%), 10/25/2045, (0.00% Floor) (Callable 10/25/2030) <sup>(b)</sup> | &nbsp;&nbsp; Series 2025-DNA4, Class M2, 5.21% (30 day avg SOFR US + 1.55%), 10/25/2045, (0.00% Floor) (Callable 10/25/2030) <sup>(b)</sup> | 80000 | 79942 |
| &nbsp;&nbsp; Series 2025-HQA1, Class M2, 5.31% (30 day avg SOFR US + 1.65%), 02/25/2045, (0.00% Floor) (Callable 02/25/2030) <sup>(b)</sup> | &nbsp;&nbsp; Series 2025-HQA1, Class M2, 5.31% (30 day avg SOFR US + 1.65%), 02/25/2045, (0.00% Floor) (Callable 02/25/2030) <sup>(b)</sup> | 120000 | 119489 |
|  FREMF Mortgage Trust, Series 2019-KF71, Class C, 9.78% (30 day avg SOFR US + 6.11%), 10/25/2029, (6.00% Floor) (Callable 10/25/2029) <sup>(b)</sup> | FREMF Mortgage Trust, Series 2019-KF71, Class C, 9.78% (30 day avg SOFR US + 6.11%), 10/25/2029, (6.00% Floor) (Callable 10/25/2029) <sup>(b)</sup> | 126545 | 123414 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |
| &nbsp;&nbsp; Series 2010-133, Class SD, 2.28% (-1 x 1 mo. Term SOFR + 5.96%), 10/16/2040, (0.00% Floor), (6.07% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2010-133, Class SD, 2.28% (-1 x 1 mo. Term SOFR + 5.96%), 10/16/2040, (0.00% Floor), (6.07% Cap) <sup>(h)(i)</sup> | 962795 | 39132 |
| &nbsp;&nbsp; Series 2014-102, Class SY, 1.86% (-1 x 1 mo. Term SOFR + 5.54%), 02/20/2044, (0.00% Floor), (5.65% Cap) <sup>(h)(i)</sup> | &nbsp;&nbsp; Series 2014-102, Class SY, 1.86% (-1 x 1 mo. Term SOFR + 5.54%), 02/20/2044, (0.00% Floor), (5.65% Cap) <sup>(h)(i)</sup> | 1074977 | 59105 |
| &nbsp;&nbsp; Series 2018-83, Class HI, 5.00%, 01/20/2048 <sup>(h)</sup> | &nbsp;&nbsp; Series 2018-83, Class HI, 5.00%, 01/20/2048 <sup>(h)</sup> | 516885 | 91483 |
| &nbsp;&nbsp; Series 2021-66, Class IA, 3.00%, 12/20/2050 <sup>(h)</sup> | &nbsp;&nbsp; Series 2021-66, Class IA, 3.00%, 12/20/2050 <sup>(h)</sup> | 2170973 | 304558 |
| &nbsp;&nbsp; Series 2022-19, Class CI, 3.00%, 01/20/2052 <sup>(h)</sup> | &nbsp;&nbsp; Series 2022-19, Class CI, 3.00%, 01/20/2052 <sup>(h)</sup> | 2147122 | 298447 |
| &nbsp;&nbsp; Series 2022-192, Class IO, 0.67%, 09/16/2064 (Callable 03/16/2049) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2022-192, Class IO, 0.67%, 09/16/2064 (Callable 03/16/2049) <sup>(g)(h)</sup> | 3413355 | 185848 |
| &nbsp;&nbsp; Series 2023-33, Class IO, 0.93%, 05/16/2063 (Callable 07/16/2048) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2023-33, Class IO, 0.93%, 05/16/2063 (Callable 07/16/2048) <sup>(g)(h)</sup> | 5804823 | 397238 |
| &nbsp;&nbsp; Series 2024-15, Class BI, 0.72%, 10/16/2065 (Callable 06/16/2049) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2024-15, Class BI, 0.72%, 10/16/2065 (Callable 06/16/2049) <sup>(g)(h)</sup> | 3385604 | 179547 |
| &nbsp;&nbsp; Series 2024-35, Class IB, 0.79%, 07/16/2065 (Callable 05/16/2049) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2024-35, Class IB, 0.79%, 07/16/2065 (Callable 05/16/2049) <sup>(g)(h)</sup> | 3099479 | 176592 |
| &nbsp;&nbsp; Series 2024-82, Class AI, 0.74%, 10/16/2065 (Callable 06/16/2049) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2024-82, Class AI, 0.74%, 10/16/2065 (Callable 06/16/2049) <sup>(g)(h)</sup> | 1965667 | 120820 |
| &nbsp;&nbsp; Series 2025-196, Class QF, 4.82% (30 day avg SOFR US + 1.15%), 11/20/2055, (1.15% Floor), (6.00% Cap) | &nbsp;&nbsp; Series 2025-196, Class QF, 4.82% (30 day avg SOFR US + 1.15%), 11/20/2055, (1.15% Floor), (6.00% Cap) | 789592 | 790136 |
| &nbsp;&nbsp; Series 2025-25, Class FG, 4.92% (30 day avg SOFR US + 1.25%), 02/20/2055, (1.25% Floor), (6.50% Cap) | &nbsp;&nbsp; Series 2025-25, Class FG, 4.92% (30 day avg SOFR US + 1.25%), 02/20/2055, (1.25% Floor), (6.50% Cap) | 1222572 | 1233599 |
| Great Wolf Trust | Great Wolf Trust | Great Wolf Trust | Great Wolf Trust |
| &nbsp;&nbsp; Series 2024-WLF2, Class A, 5.36% (1 mo. Term SOFR + 1.69%), 05/15/2041 <sup>(b)</sup> | &nbsp;&nbsp; Series 2024-WLF2, Class A, 5.36% (1 mo. Term SOFR + 1.69%), 05/15/2041 <sup>(b)</sup> | 250000 | 250000 |
| &nbsp;&nbsp; Series 2024-WOLF, Class A, 5.21% (1 mo. Term SOFR + 1.54%), 03/15/2039, (1.54% Floor) <sup>(b)</sup> | &nbsp;&nbsp; Series 2024-WOLF, Class A, 5.21% (1 mo. Term SOFR + 1.54%), 03/15/2039, (1.54% Floor) <sup>(b)</sup> | 350000 | 349891 |
| GS Mortgage Securities Corp. II | GS Mortgage Securities Corp. II | GS Mortgage Securities Corp. II | GS Mortgage Securities Corp. II |
| &nbsp;&nbsp; Series 2013-GC13, Class B, 3.86%, 07/10/2046 (Callable 05/10/2027) <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2013-GC13, Class B, 3.86%, 07/10/2046 (Callable 05/10/2027) <sup>(b)(g)</sup> | 100000 | 98045 |
| &nbsp;&nbsp; Series 2017-375H, Class B, 3.48%, 09/10/2037 <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2017-375H, Class B, 3.48%, 09/10/2037 <sup>(b)(g)</sup> | 100000 | 95935 |
| &nbsp;&nbsp; Series 2018-RIVR, Class C, 5.22% (1 mo. Term SOFR + 1.55%), 07/15/2035, (1.50% Floor) <sup>(b)</sup> | &nbsp;&nbsp; Series 2018-RIVR, Class C, 5.22% (1 mo. Term SOFR + 1.55%), 07/15/2035, (1.50% Floor) <sup>(b)</sup> | 122000 | 2436 |
| &nbsp;&nbsp; Series 2019-GC42, Class XA, 0.82%, 09/10/2052 (Callable 06/10/2029) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2019-GC42, Class XA, 0.82%, 09/10/2052 (Callable 06/10/2029) <sup>(g)(h)</sup> | 2113362 | 47786 |
| &nbsp;&nbsp; Series 2020-GC47, Class XA, 1.12%, 05/12/2053 (Callable 02/12/2030) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2020-GC47, Class XA, 1.12%, 05/12/2053 (Callable 02/12/2030) <sup>(g)(h)</sup> | 1452670 | 51036 |
| &nbsp;&nbsp; Series 2020-GSA2, Class XA, 1.65%, 12/12/2053 (Callable 10/10/2030) <sup>(b)(g)(h)</sup> | &nbsp;&nbsp; Series 2020-GSA2, Class XA, 1.65%, 12/12/2053 (Callable 10/10/2030) <sup>(b)(g)(h)</sup> | 1127986 | 65131 |
| &nbsp;&nbsp; Series 2024-FAIR, Class A, 5.48%, 07/15/2029 <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2024-FAIR, Class A, 5.48%, 07/15/2029 <sup>(b)(g)</sup> | 400000 | 403769 |
| GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust |
| &nbsp;&nbsp; Series 2020-PJ6, Class A4, 2.50%, 05/25/2051 (Callable 06/25/2046) <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2020-PJ6, Class A4, 2.50%, 05/25/2051 (Callable 06/25/2046) <sup>(b)(g)</sup> | 277340 | 228199 |
| &nbsp;&nbsp; Series 2022-PJ1, Class A4, 2.50%, 05/28/2052 (Callable 11/25/2047) <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2022-PJ1, Class A4, 2.50%, 05/28/2052 (Callable 11/25/2047) <sup>(b)(g)</sup> | 231972 | 190869 |
| &nbsp;&nbsp; Series 2024-PJ4, Class B2, 5.77%, 08/25/2054 (Callable 08/25/2033) <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2024-PJ4, Class B2, 5.77%, 08/25/2054 (Callable 08/25/2033) <sup>(b)(g)</sup> | 96198 | 95590 |
| &nbsp;&nbsp; Series 2025-PJ9, Class A19, 6.00%, 03/25/2056 (Callable 11/25/2028) <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2025-PJ9, Class A19, 6.00%, 03/25/2056 (Callable 11/25/2028) <sup>(b)(g)</sup> | 207070 | 207418 |
| GSAA Trust | GSAA Trust | GSAA Trust | GSAA Trust |
| &nbsp;&nbsp; Series 2006-4, Class 4A3, 3.97%, 03/25/2036 (Callable 04/25/2026) <sup>(g)</sup> | &nbsp;&nbsp; Series 2006-4, Class 4A3, 3.97%, 03/25/2036 (Callable 04/25/2026) <sup>(g)</sup> | 353151 | 199683 |
| &nbsp;&nbsp; Series 2007-7, Class A4, 4.33% (1 mo. Term SOFR + 0.65%), 07/25/2037, (0.54% Floor) (Callable 04/25/2026) | &nbsp;&nbsp; Series 2007-7, Class A4, 4.33% (1 mo. Term SOFR + 0.65%), 07/25/2037, (0.54% Floor) (Callable 04/25/2026) | 23350 | 23075 |
|  HTL Commercial Mortgage Trust, Series 2024-T53, Class A, 5.88%, 05/10/2039 <sup>(b)(g)</sup> | HTL Commercial Mortgage Trust, Series 2024-T53, Class A, 5.88%, 05/10/2039 <sup>(b)(g)</sup> | 500000 | 503854 |
|  INTOWN Mortgage Trust, Series 2025-STAY, Class B, 5.42% (1 mo. Term SOFR + 1.75%), 03/15/2042, (1.75% Floor) <sup>(b)</sup> | INTOWN Mortgage Trust, Series 2025-STAY, Class B, 5.42% (1 mo. Term SOFR + 1.75%), 03/15/2042, (1.75% Floor) <sup>(b)</sup> | 115000 | 114784 |
| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust |
| &nbsp;&nbsp; Series 2018-8, Class B1, 4.04%, 01/25/2049 (Callable 04/25/2026) <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2018-8, Class B1, 4.04%, 01/25/2049 (Callable 04/25/2026) <sup>(b)(g)</sup> | 401451 | 369131 |
| &nbsp;&nbsp; Series 2019-8, Class A15, 3.50%, 03/25/2050 (Callable 03/25/2028) <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2019-8, Class A15, 3.50%, 03/25/2050 (Callable 03/25/2028) <sup>(b)(g)</sup> | 6078 | 5441 |
| &nbsp;&nbsp; Series 2019-8, Class B2A, 3.13%, 03/25/2050 (Callable 03/25/2028) <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2019-8, Class B2A, 3.13%, 03/25/2050 (Callable 03/25/2028) <sup>(b)(g)</sup> | 164146 | 144015 |
| &nbsp;&nbsp; Series 2020-4, Class A5, 3.00%, 11/25/2050 (Callable 08/25/2037) <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2020-4, Class A5, 3.00%, 11/25/2050 (Callable 08/25/2037) <sup>(b)(g)</sup> | 144756 | 125051 |
| &nbsp;&nbsp; Series 2025-CCM1, Class A2, 5.50%, 06/25/2055 (Callable 03/25/2034) <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2025-CCM1, Class A2, 5.50%, 06/25/2055 (Callable 03/25/2034) <sup>(b)(g)</sup> | 165219 | 164464 |
|  JPMDB Commercial Mortgage Securities Trust, Series 2016-C2, Class XA, 1.44%, 06/15/2049 (Callable 04/15/2026) <sup>(g)(h)</sup> | JPMDB Commercial Mortgage Securities Trust, Series 2016-C2, Class XA, 1.44%, 06/15/2049 (Callable 04/15/2026) <sup>(g)(h)</sup> | 365432 | 436 |
|  KREST Commercial Mortgage Securities Trust, Series 2025-AIP4, Class C, 5.52% (1 mo. Term SOFR + 1.85%), 03/15/2042, (1.85% Floor) <sup>(b)</sup> | KREST Commercial Mortgage Securities Trust, Series 2025-AIP4, Class C, 5.52% (1 mo. Term SOFR + 1.85%), 03/15/2042, (1.85% Floor) <sup>(b)</sup> | 280313 | 279086 |
|  KSL Commercial Mortgage Trust, Series 2024-HT2, Class A, 5.21% (1 mo. Term SOFR + 1.54%), 12/15/2039, (1.54% Floor) <sup>(b)</sup> | KSL Commercial Mortgage Trust, Series 2024-HT2, Class A, 5.21% (1 mo. Term SOFR + 1.54%), 12/15/2039, (1.54% Floor) <sup>(b)</sup> | 267363 | 266861 |
|  LBTY Commercial Mortgage Trust, Series 2026-225L, Class D, 5.71%, 02/10/2043 <sup>(b)(g)</sup> | LBTY Commercial Mortgage Trust, Series 2026-225L, Class D, 5.71%, 02/10/2043 <sup>(b)(g)</sup> | 100000 | 97689 |
|  Life Mortgage Trust US, Series 2022-BMR2, Class B, 5.47% (1 mo. Term SOFR + 1.79%), 05/15/2039, (1.79% Floor) (Callable 05/15/2026) <sup>(b)</sup> | Life Mortgage Trust US, Series 2022-BMR2, Class B, 5.47% (1 mo. Term SOFR + 1.79%), 05/15/2039, (1.79% Floor) (Callable 05/15/2026) <sup>(b)</sup> | 250000 | 229374 |
| LoanCore | LoanCore | LoanCore | LoanCore |
| &nbsp;&nbsp; Series 2021-CRE6, Class D, 6.64% (1 mo. Term SOFR + 2.96%), 11/15/2038, (2.85% Floor) (Callable 04/15/2026) <sup>(b)</sup> | &nbsp;&nbsp; Series 2021-CRE6, Class D, 6.64% (1 mo. Term SOFR + 2.96%), 11/15/2038, (2.85% Floor) (Callable 04/15/2026) <sup>(b)</sup> | 100000 | 100169 |
| &nbsp;&nbsp; Series 2022-CRE7, Class C, 6.17% (30 day avg SOFR US + 2.50%), 01/17/2037, (2.50% Floor) (Callable 04/17/2026) <sup>(b)</sup> | &nbsp;&nbsp; Series 2022-CRE7, Class C, 6.17% (30 day avg SOFR US + 2.50%), 01/17/2037, (2.50% Floor) (Callable 04/17/2026) <sup>(b)</sup> | 100000 | 99947 |
| &nbsp;&nbsp; Series 2025-CRE8, Class D, 6.42% (1 mo. Term SOFR + 2.74%), 08/17/2042, (2.74% Floor) (Callable 08/17/2027) <sup>(b)</sup> | &nbsp;&nbsp; Series 2025-CRE8, Class D, 6.42% (1 mo. Term SOFR + 2.74%), 08/17/2042, (2.74% Floor) (Callable 08/17/2027) <sup>(b)</sup> | 100000 | 99269 |
|  LSTAR Commercial Mortgage Trust, Series 2017-5, Class X, 0.87%, 03/10/2050 (Callable 09/10/2030) <sup>(b)(g)(h)</sup> | LSTAR Commercial Mortgage Trust, Series 2017-5, Class X, 0.87%, 03/10/2050 (Callable 09/10/2030) <sup>(b)(g)(h)</sup> | 1607322 | 4645 |
| MF1 Multifamily Housing Mortgage Loan Trust | MF1 Multifamily Housing Mortgage Loan Trust | MF1 Multifamily Housing Mortgage Loan Trust | MF1 Multifamily Housing Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2024-FL15, Class B, 6.17% (1 mo. Term SOFR + 2.49%), 08/18/2041, (2.49% Floor) (Callable 07/18/2026) <sup>(b)</sup> | &nbsp;&nbsp; Series 2024-FL15, Class B, 6.17% (1 mo. Term SOFR + 2.49%), 08/18/2041, (2.49% Floor) (Callable 07/18/2026) <sup>(b)</sup> | 100000 | 100323 |
| &nbsp;&nbsp; Series 2024-FL16, Class D, 7.27% (1 mo. Term SOFR + 3.59%), 11/18/2039, (3.59% Floor) (Callable 10/18/2026) <sup>(b)</sup> | &nbsp;&nbsp; Series 2024-FL16, Class D, 7.27% (1 mo. Term SOFR + 3.59%), 11/18/2039, (3.59% Floor) (Callable 10/18/2026) <sup>(b)</sup> | 100000 | 99037 |
| &nbsp;&nbsp; Series 2025-FL17, Class D, 6.42% (1 mo. Term SOFR + 2.74%), 02/18/2040, (2.74% Floor) (Callable 07/18/2026) <sup>(b)</sup> | &nbsp;&nbsp; Series 2025-FL17, Class D, 6.42% (1 mo. Term SOFR + 2.74%), 02/18/2040, (2.74% Floor) (Callable 07/18/2026) <sup>(b)</sup> | 100000 | 99937 |
| &nbsp;&nbsp; Series 2026-FL21, Class C, 5.63% (1 mo. Term SOFR + 1.95%), 02/18/2041, (1.95% Floor) (Callable 07/18/2028) <sup>(b)</sup> | &nbsp;&nbsp; Series 2026-FL21, Class C, 5.63% (1 mo. Term SOFR + 1.95%), 02/18/2041, (1.95% Floor) (Callable 07/18/2028) <sup>(b)</sup> | 140000 | 139736 |
|  MFRA Trust, Series 2020-NQM3, Class A3, 1.63%, 01/26/2065 (Callable 04/25/2026) <sup>(b)(g)</sup> | MFRA Trust, Series 2020-NQM3, Class A3, 1.63%, 01/26/2065 (Callable 04/25/2026) <sup>(b)(g)</sup> | 44078 | 42467 |
|  MHC Commercial Mortgage Trust, Series 2021-MHC, Class F, 6.39% (1 mo. Term SOFR + 2.72%), 04/15/2038, (2.60% Floor) <sup>(b)</sup> | MHC Commercial Mortgage Trust, Series 2021-MHC, Class F, 6.39% (1 mo. Term SOFR + 2.72%), 04/15/2038, (2.60% Floor) <sup>(b)</sup> | 240000 | 239988 |
| Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust |
| &nbsp;&nbsp; Series 2013-C9, Class B, 3.71%, 05/15/2046 (Callable 06/15/2028) <sup>(g)</sup> | &nbsp;&nbsp; Series 2013-C9, Class B, 3.71%, 05/15/2046 (Callable 06/15/2028) <sup>(g)</sup> | 81425 | 78678 |
| &nbsp;&nbsp; Series 2025-5C1, Class C, 6.64%, 03/15/2058 (Callable 03/15/2030) <sup>(g)</sup> | &nbsp;&nbsp; Series 2025-5C1, Class C, 6.64%, 03/15/2058 (Callable 03/15/2030) <sup>(g)</sup> | 100000 | 103078 |
| Morgan Stanley Capital I, Inc. | Morgan Stanley Capital I, Inc. | Morgan Stanley Capital I, Inc. | Morgan Stanley Capital I, Inc. |
| &nbsp;&nbsp; Series 2016-UB12, Class XA, 0.59%, 12/15/2049 (Callable 11/15/2026) <sup>(g)(h)</sup> | &nbsp;&nbsp; Series 2016-UB12, Class XA, 0.59%, 12/15/2049 (Callable 11/15/2026) <sup>(g)(h)</sup> | 2397839 | 6371 |
| &nbsp;&nbsp; Series 2018-H3, Class C, 4.86%, 07/15/2051 (Callable 07/15/2028) <sup>(g)</sup> | &nbsp;&nbsp; Series 2018-H3, Class C, 4.86%, 07/15/2051 (Callable 07/15/2028) <sup>(g)</sup> | 126000 | 120664 |
| &nbsp;&nbsp; Series 2019-NUGS, Class E, 6.03% (1 mo. Term SOFR + 2.36%), 12/15/2036, (3.74% Floor) <sup>(b)</sup> | &nbsp;&nbsp; Series 2019-NUGS, Class E, 6.03% (1 mo. Term SOFR + 2.36%), 12/15/2036, (3.74% Floor) <sup>(b)</sup> | 147000 | 1529 |
| &nbsp;&nbsp; Series 2019-NUGS, Class F, 6.63% (1 mo. Term SOFR + 2.96%), 12/15/2036, (4.34% Floor) <sup>(b)</sup> | &nbsp;&nbsp; Series 2019-NUGS, Class F, 6.63% (1 mo. Term SOFR + 2.96%), 12/15/2036, (4.34% Floor) <sup>(b)</sup> | 125000 | 675 |
| &nbsp;&nbsp; Series 2019-PLND, Class E, 5.94% (1 mo. Term SOFR + 2.26%), 05/15/2036, (2.15% Floor) (Callable 04/15/2026) <sup>(b)</sup> | &nbsp;&nbsp; Series 2019-PLND, Class E, 5.94% (1 mo. Term SOFR + 2.26%), 05/15/2036, (2.15% Floor) (Callable 04/15/2026) <sup>(b)</sup> | 189000 | 3778 |
|  Morgan Stanley Residential Mortgage Loan Trust, Series 2026-NQM2, Class A1, 4.73%, 01/26/2071 (Callable 02/25/2029) <sup>(b)(g)</sup> | Morgan Stanley Residential Mortgage Loan Trust, Series 2026-NQM2, Class A1, 4.73%, 01/26/2071 (Callable 02/25/2029) <sup>(b)(g)</sup> | 114073 | 112738 |
|  Mortgage House Capital Mortgage Trust Premium Series, Series 2024-2, Class A1L, 5.05% (1 Month Australian Bank Bill Swap Rate + 1.10%), 05/13/2057, (0.00% Floor) (Callable 11/13/2028) | Mortgage House Capital Mortgage Trust Premium Series, Series 2024-2, Class A1L, 5.05% (1 Month Australian Bank Bill Swap Rate + 1.10%), 05/13/2057, (0.00% Floor) (Callable 11/13/2028) | 85616 | 59122 |
|  Natixis Commercial Mortgage Securities Trust, Series 2019-10K, Class E, 4.13%, 05/15/2039 <sup>(b)(g)</sup> | Natixis Commercial Mortgage Securities Trust, Series 2019-10K, Class E, 4.13%, 05/15/2039 <sup>(b)(g)</sup> | 100000 | 91808 |
|  NYC Commercial Mortgage Trust, Series 2025-3BP, Class A, 4.89% (1 mo. Term SOFR + 1.21%), 02/15/2042, (1.21% Floor) <sup>(b)</sup> | NYC Commercial Mortgage Trust, Series 2025-3BP, Class A, 4.89% (1 mo. Term SOFR + 1.21%), 02/15/2042, (1.21% Floor) <sup>(b)</sup> | 100000 | 99531 |
|  ONNI Commercial Mortgage Trust, Series 2024-APT, Class A, 5.20%, 07/15/2039 <sup>(b)(g)</sup> | ONNI Commercial Mortgage Trust, Series 2024-APT, Class A, 5.20%, 07/15/2039 <sup>(b)(g)</sup> | 350000 | 352595 |
|  PFP III Ltd., Series 2024-11, Class B, 6.16% (1 mo. Term SOFR + 2.49%), 09/17/2039, (2.49% Floor) (Callable 09/17/2027) <sup>(b)</sup> | PFP III Ltd., Series 2024-11, Class B, 6.16% (1 mo. Term SOFR + 2.49%), 09/17/2039, (2.49% Floor) (Callable 09/17/2027) <sup>(b)</sup> | 99553 | 99765 |
|  PR Mortgage Loan Trust, Series 2014-1, Class APT, 5.85%, 10/25/2049 (Callable 11/25/2031) <sup>(b)(g)</sup> | PR Mortgage Loan Trust, Series 2014-1, Class APT, 5.85%, 10/25/2049 (Callable 11/25/2031) <sup>(b)(g)</sup> | 767951 | 713104 |
|  PRPM LLC, Series 2025-NQM2, Class B1, 7.85%, 04/25/2070 (Callable 05/25/2028) <sup>(b)(g)</sup> | PRPM LLC, Series 2025-NQM2, Class B1, 7.85%, 04/25/2070 (Callable 05/25/2028) <sup>(b)(g)</sup> | 100000 | 101218 |
|  Rate Mortgage Trust, Series 2021-HB1, Class A31, 2.50%, 12/25/2051 (Callable 01/25/2047) <sup>(b)(g)</sup> | Rate Mortgage Trust, Series 2021-HB1, Class A31, 2.50%, 12/25/2051 (Callable 01/25/2047) <sup>(b)(g)</sup> | 392583 | 323022 |
|  RCKT Mortgage Trust, Series 2021-1, Class B3, 2.71%, 03/25/2051 (Callable 01/25/2042) <sup>(b)(g)</sup> | RCKT Mortgage Trust, Series 2021-1, Class B3, 2.71%, 03/25/2051 (Callable 01/25/2042) <sup>(b)(g)</sup> | 427065 | 361914 |
|  RFR Trust, Series 2025-SGRM, Class E, 7.27%, 03/11/2041 <sup>(b)(g)</sup> | RFR Trust, Series 2025-SGRM, Class E, 7.27%, 03/11/2041 <sup>(b)(g)</sup> | 100000 | 100351 |
|  ROCK Trust 2024-CNTR, Series 2024-CNTR, Class D, 7.11%, 11/13/2041 <sup>(b)</sup> | ROCK Trust 2024-CNTR, Series 2024-CNTR, Class D, 7.11%, 11/13/2041 <sup>(b)</sup> | 200000 | 207420 |
|  SCOTT Trust 2023-SFS, Series 2023-SFS, Class AS, 6.20%, 03/10/2040 <sup>(b)</sup> | SCOTT Trust 2023-SFS, Series 2023-SFS, Class AS, 6.20%, 03/10/2040 <sup>(b)</sup> | 100000 | 101775 |
| Sequoia Mortgage Trust | Sequoia Mortgage Trust | Sequoia Mortgage Trust | Sequoia Mortgage Trust |
| &nbsp;&nbsp; Series 2024-9, Class A20, 5.50%, 10/25/2054 (Callable 02/25/2028) <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2024-9, Class A20, 5.50%, 10/25/2054 (Callable 02/25/2028) <sup>(b)(g)</sup> | 90621 | 89753 |
| &nbsp;&nbsp; Series 2025-2, Class A19, 6.00%, 03/25/2055 (Callable 10/25/2028) <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2025-2, Class A19, 6.00%, 03/25/2055 (Callable 10/25/2028) <sup>(b)(g)</sup> | 123511 | 123718 |
| &nbsp;&nbsp; Series 2026-INV1, Class A2, 4.50%, 01/25/2056 (Callable 03/25/2040) <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2026-INV1, Class A2, 4.50%, 01/25/2056 (Callable 03/25/2040) <sup>(b)(g)</sup> | 292405 | 278356 |
|  SG Commercial Mortgage Securities LLC, Series 2016-C5, Class XA, 1.76%, 10/10/2048 (Callable 07/10/2026) <sup>(g)(h)</sup> | SG Commercial Mortgage Securities LLC, Series 2016-C5, Class XA, 1.76%, 10/10/2048 (Callable 07/10/2026) <sup>(g)(h)</sup> | 652437 | 816 |
|  SLG Office Trust, Series 2026-OMA, Class E, 6.96%, 04/15/2041 <sup>(b)(g)</sup> | SLG Office Trust, Series 2026-OMA, Class E, 6.96%, 04/15/2041 <sup>(b)(g)</sup> | 135000 | 135557 |
|  SMRT 2022-MINI, Series 2022-MINI, Class B, 5.02% (1 mo. Term SOFR + 1.35%), 01/15/2039, (1.35% Floor) <sup>(b)</sup> | SMRT 2022-MINI, Series 2022-MINI, Class B, 5.02% (1 mo. Term SOFR + 1.35%), 01/15/2039, (1.35% Floor) <sup>(b)</sup> | 250000 | 249687 |
|  TPG Real Estate Finance Issuer Ltd., Series 2022-FL5, Class AS, 5.83% (1 mo. Term SOFR + 2.15%), 02/15/2039, (2.15% Floor) (Callable 04/15/2026) <sup>(b)</sup> | TPG Real Estate Finance Issuer Ltd., Series 2022-FL5, Class AS, 5.83% (1 mo. Term SOFR + 2.15%), 02/15/2039, (2.15% Floor) (Callable 04/15/2026) <sup>(b)</sup> | 100000 | 100110 |
| UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2017-C3, Class C, 4.35%, 08/15/2050 (Callable 08/15/2027) <sup>(g)</sup> | &nbsp;&nbsp; Series 2017-C3, Class C, 4.35%, 08/15/2050 (Callable 08/15/2027) <sup>(g)</sup> | 100000 | 96334 |
| &nbsp;&nbsp; Series 2017-C6, Class B, 4.15%, 12/15/2050 (Callable 12/15/2027) <sup>(g)</sup> | &nbsp;&nbsp; Series 2017-C6, Class B, 4.15%, 12/15/2050 (Callable 12/15/2027) <sup>(g)</sup> | 126000 | 116494 |
| &nbsp;&nbsp; Series 2018-C13, Class C, 4.97%, 10/15/2051 (Callable 10/15/2028) <sup>(g)</sup> | &nbsp;&nbsp; Series 2018-C13, Class C, 4.97%, 10/15/2051 (Callable 10/15/2028) <sup>(g)</sup> | 100000 | 92878 |
|  UBS-Barclays Commercial Mortgage Trust, Series 2019-C3, Class XA, 1.31%, 05/15/2052 (Callable 03/15/2029) <sup>(g)(h)</sup> | UBS-Barclays Commercial Mortgage Trust, Series 2019-C3, Class XA, 1.31%, 05/15/2052 (Callable 03/15/2029) <sup>(g)(h)</sup> | 1342493 | 43158 |
|  Verus Securitization Trust, Series 2025-R2, Class M1, 5.82%, 07/25/2067 (Callable 12/25/2028) <sup>(b)(g)</sup> | Verus Securitization Trust, Series 2025-R2, Class M1, 5.82%, 07/25/2067 (Callable 12/25/2028) <sup>(b)(g)</sup> | 1000000 | 998383 |
|  WaMu Mortgage Pass Through Certificates, Series 2007-HY3, Class 1A1, 3.64%, 03/25/2037 (Callable 04/25/2026) <sup>(g)</sup> | WaMu Mortgage Pass Through Certificates, Series 2007-HY3, Class 1A1, 3.64%, 03/25/2037 (Callable 04/25/2026) <sup>(g)</sup> | 288091 | 228008 |
|  Wells Fargo Commercial Mortgage Trust 2024-1CHI, Series 2024-5C2, Class C, 6.33%, 11/15/2057 (Callable 11/15/2029) <sup>(g)</sup> | Wells Fargo Commercial Mortgage Trust 2024-1CHI, Series 2024-5C2, Class C, 6.33%, 11/15/2057 (Callable 11/15/2029) <sup>(g)</sup> | 100000 | 101771 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** (Cost $48,542,732) | **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** (Cost $48,542,732) | **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** (Cost $48,542,732) | 44772312 |
| **BANK LOANS - 6.9%** | **BANK LOANS - 6.9%** | **Par**  | **Value**  |
|  Nexstar Broadcasting T/L B7 (3/26), 6.43%, 03/21/2033 | Nexstar Broadcasting T/L B7 (3/26), 6.43%, 03/21/2033 | 75000 | 74250 |
| **Basic Materials - 0.0% <sup>(j)</sup>** | **Basic Materials - 0.0% <sup>(j)</sup>** | **Basic Materials - 0.0% <sup>(j)</sup>** | **Basic Materials - 0.0% <sup>(j)</sup>** |
|  Element Solutions, Inc., First Lien, 5.42% (1 mo. Term SOFR + 1.75%), 12/18/2030 (Callable 05/01/2026) | Element Solutions, Inc., First Lien, 5.42% (1 mo. Term SOFR + 1.75%), 12/18/2030 (Callable 05/01/2026) | 5000 | 5011 |
|  Hexion Holdings Corp., Senior Secured First Lien, 7.67% (1 mo. SOFR US + 4.00%), 03/15/2029, (0.50% Floor) (Callable 05/01/2026) | Hexion Holdings Corp., Senior Secured First Lien, 7.67% (1 mo. SOFR US + 4.00%), 03/15/2029, (0.50% Floor) (Callable 05/01/2026) | 21671 | 20782 |
|  INEOS US Finance LLC, Senior Secured First Lien, 6.67% (1 mo. SOFR US + 3.00%), 02/07/2031, (0.00% Floor) (Callable 05/01/2026) | INEOS US Finance LLC, Senior Secured First Lien, 6.67% (1 mo. SOFR US + 3.00%), 02/07/2031, (0.00% Floor) (Callable 05/01/2026) | 9428 | 8158 |
|  INEOS US Petrochem LLC, Senior Secured First Lien, 7.92% (1 mo. SOFR US + 4.25%), 10/07/2031, (0.00% Floor) (Callable 05/01/2026) | INEOS US Petrochem LLC, Senior Secured First Lien, 7.92% (1 mo. SOFR US + 4.25%), 10/07/2031, (0.00% Floor) (Callable 05/01/2026) | 9801 | 6989 |
|  |  |  | 40940 |
| **Communications - 0.4%** | **Communications - 0.4%** | **Communications - 0.4%** | **Communications - 0.4%** |
| Cengage Learning, Inc., Senior Secured First Lien | Cengage Learning, Inc., Senior Secured First Lien | Cengage Learning, Inc., Senior Secured First Lien | Cengage Learning, Inc., Senior Secured First Lien |
| &nbsp;&nbsp; 6.67% (3 mo. SOFR US + 3.00%), 03/24/2031, (0.00% Floor) (Callable 05/01/2026) | &nbsp;&nbsp; 6.67% (3 mo. SOFR US + 3.00%), 03/24/2031, (0.00% Floor) (Callable 05/01/2026) | 43845 | 43041 |
| &nbsp;&nbsp; 6.68% (1 mo. SOFR US + 3.00%), 03/24/2031, (0.00% Floor) (Callable 05/01/2026) | &nbsp;&nbsp; 6.68% (1 mo. SOFR US + 3.00%), 03/24/2031, (0.00% Floor) (Callable 05/01/2026) | 25781 | 25308 |
|  Clear Channel Outdoor Holdings, Inc., First Lien, 7.79% (1 mo. Term SOFR + 4.00%), 08/23/2028 (Callable 05/01/2026) | Clear Channel Outdoor Holdings, Inc., First Lien, 7.79% (1 mo. Term SOFR + 4.00%), 08/23/2028 (Callable 05/01/2026) | 35000 | 35140 |
|  CSC Holdings LLC, Senior Secured First Lien, 8.25% (Prime Rate + 1.50%), 04/15/2027, (0.00% Floor) (Callable 05/01/2026) | CSC Holdings LLC, Senior Secured First Lien, 8.25% (Prime Rate + 1.50%), 04/15/2027, (0.00% Floor) (Callable 05/01/2026) | 12982 | 11473 |
|  Gen Digital, Inc., Senior Secured First Lien, 5.42% (1 mo. SOFR US + 1.75%), 04/16/2032, (0.00% Floor) (Callable 05/01/2026) | Gen Digital, Inc., Senior Secured First Lien, 5.42% (1 mo. SOFR US + 1.75%), 04/16/2032, (0.00% Floor) (Callable 05/01/2026) | 54588 | 53854 |
|  MH Sub I LLC, Senior Secured First Lien, 7.92% (1 mo. SOFR US + 4.25%), 12/31/2031, (0.50% Floor) (Callable 05/01/2026) | MH Sub I LLC, Senior Secured First Lien, 7.92% (1 mo. SOFR US + 4.25%), 12/31/2031, (0.50% Floor) (Callable 05/01/2026) | 62167 | 41729 |
|  NEP Group, Inc., Senior Secured First Lien, 8.17% (1 mo. SOFR US + 4.50%), 10/17/2031, (0.00% Floor) (Callable 05/01/2026) | NEP Group, Inc., Senior Secured First Lien, 8.17% (1 mo. SOFR US + 4.50%), 10/17/2031, (0.00% Floor) (Callable 05/01/2026) | 13290 | 12074 |
|  Neptune Bidco US, Inc., Senior Secured First Lien, 8.86% (1 mo. SOFR US + 5.00%), 02/03/2033, (0.50% Floor) (Callable 05/01/2026) | Neptune Bidco US, Inc., Senior Secured First Lien, 8.86% (1 mo. SOFR US + 5.00%), 02/03/2033, (0.50% Floor) (Callable 05/01/2026) | 10000 | 9560 |
|  Nexstar Media, Inc., Senior Secured First Lien, 6.17% (1 mo. SOFR US + 2.50%), 06/28/2032, (0.00% Floor) (Callable 05/01/2026) | Nexstar Media, Inc., Senior Secured First Lien, 6.17% (1 mo. SOFR US + 2.50%), 06/28/2032, (0.00% Floor) (Callable 05/01/2026) | 44775 | 44371 |
|  Numericable US LLC, Senior Secured First Lien, 10.55% (3 mo. SOFR US + 6.88%), 05/15/2031, (0.00% Floor) | Numericable US LLC, Senior Secured First Lien, 10.55% (3 mo. SOFR US + 6.88%), 05/15/2031, (0.00% Floor) | 60421 | 60661 |
|  StubHub Holdco Sub LLC, Senior Secured First Lien, 8.42% (1 mo. SOFR US + 4.75%), 03/15/2030, (0.00% Floor) (Callable 05/01/2026) | StubHub Holdco Sub LLC, Senior Secured First Lien, 8.42% (1 mo. SOFR US + 4.75%), 03/15/2030, (0.00% Floor) (Callable 05/01/2026) | 11392 | 11246 |
|  Sunrise Financing Partnership, Senior Secured First Lien, 6.10% (6 mo. SOFR US + 2.47%), 02/17/2032, (0.00% Floor) (Callable 05/01/2026) | Sunrise Financing Partnership, Senior Secured First Lien, 6.10% (6 mo. SOFR US + 2.47%), 02/17/2032, (0.00% Floor) (Callable 05/01/2026) | 45000 | 44784 |
|  Univision Communications, Inc., Senior Secured First Lien, 7.40% (1 mo. SOFR US + 3.50%), 01/31/2029, (0.50% Floor) (Callable 05/01/2026) | Univision Communications, Inc., Senior Secured First Lien, 7.40% (1 mo. SOFR US + 3.50%), 01/31/2029, (0.50% Floor) (Callable 05/01/2026) | 69646 | 69080 |
|  Virgin Media Bristol LLC, Senior Secured First Lien, 7.15% (6 mo. SOFR US + 3.18%), 03/31/2031, (0.00% Floor) (Callable 05/01/2026) | Virgin Media Bristol LLC, Senior Secured First Lien, 7.15% (6 mo. SOFR US + 3.18%), 03/31/2031, (0.00% Floor) (Callable 05/01/2026) | 45000 | 41199 |
|  Virgin Media Bristol LLC, First Lien, 7.02% (1 mo. Term SOFR + 3.25%), 01/31/2029 (Callable 05/01/2026) | Virgin Media Bristol LLC, First Lien, 7.02% (1 mo. Term SOFR + 3.25%), 01/31/2029 (Callable 05/01/2026) | 40000 | 38683 |
| Zayo Group Holdings, Inc., Senior Secured First Lien | Zayo Group Holdings, Inc., Senior Secured First Lien | Zayo Group Holdings, Inc., Senior Secured First Lien | Zayo Group Holdings, Inc., Senior Secured First Lien |
| &nbsp;&nbsp; 6.78% (1 mo. SOFR US + 3.00%), 03/11/2030, (0.00% Floor) (Callable 03/09/2027) | &nbsp;&nbsp; 6.78% (1 mo. SOFR US + 3.00%), 03/11/2030, (0.00% Floor) (Callable 03/09/2027) | 88958 | 87508 |
| &nbsp;&nbsp; 6.90% (1 mo. SOFR US + 3.00%), 03/11/2030, (0.00% Floor) (Callable 03/09/2027) | &nbsp;&nbsp; 6.90% (1 mo. SOFR US + 3.00%), 03/11/2030, (0.00% Floor) (Callable 03/09/2027) | 865 | 851 |
|  |  |  | 630562 |
| **Consumer, Cyclical - 2.3%** | **Consumer, Cyclical - 2.3%** | **Consumer, Cyclical - 2.3%** | **Consumer, Cyclical - 2.3%** |
|  1011778 BC ULC, Senior Secured First Lien, 5.42% (1 mo. SOFR US + 1.75%), 09/23/2030, (0.00% Floor) (Callable 05/01/2026) | 1011778 BC ULC, Senior Secured First Lien, 5.42% (1 mo. SOFR US + 1.75%), 09/23/2030, (0.00% Floor) (Callable 05/01/2026) | 695644 | 694952 |
| AAdvantage Loyalty IP Ltd., Senior Secured First Lien | AAdvantage Loyalty IP Ltd., Senior Secured First Lien | AAdvantage Loyalty IP Ltd., Senior Secured First Lien | AAdvantage Loyalty IP Ltd., Senior Secured First Lien |
| &nbsp;&nbsp; 5.92% (3 mo. SOFR US + 2.25%), 04/20/2028, (0.00% Floor) (Callable 05/01/2026) | &nbsp;&nbsp; 5.92% (3 mo. SOFR US + 2.25%), 04/20/2028, (0.00% Floor) (Callable 05/01/2026) | 64052 | 63571 |
| &nbsp;&nbsp; 6.42% (3 mo. SOFR US + 2.75%), 05/28/2032, (0.00% Floor) | &nbsp;&nbsp; 6.42% (3 mo. SOFR US + 2.75%), 05/28/2032, (0.00% Floor) | 148875 | 147777 |
|  Alterra Mountain Co., Senior Secured First Lien, 6.17% (1 mo. SOFR US + 2.50%), 08/17/2028, (0.00% Floor) (Callable 05/01/2026) | Alterra Mountain Co., Senior Secured First Lien, 6.17% (1 mo. SOFR US + 2.50%), 08/17/2028, (0.00% Floor) (Callable 05/01/2026) | 24937 | 24961 |
|  American Axle & Manufacturing, Inc., Senior Secured First Lien, 6.91% (3 mo. SOFR US + 3.25%), 02/03/2033, (0.00% Floor) (Callable 05/01/2026) | American Axle & Manufacturing, Inc., Senior Secured First Lien, 6.91% (3 mo. SOFR US + 3.25%), 02/03/2033, (0.00% Floor) (Callable 05/01/2026) | 34650 | 34564 |
| Aramark Services, Inc., Senior Secured First Lien | Aramark Services, Inc., Senior Secured First Lien | Aramark Services, Inc., Senior Secured First Lien | Aramark Services, Inc., Senior Secured First Lien |
| &nbsp;&nbsp; 5.42% (1 mo. SOFR US + 1.75%), 04/06/2028, (0.00% Floor) (Callable 05/01/2026) | &nbsp;&nbsp; 5.42% (1 mo. SOFR US + 1.75%), 04/06/2028, (0.00% Floor) (Callable 05/01/2026) | 30000 | 30094 |
| &nbsp;&nbsp; 5.42% (1 mo. SOFR US + 1.75%), 06/24/2030, (0.00% Floor) (Callable 05/01/2026) | &nbsp;&nbsp; 5.42% (1 mo. SOFR US + 1.75%), 06/24/2030, (0.00% Floor) (Callable 05/01/2026) | 129566 | 129944 |
|  AS Mileage Plan IP Ltd., Senior Secured First Lien, 5.42% (3 mo. SOFR US + 1.75%), 10/15/2031, (0.00% Floor) (Callable 05/01/2026) | AS Mileage Plan IP Ltd., Senior Secured First Lien, 5.42% (3 mo. SOFR US + 1.75%), 10/15/2031, (0.00% Floor) (Callable 05/01/2026) | 93751 | 93555 |
|  BCPE Empire Holdings, Inc., Senior Secured First Lien, 7.17% (1 mo. SOFR US + 3.50%), 12/29/2032, (0.00% Floor) | BCPE Empire Holdings, Inc., Senior Secured First Lien, 7.17% (1 mo. SOFR US + 3.50%), 12/29/2032, (0.00% Floor) | 50000 | 49313 |
|  Boots Group Finco LP, Senior Secured First Lien, 6.92% (3 mo. SOFR US + 3.25%), 08/30/2032, (0.00% Floor) (Callable 05/01/2026) | Boots Group Finco LP, Senior Secured First Lien, 6.92% (3 mo. SOFR US + 3.25%), 08/30/2032, (0.00% Floor) (Callable 05/01/2026) | 34913 | 35080 |
|  Caesars Entertainment, Inc., Senior Secured First Lien, 5.92% (1 mo. SOFR US + 2.25%), 02/06/2031, (0.50% Floor) (Callable 05/01/2026) | Caesars Entertainment, Inc., Senior Secured First Lien, 5.92% (1 mo. SOFR US + 2.25%), 02/06/2031, (0.50% Floor) (Callable 05/01/2026) | 89619 | 87267 |
|  Clarios Global LP, Senior Secured First Lien, 6.42% (1 mo. SOFR US + 2.75%), 01/28/2032, (0.00% Floor) (Callable 05/01/2026) | Clarios Global LP, Senior Secured First Lien, 6.42% (1 mo. SOFR US + 2.75%), 01/28/2032, (0.00% Floor) (Callable 05/01/2026) | 233825 | 233533 |
|  Crown Finance US, Inc., Senior Secured First Lien, 8.17% (1 mo. SOFR US + 4.50%), 12/02/2031, (0.00% Floor) (Callable 05/01/2026) | Crown Finance US, Inc., Senior Secured First Lien, 8.17% (1 mo. SOFR US + 4.50%), 12/02/2031, (0.00% Floor) (Callable 05/01/2026) | 54663 | 54210 |
|  Delta 2 Lux Sarl, Senior Secured First Lien, 5.45% (3 mo. SOFR US + 1.75%), 09/19/2031, (0.50% Floor) (Callable 05/01/2026) | Delta 2 Lux Sarl, Senior Secured First Lien, 5.45% (3 mo. SOFR US + 1.75%), 09/19/2031, (0.50% Floor) (Callable 05/01/2026) | 248000 | 247845 |
|  EG America LLC, Senior Secured First Lien, 6.92% (1 mo. SOFR US + 3.25%), 02/10/2031, (0.00% Floor) (Callable 05/01/2026) | EG America LLC, Senior Secured First Lien, 6.92% (1 mo. SOFR US + 3.25%), 02/10/2031, (0.00% Floor) (Callable 05/01/2026) | 75000 | 75150 |
|  Fertitta Entertainment LLC/NV, First Lien, 6.92% (1 mo. Term SOFR + 3.25%), 01/29/2029 (Callable 05/01/2026) | Fertitta Entertainment LLC/NV, First Lien, 6.92% (1 mo. Term SOFR + 3.25%), 01/29/2029 (Callable 05/01/2026) | 59844 | 58797 |
|  GBT US III LLC, Senior Secured First Lien, 5.67% (3 mo. SOFR US + 2.00%), 07/28/2031, (0.00% Floor) (Callable 05/01/2026) | GBT US III LLC, Senior Secured First Lien, 5.67% (3 mo. SOFR US + 2.00%), 07/28/2031, (0.00% Floor) (Callable 05/01/2026) | 29675 | 29126 |
|  Gloves Buyer, Inc., Senior Secured First Lien, 7.67% (1 mo. SOFR US + 4.00%), 05/24/2032, (0.50% Floor) (Callable 05/01/2026) | Gloves Buyer, Inc., Senior Secured First Lien, 7.67% (1 mo. SOFR US + 4.00%), 05/24/2032, (0.50% Floor) (Callable 05/01/2026) | 164588 | 164320 |
|  Great Outdoors Group LLC, Senior Secured First Lien, 6.92% (1 mo. SOFR US + 3.25%), 01/23/2032, (0.75% Floor) (Callable 05/01/2026) | Great Outdoors Group LLC, Senior Secured First Lien, 6.92% (1 mo. SOFR US + 3.25%), 01/23/2032, (0.75% Floor) (Callable 05/01/2026) | 390001 | 389854 |
|  Hilton Domestic Operating Co., Inc., Senior Secured First Lien, 5.43% (1 mo. SOFR US + 1.75%), 11/08/2030, (0.00% Floor) (Callable 05/01/2026) | Hilton Domestic Operating Co., Inc., Senior Secured First Lien, 5.43% (1 mo. SOFR US + 1.75%), 11/08/2030, (0.00% Floor) (Callable 05/01/2026) | 140000 | 140430 |
| JetBlue Airways Corp., Senior Secured First Lien | JetBlue Airways Corp., Senior Secured First Lien | JetBlue Airways Corp., Senior Secured First Lien | JetBlue Airways Corp., Senior Secured First Lien |
| &nbsp;&nbsp; 8.44% (3 mo. SOFR US + 4.75%), 08/27/2029, (0.50% Floor) | &nbsp;&nbsp; 8.44% (3 mo. SOFR US + 4.75%), 08/27/2029, (0.50% Floor) | 156881 | 144252 |
| &nbsp;&nbsp; 8.44% (3 mo. SOFR US + 4.75%), 08/27/2029, (0.50% Floor) | &nbsp;&nbsp; 8.44% (3 mo. SOFR US + 4.75%), 08/27/2029, (0.50% Floor) | 16180 | 14878 |
|  KFC Holding Co., Senior Secured First Lien, 5.66% (1 mo. SOFR US + 1.75%), 03/15/2028, (0.00% Floor) (Callable 05/01/2026) | KFC Holding Co., Senior Secured First Lien, 5.66% (1 mo. SOFR US + 1.75%), 03/15/2028, (0.00% Floor) (Callable 05/01/2026) | 118291 | 118883 |
|  LBM Acquisition LLC, Senior Secured First Lien, 7.62% (1 mo. SOFR US + 3.75%), 06/06/2031, (0.75% Floor) (Callable 05/01/2026) | LBM Acquisition LLC, Senior Secured First Lien, 7.62% (1 mo. SOFR US + 3.75%), 06/06/2031, (0.75% Floor) (Callable 05/01/2026) | 10727 | 8657 |
|  LC Ahab US Bidco LLC, Senior Secured First Lien, 6.17% (1 mo. SOFR US + 2.50%), 05/01/2031, (0.00% Floor) | LC Ahab US Bidco LLC, Senior Secured First Lien, 6.17% (1 mo. SOFR US + 2.50%), 05/01/2031, (0.00% Floor) | 59385 | 58903 |
|  Live Nation Entertainment, Inc., Senior Secured First Lien, 5.67% (1 mo. SOFR US + 2.00%), 10/21/2032, (0.00% Floor) (Callable 05/01/2026) | Live Nation Entertainment, Inc., Senior Secured First Lien, 5.67% (1 mo. SOFR US + 2.00%), 10/21/2032, (0.00% Floor) (Callable 05/01/2026) | 44888 | 44962 |
|  Michaels Cos., Inc., First Lien, 8.68% (1 mo. Term SOFR + 5.00%), 03/07/2033 (Callable 05/01/2026) | Michaels Cos., Inc., First Lien, 8.68% (1 mo. Term SOFR + 5.00%), 03/07/2033 (Callable 05/01/2026) | 15000 | 14588 |
|  Motion Finco Sarl, Senior Secured First Lien, 7.20% (3 mo. SOFR US + 3.50%), 11/30/2029, (0.00% Floor) (Callable 05/01/2026) | Motion Finco Sarl, Senior Secured First Lien, 7.20% (3 mo. SOFR US + 3.50%), 11/30/2029, (0.00% Floor) (Callable 05/01/2026) | 34875 | 30678 |
|  Ontario Gaming GTA LP, Senior Secured First Lien, 7.95% (3 mo. SOFR US + 4.25%), 08/01/2030, (0.50% Floor) (Callable 05/01/2026) | Ontario Gaming GTA LP, Senior Secured First Lien, 7.95% (3 mo. SOFR US + 4.25%), 08/01/2030, (0.50% Floor) (Callable 05/01/2026) | 30251 | 28423 |
|  OPENLANE, Inc., Senior Secured First Lien, 6.14% (3 mo. SOFR US + 2.50%), 10/08/2032, (0.00% Floor) (Callable 05/01/2026) | OPENLANE, Inc., Senior Secured First Lien, 6.14% (3 mo. SOFR US + 2.50%), 10/08/2032, (0.00% Floor) (Callable 05/01/2026) | 75 | 75 |
|  Ovg Business Services LLC, Senior Secured First Lien, 6.67% (1 mo. SOFR US + 3.00%), 06/25/2031, (0.00% Floor) (Callable 05/01/2026) | Ovg Business Services LLC, Senior Secured First Lien, 6.67% (1 mo. SOFR US + 3.00%), 06/25/2031, (0.00% Floor) (Callable 05/01/2026) | 104470 | 104600 |
|  PetSmart LLC, Senior Secured First Lien, 7.67% (1 mo. SOFR US + 4.00%), 08/18/2032, (0.00% Floor) (Callable 05/01/2026) | PetSmart LLC, Senior Secured First Lien, 7.67% (1 mo. SOFR US + 4.00%), 08/18/2032, (0.00% Floor) (Callable 05/01/2026) | 35000 | 34834 |
|  Sabre GLBL, Inc., Senior Secured First Lien, 9.87% (1 mo. SOFR US + 6.00%), 11/15/2029, (0.00% Floor) (Callable 05/01/2026) | Sabre GLBL, Inc., Senior Secured First Lien, 9.87% (1 mo. SOFR US + 6.00%), 11/15/2029, (0.00% Floor) (Callable 05/01/2026) | 7808 | 6207 |
|  Staples, Inc., Senior Secured First Lien, 9.41% (3 mo. SOFR US + 5.75%), 09/10/2029, (0.50% Floor) (Callable 05/01/2026) | Staples, Inc., Senior Secured First Lien, 9.41% (3 mo. SOFR US + 5.75%), 09/10/2029, (0.50% Floor) (Callable 05/01/2026) | 14887 | 13568 |
|  TKO Worldwide Holdings LLC, Senior Secured First Lien, 5.66% (3 mo. SOFR US + 2.00%), 11/21/2031, (0.00% Floor) (Callable 05/01/2026) | TKO Worldwide Holdings LLC, Senior Secured First Lien, 5.66% (3 mo. SOFR US + 2.00%), 11/21/2031, (0.00% Floor) (Callable 05/01/2026) | 192793 | 192914 |
|  Travel + Leisure Co., Senior Secured First Lien, 5.67% (1 mo. SOFR US + 2.00%), 12/14/2029, (0.00% Floor) (Callable 05/01/2026) | Travel + Leisure Co., Senior Secured First Lien, 5.67% (1 mo. SOFR US + 2.00%), 12/14/2029, (0.00% Floor) (Callable 05/01/2026) | 241541 | 241316 |
|  United Airlines, Inc., Senior Secured First Lien, 5.43% (1 mo. SOFR US + 1.75%), 02/24/2031, (0.00% Floor) (Callable 05/01/2026) | United Airlines, Inc., Senior Secured First Lien, 5.43% (1 mo. SOFR US + 1.75%), 02/24/2031, (0.00% Floor) (Callable 05/01/2026) | 165763 | 165711 |
|  Victra Holdings LLC, Senior Secured First Lien, 7.45% (3 mo. SOFR US + 3.75%), 03/29/2029, (0.75% Floor) (Callable 05/01/2026) | Victra Holdings LLC, Senior Secured First Lien, 7.45% (3 mo. SOFR US + 3.75%), 03/29/2029, (0.75% Floor) (Callable 05/01/2026) | 115751 | 114304 |
|  Voyager Parent LLC, Senior Secured First Lien, 7.95% (3 mo. SOFR US + 4.25%), 07/01/2032, (0.00% Floor) (Callable 05/01/2026) | Voyager Parent LLC, Senior Secured First Lien, 7.95% (3 mo. SOFR US + 4.25%), 07/01/2032, (0.00% Floor) (Callable 05/01/2026) | 69513 | 69129 |
|  White Cap Supply Holdings LLC, Senior Secured First Lien, 6.92% (1 mo. SOFR US + 3.25%), 10/29/2029, (0.00% Floor) (Callable 05/01/2026) | White Cap Supply Holdings LLC, Senior Secured First Lien, 6.92% (1 mo. SOFR US + 3.25%), 10/29/2029, (0.00% Floor) (Callable 05/01/2026) | 19312 | 18619 |
|  |  |  | 4209844 |
| **Consumer, Non-cyclical - 1.4%** | **Consumer, Non-cyclical - 1.4%** | **Consumer, Non-cyclical - 1.4%** | **Consumer, Non-cyclical - 1.4%** |
|  1261229 BC Ltd., Senior Secured First Lien, 9.92% (1 mo. SOFR US + 6.25%), 10/08/2030, (0.00% Floor) (Callable 05/01/2026) | 1261229 BC Ltd., Senior Secured First Lien, 9.92% (1 mo. SOFR US + 6.25%), 10/08/2030, (0.00% Floor) (Callable 05/01/2026) | 14888 | 14408 |
|  ADMI Corp., Senior Secured First Lien, 7.65% (1 mo. SOFR US + 3.75%), 12/23/2027, (0.50% Floor) | ADMI Corp., Senior Secured First Lien, 7.65% (1 mo. SOFR US + 3.75%), 12/23/2027, (0.50% Floor) | 38778 | 36470 |
|  Alkermes, Inc., Senior Secured First Lien, 6.42% (1 mo. SOFR US + 2.75%), 08/12/2031, (0.00% Floor) (Callable 05/01/2026) | Alkermes, Inc., Senior Secured First Lien, 6.42% (1 mo. SOFR US + 2.75%), 08/12/2031, (0.00% Floor) (Callable 05/01/2026) | 40000 | 40350 |
|  Allied Universal Holdco LLC, Senior Secured First Lien, 6.92% (1 mo. SOFR US + 3.25%), 08/20/2032, (0.00% Floor) (Callable 05/01/2026) | Allied Universal Holdco LLC, Senior Secured First Lien, 6.92% (1 mo. SOFR US + 3.25%), 08/20/2032, (0.00% Floor) (Callable 05/01/2026) | 39800 | 39850 |
|  Aspire Bakeries Holdings LLC, Senior Secured First Lien, 6.67% (1 mo. SOFR US + 3.00%), 12/23/2030, (0.00% Floor) (Callable 05/01/2026) | Aspire Bakeries Holdings LLC, Senior Secured First Lien, 6.67% (1 mo. SOFR US + 3.00%), 12/23/2030, (0.00% Floor) (Callable 05/01/2026) | 29650 | 29724 |
|  Aveanna Healthcare LLC, Senior Secured First Lien, 7.42% (1 mo. SOFR US + 3.75%), 09/17/2032, (0.00% Floor) (Callable 05/01/2026) | Aveanna Healthcare LLC, Senior Secured First Lien, 7.42% (1 mo. SOFR US + 3.75%), 09/17/2032, (0.00% Floor) (Callable 05/01/2026) | 44775 | 44806 |
|  Bausch + Lomb Corp., Senior Secured First Lien, 7.42% (1 mo. SOFR US + 3.75%), 01/15/2031, (0.00% Floor) (Callable 05/01/2026) | Bausch + Lomb Corp., Senior Secured First Lien, 7.42% (1 mo. SOFR US + 3.75%), 01/15/2031, (0.00% Floor) (Callable 05/01/2026) | 99525 | 99867 |
|  BioMarin Pharmaceutical, Inc., 5.42% (1 mo. Term SOFR + 1.75%), 01/29/2033 (Callable 05/01/2026) | BioMarin Pharmaceutical, Inc., 5.42% (1 mo. Term SOFR + 1.75%), 01/29/2033 (Callable 05/01/2026) | 40000 | 39950 |
|  Camelot US Acquisition LLC, Senior Secured First Lien, 6.42% (1 mo. SOFR US + 2.75%), 01/31/2031, (0.00% Floor) (Callable 05/01/2026) | Camelot US Acquisition LLC, Senior Secured First Lien, 6.42% (1 mo. SOFR US + 2.75%), 01/31/2031, (0.00% Floor) (Callable 05/01/2026) | 20000 | 17379 |
|  CompoSecure Holdings LLC, Senior Secured First Lien, 5.93% (1 mo. SOFR US + 2.25%), 01/14/2033, (0.00% Floor) | CompoSecure Holdings LLC, Senior Secured First Lien, 5.93% (1 mo. SOFR US + 2.25%), 01/14/2033, (0.00% Floor) | 30000 | 29981 |
|  Eagle Parent Corp., Senior Secured First Lien, 7.95% (3 mo. SOFR US + 4.25%), 04/02/2029, (0.50% Floor) (Callable 05/01/2026) | Eagle Parent Corp., Senior Secured First Lien, 7.95% (3 mo. SOFR US + 4.25%), 04/02/2029, (0.50% Floor) (Callable 05/01/2026) | 39109 | 39235 |
|  First Advantage Holdings LLC, Senior Secured First Lien, 6.45% (3 mo. SOFR US + 2.75%), 10/31/2031, (0.00% Floor) (Callable 05/01/2026) | First Advantage Holdings LLC, Senior Secured First Lien, 6.45% (3 mo. SOFR US + 2.75%), 10/31/2031, (0.00% Floor) (Callable 05/01/2026) | 19764 | 19286 |
|  Froneri US, Inc., Senior Secured First Lien, 5.88% (6 mo. SOFR US + 2.25%), 09/30/2032, (0.00% Floor) (Callable 05/01/2026) | Froneri US, Inc., Senior Secured First Lien, 5.88% (6 mo. SOFR US + 2.25%), 09/30/2032, (0.00% Floor) (Callable 05/01/2026) | 89775 | 88211 |
|  Gainwell Acquisition Corp., Senior Secured First Lien, 7.90% (3 mo. SOFR US + 4.00%), 10/01/2027, (0.75% Floor) (Callable 05/01/2026) | Gainwell Acquisition Corp., Senior Secured First Lien, 7.90% (3 mo. SOFR US + 4.00%), 10/01/2027, (0.75% Floor) (Callable 05/01/2026) | 90930 | 88468 |
|  Garda World Security Corp., Senior Secured First Lien, 6.42% (3 mo. SOFR US + 2.75%), 02/01/2029, (0.00% Floor) (Callable 05/01/2026) | Garda World Security Corp., Senior Secured First Lien, 6.42% (3 mo. SOFR US + 2.75%), 02/01/2029, (0.00% Floor) (Callable 05/01/2026) | 14104 | 14033 |
|  Genmab AS, Senior Secured First Lien, 6.70% (3 mo. SOFR US + 3.00%), 12/13/2032, (0.00% Floor) (Callable 05/01/2026) | Genmab AS, Senior Secured First Lien, 6.70% (3 mo. SOFR US + 3.00%), 12/13/2032, (0.00% Floor) (Callable 05/01/2026) | 29250 | 29394 |
|  Golden State Foods LLC, Senior Secured First Lien, 7.20% (3 mo. SOFR US + 3.50%), 12/04/2031, (0.00% Floor) (Callable 05/01/2026) | Golden State Foods LLC, Senior Secured First Lien, 7.20% (3 mo. SOFR US + 3.50%), 12/04/2031, (0.00% Floor) (Callable 05/01/2026) | 24725 | 24789 |
|  Grant Thornton Advisors LLC, Senior Secured First Lien, 6.42% (1 mo. SOFR US + 2.75%), 05/30/2031, (0.00% Floor) (Callable 05/01/2026) | Grant Thornton Advisors LLC, Senior Secured First Lien, 6.42% (1 mo. SOFR US + 2.75%), 05/30/2031, (0.00% Floor) (Callable 05/01/2026) | 124449 | 116489 |
|  Herc Holdings, Inc., Senior Secured First Lien, 5.43% (1 mo. SOFR US + 1.75%), 06/02/2032, (0.00% Floor) (Callable 05/01/2026) | Herc Holdings, Inc., Senior Secured First Lien, 5.43% (1 mo. SOFR US + 1.75%), 06/02/2032, (0.00% Floor) (Callable 05/01/2026) | 14963 | 15009 |
|  Hopper Merger Sub, Inc., 6.67% (1 mo. Term SOFR + 2.25%), 01/14/2033 (Callable 05/01/2026) | Hopper Merger Sub, Inc., 6.67% (1 mo. Term SOFR + 2.25%), 01/14/2033 (Callable 05/01/2026) | 360000 | 356153 |
|  ION Platform Finance US, Inc., Senior Secured First Lien, 7.45% (3 mo. SOFR US + 3.75%), 09/30/2032, (0.00% Floor) (Callable 05/01/2026) | ION Platform Finance US, Inc., Senior Secured First Lien, 7.45% (3 mo. SOFR US + 3.75%), 09/30/2032, (0.00% Floor) (Callable 05/01/2026) | 70000 | 56641 |
|  Lavender US HoldCo 1, Inc., Senior Secured First Lien, 6.95% (3 mo. SOFR US + 3.25%), 12/30/2032, (0.00% Floor) (Callable 05/01/2026) | Lavender US HoldCo 1, Inc., Senior Secured First Lien, 6.95% (3 mo. SOFR US + 3.25%), 12/30/2032, (0.00% Floor) (Callable 05/01/2026) | 29925 | 29551 |
|  LifePoint Health, Inc., Senior Secured First Lien, 7.42% (3 mo. SOFR US + 3.75%), 05/19/2031, (0.00% Floor) (Callable 05/01/2026) | LifePoint Health, Inc., Senior Secured First Lien, 7.42% (3 mo. SOFR US + 3.75%), 05/19/2031, (0.00% Floor) (Callable 05/01/2026) | 71746 | 71849 |
|  Medline Borrower LP, Senior Secured First Lien, 5.42% (1 mo. SOFR US + 1.75%), 10/23/2030, (0.50% Floor) (Callable 05/01/2026) | Medline Borrower LP, Senior Secured First Lien, 5.42% (1 mo. SOFR US + 1.75%), 10/23/2030, (0.50% Floor) (Callable 05/01/2026) | 330154 | 330927 |
|  Opal US LLC, Senior Secured First Lien, 6.70% (3 mo. SOFR US + 3.00%), 04/23/2032, (0.00% Floor) (Callable 05/01/2026) | Opal US LLC, Senior Secured First Lien, 6.70% (3 mo. SOFR US + 3.00%), 04/23/2032, (0.00% Floor) (Callable 05/01/2026) | 303475 | 303665 |
|  Pacific Dental Services, Inc., Senior Secured First Lien, 6.18% (1 mo. SOFR US + 2.50%), 03/17/2031, (0.00% Floor) (Callable 05/01/2026) | Pacific Dental Services, Inc., Senior Secured First Lien, 6.18% (1 mo. SOFR US + 2.50%), 03/17/2031, (0.00% Floor) (Callable 05/01/2026) | 24875 | 24921 |
|  Primo Brands Corp., 6.43% (1 mo. Term SOFR + 2.75%), 03/31/2031 (Callable 05/01/2026) | Primo Brands Corp., 6.43% (1 mo. Term SOFR + 2.75%), 03/31/2031 (Callable 05/01/2026) | 40000 | 40112 |
|  Pye-Barker Fire & Safety LLC, Senior Secured First Lien, 6.21% (3 mo. SOFR US + 2.50%), 12/16/2032, (0.00% Floor) (Callable 05/01/2026) | Pye-Barker Fire & Safety LLC, Senior Secured First Lien, 6.21% (3 mo. SOFR US + 2.50%), 12/16/2032, (0.00% Floor) (Callable 05/01/2026) | 17400 | 17447 |
|  Pye-Barker Fire & Safety LLC, First Lien, 6.26% (1 mo. Term SOFR + 2.50%), 12/16/2032 (Callable 05/01/2026) | Pye-Barker Fire & Safety LLC, First Lien, 6.26% (1 mo. Term SOFR + 2.50%), 12/16/2032 (Callable 05/01/2026) | 2600 | 2607 |
|  Radiology Partners, Inc., Senior Secured First Lien, 8.20% (3 mo. SOFR US + 4.50%), 06/30/2032, (0.00% Floor) (Callable 05/01/2026) | Radiology Partners, Inc., Senior Secured First Lien, 8.20% (3 mo. SOFR US + 4.50%), 06/30/2032, (0.00% Floor) (Callable 05/01/2026) | 64675 | 63832 |
|  Savor Acquisition, Inc., Senior Secured First Lien, 6.67% (3 mo. SOFR US + 3.00%), 02/19/2032, (0.00% Floor) (Callable 05/01/2026) | Savor Acquisition, Inc., Senior Secured First Lien, 6.67% (3 mo. SOFR US + 3.00%), 02/19/2032, (0.00% Floor) (Callable 05/01/2026) | 36278 | 36368 |
|  Savor Acquisition, Inc., First Lien, 7.56% (1 mo. Term SOFR + 3.00%), 02/19/2032 (Callable 05/01/2026) | Savor Acquisition, Inc., First Lien, 7.56% (1 mo. Term SOFR + 3.00%), 02/19/2032 (Callable 05/01/2026) | 3448 | 3457 |
|  Select Medical Corp., 6.93% (1 mo. Term SOFR + 3.00%), 12/03/2031 (Callable 05/01/2026) | Select Medical Corp., 6.93% (1 mo. Term SOFR + 3.00%), 12/03/2031 (Callable 05/01/2026) | 30000 | 29963 |
|  Southern Veterinary Partners LLC, Senior Secured First Lien, 6.18% (1 mo. SOFR US + 2.50%), 12/04/2031, (0.00% Floor) (Callable 05/01/2026) | Southern Veterinary Partners LLC, Senior Secured First Lien, 6.18% (1 mo. SOFR US + 2.50%), 12/04/2031, (0.00% Floor) (Callable 05/01/2026) | 119699 | 118822 |
|  Team Health Holdings, Inc., Senior Secured First Lien, 7.66% (3 mo. SOFR US + 4.00%), 06/30/2028, (0.00% Floor) (Callable 05/01/2026) | Team Health Holdings, Inc., Senior Secured First Lien, 7.66% (3 mo. SOFR US + 4.00%), 06/30/2028, (0.00% Floor) (Callable 05/01/2026) | 34738 | 34665 |
|  United Rentals North America, Inc., Senior Secured First Lien, 5.17% (1 mo. SOFR US + 1.50%), 02/14/2031, (0.00% Floor) (Callable 05/01/2026) | United Rentals North America, Inc., Senior Secured First Lien, 5.17% (1 mo. SOFR US + 1.50%), 02/14/2031, (0.00% Floor) (Callable 05/01/2026) | 58352 | 58681 |
|  Veritiv Operating Co., Senior Secured First Lien, 7.70% (3 mo. SOFR US + 4.00%), 11/29/2030, (0.00% Floor) (Callable 05/01/2026) | Veritiv Operating Co., Senior Secured First Lien, 7.70% (3 mo. SOFR US + 4.00%), 11/29/2030, (0.00% Floor) (Callable 05/01/2026) | 24712 | 24076 |
|  Vestis Corp., Senior Secured First Lien, 5.92% (3 mo. SOFR US + 2.25%), 02/24/2031, (0.00% Floor) (Callable 05/01/2026) | Vestis Corp., Senior Secured First Lien, 5.92% (3 mo. SOFR US + 2.25%), 02/24/2031, (0.00% Floor) (Callable 05/01/2026) | 43862 | 42436 |
|  Wand NewCo 3, Inc., Senior Secured First Lien, 6.17% (1 mo. SOFR US + 2.50%), 01/30/2031, (0.00% Floor) (Callable 05/01/2026) | Wand NewCo 3, Inc., Senior Secured First Lien, 6.17% (1 mo. SOFR US + 2.50%), 01/30/2031, (0.00% Floor) (Callable 05/01/2026) | 65929 | 65480 |
|  |  |  | 2539352 |
| **Energy - 0.3%** | **Energy - 0.3%** | **Energy - 0.3%** | **Energy - 0.3%** |
|  Apro LLC, Senior Secured First Lien, 7.43% (1 mo. SOFR US + 3.75%), 07/09/2031, (0.00% Floor) (Callable 05/01/2026) | Apro LLC, Senior Secured First Lien, 7.43% (1 mo. SOFR US + 3.75%), 07/09/2031, (0.00% Floor) (Callable 05/01/2026) | 54224 | 54462 |
|  Freeport LNG Investments LLLP, Senior Secured First Lien, 6.89% (3 mo. SOFR US + 3.25%), 01/31/2033, (0.00% Floor) (Callable 05/01/2026) | Freeport LNG Investments LLLP, Senior Secured First Lien, 6.89% (3 mo. SOFR US + 3.25%), 01/31/2033, (0.00% Floor) (Callable 05/01/2026) | 65000 | 65109 |
|  Hilcorp Energy I LP, Senior Secured First Lien, 5.43% (1 mo. SOFR US + 1.75%), 02/11/2030, (0.00% Floor) | Hilcorp Energy I LP, Senior Secured First Lien, 5.43% (1 mo. SOFR US + 1.75%), 02/11/2030, (0.00% Floor) | 178424 | 178647 |
|  Long Ridge Energy T/L B (2/25), Senior Secured First Lien, 8.20% (3 mo. SOFR US + 4.50%), 02/09/2032, (0.00% Floor) | Long Ridge Energy T/L B (2/25), Senior Secured First Lien, 8.20% (3 mo. SOFR US + 4.50%), 02/09/2032, (0.00% Floor) | 153450 | 152395 |
|  NGL Energy Operating LLC, Senior Secured First Lien, 7.18% (1 mo. SOFR US + 3.50%), 03/11/2033, (0.00% Floor) (Callable 05/01/2026) | NGL Energy Operating LLC, Senior Secured First Lien, 7.18% (1 mo. SOFR US + 3.50%), 03/11/2033, (0.00% Floor) (Callable 05/01/2026) | 15000 | 15035 |
|  WhiteWater Matterhorn Holdings LLC, Senior Secured First Lien, 5.45% (3 mo. SOFR US + 1.75%), 06/16/2032, (0.00% Floor) (Callable 05/01/2026) | WhiteWater Matterhorn Holdings LLC, Senior Secured First Lien, 5.45% (3 mo. SOFR US + 1.75%), 06/16/2032, (0.00% Floor) (Callable 05/01/2026) | 24963 | 24879 |
|  |  |  | 490527 |
| **Financial - 0.4%** | **Financial - 0.4%** | **Financial - 0.4%** | **Financial - 0.4%** |
|  Acrisure LLC, Senior Secured First Lien, 6.67% (1 mo. SOFR US + 3.00%), 11/06/2030, (0.00% Floor) (Callable 05/01/2026) | Acrisure LLC, Senior Secured First Lien, 6.67% (1 mo. SOFR US + 3.00%), 11/06/2030, (0.00% Floor) (Callable 05/01/2026) | 116005 | 112612 |
|  Alera Group, Inc., Senior Secured First Lien, 6.42% (1 mo. SOFR US + 2.75%), 05/28/2032, (0.00% Floor) (Callable 05/01/2026) | Alera Group, Inc., Senior Secured First Lien, 6.42% (1 mo. SOFR US + 2.75%), 05/28/2032, (0.00% Floor) (Callable 05/01/2026) | 44775 | 43521 |
|  AmWINS Group, Inc., Senior Secured First Lien, 5.67% (1 mo. SOFR US + 2.00%), 01/30/2032, (0.00% Floor) (Callable 05/01/2026) | AmWINS Group, Inc., Senior Secured First Lien, 5.67% (1 mo. SOFR US + 2.00%), 01/30/2032, (0.00% Floor) (Callable 05/01/2026) | 44412 | 44169 |
| Ardonagh Group Finco Pty Ltd., Senior Secured First Lien | Ardonagh Group Finco Pty Ltd., Senior Secured First Lien | Ardonagh Group Finco Pty Ltd., Senior Secured First Lien | Ardonagh Group Finco Pty Ltd., Senior Secured First Lien |
| &nbsp;&nbsp; 6.37% (6 mo. SOFR US + 2.75%), 02/18/2031, (0.00% Floor) (Callable 05/01/2026) | &nbsp;&nbsp; 6.37% (6 mo. SOFR US + 2.75%), 02/18/2031, (0.00% Floor) (Callable 05/01/2026) | 51923 | 50787 |
| &nbsp;&nbsp; 6.45% (3 mo. SOFR US + 2.75%), 02/18/2031, (0.00% Floor) (Callable 05/01/2026) | &nbsp;&nbsp; 6.45% (3 mo. SOFR US + 2.75%), 02/18/2031, (0.00% Floor) (Callable 05/01/2026) | 2529 | 2474 |
|  Asurion LLC, First Lien, 7.92% (1 mo. Term SOFR + 4.25%), 09/19/2030 (Callable 05/01/2026) | Asurion LLC, First Lien, 7.92% (1 mo. Term SOFR + 4.25%), 09/19/2030 (Callable 05/01/2026) | 24850 | 24601 |
|  Asurion LLC, Senior Secured Second Lien, 9.15% (1 mo. SOFR US + 5.25%), 01/22/2029, (0.00% Floor) (Callable 05/01/2026) | Asurion LLC, Senior Secured Second Lien, 9.15% (1 mo. SOFR US + 5.25%), 01/22/2029, (0.00% Floor) (Callable 05/01/2026) | 3925 | 3906 |
|  Corpay Technologies Operating Co. LLC, Senior Secured First Lien, 5.42% (1 mo. SOFR US + 1.75%), 04/28/2028, (0.00% Floor) (Callable 05/01/2026) | Corpay Technologies Operating Co. LLC, Senior Secured First Lien, 5.42% (1 mo. SOFR US + 1.75%), 04/28/2028, (0.00% Floor) (Callable 05/01/2026) | 9875 | 9880 |
|  CPI Holdco B LLC, Senior Secured First Lien, 5.67% (1 mo. SOFR US + 2.00%), 05/19/2031, (0.00% Floor) | CPI Holdco B LLC, Senior Secured First Lien, 5.67% (1 mo. SOFR US + 2.00%), 05/19/2031, (0.00% Floor) | 29798 | 29639 |
|  Edelman Financial Engines Center LLC, Senior Secured Second Lien, 8.92% (1 mo. SOFR US + 5.25%), 10/06/2028, (0.00% Floor) (Callable 05/01/2026) | Edelman Financial Engines Center LLC, Senior Secured Second Lien, 8.92% (1 mo. SOFR US + 5.25%), 10/06/2028, (0.00% Floor) (Callable 05/01/2026) | 20000 | 19855 |
|  Eisner Advisory Group LLC, Senior Secured First Lien, 7.67% (1 mo. SOFR US + 4.00%), 02/28/2031, (0.50% Floor) (Callable 05/01/2026) | Eisner Advisory Group LLC, Senior Secured First Lien, 7.67% (1 mo. SOFR US + 4.00%), 02/28/2031, (0.50% Floor) (Callable 05/01/2026) | 34912 | 33341 |
|  Focus Financial Partners LLC, Senior Secured First Lien, 6.17% (1 mo. SOFR US + 2.50%), 09/15/2031, (0.00% Floor) (Callable 05/01/2026) | Focus Financial Partners LLC, Senior Secured First Lien, 6.17% (1 mo. SOFR US + 2.50%), 09/15/2031, (0.00% Floor) (Callable 05/01/2026) | 69649 | 67556 |
|  Hightower Holding LLC, Senior Secured First Lien, 6.41% (3 mo. SOFR US + 2.75%), 04/21/2028, (0.00% Floor) (Callable 05/01/2026) | Hightower Holding LLC, Senior Secured First Lien, 6.41% (3 mo. SOFR US + 2.75%), 04/21/2028, (0.00% Floor) (Callable 05/01/2026) | 113741 | 112746 |
|  OneDigital Borrower LLC, Senior Secured First Lien, 6.67% (1 mo. SOFR US + 3.00%), 07/02/2031, (0.50% Floor) (Callable 05/01/2026) | OneDigital Borrower LLC, Senior Secured First Lien, 6.67% (1 mo. SOFR US + 3.00%), 07/02/2031, (0.50% Floor) (Callable 05/01/2026) | 68627 | 66525 |
|  Sedgwick Claims Management Services, Inc., First Lien, 6.17% (3 mo. Term SOFR + 2.50%), 07/31/2031 (Callable 05/01/2026) | Sedgwick Claims Management Services, Inc., First Lien, 6.17% (3 mo. Term SOFR + 2.50%), 07/31/2031 (Callable 05/01/2026) | 35000 | 34413 |
|  Superannuation & Investments US LLC, Senior Secured First Lien, 6.17% (1 mo. SOFR US + 2.50%), 12/01/2028, (0.50% Floor) (Callable 05/01/2026) | Superannuation & Investments US LLC, Senior Secured First Lien, 6.17% (1 mo. SOFR US + 2.50%), 12/01/2028, (0.50% Floor) (Callable 05/01/2026) | 77719 | 77806 |
|  Trucordia Insurance Holdings LLC, First Lien, 6.92% (1 mo. Term SOFR + 3.25%), 06/17/2032 (Callable 05/01/2026) | Trucordia Insurance Holdings LLC, First Lien, 6.92% (1 mo. Term SOFR + 3.25%), 06/17/2032 (Callable 05/01/2026) | 9813 | 9077 |
|  Victory Capital Holdings, Inc., Senior Secured First Lien, 5.70% (3 mo. SOFR US + 2.00%), 09/23/2032, (0.00% Floor) (Callable 05/01/2026) | Victory Capital Holdings, Inc., Senior Secured First Lien, 5.70% (3 mo. SOFR US + 2.00%), 09/23/2032, (0.00% Floor) (Callable 05/01/2026) | 14925 | 14908 |
|  |  |  | 757816 |
| **Industrial - 1.1%** | **Industrial - 1.1%** | **Industrial - 1.1%** | **Industrial - 1.1%** |
|  Advanced Drainage Systems, Inc., Senior Secured First Lien, 5.30% (1 mo. SOFR US + 1.63%), 02/28/2033, (0.00% Floor) (Callable 05/01/2026) | Advanced Drainage Systems, Inc., Senior Secured First Lien, 5.30% (1 mo. SOFR US + 1.63%), 02/28/2033, (0.00% Floor) (Callable 05/01/2026) | 30000 | 30178 |
|  Aecom T/L B (03/26), Senior Secured First Lien, 5.17% (1 mo. SOFR US + 1.50%), 04/18/2031, (0.00% Floor) | Aecom T/L B (03/26), Senior Secured First Lien, 5.17% (1 mo. SOFR US + 1.50%), 04/18/2031, (0.00% Floor) | 154841 | 155542 |
|  Blackfin Pipeline LLC, Senior Secured First Lien, 6.69% (1 mo. SOFR US + 3.00%), 09/29/2032, (0.00% Floor) (Callable 05/01/2026) | Blackfin Pipeline LLC, Senior Secured First Lien, 6.69% (1 mo. SOFR US + 3.00%), 09/29/2032, (0.00% Floor) (Callable 05/01/2026) | 39900 | 40168 |
|  Chariot Buyer LLC, Senior Secured First Lien, 6.42% (1 mo. SOFR US + 2.75%), 09/08/2032, (0.00% Floor) (Callable 05/01/2026) | Chariot Buyer LLC, Senior Secured First Lien, 6.42% (1 mo. SOFR US + 2.75%), 09/08/2032, (0.00% Floor) (Callable 05/01/2026) | 49874 | 49478 |
|  Clean Harbors 9/25 T/L B, Senior Secured First Lien, 5.17% (1 mo. SOFR US + 1.50%), 09/24/2032, (0.00% Floor) | Clean Harbors 9/25 T/L B, Senior Secured First Lien, 5.17% (1 mo. SOFR US + 1.50%), 09/24/2032, (0.00% Floor) | 144638 | 145849 |
|  Clydesdale Acquisition Holdings, Inc., Senior Secured First Lien, 6.92% (1 mo. SOFR US + 3.25%), 04/01/2032, (0.50% Floor) (Callable 05/01/2026) | Clydesdale Acquisition Holdings, Inc., Senior Secured First Lien, 6.92% (1 mo. SOFR US + 3.25%), 04/01/2032, (0.50% Floor) (Callable 05/01/2026) | 177224 | 165993 |
|  Columbus McKinnon Corp./NY, Senior Secured First Lien, 7.20% (3 mo. SOFR US + 3.50%), 02/03/2033, (0.50% Floor) (Callable 05/01/2026) | Columbus McKinnon Corp./NY, Senior Secured First Lien, 7.20% (3 mo. SOFR US + 3.50%), 02/03/2033, (0.50% Floor) (Callable 05/01/2026) | 52911 | 52779 |
|  Construction Partners, Inc., Senior Secured First Lien, 6.17% (1 mo. SOFR US + 2.50%), 11/03/2031, (0.00% Floor) (Callable 05/01/2026) | Construction Partners, Inc., Senior Secured First Lien, 6.17% (1 mo. SOFR US + 2.50%), 11/03/2031, (0.00% Floor) (Callable 05/01/2026) | 44438 | 44486 |
|  DG Investment Intermediate Holdings 2, Inc., Senior Secured First Lien, 6.92% (1 mo. SOFR US + 3.25%), 07/12/2032, (0.00% Floor) | DG Investment Intermediate Holdings 2, Inc., Senior Secured First Lien, 6.92% (1 mo. SOFR US + 3.25%), 07/12/2032, (0.00% Floor) | 109725 | 109794 |
|  Dynasty Acquisition Co., Inc., Senior Secured First Lien, 5.67% (1 mo. SOFR US + 2.00%), 10/31/2031, (0.00% Floor) (Callable 05/01/2026) | Dynasty Acquisition Co., Inc., Senior Secured First Lien, 5.67% (1 mo. SOFR US + 2.00%), 10/31/2031, (0.00% Floor) (Callable 05/01/2026) | 94800 | 94960 |
|  Emrld Borrower LP, Senior Secured First Lien, 5.95% (3 mo. SOFR US + 2.25%), 08/04/2031, (0.00% Floor) (Callable 05/01/2026) | Emrld Borrower LP, Senior Secured First Lien, 5.95% (3 mo. SOFR US + 2.25%), 08/04/2031, (0.00% Floor) (Callable 05/01/2026) | 14776 | 14768 |
|  Graham Packaging Co., Inc., Senior Secured First Lien, 5.92% (1 mo. SOFR US + 2.25%), 01/26/2033, (0.00% Floor) (Callable 05/01/2026) | Graham Packaging Co., Inc., Senior Secured First Lien, 5.92% (1 mo. SOFR US + 2.25%), 01/26/2033, (0.00% Floor) (Callable 05/01/2026) | 65000 | 64445 |
|  Green Infrastructure Partners, Inc., Senior Secured First Lien, 6.45% (3 mo. SOFR US + 2.75%), 09/24/2032, (0.00% Floor) (Callable 05/01/2026) | Green Infrastructure Partners, Inc., Senior Secured First Lien, 6.45% (3 mo. SOFR US + 2.75%), 09/24/2032, (0.00% Floor) (Callable 05/01/2026) | 55000 | 55000 |
|  Kaman Corp., Senior Secured First Lien, 6.17% (1 mo. SOFR US + 2.50%), 02/26/2032, (0.50% Floor) (Callable 05/01/2026) | Kaman Corp., Senior Secured First Lien, 6.17% (1 mo. SOFR US + 2.50%), 02/26/2032, (0.50% Floor) (Callable 05/01/2026) | 0<sup>(k)</sup> | 0<sup>(k)</sup> |
|  Lsf12 Helix Parent LLC, Senior Secured First Lien, 7.17% (1 mo. SOFR US + 3.50%), 02/10/2033, (0.00% Floor) (Callable 05/01/2026) | Lsf12 Helix Parent LLC, Senior Secured First Lien, 7.17% (1 mo. SOFR US + 3.50%), 02/10/2033, (0.00% Floor) (Callable 05/01/2026) | 196000 | 193648 |
|  Madison Safety & Flow LLC, Senior Secured First Lien, 6.18% (1 mo. SOFR US + 2.50%), 09/26/2031, (0.00% Floor) (Callable 05/01/2026) | Madison Safety & Flow LLC, Senior Secured First Lien, 6.18% (1 mo. SOFR US + 2.50%), 09/26/2031, (0.00% Floor) (Callable 05/01/2026) | 19181 | 19213 |
|  MITER Brands Acquisition Holdco, Inc., Senior Secured First Lien, 6.42% (1 mo. SOFR US + 2.75%), 03/28/2031, (0.00% Floor) | MITER Brands Acquisition Holdco, Inc., Senior Secured First Lien, 6.42% (1 mo. SOFR US + 2.75%), 03/28/2031, (0.00% Floor) | 49550 | 45813 |
|  MX Holdings US, Inc., Senior Secured First Lien, 5.67% (1 mo. SOFR US + 2.00%), 03/17/2032, (0.00% Floor) (Callable 05/01/2026) | MX Holdings US, Inc., Senior Secured First Lien, 5.67% (1 mo. SOFR US + 2.00%), 03/17/2032, (0.00% Floor) (Callable 05/01/2026) | 14888 | 14944 |
|  Pinnacle Buyer LLC, Senior Secured First Lien, 6.16% (3 mo. SOFR US + 2.50%), 10/01/2032, (0.00% Floor) (Callable 05/01/2026) | Pinnacle Buyer LLC, Senior Secured First Lien, 6.16% (3 mo. SOFR US + 2.50%), 10/01/2032, (0.00% Floor) (Callable 05/01/2026) | 12549 | 12579 |
|  Pinnacle Buyer LLC, First Lien, 7.22% (1 mo. Term SOFR + 2.50%), 10/01/2032 (Callable 05/01/2026) | Pinnacle Buyer LLC, First Lien, 7.22% (1 mo. Term SOFR + 2.50%), 10/01/2032 (Callable 05/01/2026) | 2419 | 2425 |
|  Project Aurora US Finco, Inc., Senior Secured First Lien, 6.45% (3 mo. SOFR US + 2.75%), 12/05/2032, (0.00% Floor) (Callable 05/01/2026) | Project Aurora US Finco, Inc., Senior Secured First Lien, 6.45% (3 mo. SOFR US + 2.75%), 12/05/2032, (0.00% Floor) (Callable 05/01/2026) | 19950 | 20012 |
|  Quikrete Holdings, Inc., Senior Secured First Lien, 5.92% (1 mo. SOFR US + 2.25%), 02/10/2032, (0.00% Floor) (Callable 05/01/2026) | Quikrete Holdings, Inc., Senior Secured First Lien, 5.92% (1 mo. SOFR US + 2.25%), 02/10/2032, (0.00% Floor) (Callable 05/01/2026) | 371050 | 370819 |
| Signia Aerospace LLC, Senior Secured First Lien | Signia Aerospace LLC, Senior Secured First Lien | Signia Aerospace LLC, Senior Secured First Lien | Signia Aerospace LLC, Senior Secured First Lien |
| &nbsp;&nbsp; 6.42% (3 mo. SOFR US + 2.75%), 12/11/2031, (0.50% Floor) (Callable 05/01/2026) | &nbsp;&nbsp; 6.42% (3 mo. SOFR US + 2.75%), 12/11/2031, (0.50% Floor) (Callable 05/01/2026) | 60712 | 60939 |
| &nbsp;&nbsp; 6.45% (3 mo. SOFR US + 2.75%), 12/11/2031, (0.50% Floor) (Callable 05/01/2026) | &nbsp;&nbsp; 6.45% (3 mo. SOFR US + 2.75%), 12/11/2031, (0.50% Floor) (Callable 05/01/2026) | 827 | 830 |
|  Signia Aerospace LLC, First Lien, 7.06% (3 mo. Term SOFR + 2.75%), 12/11/2031 (Callable 05/01/2026) | Signia Aerospace LLC, First Lien, 7.06% (3 mo. Term SOFR + 2.75%), 12/11/2031 (Callable 05/01/2026) | 3000 | 3011 |
|  Tecta America Corp., Senior Secured First Lien, 6.42% (1 mo. SOFR US + 2.75%), 02/18/2032, (0.00% Floor) (Callable 05/01/2026) | Tecta America Corp., Senior Secured First Lien, 6.42% (1 mo. SOFR US + 2.75%), 02/18/2032, (0.00% Floor) (Callable 05/01/2026) | 44663 | 44554 |
| TransDigm, Inc., Senior Secured First Lien | TransDigm, Inc., Senior Secured First Lien | TransDigm, Inc., Senior Secured First Lien | TransDigm, Inc., Senior Secured First Lien |
| &nbsp;&nbsp; 5.92% (1 mo. SOFR US + 2.25%), 03/22/2030, (0.00% Floor) (Callable 05/01/2026) | &nbsp;&nbsp; 5.92% (1 mo. SOFR US + 2.25%), 03/22/2030, (0.00% Floor) (Callable 05/01/2026) | 29477 | 29510 |
| &nbsp;&nbsp; 6.17% (1 mo. SOFR US + 2.50%), 02/28/2031, (0.00% Floor) (Callable 05/01/2026) | &nbsp;&nbsp; 6.17% (1 mo. SOFR US + 2.50%), 02/28/2031, (0.00% Floor) (Callable 05/01/2026) | 48939 | 49001 |
| &nbsp;&nbsp; 6.17% (1 mo. SOFR US + 2.50%), 01/20/2032, (0.00% Floor) (Callable 05/01/2026) | &nbsp;&nbsp; 6.17% (1 mo. SOFR US + 2.50%), 01/20/2032, (0.00% Floor) (Callable 05/01/2026) | 39276 | 39318 |
| &nbsp;&nbsp; 6.17% (1 mo. SOFR US + 2.50%), 02/10/2033, (0.00% Floor) (Callable 05/01/2026) | &nbsp;&nbsp; 6.17% (1 mo. SOFR US + 2.50%), 02/10/2033, (0.00% Floor) (Callable 05/01/2026) | 20000 | 20033 |
|  Trident TPI Holdings, Inc., Senior Secured First Lien, 7.45% (3 mo. SOFR US + 3.75%), 09/18/2028, (0.50% Floor) (Callable 05/01/2026) | Trident TPI Holdings, Inc., Senior Secured First Lien, 7.45% (3 mo. SOFR US + 3.75%), 09/18/2028, (0.50% Floor) (Callable 05/01/2026) | 19887 | 18883 |
|  VSE Corp., 5.69%, 03/17/2033 | VSE Corp., 5.69%, 03/17/2033 | 20000 | 20004 |
|  |  |  | 1988976 |
| **Technology - 0.8%** | **Technology - 0.8%** | **Technology - 0.8%** | **Technology - 0.8%** |
|  Applied Systems, Inc., Senior Secured Second Lien, 8.17% (3 mo. SOFR US + 4.50%), 02/23/2032, (0.00% Floor) | Applied Systems, Inc., Senior Secured Second Lien, 8.17% (3 mo. SOFR US + 4.50%), 02/23/2032, (0.00% Floor) | 10000 | 9906 |
|  Ascend Learning LLC, First Lien, 6.67% (1 mo. Term SOFR + 3.00%), 12/11/2028 (Callable 05/01/2026) | Ascend Learning LLC, First Lien, 6.67% (1 mo. Term SOFR + 3.00%), 12/11/2028 (Callable 05/01/2026) | 0<sup>(k)</sup> | 0<sup>(k)</sup> |
|  AthenaHealth Group, Inc., Senior Secured First Lien, 6.42% (1 mo. SOFR US + 2.75%), 02/15/2029, (0.50% Floor) (Callable 05/01/2026) | AthenaHealth Group, Inc., Senior Secured First Lien, 6.42% (1 mo. SOFR US + 2.75%), 02/15/2029, (0.50% Floor) (Callable 05/01/2026) | 24937 | 24516 |
|  Boxer Parent Co., Inc., Senior Secured First Lien, 6.67% (3 mo. SOFR US + 3.00%), 07/30/2031, (0.00% Floor) (Callable 05/01/2026) | Boxer Parent Co., Inc., Senior Secured First Lien, 6.67% (3 mo. SOFR US + 3.00%), 07/30/2031, (0.00% Floor) (Callable 05/01/2026) | 89100 | 82854 |
|  CACI International, Inc., Senior Secured First Lien, 5.42% (1 mo. SOFR US + 1.75%), 10/30/2031, (0.00% Floor) (Callable 05/01/2026) | CACI International, Inc., Senior Secured First Lien, 5.42% (1 mo. SOFR US + 1.75%), 10/30/2031, (0.00% Floor) (Callable 05/01/2026) | 217151 | 217694 |
|  Clearwater Analytics LLC, Senior Secured First Lien, 5.67% (1 mo. SOFR US + 2.00%), 04/21/2032, (0.00% Floor) (Callable 05/01/2026) | Clearwater Analytics LLC, Senior Secured First Lien, 5.67% (1 mo. SOFR US + 2.00%), 04/21/2032, (0.00% Floor) (Callable 05/01/2026) | 159200 | 159250 |
| Cloud Software Group, Inc., Senior Secured First Lien | Cloud Software Group, Inc., Senior Secured First Lien | Cloud Software Group, Inc., Senior Secured First Lien | Cloud Software Group, Inc., Senior Secured First Lien |
| &nbsp;&nbsp; 6.95% (3 mo. SOFR US + 3.25%), 03/24/2031, (0.00% Floor) (Callable 05/01/2026) | &nbsp;&nbsp; 6.95% (3 mo. SOFR US + 3.25%), 03/24/2031, (0.00% Floor) (Callable 05/01/2026) | 197906 | 181875 |
| &nbsp;&nbsp; 6.95% (3 mo. SOFR US + 3.25%), 08/16/2032, (0.00% Floor) (Callable 05/01/2026) | &nbsp;&nbsp; 6.95% (3 mo. SOFR US + 3.25%), 08/16/2032, (0.00% Floor) (Callable 05/01/2026) | 9975 | 9156 |
| Cotiviti, Inc., Senior Secured First Lien | Cotiviti, Inc., Senior Secured First Lien | Cotiviti, Inc., Senior Secured First Lien | Cotiviti, Inc., Senior Secured First Lien |
| &nbsp;&nbsp; 6.42% (1 mo. SOFR US + 2.75%), 05/01/2031, (0.00% Floor) (Callable 05/01/2026) | &nbsp;&nbsp; 6.42% (1 mo. SOFR US + 2.75%), 05/01/2031, (0.00% Floor) (Callable 05/01/2026) | 33710 | 31140 |
| &nbsp;&nbsp; 6.42% (1 mo. SOFR US + 2.75%), 03/29/2032, (0.00% Floor) (Callable 05/01/2026) | &nbsp;&nbsp; 6.42% (1 mo. SOFR US + 2.75%), 03/29/2032, (0.00% Floor) (Callable 05/01/2026) | 24813 | 22902 |
|  Dayforce Bidco LLC, Senior Secured First Lien, 6.66% (3 mo. SOFR US + 3.00%), 02/04/2033, (0.00% Floor) (Callable 05/01/2026) | Dayforce Bidco LLC, Senior Secured First Lien, 6.66% (3 mo. SOFR US + 3.00%), 02/04/2033, (0.00% Floor) (Callable 05/01/2026) | 120000 | 113833 |
|  Kaseya, Inc., Senior Secured First Lien, 6.92% (1 mo. SOFR US + 3.25%), 03/22/2032, (0.00% Floor) (Callable 05/01/2026) | Kaseya, Inc., Senior Secured First Lien, 6.92% (1 mo. SOFR US + 3.25%), 03/22/2032, (0.00% Floor) (Callable 05/01/2026) | 163350 | 153020 |
|  McAfee Corp., Senior Secured First Lien, 6.67% (1 mo. SOFR US + 3.00%), 03/01/2029, (0.50% Floor) (Callable 05/01/2026) | McAfee Corp., Senior Secured First Lien, 6.67% (1 mo. SOFR US + 3.00%), 03/01/2029, (0.50% Floor) (Callable 05/01/2026) | 13606 | 12195 |
|  Mitchell International, Inc., Senior Secured First Lien, 6.67% (1 mo. SOFR US + 3.00%), 06/17/2031, (0.00% Floor) (Callable 05/01/2026) | Mitchell International, Inc., Senior Secured First Lien, 6.67% (1 mo. SOFR US + 3.00%), 06/17/2031, (0.00% Floor) (Callable 05/01/2026) | 62135 | 59458 |
|  Mitchell International, Inc., Senior Secured Second Lien, 8.92% (1 mo. SOFR US + 5.25%), 06/17/2032, (0.00% Floor) (Callable 05/01/2026) | Mitchell International, Inc., Senior Secured Second Lien, 8.92% (1 mo. SOFR US + 5.25%), 06/17/2032, (0.00% Floor) (Callable 05/01/2026) | 10000 | 9059 |
|  OAK-Eagle Acquireco, Inc., 7.21% (1 mo. Term SOFR + 3.50%), 03/24/2033 (Callable 05/01/2026) | OAK-Eagle Acquireco, Inc., 7.21% (1 mo. Term SOFR + 3.50%), 03/24/2033 (Callable 05/01/2026) | 260000 | 258700 |
|  RealPage, Inc., Senior Secured First Lien, 7.45% (3 mo. SOFR US + 3.75%), 04/24/2028, (0.50% Floor) (Callable 05/01/2026) | RealPage, Inc., Senior Secured First Lien, 7.45% (3 mo. SOFR US + 3.75%), 04/24/2028, (0.50% Floor) (Callable 05/01/2026) | 59699 | 58140 |
|  UKG, Inc., Senior Secured First Lien, 6.17% (3 mo. SOFR US + 2.50%), 02/10/2031, (0.00% Floor) (Callable 05/01/2026) | UKG, Inc., Senior Secured First Lien, 6.17% (3 mo. SOFR US + 2.50%), 02/10/2031, (0.00% Floor) (Callable 05/01/2026) | 59887 | 57308 |
|  Zelis Payments Buyer, Inc., Senior Secured First Lien, 6.92% (1 mo. SOFR US + 3.25%), 11/26/2031, (0.00% Floor) (Callable 05/01/2026) | Zelis Payments Buyer, Inc., Senior Secured First Lien, 6.92% (1 mo. SOFR US + 3.25%), 11/26/2031, (0.00% Floor) (Callable 05/01/2026) | 54337 | 52714 |
|  |  |  | 1513720 |
| **Utilities - 0.2%** | **Utilities - 0.2%** | **Utilities - 0.2%** | **Utilities - 0.2%** |
|  Meade Pipeline Co. LLC, Senior Secured First Lien, 5.69% (3 mo. SOFR US + 2.00%), 09/22/2032, (0.00% Floor) (Callable 05/01/2026) | Meade Pipeline Co. LLC, Senior Secured First Lien, 5.69% (3 mo. SOFR US + 2.00%), 09/22/2032, (0.00% Floor) (Callable 05/01/2026) | 35000 | 35058 |
|  NRG Energy, Inc., Senior Secured First Lien, 5.62% (3 mo. SOFR US + 1.75%), 04/16/2031, (0.00% Floor) | NRG Energy, Inc., Senior Secured First Lien, 5.62% (3 mo. SOFR US + 1.75%), 04/16/2031, (0.00% Floor) | 325911 | 326954 |
|  |  |  | 362012 |
| **TOTAL BANK LOANS** (Cost $12,751,856) | **TOTAL BANK LOANS** (Cost $12,751,856) | **TOTAL BANK LOANS** (Cost $12,751,856) | 12607999 |
| **ASSET-BACKED SECURITIES - 6.9%** | **ASSET-BACKED SECURITIES - 6.9%** | **Par**  | **Value**  |
|  ACE Securities Corp., Series 2007-D1, Class A4, 6.93%, 02/25/2038 (Callable 06/25/2028) <sup>(b)(c)</sup> | ACE Securities Corp., Series 2007-D1, Class A4, 6.93%, 02/25/2038 (Callable 06/25/2028) <sup>(b)(c)</sup> | 141253 | 124754 |
|  ACREC Trust, Series 2021-FL1, Class C, 5.94% (1 mo. Term SOFR + 2.26%), 10/16/2036, (2.15% Floor) (Callable 04/16/2026) <sup>(b)</sup> | ACREC Trust, Series 2021-FL1, Class C, 5.94% (1 mo. Term SOFR + 2.26%), 10/16/2036, (2.15% Floor) (Callable 04/16/2026) <sup>(b)</sup> | 375000 | 375218 |
|  Affirm, Inc., Series 2025-1A, Class D, 5.62%, 02/15/2033 (Callable 02/15/2027) <sup>(b)</sup> | Affirm, Inc., Series 2025-1A, Class D, 5.62%, 02/15/2033 (Callable 02/15/2027) <sup>(b)</sup> | 250000 | 251189 |
|  AMSR Trust, Series 2021-SFR3, Class H, 4.90%, 10/17/2038 <sup>(b)</sup> | AMSR Trust, Series 2021-SFR3, Class H, 4.90%, 10/17/2038 <sup>(b)</sup> | 550000 | 544230 |
|  Apollo Aviation Securitization Equity Trust, Series 2024-2A, Class B, 6.61%, 09/16/2049 <sup>(b)</sup> | Apollo Aviation Securitization Equity Trust, Series 2024-2A, Class B, 6.61%, 09/16/2049 <sup>(b)</sup> | 134120 | 134822 |
|  Aqua Finance Trust, Series 2021-A, Class A, 1.54%, 07/17/2046 (Callable 05/17/2028) <sup>(b)</sup> | Aqua Finance Trust, Series 2021-A, Class A, 1.54%, 07/17/2046 (Callable 05/17/2028) <sup>(b)</sup> | 28073 | 25752 |
| AutoNation Finance Trust | AutoNation Finance Trust | AutoNation Finance Trust | AutoNation Finance Trust |
| &nbsp;&nbsp; Series 2025-1A, Class C, 5.19%, 12/10/2030 (Callable 10/10/2028) <sup>(b)</sup> | &nbsp;&nbsp; Series 2025-1A, Class C, 5.19%, 12/10/2030 (Callable 10/10/2028) <sup>(b)</sup> | 45000 | 45519 |
| &nbsp;&nbsp; Series 2025-1A, Class D, 5.63%, 09/10/2032 (Callable 10/10/2028) <sup>(b)</sup> | &nbsp;&nbsp; Series 2025-1A, Class D, 5.63%, 09/10/2032 (Callable 10/10/2028) <sup>(b)</sup> | 25000 | 25195 |
| &nbsp;&nbsp; Series 2026-1A, Class D, 5.07%, 01/11/2034 (Callable 08/11/2029) <sup>(b)</sup> | &nbsp;&nbsp; Series 2026-1A, Class D, 5.07%, 01/11/2034 (Callable 08/11/2029) <sup>(b)</sup> | 70000 | 69708 |
|  Blackbird Capital Aircraft, Series 2021-1A, Class A, 2.44%, 07/15/2046 (Callable 07/15/2028) <sup>(b)</sup> | Blackbird Capital Aircraft, Series 2021-1A, Class A, 2.44%, 07/15/2046 (Callable 07/15/2028) <sup>(b)</sup> | 153545 | 145412 |
|  Blue Stream Communications LLC, Series 2024-1A, Class B, 6.04%, 11/20/2054 (Callable 05/20/2028) <sup>(b)</sup> | Blue Stream Communications LLC, Series 2024-1A, Class B, 6.04%, 11/20/2054 (Callable 05/20/2028) <sup>(b)</sup> | 250000 | 252102 |
|  Citigroup Mortgage Loan Trust, Inc., Series 2015-RP2, Class B4, 4.25%, 01/25/2053 (Callable 02/25/2031) <sup>(b)</sup> | Citigroup Mortgage Loan Trust, Inc., Series 2015-RP2, Class B4, 4.25%, 01/25/2053 (Callable 02/25/2031) <sup>(b)</sup> | 310454 | 302272 |
|  Consolidated Communications LLC, Series 2025-4A, Class A2, 5.52%, 12/20/2055 (Callable 12/20/2028) <sup>(b)</sup> | Consolidated Communications LLC, Series 2025-4A, Class A2, 5.52%, 12/20/2055 (Callable 12/20/2028) <sup>(b)</sup> | 115000 | 115539 |
| DataBank Issuer | DataBank Issuer | DataBank Issuer | DataBank Issuer |
| &nbsp;&nbsp; Series 2023-1A, Class A2, 5.12%, 02/25/2053 (Callable 04/25/2026) <sup>(b)</sup> | &nbsp;&nbsp; Series 2023-1A, Class A2, 5.12%, 02/25/2053 (Callable 04/25/2026) <sup>(b)</sup> | 250000 | 246751 |
| &nbsp;&nbsp; Series 2026-1A, Class B, 6.49%, 02/25/2056 (Callable 02/25/2029) <sup>(b)</sup> | &nbsp;&nbsp; Series 2026-1A, Class B, 6.49%, 02/25/2056 (Callable 02/25/2029) <sup>(b)</sup> | 65000 | 64399 |
|  DB Master Finance Parent LLC, Series 2025-1A, Class A2II, 5.17%, 08/20/2055 (Callable 11/20/2029) <sup>(b)</sup> | DB Master Finance Parent LLC, Series 2025-1A, Class A2II, 5.17%, 08/20/2055 (Callable 11/20/2029) <sup>(b)</sup> | 74813 | 74620 |
|  DigitalBridge Group, Inc., Series 2023-1A, Class B, 5.75%, 09/15/2048 (Callable 09/15/2026) <sup>(b)</sup> | DigitalBridge Group, Inc., Series 2023-1A, Class B, 5.75%, 09/15/2048 (Callable 09/15/2026) <sup>(b)</sup> | 100000 | 99191 |
|  Domino's SPV Guarantor LLC, Series 2025-1A, Class A2II, 5.22%, 07/25/2055 (Callable 07/25/2029) <sup>(b)</sup> | Domino's SPV Guarantor LLC, Series 2025-1A, Class A2II, 5.22%, 07/25/2055 (Callable 07/25/2029) <sup>(b)</sup> | 50000 | 50503 |
|  Driven Brands Holdings, Inc., Series 2020-2A, Class A2, 3.24%, 01/20/2051 (Callable 04/20/2026) <sup>(b)</sup> | Driven Brands Holdings, Inc., Series 2020-2A, Class A2, 3.24%, 01/20/2051 (Callable 04/20/2026) <sup>(b)</sup> | 97311 | 92338 |
|  Exeter Automobile Receivables Trust, Series 2024-1A, Class B, 5.29%, 08/15/2028 (Callable 08/15/2028) | Exeter Automobile Receivables Trust, Series 2024-1A, Class B, 5.29%, 08/15/2028 (Callable 08/15/2028) | 27420 | 27460 |
|  First Franklin Mortgage Loan Asset Backed Certificates, Series 2004-FF10, Class M1, 5.07% (1 mo. Term SOFR + 1.39%), 07/25/2034, (1.28% Floor) (Callable 04/25/2026) | First Franklin Mortgage Loan Asset Backed Certificates, Series 2004-FF10, Class M1, 5.07% (1 mo. Term SOFR + 1.39%), 07/25/2034, (1.28% Floor) (Callable 04/25/2026) | 8618 | 8596 |
|  Flexential Issuer LLC, Series 2025-2A, Class A2, 6.46%, 10/25/2060 (Callable 10/25/2029) <sup>(b)</sup> | Flexential Issuer LLC, Series 2025-2A, Class A2, 6.46%, 10/25/2060 (Callable 10/25/2029) <sup>(b)</sup> | 100000 | 99925 |
|  GreenSky LLC, Series 2025-3A, Class D, 5.15%, 12/27/2060 (Callable 02/25/2032) <sup>(b)</sup> | GreenSky LLC, Series 2025-3A, Class D, 5.15%, 12/27/2060 (Callable 02/25/2032) <sup>(b)</sup> | 150000 | 149119 |
|  Helios Issuer LLC, Series 2020-2A, Class A, 2.73%, 11/01/2055 (Callable 10/30/2030) <sup>(b)</sup> | Helios Issuer LLC, Series 2020-2A, Class A, 2.73%, 11/01/2055 (Callable 10/30/2030) <sup>(b)</sup> | 421351 | 366190 |
|  Horizon Aircraft Finance Ltd., Series 2024-1, Class A, 5.38%, 09/15/2049 <sup>(b)</sup> | Horizon Aircraft Finance Ltd., Series 2024-1, Class A, 5.38%, 09/15/2049 <sup>(b)</sup> | 259000 | 260233 |
| Jersey Mike's Funding | Jersey Mike's Funding | Jersey Mike's Funding | Jersey Mike's Funding |
| &nbsp;&nbsp; Series 2024-1A, Class A2, 5.64%, 02/15/2055 (Callable 02/15/2029) <sup>(b)</sup> | &nbsp;&nbsp; Series 2024-1A, Class A2, 5.64%, 02/15/2055 (Callable 02/15/2029) <sup>(b)</sup> | 207900 | 209967 |
| &nbsp;&nbsp; Series 2026-1A, Class A2II, 5.48%, 02/15/2056 (Callable 08/15/2032) <sup>(b)</sup> | &nbsp;&nbsp; Series 2026-1A, Class A2II, 5.48%, 02/15/2056 (Callable 08/15/2032) <sup>(b)</sup> | 110000 | 109349 |
| KREF | KREF | KREF | KREF |
| &nbsp;&nbsp; Series 2021-FL2, Class B, 5.44% (1 mo. Term SOFR + 1.76%), 02/15/2039, (1.65% Floor) (Callable 04/15/2026) <sup>(b)</sup> | &nbsp;&nbsp; Series 2021-FL2, Class B, 5.44% (1 mo. Term SOFR + 1.76%), 02/15/2039, (1.65% Floor) (Callable 04/15/2026) <sup>(b)</sup> | 100000 | 99002 |
| &nbsp;&nbsp; Series 2022-FL3, Class A, 5.13% (1 mo. Term SOFR + 1.45%), 02/17/2039, (1.45% Floor) (Callable 04/17/2026) <sup>(b)</sup> | &nbsp;&nbsp; Series 2022-FL3, Class A, 5.13% (1 mo. Term SOFR + 1.45%), 02/17/2039, (1.45% Floor) (Callable 04/17/2026) <sup>(b)</sup> | 40522 | 40442 |
|  Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class A, 2.64%, 10/15/2046 <sup>(b)</sup> | Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class A, 2.64%, 10/15/2046 <sup>(b)</sup> | 159565 | 151056 |
|  MAPS Ltd., Series 2026-1A, Class A, 5.20%, 01/15/2051 <sup>(b)</sup> | MAPS Ltd., Series 2026-1A, Class A, 5.20%, 01/15/2051 <sup>(b)</sup> | 123485 | 120538 |
| Metronet Systems Holdings LLC | Metronet Systems Holdings LLC | Metronet Systems Holdings LLC | Metronet Systems Holdings LLC |
| &nbsp;&nbsp; Series 2025-2A, Class B, 5.59%, 08/20/2055 (Callable 08/20/2028) <sup>(b)</sup> | &nbsp;&nbsp; Series 2025-2A, Class B, 5.59%, 08/20/2055 (Callable 08/20/2028) <sup>(b)</sup> | 135000 | 135838 |
| &nbsp;&nbsp; Series 2025-4A, Class C, 7.11%, 12/20/2055 (Callable 12/20/2028) <sup>(b)</sup> | &nbsp;&nbsp; Series 2025-4A, Class C, 7.11%, 12/20/2055 (Callable 12/20/2028) <sup>(b)</sup> | 70000 | 69471 |
|  Mill City Solar Loan, Series 2019-2GS, Class A, 3.69%, 07/20/2043 (Callable 02/20/2036) <sup>(b)</sup> | Mill City Solar Loan, Series 2019-2GS, Class A, 3.69%, 07/20/2043 (Callable 02/20/2036) <sup>(b)</sup> | 52990 | 47065 |
| Mosaic Solar Loans LLC | Mosaic Solar Loans LLC | Mosaic Solar Loans LLC | Mosaic Solar Loans LLC |
| &nbsp;&nbsp; Series 2017-2A, Class A, 3.82%, 06/22/2043 (Callable 08/20/2029) <sup>(b)</sup> | &nbsp;&nbsp; Series 2017-2A, Class A, 3.82%, 06/22/2043 (Callable 08/20/2029) <sup>(b)</sup> | 169316 | 159996 |
| &nbsp;&nbsp; Series 2018-1A, Class A, 4.01%, 06/22/2043 (Callable 05/20/2030) <sup>(b)</sup> | &nbsp;&nbsp; Series 2018-1A, Class A, 4.01%, 06/22/2043 (Callable 05/20/2030) <sup>(b)</sup> | 105634 | 98293 |
| &nbsp;&nbsp; Series 2018-2GS, Class A, 4.20%, 02/22/2044 (Callable 05/20/2030) <sup>(b)</sup> | &nbsp;&nbsp; Series 2018-2GS, Class A, 4.20%, 02/22/2044 (Callable 05/20/2030) <sup>(b)</sup> | 115228 | 108103 |
| &nbsp;&nbsp; Series 2018-2GS, Class B, 4.74%, 02/22/2044 (Callable 05/20/2030) <sup>(b)</sup> | &nbsp;&nbsp; Series 2018-2GS, Class B, 4.74%, 02/22/2044 (Callable 05/20/2030) <sup>(b)</sup> | 72288 | 66781 |
| Navient Student Loan Trust | Navient Student Loan Trust | Navient Student Loan Trust | Navient Student Loan Trust |
| &nbsp;&nbsp; Series 2019-GA, Class A, 2.40%, 10/15/2068 (Callable 07/15/2027) <sup>(b)</sup> | &nbsp;&nbsp; Series 2019-GA, Class A, 2.40%, 10/15/2068 (Callable 07/15/2027) <sup>(b)</sup> | 23555 | 22819 |
| &nbsp;&nbsp; Series 2020-BA, Class A2, 2.12%, 01/15/2069 (Callable 12/15/2027) <sup>(b)</sup> | &nbsp;&nbsp; Series 2020-BA, Class A2, 2.12%, 01/15/2069 (Callable 12/15/2027) <sup>(b)</sup> | 56428 | 52204 |
| &nbsp;&nbsp; Series 2020-HA, Class A, 1.31%, 01/15/2069 (Callable 05/15/2028) <sup>(b)</sup> | &nbsp;&nbsp; Series 2020-HA, Class A, 1.31%, 01/15/2069 (Callable 05/15/2028) <sup>(b)</sup> | 32513 | 30906 |
| &nbsp;&nbsp; Series 2021-A, Class A, 0.84%, 05/15/2069 (Callable 03/15/2029) <sup>(b)</sup> | &nbsp;&nbsp; Series 2021-A, Class A, 0.84%, 05/15/2069 (Callable 03/15/2029) <sup>(b)</sup> | 31937 | 29511 |
| &nbsp;&nbsp; Series 2021-BA, Class A, 0.94%, 07/15/2069 (Callable 11/15/2029) <sup>(b)</sup> | &nbsp;&nbsp; Series 2021-BA, Class A, 0.94%, 07/15/2069 (Callable 11/15/2029) <sup>(b)</sup> | 29068 | 26514 |
| &nbsp;&nbsp; Series 2021-FA, Class A, 1.11%, 02/18/2070 (Callable 02/15/2031) <sup>(b)</sup> | &nbsp;&nbsp; Series 2021-FA, Class A, 1.11%, 02/18/2070 (Callable 02/15/2031) <sup>(b)</sup> | 284154 | 253765 |
|  Navigator Aircraft ABS Ltd., Series 2024-1, Class A, 5.40%, 08/15/2049 <sup>(b)</sup> | Navigator Aircraft ABS Ltd., Series 2024-1, Class A, 5.40%, 08/15/2049 <sup>(b)</sup> | 221726 | 220419 |
|  Neighborly Issuer, Series 2021-1A, Class A2, 3.58%, 04/30/2051 (Callable 10/30/2026) <sup>(b)</sup> | Neighborly Issuer, Series 2021-1A, Class A2, 3.58%, 04/30/2051 (Callable 10/30/2026) <sup>(b)</sup> | 238125 | 227641 |
|  Pagaya AI Debt Selection Trust, Series 2024-11, Class D, 6.31%, 07/15/2032 (Callable 12/15/2026) <sup>(b)</sup> | Pagaya AI Debt Selection Trust, Series 2024-11, Class D, 6.31%, 07/15/2032 (Callable 12/15/2026) <sup>(b)</sup> | 161455 | 162589 |
|  PennyMac Mortgage Investment Trust, Series 2017-PM1, Class XIO, 0.00%, 10/25/2048 <sup>(b)(e)(h)</sup> | PennyMac Mortgage Investment Trust, Series 2017-PM1, Class XIO, 0.00%, 10/25/2048 <sup>(b)(e)(h)</sup> | 118689894 | 710988 |
| Progress Residential Trust | Progress Residential Trust | Progress Residential Trust | Progress Residential Trust |
| &nbsp;&nbsp; Series 2021-SFR3, Class G, 4.25%, 05/17/2026 <sup>(b)</sup> | &nbsp;&nbsp; Series 2021-SFR3, Class G, 4.25%, 05/17/2026 <sup>(b)</sup> | 1100000 | 1096060 |
| &nbsp;&nbsp; Series 2021-SFR6, Class G, 4.00%, 07/17/2038 (Callable 07/17/2026) <sup>(b)</sup> | &nbsp;&nbsp; Series 2021-SFR6, Class G, 4.00%, 07/17/2038 (Callable 07/17/2026) <sup>(b)</sup> | 700000 | 695673 |
| &nbsp;&nbsp; Series 2026-SFR1, Class D, 4.00%, 02/17/2043 <sup>(b)</sup> | &nbsp;&nbsp; Series 2026-SFR1, Class D, 4.00%, 02/17/2043 <sup>(b)</sup> | 100000 | 93394 |
|  QTS Issuer ABS I LLC, Series 2025-1A, Class B, 5.93%, 05/25/2055 (Callable 05/25/2028) <sup>(b)</sup> | QTS Issuer ABS I LLC, Series 2025-1A, Class B, 5.93%, 05/25/2055 (Callable 05/25/2028) <sup>(b)</sup> | 250000 | 244863 |
|  Santander Consumer USA Holdings, Inc., Series 2022-3, Class C, 4.49%, 08/15/2029 (Callable 07/15/2026) | Santander Consumer USA Holdings, Inc., Series 2022-3, Class C, 4.49%, 08/15/2029 (Callable 07/15/2026) | 115585 | 115672 |
|  SBA Depositor LLC, Series 2022-1, 6.60%, 01/15/2028 (Callable 01/15/2027) <sup>(b)</sup> | SBA Depositor LLC, Series 2022-1, 6.60%, 01/15/2028 (Callable 01/15/2027) <sup>(b)</sup> | 145000 | 146813 |
|  SERVPRO Master Issuer LLC, Series 2024-1A, Class A2, 6.17%, 01/25/2054 (Callable 01/25/2029) <sup>(b)</sup> | SERVPRO Master Issuer LLC, Series 2024-1A, Class A2, 6.17%, 01/25/2054 (Callable 01/25/2029) <sup>(b)</sup> | 98000 | 100710 |
|  Slam Ltd., Series 2024-1A, Class A, 5.34%, 09/15/2049 <sup>(b)</sup> | Slam Ltd., Series 2024-1A, Class A, 5.34%, 09/15/2049 <sup>(b)</sup> | 108333 | 108194 |
|  SMB Private Education Loan Trust, Series 2024-F, Class A1A, 5.06%, 03/16/2054 (Callable 09/15/2035) <sup>(b)</sup> | SMB Private Education Loan Trust, Series 2024-F, Class A1A, 5.06%, 03/16/2054 (Callable 09/15/2035) <sup>(b)</sup> | 79566 | 79889 |
| SoFi Professional Loan Program LLC | SoFi Professional Loan Program LLC | SoFi Professional Loan Program LLC | SoFi Professional Loan Program LLC |
| &nbsp;&nbsp; Series 2018-C, Class R1, 0.00%, 01/25/2048 (Callable 09/25/2026) <sup>(b)(e)</sup> | &nbsp;&nbsp; Series 2018-C, Class R1, 0.00%, 01/25/2048 (Callable 09/25/2026) <sup>(b)(e)</sup> | 10000 | 78024 |
| &nbsp;&nbsp; Series 2020-C, Class AFX, 1.95%, 02/15/2046 (Callable 12/15/2028) <sup>(b)</sup> | &nbsp;&nbsp; Series 2020-C, Class AFX, 1.95%, 02/15/2046 (Callable 12/15/2028) <sup>(b)</sup> | 47827 | 44930 |
| &nbsp;&nbsp; Series 2021-B, Class R1, 0.00%, 02/15/2047 (Callable 05/15/2030) <sup>(b)(e)</sup> | &nbsp;&nbsp; Series 2021-B, Class R1, 0.00%, 02/15/2047 (Callable 05/15/2030) <sup>(b)(e)</sup> | 10000 | 218168 |
|  Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-CA, Class C, 4.44%, 08/20/2030 (Callable 09/20/2028) <sup>(b)</sup> | Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-CA, Class C, 4.44%, 08/20/2030 (Callable 09/20/2028) <sup>(b)</sup> | 125000 | 124122 |
|  Structured Asset Securities Corp., Series 2006-BC3, Class A3, 4.11% (1 mo. Term SOFR + 0.43%), 10/25/2036, (0.32% Floor) (Callable 04/25/2026) | Structured Asset Securities Corp., Series 2006-BC3, Class A3, 4.11% (1 mo. Term SOFR + 0.43%), 10/25/2036, (0.32% Floor) (Callable 04/25/2026) | 356540 | 298626 |
|  Sunnova Energy International, Inc., Series 2023-A, Class A, 5.30%, 05/20/2050 (Callable 05/20/2028) <sup>(b)</sup> | Sunnova Energy International, Inc., Series 2023-A, Class A, 5.30%, 05/20/2050 (Callable 05/20/2028) <sup>(b)</sup> | 85218 | 79133 |
| Sunrun, Inc. | Sunrun, Inc. | Sunrun, Inc. | Sunrun, Inc. |
| &nbsp;&nbsp; Series 2019-1A, Class A, 3.98%, 06/30/2054 (Callable 09/30/2028) <sup>(b)</sup> | &nbsp;&nbsp; Series 2019-1A, Class A, 3.98%, 06/30/2054 (Callable 09/30/2028) <sup>(b)</sup> | 73085 | 69248 |
| &nbsp;&nbsp; Series 2025-1A, Class A2A, 6.41%, 04/30/2060 <sup>(b)</sup> | &nbsp;&nbsp; Series 2025-1A, Class A2A, 6.41%, 04/30/2060 <sup>(b)</sup> | 98725 | 99015 |
|  Switch Ltd., Series 2025-2A, Class B, 6.24%, 10/25/2055 (Callable 10/25/2028) <sup>(b)</sup> | Switch Ltd., Series 2025-2A, Class B, 6.24%, 10/25/2055 (Callable 10/25/2028) <sup>(b)</sup> | 250000 | 244070 |
|  Taco Bell Corp., Series 2025-1A, Class A2II, 5.05%, 08/25/2055 (Callable 08/25/2029) <sup>(b)</sup> | Taco Bell Corp., Series 2025-1A, Class A2II, 5.05%, 08/25/2055 (Callable 08/25/2029) <sup>(b)</sup> | 145000 | 144044 |
|  Vertical Bridge Holdings LLC, Series 2026-1A, Class F, 6.84%, 03/15/2056 (Callable 03/15/2029) <sup>(b)</sup> | Vertical Bridge Holdings LLC, Series 2026-1A, Class F, 6.84%, 03/15/2056 (Callable 03/15/2029) <sup>(b)</sup> | 110000 | 110667 |
| Verus Securitization Trust | Verus Securitization Trust | Verus Securitization Trust | Verus Securitization Trust |
| &nbsp;&nbsp; Series 2025-12, Class M1, 5.76%, 12/25/2070 (Callable 12/25/2028) <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2025-12, Class M1, 5.76%, 12/25/2070 (Callable 12/25/2028) <sup>(b)(g)</sup> | 500000 | 496354 |
| &nbsp;&nbsp; Series 2025-4, Class B1, 7.45%, 05/25/2070 (Callable 05/25/2028) <sup>(b)(g)</sup> | &nbsp;&nbsp; Series 2025-4, Class B1, 7.45%, 05/25/2070 (Callable 05/25/2028) <sup>(b)(g)</sup> | 100000 | 100436 |
|  Walker Parent, Inc., Series 2024-1A, Class A2, 6.58%, 11/20/2054 (Callable 11/20/2027) <sup>(b)</sup> | Walker Parent, Inc., Series 2024-1A, Class A2, 6.58%, 11/20/2054 (Callable 11/20/2027) <sup>(b)</sup> | 174125 | 175059 |
|  Wingstop, Inc., Series 2020-1A, Class A2, 2.84%, 12/05/2050 (Callable 06/05/2026) <sup>(b)</sup> | Wingstop, Inc., Series 2020-1A, Class A2, 2.84%, 12/05/2050 (Callable 06/05/2026) <sup>(b)</sup> | 246250 | 238857 |
|  Zaxby's Operating Co. LP, Series 2021-1A, Class A2, 3.24%, 07/30/2051 (Callable 04/30/2026) <sup>(b)</sup> | Zaxby's Operating Co. LP, Series 2021-1A, Class A2, 3.24%, 07/30/2051 (Callable 04/30/2026) <sup>(b)</sup> | 143250 | 136614 |
|  Zayo Group LLC, Series 2025-1A, Class A2, 5.65%, 03/20/2055 (Callable 09/20/2028) <sup>(b)</sup> | Zayo Group LLC, Series 2025-1A, Class A2, 5.65%, 03/20/2055 (Callable 09/20/2028) <sup>(b)</sup> | 90000 | 91012 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $12,911,366) | **TOTAL ASSET-BACKED SECURITIES** (Cost $12,911,366) | **TOTAL ASSET-BACKED SECURITIES** (Cost $12,911,366) | 12533941 |
| **FOREIGN GOVERNMENT DEBT OBLIGATIONS - 6.4%** | **FOREIGN GOVERNMENT DEBT OBLIGATIONS - 6.4%** | **Par**  | **Value**  |
| Airservices Australia | Airservices Australia | Airservices Australia | Airservices Australia |
| &nbsp;&nbsp; 5.40%, 11/15/2028 (Callable 08/15/2028) | &nbsp;&nbsp; 5.40%, 11/15/2028 (Callable 08/15/2028) | 200000 | 138785 |
| &nbsp;&nbsp; 2.20%, 05/15/2030 | &nbsp;&nbsp; 2.20%, 05/15/2030 | 210000 | 128401 |
|  Australia Government Bond, 4.25%, 03/21/2036 | Australia Government Bond, 4.25%, 03/21/2036 | 250000 | 162732 |
|  Brazil Notas do Tesouro Nacional Serie B, 6.00%, 08/15/2050 | Brazil Notas do Tesouro Nacional Serie B, 6.00%, 08/15/2050 | 213000 | 166904 |
|  Brazilian Government International Bond, 4.75%, 01/14/2050 (Callable 07/14/2049) | Brazilian Government International Bond, 4.75%, 01/14/2050 (Callable 07/14/2049) | 200000 | 144500 |
| Canadian Government Bond | Canadian Government Bond | Canadian Government Bond | Canadian Government Bond |
| &nbsp;&nbsp; 2.75%, 05/01/2027 | &nbsp;&nbsp; 2.75%, 05/01/2027 | 170000 | 122303 |
| &nbsp;&nbsp; 3.50%, 09/01/2029 | &nbsp;&nbsp; 3.50%, 09/01/2029 | 85000 | 62065 |
| &nbsp;&nbsp; 0.50%, 12/01/2030 | &nbsp;&nbsp; 0.50%, 12/01/2030 | 70000 | 44713 |
|  Chile Government International Bond, 2.45%, 01/31/2031 (Callable 10/31/2030) | Chile Government International Bond, 2.45%, 01/31/2031 (Callable 10/31/2030) | 200000 | 182546 |
|  China Government Bond, 2.69%, 08/12/2026 | China Government Bond, 2.69%, 08/12/2026 | 680000 | 99050 |
|  City of Oslo Norway, 4.34% (3 mo. NIBOR + 0.18%), 02/12/2029 | City of Oslo Norway, 4.34% (3 mo. NIBOR + 0.18%), 02/12/2029 | 2000000 | 205889 |
|  CPPIB Capital, Inc., 2.25%, 12/01/2031 <sup>(b)</sup> | CPPIB Capital, Inc., 2.25%, 12/01/2031 <sup>(b)</sup> | 100000 | 67599 |
| Czech Republic Government Bond | Czech Republic Government Bond | Czech Republic Government Bond | Czech Republic Government Bond |
| &nbsp;&nbsp; 4.50%, 11/11/2032 | &nbsp;&nbsp; 4.50%, 11/11/2032 | 2860000 | 133159 |
| &nbsp;&nbsp; 4.25%, 10/24/2034 | &nbsp;&nbsp; 4.25%, 10/24/2034 | 3280000 | 148465 |
| &nbsp;&nbsp; 3.50%, 05/30/2035 | &nbsp;&nbsp; 3.50%, 05/30/2035 | 3570000 | 152160 |
|  Dominican Republic International Bond, 5.75%, 03/17/2034 (Callable 01/17/2034) <sup>(b)</sup> | Dominican Republic International Bond, 5.75%, 03/17/2034 (Callable 01/17/2034) <sup>(b)</sup> | 150000 | 142875 |
|  Finland Government Bond, 3.00%, 09/15/2033 <sup>(b)</sup> | Finland Government Bond, 3.00%, 09/15/2033 <sup>(b)</sup> | 125000 | 143057 |
|  FIRSTMAC MORTGAGE FUNDING TRUST NO. 4 SERIES 2024-4, Series 2024-4, Class A1, 5.14% (1 Month Australian Bank Bill Swap Rate + 1.08%), 02/18/2056, (0.00% Floor) (Callable 05/18/2031) | FIRSTMAC MORTGAGE FUNDING TRUST NO. 4 SERIES 2024-4, Series 2024-4, Class A1, 5.14% (1 Month Australian Bank Bill Swap Rate + 1.08%), 02/18/2056, (0.00% Floor) (Callable 05/18/2031) | 134102 | 92650 |
|  Fondo MIVIVIENDA SA, 5.40%, 03/31/2031 (Callable 02/28/2031) <sup>(b)</sup> | Fondo MIVIVIENDA SA, 5.40%, 03/31/2031 (Callable 02/28/2031) <sup>(b)</sup> | 150000 | 149943 |
|  Guatemala Government Bond, 4.50%, 05/03/2026 | Guatemala Government Bond, 4.50%, 05/03/2026 | 200000 | 200000 |
|  Hungary Government Bond, 6.75%, 07/23/2031 | Hungary Government Bond, 6.75%, 07/23/2031 | 157970000 | 465997 |
|  Indonesia Government International Bond, 4.46%, 03/04/2038 (Callable 12/04/2037) | Indonesia Government International Bond, 4.46%, 03/04/2038 (Callable 12/04/2037) | 100000 | 111007 |
| Indonesia Treasury Bond | Indonesia Treasury Bond | Indonesia Treasury Bond | Indonesia Treasury Bond |
| &nbsp;&nbsp; 9.00%, 03/15/2029 | &nbsp;&nbsp; 9.00%, 03/15/2029 | 514000000 | 32338 |
| &nbsp;&nbsp; 6.50%, 07/15/2030 | &nbsp;&nbsp; 6.50%, 07/15/2030 | 2312000000 | 135568 |
| &nbsp;&nbsp; 6.50%, 02/15/2031 | &nbsp;&nbsp; 6.50%, 02/15/2031 | 2730000000 | 159580 |
| &nbsp;&nbsp; 6.38%, 04/15/2032 | &nbsp;&nbsp; 6.38%, 04/15/2032 | 4227000000 | 244101 |
| &nbsp;&nbsp; 6.63%, 05/15/2033 | &nbsp;&nbsp; 6.63%, 05/15/2033 | 1779000000 | 103529 |
|  Japan Government Two Year Bond, 0.60%, 12/01/2026 | Japan Government Two Year Bond, 0.60%, 12/01/2026 | 84200000 | 529106 |
| Malaysia Government Bond | Malaysia Government Bond | Malaysia Government Bond | Malaysia Government Bond |
| &nbsp;&nbsp; 3.24%, 03/15/2029 | &nbsp;&nbsp; 3.24%, 03/15/2029 | 650000 | 160360 |
| &nbsp;&nbsp; 3.34%, 05/15/2030 | &nbsp;&nbsp; 3.34%, 05/15/2030 | 645000 | 158615 |
| &nbsp;&nbsp; 4.23%, 06/30/2031 | &nbsp;&nbsp; 4.23%, 06/30/2031 | 620000 | 158863 |
|  Mexican Bonos, 8.00%, 04/15/2032 | Mexican Bonos, 8.00%, 04/15/2032 | 5990000 | 329338 |
| Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond |
| &nbsp;&nbsp; 4.50%, 04/22/2029 | &nbsp;&nbsp; 4.50%, 04/22/2029 | 250000 | 248296 |
| &nbsp;&nbsp; 3.88%, 05/16/2031 (Callable 04/16/2031) | &nbsp;&nbsp; 3.88%, 05/16/2031 (Callable 04/16/2031) | 185000 | 207778 |
| NBN Co. Ltd. | NBN Co. Ltd. | NBN Co. Ltd. | NBN Co. Ltd. |
| &nbsp;&nbsp; 5.00%, 08/28/2031 (Callable 05/28/2031) | &nbsp;&nbsp; 5.00%, 08/28/2031 (Callable 05/28/2031) | 480000 | 322417 |
| &nbsp;&nbsp; 5.35%, 03/06/2035 (Callable 12/06/2034) | &nbsp;&nbsp; 5.35%, 03/06/2035 (Callable 12/06/2034) | 190000 | 126243 |
| New South Wales Treasury Corp. | New South Wales Treasury Corp. | New South Wales Treasury Corp. | New South Wales Treasury Corp. |
| &nbsp;&nbsp; 4.75%, 09/20/2035 | &nbsp;&nbsp; 4.75%, 09/20/2035 | 420000 | 272427 |
| &nbsp;&nbsp; 4.25%, 02/20/2036 | &nbsp;&nbsp; 4.25%, 02/20/2036 | 355000 | 220033 |
| &nbsp;&nbsp; 4.75%, 02/20/2037 | &nbsp;&nbsp; 4.75%, 02/20/2037 | 120000 | 76436 |
| &nbsp;&nbsp; 5.25%, 02/24/2038 | &nbsp;&nbsp; 5.25%, 02/24/2038 | 145000 | 95208 |
| New Zealand Government Bond | New Zealand Government Bond | New Zealand Government Bond | New Zealand Government Bond |
| &nbsp;&nbsp; 0.25%, 05/15/2028 | &nbsp;&nbsp; 0.25%, 05/15/2028 | 480000 | 257300 |
| &nbsp;&nbsp; 2.00%, 05/15/2032 | &nbsp;&nbsp; 2.00%, 05/15/2032 | 240000 | 120352 |
| &nbsp;&nbsp; 4.25%, 05/15/2034 | &nbsp;&nbsp; 4.25%, 05/15/2034 | 870000 | 489217 |
| &nbsp;&nbsp; 4.50%, 05/15/2035 | &nbsp;&nbsp; 4.50%, 05/15/2035 | 265000 | 150496 |
| &nbsp;&nbsp; 1.75%, 05/15/2041 | &nbsp;&nbsp; 1.75%, 05/15/2041 | 160000 | 59601 |
| Norway Government Bond | Norway Government Bond | Norway Government Bond | Norway Government Bond |
| &nbsp;&nbsp; 1.25%, 09/17/2031 <sup>(b)</sup> | &nbsp;&nbsp; 1.25%, 09/17/2031 <sup>(b)</sup> | 1905000 | 167318 |
| &nbsp;&nbsp; 2.13%, 05/18/2032 <sup>(b)</sup> | &nbsp;&nbsp; 2.13%, 05/18/2032 <sup>(b)</sup> | 3335000 | 303587 |
| &nbsp;&nbsp; 3.75%, 06/12/2035 <sup>(b)</sup> | &nbsp;&nbsp; 3.75%, 06/12/2035 <sup>(b)</sup> | 1010000 | 99527 |
|  Peru Government Bond, 5.35%, 08/12/2040 | Peru Government Bond, 5.35%, 08/12/2040 | 2132000 | 524944 |
|  Peruvian Government International Bond, 2.84%, 06/20/2030 | Peruvian Government International Bond, 2.84%, 06/20/2030 | 100000 | 93127 |
| Philippine Government Bond | Philippine Government Bond | Philippine Government Bond | Philippine Government Bond |
| &nbsp;&nbsp; 6.25%, 02/28/2029 | &nbsp;&nbsp; 6.25%, 02/28/2029 | 8670000 | 141575 |
| &nbsp;&nbsp; 6.50%, 05/19/2029 | &nbsp;&nbsp; 6.50%, 05/19/2029 | 16710000 | 274619 |
| &nbsp;&nbsp; 6.38%, 07/27/2030 | &nbsp;&nbsp; 6.38%, 07/27/2030 | 16180000 | 263338 |
| &nbsp;&nbsp; 6.00%, 08/20/2030 | &nbsp;&nbsp; 6.00%, 08/20/2030 | 10520000 | 168686 |
| &nbsp;&nbsp; 6.75%, 09/15/2032 | &nbsp;&nbsp; 6.75%, 09/15/2032 | 12890000 | 210938 |
|  Province of Quebec Canada, 4.50%, 09/08/2033 | Province of Quebec Canada, 4.50%, 09/08/2033 | 153000 | 153468 |
| Queensland Treasury Corp. | Queensland Treasury Corp. | Queensland Treasury Corp. | Queensland Treasury Corp. |
| &nbsp;&nbsp; 4.50%, 08/22/2035 <sup>(b)</sup> | &nbsp;&nbsp; 4.50%, 08/22/2035 <sup>(b)</sup> | 125000 | 79331 |
| &nbsp;&nbsp; 5.25%, 07/21/2036 <sup>(b)</sup> | &nbsp;&nbsp; 5.25%, 07/21/2036 <sup>(b)</sup> | 145000 | 96731 |
|  Republic of Poland Government Bond, 5.00%, 10/25/2035 | Republic of Poland Government Bond, 5.00%, 10/25/2035 | 2300000 | 579616 |
|  South Australian Government Financing Authority, 1.75%, 05/24/2034 | South Australian Government Financing Authority, 1.75%, 05/24/2034 | 35000 | 18288 |
| Treasury Corp. of Victoria | Treasury Corp. of Victoria | Treasury Corp. of Victoria | Treasury Corp. of Victoria |
| &nbsp;&nbsp; 5.25%, 09/15/2038 | &nbsp;&nbsp; 5.25%, 09/15/2038 | 245000 | 159286 |
| &nbsp;&nbsp; 5.00%, 11/20/2040 | &nbsp;&nbsp; 5.00%, 11/20/2040 | 140000 | 86261 |
| &nbsp;&nbsp; 2.25%, 11/20/2041 | &nbsp;&nbsp; 2.25%, 11/20/2041 | 200000 | 84191 |
| United Kingdom Gilt | United Kingdom Gilt | United Kingdom Gilt | United Kingdom Gilt |
| &nbsp;&nbsp; 3.75%, 03/07/2027 | &nbsp;&nbsp; 3.75%, 03/07/2027 | 35000 | 46043 |
| &nbsp;&nbsp; 4.13%, 07/22/2029 | &nbsp;&nbsp; 4.13%, 07/22/2029 | 90000 | 118051 |
| &nbsp;&nbsp; 4.25%, 07/31/2034 | &nbsp;&nbsp; 4.25%, 07/31/2034 | 125000 | 159195 |
| **TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS** (Cost $12,078,453) | **TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS** (Cost $12,078,453) | **TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS** (Cost $12,078,453) | 11750122 |
| **U.S. TREASURY SECURITIES - 5.3%** | **U.S. TREASURY SECURITIES - 5.3%** | **Par**  | **Value**  |
| United States Treasury Inflation Indexed Bonds | United States Treasury Inflation Indexed Bonds | United States Treasury Inflation Indexed Bonds | United States Treasury Inflation Indexed Bonds |
| &nbsp;&nbsp; 0.38%, 07/15/2027 | &nbsp;&nbsp; 0.38%, 07/15/2027 | 186148 | 186068 |
| &nbsp;&nbsp; 1.63%, 10/15/2027 | &nbsp;&nbsp; 1.63%, 10/15/2027 | 241556 | 245207 |
| &nbsp;&nbsp; 0.50%, 01/15/2028 | &nbsp;&nbsp; 0.50%, 01/15/2028 | 184603 | 183146 |
| United States Treasury Note/Bond | United States Treasury Note/Bond | United States Treasury Note/Bond | United States Treasury Note/Bond |
| &nbsp;&nbsp; 3.88%, 03/31/2028 | &nbsp;&nbsp; 3.88%, 03/31/2028 | 142200 | 142422 |
| &nbsp;&nbsp; 3.88%, 03/31/2031 | &nbsp;&nbsp; 3.88%, 03/31/2031 | 489600 | 488089 |
| &nbsp;&nbsp; 2.88%, 05/15/2032 | &nbsp;&nbsp; 2.88%, 05/15/2032 | 25000 | 23385 |
| &nbsp;&nbsp; 2.75%, 08/15/2032 | &nbsp;&nbsp; 2.75%, 08/15/2032 | 420000 | 388500 |
| &nbsp;&nbsp; 3.50%, 02/15/2033 | &nbsp;&nbsp; 3.50%, 02/15/2033 | 625000 | 601318 |
| &nbsp;&nbsp; 4.25%, 03/31/2033 | &nbsp;&nbsp; 4.25%, 03/31/2033 | 718000 | 723105 |
| &nbsp;&nbsp; 4.25%, 08/15/2035 | &nbsp;&nbsp; 4.25%, 08/15/2035 | 160000 | 159425 |
| &nbsp;&nbsp; 4.13%, 02/15/2036 | &nbsp;&nbsp; 4.13%, 02/15/2036 | 2170100 | 2136108 |
| &nbsp;&nbsp; 1.38%, 11/15/2040 | &nbsp;&nbsp; 1.38%, 11/15/2040 | 4700000 | 3027828 |
| &nbsp;&nbsp; 2.38%, 02/15/2042 | &nbsp;&nbsp; 2.38%, 02/15/2042 | 140000 | 102085 |
| &nbsp;&nbsp; 2.75%, 11/15/2042 | &nbsp;&nbsp; 2.75%, 11/15/2042 | 90000 | 68446 |
| &nbsp;&nbsp; 3.00%, 02/15/2049 | &nbsp;&nbsp; 3.00%, 02/15/2049 | 1155000 | 843240 |
| &nbsp;&nbsp; 4.63%, 11/15/2055 | &nbsp;&nbsp; 4.63%, 11/15/2055 | 449900 | 429918 |
| **TOTAL U.S. TREASURY SECURITIES** (Cost $10,228,701) | **TOTAL U.S. TREASURY SECURITIES** (Cost $10,228,701) | **TOTAL U.S. TREASURY SECURITIES** (Cost $10,228,701) | 9748290 |
| **AFFILIATED REGISTERED INVESTMENT COMPANIES - 3.6%** | **AFFILIATED REGISTERED INVESTMENT COMPANIES - 3.6%** | **Shares**  | **Value**  |
| Voya VACS Series EMHCD Fund <sup>(l)</sup> | Voya VACS Series EMHCD Fund <sup>(l)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191764 | 2000100 |
| Voya VACS Series HYB Fund <sup>(l)</sup> | Voya VACS Series HYB Fund <sup>(l)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 449414 | 4570544 |
| **AFFILIATED REGISTERED INVESTMENT COMPANIES** (Cost $7,139,741) | **AFFILIATED REGISTERED INVESTMENT COMPANIES** (Cost $7,139,741) | **AFFILIATED REGISTERED INVESTMENT COMPANIES** (Cost $7,139,741) | 6570644 |
| **COLLATERALIZED LOAN OBLIGATIONS - 3.2%** | **COLLATERALIZED LOAN OBLIGATIONS - 3.2%** | **Par**  | **Value**  |
|  AB BSL CLO Ltd., Series 2023-4A, Class BR, 5.57% (3 mo. Term SOFR + 1.90%), 04/20/2038, (1.90% Floor) (Callable 04/20/2027) <sup>(b)</sup> | AB BSL CLO Ltd., Series 2023-4A, Class BR, 5.57% (3 mo. Term SOFR + 1.90%), 04/20/2038, (1.90% Floor) (Callable 04/20/2027) <sup>(b)</sup> | 250000 | 250132 |
|  ACREC Trust, Series 2026-FL4, Class C, 5.68% (1 mo. Term SOFR + 2.00%), 01/18/2043, (2.00% Floor) (Callable 01/18/2028) <sup>(b)</sup> | ACREC Trust, Series 2026-FL4, Class C, 5.68% (1 mo. Term SOFR + 2.00%), 01/18/2043, (2.00% Floor) (Callable 01/18/2028) <sup>(b)</sup> | 110000 | 109323 |
|  AMMC CDO, Series 2024-30A, Class CR, 5.34% (3 mo. Term SOFR + 1.75%), 04/15/2039, (1.75% Floor) (Callable 04/15/2028) <sup>(b)</sup> | AMMC CDO, Series 2024-30A, Class CR, 5.34% (3 mo. Term SOFR + 1.75%), 04/15/2039, (1.75% Floor) (Callable 04/15/2028) <sup>(b)</sup> | 250000 | 249106 |
|  ArrowMark Colorado Holdings, Series 2026-19A, Class C, 5.56% (3 mo. Term SOFR + 1.90%), 03/31/2038, (1.90% Floor) (Callable 01/15/2028) <sup>(b)</sup> | ArrowMark Colorado Holdings, Series 2026-19A, Class C, 5.56% (3 mo. Term SOFR + 1.90%), 03/31/2038, (1.90% Floor) (Callable 01/15/2028) <sup>(b)</sup> | 250000 | 249480 |
|  Bain Capital Credit CLO, Series 2024-4A, Class C, 5.57% (3 mo. Term SOFR + 1.90%), 10/23/2037, (1.90% Floor) (Callable 10/23/2026) <sup>(b)</sup> | Bain Capital Credit CLO, Series 2024-4A, Class C, 5.57% (3 mo. Term SOFR + 1.90%), 10/23/2037, (1.90% Floor) (Callable 10/23/2026) <sup>(b)</sup> | 250000 | 248950 |
|  BDS Ltd., Series 2021-FL10, Class A, 5.14% (1 mo. Term SOFR + 1.46%), 12/16/2036, (1.46% Floor) (Callable 04/16/2026) <sup>(b)</sup> | BDS Ltd., Series 2021-FL10, Class A, 5.14% (1 mo. Term SOFR + 1.46%), 12/16/2036, (1.46% Floor) (Callable 04/16/2026) <sup>(b)</sup> | 20862 | 20861 |
|  BrightSpire Capital, Inc., Series 2026-FL3, Class D, 6.53% (1 mo. Term SOFR + 2.85%), 08/19/2043, (2.85% Floor) (Callable 09/19/2028) <sup>(b)</sup> | BrightSpire Capital, Inc., Series 2026-FL3, Class D, 6.53% (1 mo. Term SOFR + 2.85%), 08/19/2043, (2.85% Floor) (Callable 09/19/2028) <sup>(b)</sup> | 110000 | 109596 |
|  CBAM Ltd., Series 2017-1A, Class CR2, 5.77% (3 mo. Term SOFR + 2.10%), 01/20/2038, (2.10% Floor) (Callable 01/20/2027) <sup>(b)</sup> | CBAM Ltd., Series 2017-1A, Class CR2, 5.77% (3 mo. Term SOFR + 2.10%), 01/20/2038, (2.10% Floor) (Callable 01/20/2027) <sup>(b)</sup> | 250000 | 249837 |
|  Cent CLO, Series 2018-27A, Class DR, 7.76% (3 mo. Term SOFR + 4.09%), 01/25/2035, (3.83% Floor) (Callable 04/25/2026) <sup>(b)</sup> | Cent CLO, Series 2018-27A, Class DR, 7.76% (3 mo. Term SOFR + 4.09%), 01/25/2035, (3.83% Floor) (Callable 04/25/2026) <sup>(b)</sup> | 500000 | 494265 |
|  Empower CLO Ltd., Series 2024-2A, Class C, 5.77% (3 mo. Term SOFR + 2.10%), 07/15/2037, (2.10% Floor) (Callable 07/15/2026) <sup>(b)</sup> | Empower CLO Ltd., Series 2024-2A, Class C, 5.77% (3 mo. Term SOFR + 2.10%), 07/15/2037, (2.10% Floor) (Callable 07/15/2026) <sup>(b)</sup> | 500000 | 500158 |
| FS RIALTO | FS RIALTO | FS RIALTO | FS RIALTO |
| &nbsp;&nbsp; Series 2021-FL3, Class D, 6.29% (1 mo. Term SOFR + 2.61%), 11/16/2036, (2.61% Floor) (Callable 04/16/2026) <sup>(b)</sup> | &nbsp;&nbsp; Series 2021-FL3, Class D, 6.29% (1 mo. Term SOFR + 2.61%), 11/16/2036, (2.61% Floor) (Callable 04/16/2026) <sup>(b)</sup> | 100000 | 101059 |
| &nbsp;&nbsp; Series 2026-FL11, Class C, 5.72% (1 mo. Term SOFR + 2.05%), 01/19/2044, (2.05% Floor) (Callable 03/19/2029) <sup>(b)</sup> | &nbsp;&nbsp; Series 2026-FL11, Class C, 5.72% (1 mo. Term SOFR + 2.05%), 01/19/2044, (2.05% Floor) (Callable 03/19/2029) <sup>(b)</sup> | 100000 | 100018 |
|  GS REFT 2026-FL1 Issuer Ltd., Series 2026-FL1, Class A, 5.17% (1 mo. Term SOFR + 1.50%), 04/19/2043, (1.50% Floor) (Callable 09/19/2028) <sup>(b)</sup> | GS REFT 2026-FL1 Issuer Ltd., Series 2026-FL1, Class A, 5.17% (1 mo. Term SOFR + 1.50%), 04/19/2043, (1.50% Floor) (Callable 09/19/2028) <sup>(b)</sup> | 100000 | 100094 |
|  ICG US CLO Ltd., Series 2014-1A, Class BR3, 5.42% (3 mo. Term SOFR + 1.75%), 10/20/2034, (1.75% Floor) (Callable 10/20/2026) <sup>(b)</sup> | ICG US CLO Ltd., Series 2014-1A, Class BR3, 5.42% (3 mo. Term SOFR + 1.75%), 10/20/2034, (1.75% Floor) (Callable 10/20/2026) <sup>(b)</sup> | 250000 | 249124 |
|  Katayma CLO Ltd., Series 2024-2A, Class D, 8.17% (3 mo. Term SOFR + 4.50%), 04/20/2037, (4.50% Floor) (Callable 04/20/2026) <sup>(b)</sup> | Katayma CLO Ltd., Series 2024-2A, Class D, 8.17% (3 mo. Term SOFR + 4.50%), 04/20/2037, (4.50% Floor) (Callable 04/20/2026) <sup>(b)</sup> | 430000 | 427645 |
|  KREF, Series 2022-FL3, Class C, 5.98% (1 mo. Term SOFR + 2.30%), 02/17/2039, (2.30% Floor) (Callable 04/17/2026) <sup>(b)</sup> | KREF, Series 2022-FL3, Class C, 5.98% (1 mo. Term SOFR + 2.30%), 02/17/2039, (2.30% Floor) (Callable 04/17/2026) <sup>(b)</sup> | 120000 | 120456 |
|  MF1 Multifamily Housing Mortgage Loan Trust, Series 2022-FL8, Class B, 5.63% (1 mo. Term SOFR + 1.95%), 02/19/2037, (1.95% Floor) (Callable 04/17/2026) <sup>(b)</sup> | MF1 Multifamily Housing Mortgage Loan Trust, Series 2022-FL8, Class B, 5.63% (1 mo. Term SOFR + 1.95%), 02/19/2037, (1.95% Floor) (Callable 04/17/2026) <sup>(b)</sup> | 120000 | 119711 |
|  Neuberger Berman CLO Ltd., Series 2021-44A, Class DR, 6.32% (3 mo. Term SOFR + 2.65%), 10/16/2035, (2.65% Floor) (Callable 04/16/2026) <sup>(b)</sup> | Neuberger Berman CLO Ltd., Series 2021-44A, Class DR, 6.32% (3 mo. Term SOFR + 2.65%), 10/16/2035, (2.65% Floor) (Callable 04/16/2026) <sup>(b)</sup> | 500000 | 491976 |
|  Ocean Trails CLO, Series 2024-15A, Class CR, 5.67% (3 mo. Term SOFR + 2.00%), 01/15/2039, (2.00% Floor) (Callable 01/15/2028) <sup>(b)</sup> | Ocean Trails CLO, Series 2024-15A, Class CR, 5.67% (3 mo. Term SOFR + 2.00%), 01/15/2039, (2.00% Floor) (Callable 01/15/2028) <sup>(b)</sup> | 500000 | 499642 |
|  OZLM Ltd., Series 2016-15A, Class A1R3, 4.72% (3 mo. Term SOFR + 1.05%), 04/20/2033, (1.05% Floor) (Callable 04/20/2026) <sup>(b)</sup> | OZLM Ltd., Series 2016-15A, Class A1R3, 4.72% (3 mo. Term SOFR + 1.05%), 04/20/2033, (1.05% Floor) (Callable 04/20/2026) <sup>(b)</sup> | 161586 | 161413 |
|  Park Blue CLO Ltd., Series 2023-4A, Class CR, 5.46% (3 mo. Term SOFR + 1.80%), 01/25/2039, (1.80% Floor) (Callable 01/25/2028) <sup>(b)</sup> | Park Blue CLO Ltd., Series 2023-4A, Class CR, 5.46% (3 mo. Term SOFR + 1.80%), 01/25/2039, (1.80% Floor) (Callable 01/25/2028) <sup>(b)</sup> | 250000 | 249651 |
|  PFP III Ltd., Series 2026-13, Class C, 5.68% (1 mo. Term SOFR + 2.00%), 08/18/2043, (2.00% Floor) (Callable 07/18/2028) <sup>(b)</sup> | PFP III Ltd., Series 2026-13, Class C, 5.68% (1 mo. Term SOFR + 2.00%), 08/18/2043, (2.00% Floor) (Callable 07/18/2028) <sup>(b)</sup> | 80000 | 79944 |
|  Starwood Property Trust, Inc., Series 2025-FL4, Class B, 5.63% (1 mo. Term SOFR + 1.95%), 11/19/2042, (1.95% Floor) (Callable 05/19/2028) <sup>(b)</sup> | Starwood Property Trust, Inc., Series 2025-FL4, Class B, 5.63% (1 mo. Term SOFR + 1.95%), 11/19/2042, (1.95% Floor) (Callable 05/19/2028) <sup>(b)</sup> | 250000 | 249784 |
|  Storm King Park CLO Ltd., Series 2022-1A, Class AR, 5.03% (3 mo. Term SOFR + 1.36%), 10/15/2037, (1.36% Floor) (Callable 10/15/2026) <sup>(b)</sup> | Storm King Park CLO Ltd., Series 2022-1A, Class AR, 5.03% (3 mo. Term SOFR + 1.36%), 10/15/2037, (1.36% Floor) (Callable 10/15/2026) <sup>(b)</sup> | 500000 | 500180 |
| **TOTAL COLLATERALIZED LOAN OBLIGATIONS** (Cost $5,958,024) | **TOTAL COLLATERALIZED LOAN OBLIGATIONS** (Cost $5,958,024) | **TOTAL COLLATERALIZED LOAN OBLIGATIONS** (Cost $5,958,024) | 5932405 |
| **FOREIGN GOVERNMENT AGENCY ISSUES - 1.3%** | **FOREIGN GOVERNMENT AGENCY ISSUES - 1.3%** | **Par**  | **Value**  |
|  CDP Financial, Inc., 4.20%, 12/02/2030 | CDP Financial, Inc., 4.20%, 12/02/2030 | 100000 | 74514 |
|  New Zealand Government Bond, 3.50%, 04/14/2033 | New Zealand Government Bond, 3.50%, 04/14/2033 | 745000 | 403013 |
|  Norway Government Bond, 3.00%, 08/15/2033 <sup>(b)</sup> | Norway Government Bond, 3.00%, 08/15/2033 <sup>(b)</sup> | 1035000 | 97943 |
|  NOTA DO TESOURO NACIONAL (PRICES NEAR 1000), 10.00%, 01/01/2027 | NOTA DO TESOURO NACIONAL (PRICES NEAR 1000), 10.00%, 01/01/2027 | 2385000 | 448645 |
|  NOTA DO TESOURO NACIONAL (PRICES NEAR1000), 10.00%, 01/01/2029 | NOTA DO TESOURO NACIONAL (PRICES NEAR1000), 10.00%, 01/01/2029 | 2710000 | 495302 |
|  Province of British Columbia Canada, 4.20%, 07/06/2033 | Province of British Columbia Canada, 4.20%, 07/06/2033 | 145000 | 142842 |
|  Province of Ontario Canada, 3.45%, 06/02/2045 | Province of Ontario Canada, 3.45%, 06/02/2045 | 160000 | 97633 |
| Queensland Treasury Corp. | Queensland Treasury Corp. | Queensland Treasury Corp. | Queensland Treasury Corp. |
| &nbsp;&nbsp; 3.25%, 05/21/2035 <sup>(b)</sup> | &nbsp;&nbsp; 3.25%, 05/21/2035 <sup>(b)</sup> | 100000 | 113264 |
| &nbsp;&nbsp; 3.38%, 03/18/2036 <sup>(b)</sup> | &nbsp;&nbsp; 3.38%, 03/18/2036 <sup>(b)</sup> | 105000 | 119832 |
| &nbsp;&nbsp; 5.25%, 08/13/2038 <sup>(b)</sup> | &nbsp;&nbsp; 5.25%, 08/13/2038 <sup>(b)</sup> | 135000 | 87976 |
| Treasury Corp. of Victoria | Treasury Corp. of Victoria | Treasury Corp. of Victoria | Treasury Corp. of Victoria |
| &nbsp;&nbsp; 4.75%, 09/15/2036 | &nbsp;&nbsp; 4.75%, 09/15/2036 | 230000 | 146674 |
| &nbsp;&nbsp; 2.00%, 11/20/2037 | &nbsp;&nbsp; 2.00%, 11/20/2037 | 340000 | 158446 |
| **TOTAL FOREIGN GOVERNMENT AGENCY ISSUES** (Cost $2,333,132) | **TOTAL FOREIGN GOVERNMENT AGENCY ISSUES** (Cost $2,333,132) | **TOTAL FOREIGN GOVERNMENT AGENCY ISSUES** (Cost $2,333,132) | 2386084 |
| **PREFERRED STOCKS - 1.1%** | **PREFERRED STOCKS - 1.1%** | **Shares**  | **Value**  |
| **Financial - 1.1%** | **Financial - 1.1%** | **Financial - 1.1%** |  |
|  Bank of Hawaii Corp., 8.00%, Perpetual (Callable 08/01/2029) <sup>(a)(m)</sup> | Bank of Hawaii Corp., 8.00%, Perpetual (Callable 08/01/2029) <sup>(a)(m)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4900 | 128625 |
|  Citizens Financial Group, Inc., Series I, 6.50% to 10/06/2030 then 5 yr. CMT Rate + 2.63%, Perpetual (Callable 10/06/2030) <sup>(m)</sup> | Citizens Financial Group, Inc., Series I, 6.50% to 10/06/2030 then 5 yr. CMT Rate + 2.63%, Perpetual (Callable 10/06/2030) <sup>(m)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12725 | 316343 |
|  Fifth Third Bancorp, 6.88% to 10/01/2030 then 5 yr. CMT Rate + 3.13%, Perpetual (Callable 10/01/2030) <sup>(m)</sup> | Fifth Third Bancorp, 6.88% to 10/01/2030 then 5 yr. CMT Rate + 3.13%, Perpetual (Callable 10/01/2030) <sup>(m)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11000 | 286660 |
|  First Busey Corp., Series B, 8.25%, Perpetual (Callable 06/01/2030) <sup>(m)</sup> | First Busey Corp., Series B, 8.25%, Perpetual (Callable 06/01/2030) <sup>(m)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4950 | 125186 |
|  First Citizens BancShares, Inc./NC, Series E, 6.63% to 03/15/2031 then 5 yr. CMT Rate + 2.83%, Perpetual (Callable 03/15/2031) <sup>(a)(m)</sup> | First Citizens BancShares, Inc./NC, Series E, 6.63% to 03/15/2031 then 5 yr. CMT Rate + 2.83%, Perpetual (Callable 03/15/2031) <sup>(a)(m)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12200 | 301584 |
|  First Horizon Corp., Series H, 6.75%, Perpetual (Callable 04/10/2031) <sup>(m)</sup> | First Horizon Corp., Series H, 6.75%, Perpetual (Callable 04/10/2031) <sup>(m)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6325 | 156544 |
|  Live Oak Bancshares, Inc., Series A, 8.38%, Perpetual (Callable 09/15/2030) <sup>(m)</sup> | Live Oak Bancshares, Inc., Series A, 8.38%, Perpetual (Callable 09/15/2030) <sup>(m)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3625 | 90625 |
|  UMB Financial Corp., 7.75% to 07/15/2030 then 5 yr. CMT Rate + 3.74%, Perpetual (Callable 07/15/2030) <sup>(m)</sup> | UMB Financial Corp., 7.75% to 07/15/2030 then 5 yr. CMT Rate + 3.74%, Perpetual (Callable 07/15/2030) <sup>(m)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7375 | 188136 |
|  WesBanco, Inc., Series B, 7.38% to 10/01/2030 then 5 yr. CMT Rate + 3.80%, Perpetual (Callable 10/01/2030) <sup>(m)</sup> | WesBanco, Inc., Series B, 7.38% to 10/01/2030 then 5 yr. CMT Rate + 3.80%, Perpetual (Callable 10/01/2030) <sup>(m)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10650 | 266783 |
|  Wintrust Financial Corp., Series F, 7.88% to 07/15/2030 then 5 yr. CMT Rate + 3.88%, Perpetual (Callable 07/15/2030) <sup>(m)</sup> | Wintrust Financial Corp., Series F, 7.88% to 07/15/2030 then 5 yr. CMT Rate + 3.88%, Perpetual (Callable 07/15/2030) <sup>(m)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4250 | 109522 |
| **TOTAL PREFERRED STOCKS** (Cost $1,949,288) | **TOTAL PREFERRED STOCKS** (Cost $1,949,288) | **TOTAL PREFERRED STOCKS** (Cost $1,949,288) | 1970008 |
| **CONVERTIBLE PREFERRED STOCKS - 1.0%** | **CONVERTIBLE PREFERRED STOCKS - 1.0%** | **Shares**  | **Value**  |
| **Consumer, Cyclical - 0.2%** | **Consumer, Cyclical - 0.2%** | **Consumer, Cyclical - 0.2%** |  |
|  QXO, Inc., 5.50%, 05/15/2028 <sup>(m)</sup> | QXO, Inc., 5.50%, 05/15/2028 <sup>(m)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5350 | 294196 |
| **Industrial - 0.1%** | **Industrial - 0.1%** | **Industrial - 0.1%** |  |
|  Boeing Co., 6.00%, 10/15/2027 <sup>(m)</sup> | Boeing Co., 6.00%, 10/15/2027 <sup>(m)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1800 | 116784 |
| **Technology - 0.2%** | **Technology - 0.2%** | **Technology - 0.2%** |  |
|  Hewlett Packard Enterprise Co., 7.63%, 09/01/2027 <sup>(m)</sup> | Hewlett Packard Enterprise Co., 7.63%, 09/01/2027 <sup>(m)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2750 | 177403 |
|  Oracle Corp., Series D, 6.50%, 01/15/2029 <sup>(m)</sup> | Oracle Corp., Series D, 6.50%, 01/15/2029 <sup>(m)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6300 | 283563 |
|  |  |  | 460966 |
| **Utilities - 0.5%** | **Utilities - 0.5%** | **Utilities - 0.5%** |  |
|  NextEra Energy, Inc., 7.38%, 02/15/2029 <sup>(m)</sup> | NextEra Energy, Inc., 7.38%, 02/15/2029 <sup>(m)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9450 | 474673 |
|  PPL Corp., 7.00%, 02/15/2029 <sup>(m)</sup> | PPL Corp., 7.00%, 02/15/2029 <sup>(m)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3340 | 171309 |
|  Southern Co., Series A, 7.13%, 12/15/2028 <sup>(m)</sup> | Southern Co., Series A, 7.13%, 12/15/2028 <sup>(m)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4250 | 218450 |
|  |  |  | 864432 |
| **TOTAL CONVERTIBLE PREFERRED STOCKS** (Cost $1,660,365) | **TOTAL CONVERTIBLE PREFERRED STOCKS** (Cost $1,660,365) | **TOTAL CONVERTIBLE PREFERRED STOCKS** (Cost $1,660,365) | 1736378 |
| **MORTGAGE-BACKED SECURITIES - 0.8%** | **MORTGAGE-BACKED SECURITIES - 0.8%** | **Par**  | **Value**  |
|  ARDN 2025-ARCP Mortgage Trust, Series 2025-ARCP, Class A, 5.42% (1 mo. Term SOFR + 1.75%), 06/15/2035, (1.75% Floor) <sup>(b)</sup> | ARDN 2025-ARCP Mortgage Trust, Series 2025-ARCP, Class A, 5.42% (1 mo. Term SOFR + 1.75%), 06/15/2035, (1.75% Floor) <sup>(b)</sup> | 100000 | 99594 |
|  BBCMS Trust, Series 2026-5C40, Class XD, 2.13%, 02/15/2059 (Callable 11/15/2030) <sup>(b)(g)(h)</sup> | BBCMS Trust, Series 2026-5C40, Class XD, 2.13%, 02/15/2059 (Callable 11/15/2030) <sup>(b)(g)(h)</sup> | 2064000 | 192807 |
| BX Trust | BX Trust | BX Trust | BX Trust |
| &nbsp;&nbsp; Series 2026-ALOHA, Class D, 5.85% (1 mo. Term SOFR + 2.15%), 04/15/2043, (2.15% Floor) <sup>(b)</sup> | &nbsp;&nbsp; Series 2026-ALOHA, Class D, 5.85% (1 mo. Term SOFR + 2.15%), 04/15/2043, (2.15% Floor) <sup>(b)</sup> | 100000 | 100000 |
| &nbsp;&nbsp; Series 2026-CART, Class D, 5.57% (1 mo. Term SOFR + 1.90%), 02/15/2036, (1.90% Floor) <sup>(b)</sup> | &nbsp;&nbsp; Series 2026-CART, Class D, 5.57% (1 mo. Term SOFR + 1.90%), 02/15/2036, (1.90% Floor) <sup>(b)</sup> | 100000 | 99999 |
| &nbsp;&nbsp; Series 2026-CSMO, Class D, 6.12% (1 mo. Term SOFR + 2.45%), 02/15/2043, (2.45% Floor) <sup>(b)</sup> | &nbsp;&nbsp; Series 2026-CSMO, Class D, 6.12% (1 mo. Term SOFR + 2.45%), 02/15/2043, (2.45% Floor) <sup>(b)</sup> | 100000 | 100156 |
| &nbsp;&nbsp; Series 2026-XL6, Class B, 5.12% (1 mo. Term SOFR + 1.45%), 03/15/2043, (1.45% Floor) <sup>(b)</sup> | &nbsp;&nbsp; Series 2026-XL6, Class B, 5.12% (1 mo. Term SOFR + 1.45%), 03/15/2043, (1.45% Floor) <sup>(b)</sup> | 250000 | 248750 |
| &nbsp;&nbsp; Series 2026-XL6, Class D, 5.77% (1 mo. Term SOFR + 2.10%), 03/15/2043, (2.10% Floor) <sup>(b)</sup> | &nbsp;&nbsp; Series 2026-XL6, Class D, 5.77% (1 mo. Term SOFR + 2.10%), 03/15/2043, (2.10% Floor) <sup>(b)</sup> | 80000 | 79600 |
|  Computershare Corporate Trust, Series 2026-5C8, Class XA, 1.58%, 03/15/2059 (Callable 12/15/2030) <sup>(g)(h)</sup> | Computershare Corporate Trust, Series 2026-5C8, Class XA, 1.58%, 03/15/2059 (Callable 12/15/2030) <sup>(g)(h)</sup> | 2152000 | 123716 |
| Ginnie Mae II Pool | Ginnie Mae II Pool | Ginnie Mae II Pool | Ginnie Mae II Pool |
| &nbsp;&nbsp; Pool MA8200, 4.00%, 08/20/2052 | &nbsp;&nbsp; Pool MA8200, 4.00%, 08/20/2052 | 71503 | 67569 |
| &nbsp;&nbsp; Pool MA8201, 4.50%, 08/20/2052 | &nbsp;&nbsp; Pool MA8201, 4.50%, 08/20/2052 | 32924 | 32061 |
| &nbsp;&nbsp; Pool MA8346, 4.00%, 10/20/2052 | &nbsp;&nbsp; Pool MA8346, 4.00%, 10/20/2052 | 84230 | 79877 |
| &nbsp;&nbsp; Pool MA8426, 4.00%, 11/20/2052 | &nbsp;&nbsp; Pool MA8426, 4.00%, 11/20/2052 | 85371 | 80954 |
| &nbsp;&nbsp; Pool MA8489, 4.50%, 12/20/2052 | &nbsp;&nbsp; Pool MA8489, 4.50%, 12/20/2052 | 58131 | 56544 |
|  PLYM Commercial Mortgage Trust, Series 2026-IND, Class D, 5.82% (1 mo. Term SOFR + 2.15%), 03/15/2043, (2.15% Floor) <sup>(b)</sup> | PLYM Commercial Mortgage Trust, Series 2026-IND, Class D, 5.82% (1 mo. Term SOFR + 2.15%), 03/15/2043, (2.15% Floor) <sup>(b)</sup> | 100000 | 99000 |
| **TOTAL MORTGAGE-BACKED SECURITIES** (Cost $1,475,339) | **TOTAL MORTGAGE-BACKED SECURITIES** (Cost $1,475,339) | **TOTAL MORTGAGE-BACKED SECURITIES** (Cost $1,475,339) | 1460627 |
| **CONVERTIBLE BONDS - 0.7%** | **CONVERTIBLE BONDS - 0.7%** | **Par**  | **Value**  |
| **Consumer, Cyclical - 0.1%** | **Consumer, Cyclical - 0.1%** | **Consumer, Cyclical - 0.1%** | **Consumer, Cyclical - 0.1%** |
|  Burlington Stores, Inc., 1.25%, 12/15/2027 | Burlington Stores, Inc., 1.25%, 12/15/2027 | 110000 | 182603 |
| **Utilities - 0.6%** | **Utilities - 0.6%** | **Utilities - 0.6%** | **Utilities - 0.6%** |
|  CenterPoint Energy, Inc., 3.00%, 08/01/2028 <sup>(b)</sup> | CenterPoint Energy, Inc., 3.00%, 08/01/2028 <sup>(b)</sup> | 300000 | 314112 |
|  CMS Energy Corp., 3.13%, 05/01/2031 <sup>(b)</sup> | CMS Energy Corp., 3.13%, 05/01/2031 <sup>(b)</sup> | 100000 | 102566 |
|  Duke Energy Corp., 3.00%, 03/15/2029 <sup>(b)</sup> | Duke Energy Corp., 3.00%, 03/15/2029 <sup>(b)</sup> | 140000 | 140456 |
|  Exelon Corp., 3.25%, 03/15/2029 <sup>(b)</sup> | Exelon Corp., 3.25%, 03/15/2029 <sup>(b)</sup> | 130000 | 134436 |
|  FirstEnergy Corp., 3.88%, 01/15/2031 <sup>(b)</sup> | FirstEnergy Corp., 3.88%, 01/15/2031 <sup>(b)</sup> | 170000 | 196090 |
|  Southern Co., 3.25%, 06/15/2028 <sup>(b)</sup> | Southern Co., 3.25%, 06/15/2028 <sup>(b)</sup> | 100000 | 101869 |
|  TXNM Energy, Inc., 5.75%, 06/01/2054 | TXNM Energy, Inc., 5.75%, 06/01/2054 | 105000 | 139019 |
|  |  |  | 1128548 |
| **TOTAL CONVERTIBLE BONDS** (Cost $1,165,008) | **TOTAL CONVERTIBLE BONDS** (Cost $1,165,008) | **TOTAL CONVERTIBLE BONDS** (Cost $1,165,008) | 1311151 |
| **U.S. GOVERNMENT AGENCY ISSUES - 0.1%** | **U.S. GOVERNMENT AGENCY ISSUES - 0.1%** | **Par**  | **Value**  |
|  Freddie Mac Mscr Trust Mn13, Series 2026-MN13, Class M2, 6.62% (30 day avg SOFR US + 2.95%), 03/25/2046, (0.00% Floor) (Callable 03/25/2031) <sup>(b)</sup> | Freddie Mac Mscr Trust Mn13, Series 2026-MN13, Class M2, 6.62% (30 day avg SOFR US + 2.95%), 03/25/2046, (0.00% Floor) (Callable 03/25/2031) <sup>(b)</sup> | 85000 | 84999 |
| **TOTAL U.S. GOVERNMENT AGENCY ISSUES** (Cost $85,000) | **TOTAL U.S. GOVERNMENT AGENCY ISSUES** (Cost $85,000) | **TOTAL U.S. GOVERNMENT AGENCY ISSUES** (Cost $85,000) | 84999 |
| **PURCHASED OPTIONS - 0.0% <sup>(m)</sup>** | **Notional Amount**  | **Contracts**  | **Value**  |
| **Call Options - 0.0% <sup>(j)</sup>** | **Call Options - 0.0% <sup>(j)</sup>** |  |  |
|  10-Year Forward Interest Rate Swap, Counterparty: Nomura Securities International, Inc., Pay Floating; Expiration: 02/12/2036; Exercise Rate: 3.61% | 1202000 | &nbsp;&nbsp;&nbsp; 1202000 | 2673 |
|  10-Year Forward Interest Rate Swap, Counterparty: Deutsche Bank, Pay Floating; Expiration: 02/23/2028; Exercise Rate: 3.82% | 274000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274000 | (1466) |
|  1-Year Forward Interest Rate Swap, Counterparty: Mizuho Capital Markets, Pay Floating; Expiration: 04/10/2026; Exercise Rate: 3.15% | 6010000 | &nbsp;&nbsp;&nbsp; 6010000 | (3522) |
|  5-Year Forward Interest Rate Swap, Counterparty: UBS AG, Pay Floating; Expiration: 03/20/2028; Exercise Rate: 3.78% | 601000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 601000 | (522) |
|  EUR/GBP, Counterparty: Goldman Sachs, Expiration: 08/06/2026; Exercise Price: $0.93 | 23117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20000 | 1485 |
|  MC 5YX5Y, Counterparty: Morgan Stanley, Pay Floating; Expiration: 05/20/2026; Exercise Rate: 2.50% | 1194000 | &nbsp;&nbsp;&nbsp; 1194000 | 28 |
| USD/EUR, Counterparty: Nomura Securities International, Inc.;  | USD/EUR, Counterparty: Nomura Securities International, Inc.;  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Expiration: 05/22/2026; Exercise Price: $1.09 | 48000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48000 | 1632 |
| &nbsp;&nbsp;&nbsp;&nbsp; Expiration: 09/21/2026; Exercise Price: $1.13 | 558000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 558000 | 4572 |
|  USD/KRW, Counterparty: Morgan Stanley, Expiration: 04/24/2026; Exercise Price: $1,500.00 | 551000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 551000 | 9112 |
| **Total Call Options** |  |  | 13992 |
| **Put Options - 0.0% <sup>(j)</sup>** | **Put Options - 0.0% <sup>(j)</sup>** |  |  |
|  10-Year Forward Interest Rate Swap, Counterparty: Deutsche Bank, Receive Floating; Expiration: 02/23/2028; Exercise Rate: 3.82% | 274000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274000 | 2603 |
|  30-Year Forward Interest Rate Swap, Counterparty: J.P. Morgan Securities, Receive Fixed; Expiration: 08/30/2027; Exercise Rate: 4.65% | 598400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 598400 | (8315) |
|  5-Year Forward Interest Rate Swap, Counterparty: UBS AG, Receive Floating; Expiration: 03/20/2028; Exercise Rate: 3.78% | 601000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 601000 | (1388) |
|  AUD/JPY, Counterparty: Goldman Sachs, Expiration: 05/29/2026; Exercise Price: $103.00 | 33808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49000 | 3664 |
|  Interest Rate Swap - Forward Volatility Agreement 5Y5Y30Y, Counterparty: Barclays Capital, Inc., Receive Floating; Expiration: 05/25/2027; Exercise Rate: 0.00% | 2436500 | &nbsp;&nbsp;&nbsp; 2436500 | 31053 |
|  USD/KRW, Counterparty: Morgan Stanley, Expiration: 04/24/2026; Exercise Price: $1,380.00 | 551000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 551000 | 39 |
| **Total Put Options** |  |  | 27656 |
| **TOTAL PURCHASED OPTIONS** (Cost $26,837) | **TOTAL PURCHASED OPTIONS** (Cost $26,837) | **TOTAL PURCHASED OPTIONS** (Cost $26,837) | 41648 |
| **COMMON STOCKS - 0.0% <sup>(j)</sup>** | **COMMON STOCKS - 0.0% <sup>(j)</sup>** | **Shares**  | **Value**  |
| ALTICE FRANCE/LUXCO 3 SHARES <sup>(d)(m)</sup> | ALTICE FRANCE/LUXCO 3 SHARES <sup>(d)(m)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 360 | 6086 |
| **TOTAL COMMON STOCKS** (Cost $11,893) | **TOTAL COMMON STOCKS** (Cost $11,893) | **TOTAL COMMON STOCKS** (Cost $11,893) | 6086 |
| **TOTAL INVESTMENTS - 92.2% (**Cost $174,976,003**)** | **TOTAL INVESTMENTS - 92.2% (**Cost $174,976,003**)** | **TOTAL INVESTMENTS - 92.2% (**Cost $174,976,003**)** | 168557931 |
| Money Market Deposit Account - 6.7% <sup>(n)(o)</sup> | Money Market Deposit Account - 6.7% <sup>(n)(o)</sup> | Money Market Deposit Account - 6.7% <sup>(n)(o)</sup> | 12257646 |
| Other Assets in Excess of Liabilities - 1.1% | Other Assets in Excess of Liabilities - 1.1% | Other Assets in Excess of Liabilities - 1.1% | &nbsp;&nbsp;&nbsp;&nbsp; 2097627 |
| **TOTAL NET ASSETS - 100.0%** |  |  | $182913204  |
| Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. |  |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |  |

---

---

| |
|:---|
| CMT - Constant Maturity Treasury |
| EURIBOR - Euro Interbank Offered Rate |
| LIBOR - London Interbank Offered Rate |
| LLC - Limited Liability Company |
| LP - Limited Partnership |
| NIBOR - Norway Interbank Offered Rate |
| PIK - Payment in Kind |
| PLC - Public Limited Company |
| REIT - Real Estate Investment Trust |
| SOFR - Secured Overnight Financing Rate |
| USISSO05- 5 Year US Dollar SOFR Swap Rate |
| AUD - Australian Dollar |
| BRL - Brazilian Real |
| CAD - Canadian Dollar |
| CNY - Chinese Yuan Renminbi |
| CZK - Czech Republic Koruna |
| EUR - Euro |
| GBP - British Pound |
| HUF - Hungarian Forint |
| IDR - Indonesian Rupiah |
| INR - Indian Rupee |
| JPY - Japanese Yen |
| MXN - Mexican Peso |
| MYR - Malaysian Ringgit |
| NOK - Norwegian Krone |
| NZD - New Zealand Dollar |
| PEN - Peruvian Sol |
| PHP - Philippine Peso |
| PLN - Polish Zloty |

---

(a) All or a portion of this security is on loan as of March 31, 2026. The fair value of these securities was $445,801.

(b) Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified institutional
 investors. As of March 31, 2026, the value of these securities total $63,425,747 or 34.7% of the Fund's net assets.

(c) Step coupon bond. The rate disclosed is as of March 31, 2026.

(d) Fair value determined using significant unobservable inputs in accordance with procedures established by and under the supervision of the Adviser, acting as Valuation Designee. These securities represented $8,398 or
 0.0% of net assets as of March 31, 2026.

(e) Zero coupon bonds make no periodic interest payments.

(f) Securities referencing LIBOR are expected to transition to an alternative reference rate by the security's next scheduled coupon reset date.

(g) Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the weighted average coupon of the underlying assets which comprise the collateral increases or decreases, the
 coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of March 31, 2026.

(h) Interest only security.

(i) Inverse floating rate security whose interest rate moves in the opposite direction of reference interest rates. Reference interest rates are typically based on a negative multiplier or slope. Interest rate may also
 be subject to a cap or floor.

(j) Represents less than 0.05% of net assets.

(k) Rounds to zero.

(l) Affiliated security as defined by the Investment Company Act of 1940.

(m) Non-income producing security.

(n) The U.S. Bank Money Market Deposit Account (the "MMDA") is a short-term vehicle in which the Fund holds cash balances. The MMDA will bear interest at a variable rate that is determined based on market conditions and
 is subject to change daily. The rate as of March 31, 2026 was 3.49%.

(o) All or a portion of this deposit account was purchased using proceeds from securities lending. The fair value of this deposit held from securities lending as of March 31, 2026 is $453,227 which represented 0.2% of
 net assets.

------

---

| | | | |
|:---|:---|:---|:---|
| **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** |
| **Schedule of Written Options** | **Schedule of Written Options** | **Schedule of Written Options** | **Schedule of Written Options** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **WRITTEN OPTIONS - (0.1)%** | **Notional Amount** | **Contracts** | **Value** |
| **Call Options - (0.0)% <sup>(a)</sup>** | **Call Options - (0.0)% <sup>(a)</sup>** | **Call Options - (0.0)% <sup>(a)</sup>** | **Call Options - (0.0)% <sup>(a)</sup>** |
|  10-Year Forward Interest Rate Swap, Counterparty: The Toronto-Dominion Bank, Receive Floating; Expiration: 07/21/2026; Exercise Rate: 3.94% | $(306500) | (306500) | $(762) |
| 1-Year Forward Interest Rate Swap Counterparty: J.P. Morgan Securities;  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Receive Floating; Expiration: 06/30/2027; Exercise Rate: 3.25% | (1496000) | (1496000) | 366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Receive Floating; Expiration: 11/22/2027; Exercise Rate: 3.16% | (2992000) | (2992000) | 2397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Receive Floating; Expiration: 12/16/2027; Exercise Rate: 3.34% | (1495500) | (1495500) | (72) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Receive Floating; Expiration: 02/03/2028; Exercise Rate: 3.52% | (4183000) | (4183000) | (6028) |
|  1-Year Forward Interest Rate Swap, Counterparty: BNP Paribas Securities Corp., Receive Floating; Expiration: 02/22/2027; Exercise Rate: 2.50% | (6010000) | (6010000) | 1599 |
| 1-Year Forward Interest Rate Swap Counterparty: Deutsche Bank;  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Receive Floating; Expiration: 09/25/2026; Exercise Rate: 2.50% | (6172000) | (6172000) | 4617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Receive Floating; Expiration: 09/23/2027; Exercise Rate: 3.16% | (2992000) | (2992000) | 2890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Receive Floating; Expiration: 02/11/2028; Exercise Rate: 3.42% | (1502500) | (1502500) | (1182) |
|  1-Year Forward Interest Rate Swap, Counterparty: Nomura Securities International, Inc., Receive Floating; Expiration: 10/25/2027; Exercise Rate: 3.12% | (2992000) | (2992000) | 2950 |
|  1-Year Forward Interest Rate Swap, Counterparty: The Toronto-Dominion Bank, Receive Floating; Expiration: 02/05/2029; Exercise Rate: 3.70% | (4183000) | (4183000) | (6513) |
| 30-Year Forward Interest Rate Swap Counterparty: Nomura Securities International, Inc.;  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Receive Floating; Expiration: 01/07/2030; Exercise Rate: 3.00% | (307000) | (307000) | (1806) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Receive Floating; Expiration: 02/25/2031; Exercise Rate: 4.13% | (150000) | (150000) | 406 |
| 30-Year Forward Interest Rate Swap Counterparty: BNP Paribas Securities Corp.;  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Receive Floating; Expiration: 02/18/2031; Exercise Rate: 4.14% | (150000) | (150000) | 322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Receive Floating; Expiration: 02/25/2031; Exercise Rate: 4.12% | (302500) | (302500) | 1007 |
|  30-Year Forward Interest Rate Swap, Counterparty: Goldman Sachs, Receive Floating; Expiration: 02/18/2031; Exercise Rate: 4.13% | (150000) | (150000) | 480 |
|  30-Year Forward Interest Rate Swap, Counterparty: Deutsche Bank, Receive Floating; Expiration: 01/07/2030; Exercise Rate: 3.00% | (613000) | (613000) | (3606) |
|  30-Year Forward Interest Rate Swap, Counterparty: The Toronto-Dominion Bank, Receive Floating; Expiration: 01/29/2027; Exercise Rate: 4.25% | (459000) | (459000) | (6567) |
|  30-Year Forward Interest Rate Swap, Counterparty: UBS AG, Receive Floating; Expiration: 01/29/2027; Exercise Rate: 4.25% | (459000) | (459000) | (6881) |
| EUR/USD, Counterparty: Citibank Global Markets, Inc.; Expiration: 05/04/2026; Exercise Price: $1.18 | (3213278) | (2780000) | (9569) |
| EUR/ZAR, Counterparty: Goldman Sachs; Expiration: 01/08/2027; Exercise Price: $21.50 | (27741) | (24000) | (1933) |
|  MC 10YX10Y, Counterparty: Morgan Stanley, Receive Floating; Expiration: 05/20/2026; Exercise Rate: 2.30% | (597000) | (597000) | (14) |
| USD/KRW, Counterparty: Morgan Stanley; Expiration: 04/24/2026; Exercise Price: $1,475.00 | (551000) | (551000) | (14878) |
| **Total Call Options** |  |  | (42777) |
| **Put Options - (0.1)%** | **Put Options - (0.1)%** | **Put Options - (0.1)%** | **Put Options - (0.1)%** |
|  10-Year Forward Interest Rate Swap, Counterparty: The Toronto-Dominion Bank, Pay Floating; Expiration: 07/21/2026; Exercise Rate: 3.94% | (306500) | (306500) | 1058 |
|  10-Year Forward Interest Rate Swap, Counterparty: Nomura Securities International, Inc., Pay Floating; Expiration: 02/12/2036; Exercise Rate: 5.61% | (1202000) | (1202000) | (2900) |
| 1-Year Forward Interest Rate Swap Counterparty: J.P. Morgan Securities;  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pay Floating; Expiration: 06/30/2027; Exercise Rate: 3.25% | (1496000) | (1496000) | (2899) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pay Floating; Expiration: 09/30/2027; Exercise Rate: 3.60% | (10771200) | (10771200) | (14498) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pay Floating; Expiration: 11/22/2027; Exercise Rate: 3.16% | (2992000) | (2992000) | (5748) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pay Floating; Expiration: 12/16/2027; Exercise Rate: 3.34% | (1495500) | (1495500) | (1651) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pay Floating; Expiration: 02/03/2028; Exercise Rate: 3.52% | (4183000) | (4183000) | (3857) |
| 1-Year Forward Interest Rate Swap Counterparty: Deutsche Bank;  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pay Floating; Expiration: 09/23/2027; Exercise Rate: 3.16% | (2992000) | (2992000) | (5416) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pay Floating; Expiration: 02/11/2028; Exercise Rate: 3.42% | (1502500) | (1502500) | (1920) |
|  1-Year Forward Interest Rate Swap, Counterparty: Nomura Securities International, Inc., Pay Floating; Expiration: 10/25/2027; Exercise Rate: 3.12% | (2992000) | (2992000) | (6280) |
|  1-Year Forward Interest Rate Swap, Counterparty: The Toronto-Dominion Bank, Pay Floating; Expiration: 02/05/2029; Exercise Rate: 3.70% | (4183000) | (4183000) | (1987) |
|  1-Year Forward Interest Rate Swap, Counterparty: UBS AG, Pay Floating; Expiration: 02/10/2027; Exercise Rate: 3.70% | (6010000) | (6010000) | (13222) |
| 30-Year Forward Interest Rate Swap Counterparty: Nomura Securities International, Inc.;  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pay Floating; Expiration: 02/25/2031; Exercise Rate: 4.12% | (302500) | (302500) | (2241) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pay Floating; Expiration: 02/25/2031; Exercise Rate: 4.13% | (150000) | (150000) | (993) |
|  30-Year Forward Interest Rate Swap, Counterparty: UBS AG, Pay Floating; Expiration: 01/29/2027; Exercise Rate: 4.25% | (459000) | (459000) | 3239 |
|  30-Year Forward Interest Rate Swap, Counterparty: Deutsche Bank, Pay Floating; Expiration: 02/24/2031; Exercise Rate: 5.60% | (366000) | (366000) | (1434) |
|  30-Year Forward Interest Rate Swap, Counterparty: BNP Paribas Securities Corp., Pay Floating; Expiration: 02/18/2031; Exercise Rate: 4.14% | (150000) | (150000) | (969) |
|  30-Year Forward Interest Rate Swap, Counterparty: The Toronto-Dominion Bank, Pay Floating; Expiration: 01/29/2027; Exercise Rate: 4.25% | (459000) | (459000) | 3437 |
|  30-Year Forward Interest Rate Swap, Counterparty: Goldman Sachs, Pay Floating; Expiration: 02/18/2031; Exercise Rate: 4.13% | (150000) | (150000) | (918) |
|  CDX.NA.HY.45.V2 5YR RTP 104.0000, Counterparty: Goldman Sachs, Pay Floating; Expiration: 04/15/2026; Exercise Rate: 104.00% | (555000) | (555000) | (2590) |
|  CDX.NA.HY.45.V2 5YR RTP 106.5000, Counterparty: Goldman Sachs, Pay Floating; Expiration: 04/15/2026; Exercise Rate: 106.50% | (1500000) | (1500000) | (22993) |
| EUR/USD, Counterparty: Citibank Global Markets, Inc.; Expiration: 05/04/2026; Exercise Price: $1.14 | (3190161) | (2760000) | (13466) |
| Invesco Senior Loan ETF, Counterparty: Goldman Sachs; Expiration: 04/17/2026; Exercise Price: $20.00 | (306150) | (150) | (1500) |
|  ITRAXX.EUR.45.V1 5YR RTP 77.5000, Counterparty: Deutsche Bank, Pay Floating; Expiration: 04/15/2026; Exercise Rate: 77.50% | (2510000) | (2510000) | (4047) |
| USD/KRW, Counterparty: Morgan Stanley; Expiration: 04/24/2026; Exercise Price: $1,340.00 | (551000) | (551000) | (8) |
| **Total Put Options** |  |  | (103803) |
| **TOTAL WRITTEN OPTIONS** (Premiums received $62,308) |  |  | $(146580) |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |

---

(a) Represents less than 0.05% of net assets.

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** |
| **Schedule of Futures Contracts** | **Schedule of Futures Contracts** | **Schedule of Futures Contracts** | **Schedule of Futures Contracts** | **Schedule of Futures Contracts** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **Description** | **Contracts Purchased** | **Expiration Date** | **Notional Value** | **Value / Unrealized**<br> **Appreciation**<br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;10 Year U.S. Ultra Treasury Notes | 14 | 06/18/2026 | $1589219 | $(31155) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Bund | 3 | 06/08/2026 | 434798 | (9711) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 2 Year Notes | 332 | 06/30/2026 | 68871843 | (433884) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 5 Year Note | 375 | 06/30/2026 | 40567383 | (515306) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Long Bonds | 62 | 06/18/2026 | 7060250 | (199868) |
|  |  |  |  | $(1189924) |
|  |  |  |  | – |
| **Description** | **Contracts Sold** | **Expiration Date** | **Notional Value** | **Value / Unrealized** <br> **Appreciation** <br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;10 Year U.S. Ultra Treasury Notes | (31) | 06/18/2026 | $3518984 | $61334 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian 10 Year Government Bonds | (1) | 06/19/2026 | 86270 | 1724 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-BTP Italian Government Bonds | (5) | 06/08/2026 | 672014 | 24847 |
| &nbsp;&nbsp;&nbsp;&nbsp;French Government Bonds | (3) | 06/08/2026 | 411565 | 11425 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 10 Year Notes | (38) | 06/18/2026 | 4219781 | 44537 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Long Bonds | (11) | 06/18/2026 | 1252625 | 18948 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Ultra Bonds | (26) | 06/18/2026 | 3030626 | 89958 |
|  |  |  |  | $252773 |
| **Net Unrealized Appreciation (Depreciation)** |  | $– | $– | $(937151) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** |
| **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **Counterparty** | **Settlement Date** | **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Unrealized**<br> **Appreciation (Depreciation)** |
| ANZ Securities, Inc. | 06/17/2026 | USD | 141252 | NZD | 240461 | $2688 |
| Barclays Capital, Inc. | 04/21/2026 | AUD | 317750 | NZD | 379556 | 903 |
| Barclays Capital, Inc. | 06/17/2026 | USD | 5854439 | EUR | 5033649 | 15346 |
| Barclays Capital, Inc. | 04/21/2026 | USD | 318125 | JPY | 50178747 | 1301 |
| Barclays Capital, Inc. | 06/17/2026 | USD | 371873 | NZD | 636897 | 4866 |
| BNP Paribas Securities Corp. | 04/24/2026 | USD | 977 | ZAR | 15989 | 34 |
| Citibank Global Markets, Inc. | 04/21/2026 | CLP | 463817835 | CAD | 694026 | 1587 |
| Citibank Global Markets, Inc. | 04/21/2026 | EUR | 152169 | CLP | 160842347 | 2349 |
| Citibank Global Markets, Inc. | 06/17/2026 | EUR | 306147 | USD | 354068 | 1066 |
| Citibank Global Markets, Inc. | 04/21/2026 | USD | 635833 | CAD | 872740 | 7878 |
| Citibank Global Markets, Inc. | 06/17/2026 | USD | 1035649 | CAD | 1401413 | 24771 |
| Citibank Global Markets, Inc. | 04/24/2026 | USD | 556723 | PEN | 1919895 | 5762 |
| Goldman Sachs | 06/17/2026 | USD | 694496 | MXN | 12409712 | 6828 |
| Goldman Sachs | 04/24/2026 | ZAR | 4704376 | USD | 275925 | 1565 |
| HSBC Bank | 06/17/2026 | EUR | 337166 | USD | 390907 | 210 |
| HSBC Bank | 06/17/2026 | USD | 848447 | EUR | 730652 | 883 |
| HSBC Bank | 04/21/2026 | USD | 1119297 | GBP | 842202 | 4594 |
| HSBC Bank | 04/21/2026 | USD | 318125 | JPY | 50102460 | 1783 |
| J.P. Morgan Securities, Inc. | 04/21/2026 | AUD | 317750 | NZD | 379558 | 902 |
| J.P. Morgan Securities, Inc. | 05/06/2026 | EUR | 690000 | USD | 794733 | 4226 |
| J.P. Morgan Securities, Inc. | 06/17/2026 | EUR | 466784 | USD | 540776 | 699 |
| J.P. Morgan Securities, Inc. | 04/21/2026 | JPY | 151950089 | USD | 957500 | 1899 |
| J.P. Morgan Securities, Inc. | 06/17/2026 | NOK | 4874340 | USD | 499881 | 3177 |
| J.P. Morgan Securities, Inc. | 06/17/2026 | USD | 1124949 | EUR | 965933 | 4455 |
| J.P. Morgan Securities, Inc. | 06/17/2026 | USD | 1447725 | GBP | 1079819 | 18824 |
| J.P. Morgan Securities, Inc. | 06/17/2026 | USD | 1001159 | NZD | 1685283 | 30027 |
| Morgan Stanley | 06/17/2026 | EUR | 14539 | USD | 16831 | 35 |
| Morgan Stanley | 04/24/2026 | TRY | 9240900 | USD | 200000 | 1396 |
| Morgan Stanley | 06/17/2026 | USD | 2351340 | AUD | 3292543 | 82293 |
| Morgan Stanley | 04/21/2026 | USD | 318125 | JPY | 50016860 | 2323 |
| Morgan Stanley | 06/17/2026 | USD | 29732 | JPY | 4686201 | 8 |
| Morgan Stanley | 06/17/2026 | USD | 1000132 | NOK | 9657557 | 3421 |
| Morgan Stanley | 04/24/2026 | USD | 643696 | PLN | 2352570 | 9983 |
| Royal Bank of Canada Investment Management (USA) Ltd. | 06/17/2026 | USD | 70295 | GBP | 52339 | 1036 |
| Standard Chartered Securities N.A. | 06/17/2026 | USD | 426055 | EUR | 365120 | 2511 |
| Standard Chartered Securities N.A. | 06/17/2026 | USD | 161521 | MXN | 2906073 | 485 |
| Standard Chartered Securities N.A. | 06/17/2026 | USD | 312 | NOK | 3017 | 0 |
| State Street Bank & Trust Co. | 06/17/2026 | EUR | 269733 | USD | 312196 | 697 |
| State Street Bank & Trust Co. | 06/17/2026 | MXN | 2739850 | USD | 151511 | 314 |
| State Street Bank & Trust Co. | 04/24/2026 | USD | 4376 | AUD | 6150 | 134 |
| State Street Bank & Trust Co. | 06/17/2026 | USD | 321054 | MXN | 5767575 | 1451 |
| UBS AG | 05/06/2026 | EUR | 345000 | USD | 395588 | 3891 |
| ANZ Securities, Inc. | 06/17/2026 | AUD | 206252 | USD | 144457 | (2319) |
| Barclays Capital, Inc. | 04/21/2026 | CAD | 877694 | USD | 635833 | (4314) |
| Barclays Capital, Inc. | 06/17/2026 | EUR | 1047177 | USD | 1216923 | (2186) |
| Barclays Capital, Inc. | 05/06/2026 | USD | 796398 | EUR | 690000 | (2561) |
| BNY Mellon Capital Markets LLC | 05/06/2026 | USD | 797987 | EUR | 690000 | (972) |
| BNY Mellon Capital Markets LLC | 06/17/2026 | USD | 32191 | EUR | 27835 | (98) |
| Citibank Global Markets, Inc. | 06/17/2026 | AUD | 352504 | USD | 243739 | (812) |
| Citibank Global Markets, Inc. | 04/21/2026 | CAD | 691667 | EUR | 435504 | (6237) |
| Citibank Global Markets, Inc. | 04/24/2026 | USD | 166473 | BRL | 870639 | (831) |
| Citibank Global Markets, Inc. | 06/17/2026 | USD | 714654 | EUR | 619179 | (3601) |
| Goldman Sachs | 05/06/2026 | USD | 396981 | EUR | 345000 | (2499) |
| Goldman Sachs | 06/17/2026 | USD | 356746 | EUR | 309590 | (2381) |
| Goldman Sachs | 04/24/2026 | USD | 273912 | ZAR | 4675807 | (1893) |
| HSBC Bank | 04/21/2026 | CAD | 497463 | EUR | 310000 | (755) |
| HSBC Bank | 05/06/2026 | USD | 398418 | EUR | 345000 | (1061) |
| J.P. Morgan Securities, Inc. | 04/21/2026 | CAD | 496729 | EUR | 310000 | (1283) |
| J.P. Morgan Securities, Inc. | 05/06/2026 | USD | 795013 | EUR | 690000 | (3946) |
| Morgan Stanley | 04/24/2026 | USD | 50866 | BRL | 270592 | (1131) |
| Morgan Stanley | 04/24/2026 | USD | 199750 | TRY | 9277976 | (2454) |
| Royal Bank of Canada Investment Management (USA) Ltd. | 06/17/2026 | MXN | 4383748 | USD | 244827 | (1907) |
| Royal Bank of Canada Investment Management (USA) Ltd. | 05/06/2026 | USD | 793543 | EUR | 690000 | (5415) |
| Royal Bank of Canada Investment Management (USA) Ltd. | 06/17/2026 | USD | 133641 | EUR | 115651 | (515) |
| Standard Chartered Securities N.A. | 04/21/2026 | CAD | 1489744 | EUR | 930000 | (4169) |
| Standard Chartered Securities N.A. | 04/24/2026 | EUR | 21797 | USD | 25407 | (183) |
| Standard Chartered Securities N.A. | 04/21/2026 | NZD | 1899898 | USD | 1110999 | (18429) |
| State Street Bank & Trust Co. | 04/21/2026 | CLP | 162516203 | EUR | 152169 | (541) |
| State Street Bank & Trust Co. | 06/17/2026 | GBP | 37410 | USD | 49955 | (451) |
| State Street Bank & Trust Co. | 04/24/2026 | JPY | 18519804 | USD | 117834 | (865) |
| State Street Bank & Trust Co. | 04/21/2026 | KRW | 1534043260 | USD | 1029373 | (27196) |
| TD Securities | 05/06/2026 | USD | 397287 | EUR | 345000 | (2193) |
| UBS AG | 06/17/2026 | AUD | 772509 | USD | 543144 | (10771) |
| UBS AG | 06/17/2026 | USD | 264402 | AUD | 384658 | (684) |
| UBS AG | 06/17/2026 | USD | 706117 | EUR | 608864 | (173) |
| Wells Fargo | 04/24/2026 | USD | 6395 | EUR | 5535 | (10) |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | $143765 |
| AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars |
| BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real |
| CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar |
| CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso |
| EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro |
| GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound |
| JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen |
| KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won |
| MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso |
| NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone |
| NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar |
| PEN - Peruvian Sol | PEN - Peruvian Sol | PEN - Peruvian Sol | PEN - Peruvian Sol | PEN - Peruvian Sol | PEN - Peruvian Sol | PEN - Peruvian Sol |
| PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty |
| TRY - Turkish Lira | TRY - Turkish Lira | TRY - Turkish Lira | TRY - Turkish Lira | TRY - Turkish Lira | TRY - Turkish Lira | TRY - Turkish Lira |
| USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar |
| ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** |
| **Schedule of Interest Rate Swap Contracts** | **Schedule of Interest Rate Swap Contracts** | **Schedule of Interest Rate Swap Contracts** | **Schedule of Interest Rate Swap Contracts** | **Schedule of Interest Rate Swap Contracts** | **Schedule of Interest Rate Swap Contracts** | **Schedule of Interest Rate Swap Contracts** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **Pay/ Receive Floating Rate** | **Floating Rate Index** | **Fixed Rate** | **Maturity Date** | **Notional Amount** | **Notional Amount** | **Value / Unrealized Appreciation** <br> (Depreciation) |
| Receive | 1 mo. SOFR | 3.46% | 02/25/2027 |  | 4600000 | 11450 |
| Receive | 1 mo. SOFR | 3.30% | 02/24/2028 |  | 4100000 | 26866 |
| Receive | 1 mo. SOFR | 3.30% | 03/15/2028 |  | 3698000 | 8804 |
| Receive | 1 mo. SOFR | 3.39% | 02/04/2029 |  | 4635000 | 17947 |
| Receive | 1 mo. SOFR | 3.43% | 03/17/2029 |  | 1321000 | 599 |
| Receive | 1 mo. SOFR | 3.37% | 02/23/2031 |  | 3425000 | 38943 |
| Receive | 1 mo. SOFR | 3.50% | 02/24/2033 |  | 1930000 | 24318 |
| Receive | 1 mo. SOFR | 3.61% | 02/25/2036 |  | 650000 | 12853 |
| Receive | 1 mo. SOFR | 4.61% | 02/14/2046 |  | 751250 | (331) |
| Receive | 1 mo. SOFR | 4.05% | 02/24/2057 |  | 72027 | 916 |
| Receive | 6 mo. WIBOR | 4.08% | 10/25/2035 | PLN | 2136000 | 32597 |
| Receive | US CPI-U | 2.41% | 03/27/2036 |  | 731000 | 27309 |
| Pay | 1 mo. ESTR | 2.59% | 03/26/2028 | EUR | 900000 | 780 |
| Pay | 1 mo. SOFR | 2.99% | 03/03/2028 |  | 2201000 | (11786) |
| Pay | 1 mo. SOFR | 3.28% | 03/13/2029 |  | 1279000 | (2279) |
| Pay | 1 mo. SOFR | 4.13% | 03/27/2036 |  | 751000 | (157) |
| Pay | 1 mo. SOFR | 4.01% | 02/17/2057 |  | 44000 | (803) |
| Pay | 1 mo. SOFR | 4.04% | 02/22/2057 |  | 330480 | (4477) |
| Pay | 1 mo. SOFR | 3.95% | 03/02/2057 |  | 176000 | (5022) |
| Pay | 1 mo. SOFR | 3.96% | 03/12/2057 |  | 72000 | (1915) |
| Pay | 12 mo. SONIA | 4.31% | 03/19/2028 | GBP | 1100000 | 1312 |
| Pay | 3 mo. BBSW | 4.69% | 03/25/2028 | AUD | 1000000 | 709 |
| Pay | 3 mo. JIBAR | 7.61% | 03/25/2031 | ZAR | 5081000 | (1024) |
| Pay | CDI | 13.68% | 01/02/2029 | BRL | 3899365 | 2190 |
| Pay | CDI | 14.02% | 01/02/2029 | BRL | 1988716 | 4177 |
| Pay | CDI | 13.90% | 01/02/2029 | BRL | 1232063 | 1757 |
| Pay | CORRA | 2.78% | 03/20/2028 | CAD | 1500000 | 1441 |
| Pay | US CPI-U | 2.46% | 03/27/2031 |  | 731000 | (28604) |
| **Total Interest Rate Swaps** | **Total Interest Rate Swaps** | **Total Interest Rate Swaps** | **Total Interest Rate Swaps** | **Total Interest Rate Swaps** | **Total Interest Rate Swaps** | 158570 |
| Morgan Stanley is the counterparty for the interest rate swaps in the Fund. | Morgan Stanley is the counterparty for the interest rate swaps in the Fund. | Morgan Stanley is the counterparty for the interest rate swaps in the Fund. | Morgan Stanley is the counterparty for the interest rate swaps in the Fund. | Morgan Stanley is the counterparty for the interest rate swaps in the Fund. | Morgan Stanley is the counterparty for the interest rate swaps in the Fund. | Morgan Stanley is the counterparty for the interest rate swaps in the Fund. |
| There were no upfront premiums paid or received on the interest rate swaps. | There were no upfront premiums paid or received on the interest rate swaps. | There were no upfront premiums paid or received on the interest rate swaps. | There were no upfront premiums paid or received on the interest rate swaps. | There were no upfront premiums paid or received on the interest rate swaps. | There were no upfront premiums paid or received on the interest rate swaps. | There were no upfront premiums paid or received on the interest rate swaps. |
| Interest rate swaps settle net cash flows on a periodic basis, with payment frequencies including monthly, quarterly, semi-annual, and annual intervals, as well as certain contracts that settle upon termination. | Interest rate swaps settle net cash flows on a periodic basis, with payment frequencies including monthly, quarterly, semi-annual, and annual intervals, as well as certain contracts that settle upon termination. | Interest rate swaps settle net cash flows on a periodic basis, with payment frequencies including monthly, quarterly, semi-annual, and annual intervals, as well as certain contracts that settle upon termination. | Interest rate swaps settle net cash flows on a periodic basis, with payment frequencies including monthly, quarterly, semi-annual, and annual intervals, as well as certain contracts that settle upon termination. | Interest rate swaps settle net cash flows on a periodic basis, with payment frequencies including monthly, quarterly, semi-annual, and annual intervals, as well as certain contracts that settle upon termination. | Interest rate swaps settle net cash flows on a periodic basis, with payment frequencies including monthly, quarterly, semi-annual, and annual intervals, as well as certain contracts that settle upon termination. | Interest rate swaps settle net cash flows on a periodic basis, with payment frequencies including monthly, quarterly, semi-annual, and annual intervals, as well as certain contracts that settle upon termination. |
| BBSW - Bank Bill Swap Rate was 4.44% as of March 31, 2026. | BBSW - Bank Bill Swap Rate was 4.44% as of March 31, 2026. | BBSW - Bank Bill Swap Rate was 4.44% as of March 31, 2026. | BBSW - Bank Bill Swap Rate was 4.44% as of March 31, 2026. | BBSW - Bank Bill Swap Rate was 4.44% as of March 31, 2026. | BBSW - Bank Bill Swap Rate was 4.44% as of March 31, 2026. | BBSW - Bank Bill Swap Rate was 4.44% as of March 31, 2026. |
| CDI - Brazil Interbank Deposit Rate was 14.80% as of March 31, 2026. | CDI - Brazil Interbank Deposit Rate was 14.80% as of March 31, 2026. | CDI - Brazil Interbank Deposit Rate was 14.80% as of March 31, 2026. | CDI - Brazil Interbank Deposit Rate was 14.80% as of March 31, 2026. | CDI - Brazil Interbank Deposit Rate was 14.80% as of March 31, 2026. | CDI - Brazil Interbank Deposit Rate was 14.80% as of March 31, 2026. | CDI - Brazil Interbank Deposit Rate was 14.80% as of March 31, 2026. |
| CORRA - Canadian Overnight Repo Rate Average was 2.27% as of March 31, 2026. | CORRA - Canadian Overnight Repo Rate Average was 2.27% as of March 31, 2026. | CORRA - Canadian Overnight Repo Rate Average was 2.27% as of March 31, 2026. | CORRA - Canadian Overnight Repo Rate Average was 2.27% as of March 31, 2026. | CORRA - Canadian Overnight Repo Rate Average was 2.27% as of March 31, 2026. | CORRA - Canadian Overnight Repo Rate Average was 2.27% as of March 31, 2026. | CORRA - Canadian Overnight Repo Rate Average was 2.27% as of March 31, 2026. |
| ESTR - Euro Short-Term Rate was 1.93% as of March 31, 2026. | ESTR - Euro Short-Term Rate was 1.93% as of March 31, 2026. | ESTR - Euro Short-Term Rate was 1.93% as of March 31, 2026. | ESTR - Euro Short-Term Rate was 1.93% as of March 31, 2026. | ESTR - Euro Short-Term Rate was 1.93% as of March 31, 2026. | ESTR - Euro Short-Term Rate was 1.93% as of March 31, 2026. | ESTR - Euro Short-Term Rate was 1.93% as of March 31, 2026. |
| JIBAR - Johannesburg Interbank Agreed Rate was 6.75% as of March 31, 2026. | JIBAR - Johannesburg Interbank Agreed Rate was 6.75% as of March 31, 2026. | JIBAR - Johannesburg Interbank Agreed Rate was 6.75% as of March 31, 2026. | JIBAR - Johannesburg Interbank Agreed Rate was 6.75% as of March 31, 2026. | JIBAR - Johannesburg Interbank Agreed Rate was 6.75% as of March 31, 2026. | JIBAR - Johannesburg Interbank Agreed Rate was 6.75% as of March 31, 2026. | JIBAR - Johannesburg Interbank Agreed Rate was 6.75% as of March 31, 2026. |
| SOFR - Secured Overnight Financing Rate was 3.68% as of March 31, 2026. | SOFR - Secured Overnight Financing Rate was 3.68% as of March 31, 2026. | SOFR - Secured Overnight Financing Rate was 3.68% as of March 31, 2026. | SOFR - Secured Overnight Financing Rate was 3.68% as of March 31, 2026. | SOFR - Secured Overnight Financing Rate was 3.68% as of March 31, 2026. | SOFR - Secured Overnight Financing Rate was 3.68% as of March 31, 2026. | SOFR - Secured Overnight Financing Rate was 3.68% as of March 31, 2026. |
| SONIA - Sterling Overnight Index Average was 4.11% as of March 31, 2026. | SONIA - Sterling Overnight Index Average was 4.11% as of March 31, 2026. | SONIA - Sterling Overnight Index Average was 4.11% as of March 31, 2026. | SONIA - Sterling Overnight Index Average was 4.11% as of March 31, 2026. | SONIA - Sterling Overnight Index Average was 4.11% as of March 31, 2026. | SONIA - Sterling Overnight Index Average was 4.11% as of March 31, 2026. | SONIA - Sterling Overnight Index Average was 4.11% as of March 31, 2026. |
| US CPI-U - Consumer Price Index for all Urban Consumers was 3.27 as of March 31, 2026. | US CPI-U - Consumer Price Index for all Urban Consumers was 3.27 as of March 31, 2026. | US CPI-U - Consumer Price Index for all Urban Consumers was 3.27 as of March 31, 2026. | US CPI-U - Consumer Price Index for all Urban Consumers was 3.27 as of March 31, 2026. | US CPI-U - Consumer Price Index for all Urban Consumers was 3.27 as of March 31, 2026. | US CPI-U - Consumer Price Index for all Urban Consumers was 3.27 as of March 31, 2026. | US CPI-U - Consumer Price Index for all Urban Consumers was 3.27 as of March 31, 2026. |
| WIBOR - Warsaw Interbank Offered Rate was 3.96% as of March 31, 2026. | WIBOR - Warsaw Interbank Offered Rate was 3.96% as of March 31, 2026. | WIBOR - Warsaw Interbank Offered Rate was 3.96% as of March 31, 2026. | WIBOR - Warsaw Interbank Offered Rate was 3.96% as of March 31, 2026. | WIBOR - Warsaw Interbank Offered Rate was 3.96% as of March 31, 2026. | WIBOR - Warsaw Interbank Offered Rate was 3.96% as of March 31, 2026. | WIBOR - Warsaw Interbank Offered Rate was 3.96% as of March 31, 2026. |
| AUD - Australian Dollar | AUD - Australian Dollar | AUD - Australian Dollar | AUD - Australian Dollar | AUD - Australian Dollar | AUD - Australian Dollar | AUD - Australian Dollar |
| BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real |
| CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar |
| EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro |
| GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound |
| PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty |
| ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand |

---

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| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** |
| **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** |
| **Buy Protection** | **Buy Protection** | **Buy Protection** | **Buy Protection** | **Buy Protection** | **Buy Protection** | **Buy Protection** | **Buy Protection** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **Reference Obligation \*** | **Financing Rate**<br> **Received (Paid)** | **Payment Frequency** | **Maturity Date** | **Notional Amount** | **Value** | **Upfront**<br> **Payments(Receipts)** | **Unrealized**<br> **Appreciation** <br> (Depreciation) |
| **Buy Protection:** | **Buy Protection:** | **Buy Protection:** | **Buy Protection:** | **Buy Protection:** | **Buy Protection:** | **Buy Protection:** | **Buy Protection:** |
| CDX.EM.44.V1 (BUY PROTECTION) | (1.00)% | Quarterly | 12/20/2030 | $7275000 | $143529 | $146572 | $(3043) |
|  | 0.000% |  |  |  | $143529 | $146572 | $(3043) |
| \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. |

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| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** |
| **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** |
| **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **Reference Obligation** | **Financing Rate** <br> **Received (Paid)** | **Payment Frequency** | **Maturity Date**  | **Notional Amount (b)** | **Value (c)** | **Upfront<br> Payments(Receipts)** | **Unrealized <br> Appreciation<br> (Depreciation)** |
| **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** |
| ITRAXX.EUR.45.V1 (SELL PROTECTION) | 1.00% | Quarterly | 06/20/2031 | $2510000 | $40773 | $45388 | $(4615) |
| CDX.NA.HY.46.V1 (SELL PROTECTION) | 5.00% | Quarterly | 06/20/2031 | 7178000 | 358433 | 283117 | 75316 |
|  | 0.000% |  |  |  | $399206 | $328505 | $70701 |
| \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. | \* Centrally cleared swap. |
| Morgan Stanley is the counterparty for the swap. | Morgan Stanley is the counterparty for the swap. | Morgan Stanley is the counterparty for the swap. | Morgan Stanley is the counterparty for the swap. | Morgan Stanley is the counterparty for the swap. | Morgan Stanley is the counterparty for the swap. | Morgan Stanley is the counterparty for the swap. | Morgan Stanley is the counterparty for the swap. |
| (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. |
| (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |

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| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** |
| **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **Reference Entity** | **Counterparty** | **Pay/ Receive**<br> **Reference Entity** | **Financing Rate** | **Payment Frequency** | **Maturity Date** | **Notional Amount** | **Value/**<br> **Unrealized**<br> **Appreciation**<br> (Depreciation) |
| TRSWAP: IBOXXLLTR INDEX | Morgan Stanley | Receive | Floating | Quarterly | 06/20/2026 | $1468824 | $(32991) |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** |  | 0 | (32991) |
| There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with total return swaps in the Fund as of March 31, 2026. |

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** | **Wilshire Income Opportunities Fund** |
| **Schedule of Over the Counter Volatility Swap Contracts** | **Schedule of Over the Counter Volatility Swap Contracts** | **Schedule of Over the Counter Volatility Swap Contracts** | **Schedule of Over the Counter Volatility Swap Contracts** | **Schedule of Over the Counter Volatility Swap Contracts** | **Schedule of Over the Counter Volatility Swap Contracts** | **Schedule of Over the Counter Volatility Swap Contracts** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **Reference Entity** | **Strike** | **Counterparty** | **Maturity Date** | **Payment Frequency** | **Notional Amount** | **Value/ Unrealized**<br> **Appreciation<br> (Depreciation)** |
| USD/MXN Volatility | 0.00% | Bank of America Securities, Inc. | 06/16/2026 | Termination | $(1273704) | $0 |
| USD/ZAR Volatility | 9.80% | Bank of America Securities, Inc. | 04/09/2026 | Termination | (4000) | 310 |
| USD/ZAR Volatility | 10.30% | BNP Paribas Securities Corp. | 04/23/2026 | Termination | (1000) | 81 |
| USD/ZAR Volatility | 10.35% | Bank of America Securities, Inc. | 04/23/2026 | Termination | (2000) | 160 |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** |  |  |  | $551 |
| There are no upfront payments or receipts associated with volatility swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with volatility swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with volatility swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with volatility swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with volatility swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with volatility swaps in the Fund as of March 31, 2026. | There are no upfront payments or receipts associated with volatility swaps in the Fund as of March 31, 2026. |
| BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real |
| MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso |
| ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand |

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#### Summary of Fair Value Disclosure as of March 31, 2026 (Unaudited)

#### <br>
Wilshire Income Opportunities Fund (the "Fund") has adopted fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or valuation methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

Level 1 - Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.

Level 2 - Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 - Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and based on the best information available.

The following is a summary of the fair valuation hierarchy of the Fund's securities as of March 31, 2026:

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| **Assets:** | | | | |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds | $– | $55642925 | $2312 | $55645237 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Collateralized Mortgage Obligations | – | 44772312 | – | 44772312 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Bank Loans | – | 12607999 | – | 12607999 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | – | 12533941 | – | 12533941 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Debt Obligations | – | 11750122 | – | 11750122 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Securities | – | 9748290 | – | 9748290 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Affiliated Registered Investment Companies | 6570644 | – | – | 6570644 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Collateralized Loan Obligations | – | 5932405 | – | 5932405 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Agency Issues | – | 2386084 | – | 2386084 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Preferred Stocks | 1970008 | – | – | 1970008 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Convertible Preferred Stocks | 1736378 | – | – | 1736378 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Mortgage-Backed Securities | – | 1460627 | – | 1460627 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Convertible Bonds | – | 1311151 | – | 1311151 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Government Agency Issues | – | 84999 | – | 84999 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Purchased Options | – | 56861 | – | 56861 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Written Options | – | 24768 | – | 24768 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Common Stocks | – | – | 6086 | 6086 |
| Total Investments | $10277030 | $158312484 | $8398 | $168597912 |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Default Swaps \* | $– | $75316 | $– | $75316 |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts \* | – | 258601 | – | 258601 |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts \* | 252773 | – | – | 252773 |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest Rate Swaps \* | – | 214968 | – | 214968 |
| &nbsp;&nbsp;&nbsp;&nbsp;Volatility Swaps \* | – | 551 | – | 551 |
| Total Other Financial Instruments | $252773 | $549436 | $– | $802209 |
| **Liabilities:** |  |  |  |  |
| <u>Investments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Written Options | $– | $(171348) | $– | $(171348) |
| &nbsp;&nbsp;&nbsp;&nbsp;Purchased Options | – | (15213) | – | (15213) |
| Total Investments | $– | $(186561) | $– | $(186561) |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts \* | $(1189924) | $– | $– | $(1189924) |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts \* | – | (114836) | – | (114836) |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest Rate Swaps \* | – | (56398) | – | (56398) |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Return Swaps \* | – | (32991) | – | (32991) |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Default Swaps \* | – | (7658) | – | (7658) |
| Total Other Financial Instruments | $(1189924) | $(211883) | $– | $(1401807) |
| \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. |
| Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Wilshire Income Opportunities Fund - Transactions with Affiliates** | **Wilshire Income Opportunities Fund - Transactions with Affiliates** | **Wilshire Income Opportunities Fund - Transactions with Affiliates** | **Wilshire Income Opportunities Fund - Transactions with Affiliates** | **Wilshire Income Opportunities Fund - Transactions with Affiliates** | **Wilshire Income Opportunities Fund - Transactions with Affiliates** | **Wilshire Income Opportunities Fund - Transactions with Affiliates** | **Wilshire Income Opportunities Fund - Transactions with Affiliates** | **Wilshire Income Opportunities Fund - Transactions with Affiliates** | |
|  | **Value as of**<br> **December 31, 2025** | **Additions** | **Reductions** | **Realized Gain**<br> (Loss) | **Net Change in Unrealized Appreciation (Depreciation)** | **Value as of**<br> **March 31, 2026** | **Shares as of** <br> **March 31, 2026** | **Dividend / Interest Income** |<br>**Capital Gain Distributions from Underlying Funds** |
| Voya VACS Series EMHCD Fund | $2030894 | $21166 | $– | $– | $(51960) | $2000100 | 191764 | $31859 | $– |
| Voya VACS Series HYB Fund | 4608307 | 47558 | – | – | (85321) | 4570544 | 449414 | 71742 | – |
|  | $**6639201** | $**68724** | $**–** | $**–** | $**(137281)** | $**6570644** | **641178** | $**103601** | $**–** |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Wilshire Mutual Funds Inc

- **b. Investment Company Act file number:** 811-07076

- **c. CIK number of Registrant:** 0000890453

- **d. LEI of Registrant:** 5493002LR0X1H0O6US42

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

  - **Street Address 1:** 1299 Ocean Avenue

  - **City:** Santa Monica

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90401-1085

  - **Telephone number:** 310-451-3051

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

- **a. Name of Series:** Wilshire Income Opportunities Fund

- **b. EDGAR series identifier (if any):** S000053356

- **c. LEI of Series:** 549300UBZCC7LD138K71

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $186786929.53

**Total Liabilities:** $5609861.92

**Net Assets:** $181177067.61

**Delayed Delivery Securities:** $543885.05

**Cash Not Reported:** $12842658.41

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2521.650000000000 | **1-Year:** 6925.960000000000 | **5-Year:** 12655.220000000000 | **10-Year:** 19320.030000000000 | **30-Year:** 11312.050000000000

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

- **3-Month:** 35249.970000000000 | **1-Year:** 3509.430000000000 | **5-Year:** 7196.880000000000 | **10-Year:** 1918.070000000000 | **30-Year:** 1088.940000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000167854 | 0.33%                | 1.21%                | -2.08%               |
| Class ID C000167855 | 0.33%                | 1.22%                | -2.11%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $176551.03               | $307832.77                                 |
| Month 2  | $-35385.31               | $1022644.36                                |
| Month 3  | $-881589.95              | $-2751996.35                               |

**Designated Index Information**

- **Index Name:** 70% BB Univ;10% BB US HY;10% S&P LSTA;10% BB EM

- **Index Identifier:** WBLEND01

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| OAK-EAGLE ACQUIRECO INC        | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5212.50      | 0.00%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                        | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      70000 | PA      | $77700.00     | 0.04%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      65000 | PA      | $69225.00     | 0.04%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     205000 | PA      | $208735.10    | 0.12%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                             | CUSIP: 780082BA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $292062.60    | 0.16%             | 2086-05-24      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                             | CUSIP: 780086UF9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EP               | CORP              | CA        |     400000 | PA      | $278332.26    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      43000 | PA      | $43161.25     | 0.02%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                             | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $50129.55     | 0.03%             | 2028-03-27      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                             | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      73000 | PA      | $71783.02     | 0.04%             | 2031-11-03      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                             | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     113000 | PA      | $113079.67    | 0.06%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST        | Starwood Property Trust Inc                                                      | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24722.30     | 0.01%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T | STWD 2025-FL4 LLC                                                                | CUSIP: 863922AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $249783.88    | 0.14%             | 2042-11-19      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1155000 | PA      | $843240.23    | 0.47%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4700000 | PA      | $3027828.13   | 1.67%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     140000 | PA      | $102085.16    | 0.06%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     449900 | PA      | $429918.11    | 0.24%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      25000 | PA      | $23384.77     | 0.01%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     420000 | PA      | $388500.00    | 0.21%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     625000 | PA      | $601318.36    | 0.33%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     160000 | PA      | $159425.00    | 0.09%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2170100 | PA      | $2136107.42   | 1.18%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     501800 | PA      | $492018.82    | 0.27%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     718000 | PA      | $723104.53    | 0.40%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     142200 | PA      | $142422.19    | 0.08%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      31000 | PA      | $31083.42     | 0.02%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                   | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     200000 | PA      | $210927.00    | 0.12%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES         | Advanced Micro Devices Inc                                                       | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37178.16     | 0.02%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                | Zayo Issuer LLC                                                                  | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      90000 | PA      | $91011.63     | 0.05%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      95000 | PA      | $95363.66     | 0.05%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM       | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4843.75      | 0.00%             | 2034-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ADMI CORP                      | ADMI Corp                                                                        | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |      38879 | PA      | $36565.87     | 0.02%             | 2027-12-23      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| N/A                            | IRS REC FIXED 4.1285% 03/27/2036                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-156.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL         | Star Energy Geothermal Wayang Windu Ltd                                          | CUSIP: AS2746293<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     127500 | PA      | $127340.63    | 0.07%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS      | Advanced Drainage Systems Inc                                                    | CUSIP: 00769QAK9<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | LON              | CORP              | US        |      30000 | PA      | $30178.20     | 0.02%             | 2033-02-28      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                    | Staples Inc                                                                      | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |      14887 | PA      | $13567.78     | 0.01%             | 2029-09-10      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| ZELIS PAYMENTS BUYER INC       | Zelis Payments Buyer Inc                                                         | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |      54475 | PA      | $52847.38     | 0.03%             | 2031-11-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC        | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |      88958 | PA      | $87507.83     | 0.05%             | 2030-03-11      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC        | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |        865 | PA      | $850.59       | 0.00%             | 2030-03-11      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| N/A                            | MXN/USD FWD 20260617                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-1593.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-16CB                                                 | CUSIP: 02152ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     449525 | PA      | $197988.49    | 0.11%             | 2037-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO         | Commonwealth Edison Co                                                           | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      69000 | PA      | $69874.23     | 0.04%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE       | Concentra Health Services Inc                                                    | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51625.00     | 0.03%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONNECTONE BANCORP INC         | ConnectOne Bancorp Inc                                                           | CUSIP: 20786WAF4<br>LEI: 549300E2M5ZYAZKUK134 | Long             | DBT              | CORP              | US        |     110000 | PA      | $113301.54    | 0.06%             | 2035-06-01      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC       | Constellation Energy Generation LLC                                              | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      29000 | PA      | $28613.05     | 0.02%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO            | Consumers Energy Co                                                              | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19996.42     | 0.01%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES          | Continental Resources Inc/OK                                                     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     162000 | PA      | $164419.47    | 0.09%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES          | Continental Resources Inc/OK                                                     | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     376000 | PA      | $328519.47    | 0.18%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC       | Corebridge Financial Inc                                                         | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44551.62     | 0.02%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                  | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     295000 | PA      | $285043.75    | 0.16%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC       | Cougar JV Subsidiary LLC                                                         | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15450.00     | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                   | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $139000.00    | 0.08%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LL | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 315961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     115000 | PA      | $115539.01    | 0.06%             | 2055-12-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                                        | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      22000 | PA      | $20178.05     | 0.01%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                                        | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      59000 | PA      | $59389.52     | 0.03%             | 2027-03-15      | Fixed         | 5.40%                 | 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        |    2113362 | PA      | $47785.65     | 0.03%             | 2052-09-10      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2020-GC47                                           | CUSIP: 36258RBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1452670 | PA      | $51036.06     | 0.03%             | 2053-05-12      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2020-GSA2                                           | CUSIP: 36264KAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1127986 | PA      | $65130.68     | 0.04%             | 2053-12-12      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GSMS Trust 2024-Fair                                                             | CUSIP: 36270JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $403769.32    | 0.22%             | 2029-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                                | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $199250.00    | 0.11%             | 2031-08-27      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                                | CUSIP: 404280EZ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     235000 | PA      | $238500.56    | 0.13%             | 2031-05-13      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                                | CUSIP: 404280FJ3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     265000 | PA      | $263012.50    | 0.15%             | 2035-09-24      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust  | HTL Commercial Mortgage Trust 2024-T53                                           | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $503853.65    | 0.28%             | 2039-05-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                             | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      95000 | PA      | $103381.76    | 0.06%             | 2039-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |       2750 | NS      | $177402.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                 | Home Depot Inc/The                                                               | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      43000 | PA      | $43408.97     | 0.02%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD             | Honda Motor Co Ltd                                                               | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |      82000 | PA      | $81629.44     | 0.05%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC        | Honeywell Aerospace Inc                                                          | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29572.98     | 0.02%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Lim | Horizon Aircraft Finance IV Ltd                                                  | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     259000 | PA      | $260232.69    | 0.14%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28173.45     | 0.02%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD          | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15356.25     | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                    | Hubbell Inc                                                                      | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20362.36     | 0.01%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      21000 | PA      | $18010.08     | 0.01%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |     330000 | PA      | $323400.00    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                          | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      61000 | PA      | $61808.92     | 0.03%             | 2029-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                 | ICG US CLO 2014-1 Ltd                                                            | CUSIP: 44928XBQ6<br>LEI: 25490053S2JSJU63Y978 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249124.44    | 0.14%             | 2034-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                                | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      55000 | PA      | $54116.54     | 0.03%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC        | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31095.00     | 0.02%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC        | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10075.00     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC        | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10150.00     | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2022-FL8 Ltd                                                                 | CUSIP: 55284JAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     120000 | PA      | $119711.25    | 0.07%             | 2037-02-19      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2024-FL15                                                                    | CUSIP: 58003MAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100322.53    | 0.06%             | 2041-08-18      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JBH0<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |      70000 | PA      | $69470.70     | 0.04%             | 2055-12-20      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH         | Molex Electronic Technologies LLC                                                | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38477.62     | 0.02%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                   | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      62000 | PA      | $61454.46     | 0.03%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust | PLYM Commercial Mortgage Trust 2026-IND                                          | CUSIP: 69292BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99000.10     | 0.05%             | 2043-03-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |     125000 | PA      | $121875.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23113.37     | 0.01%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14692.76     | 0.01%             | 2041-01-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| POPULAR INC                    | Popular Inc                                                                      | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | PR        |     140000 | PA      | $145126.66    | 0.08%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC              | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4631.25      | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                                 | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71058.12     | 0.04%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                 | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       8000 | PA      | $6830.00      | 0.00%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                 | Sabre GLBL Inc                                                                   | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8275.00      | 0.00%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP           | Sabra Health Care LP                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |      19000 | PA      | $17123.75     | 0.01%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust  | BLP Commercial Mortgage Trust 2024-IND2                                          | CUSIP: 05625AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     299830 | PA      | $299641.76    | 0.17%             | 2041-03-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B25 Mortgage Trust                                                | CUSIP: 08163DAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2138603 | PA      | $87024.03     | 0.05%             | 2054-04-15      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V16 Mortgage Trust                                                | CUSIP: 08164RAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $61776.40     | 0.03%             | 2058-08-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V9 Mortgage Trust                                                 | CUSIP: 081919AV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     126000 | PA      | $113472.41    | 0.06%             | 2057-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC         | Bimbo Bakeries USA Inc                                                           | CUSIP: 09031WAE3<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198644.60    | 0.11%             | 2036-01-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP               | Black Hills Corp                                                                 | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      61000 | PA      | $63270.12     | 0.03%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2022-3                                    | CUSIP: 80285UAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     115585 | PA      | $115672.35    | 0.06%             | 2029-08-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance        | TRTX 2022-FL5 Issuer Ltd                                                         | CUSIP: 87277JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $100109.66    | 0.06%             | 2039-02-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA       | Trans-Allegheny Interstate Line Co                                               | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      68000 | PA      | $68913.99     | 0.04%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      95000 | PA      | $100224.15    | 0.06%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft     | Blackbird Capital II Aircraft Lease Ltd                                          | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     154929 | PA      | $146722.92    | 0.08%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC            | Block Financial LLC                                                              | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      38000 | PA      | $36830.47     | 0.02%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      42000 | PA      | $47766.22     | 0.03%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                   | VT Topco Inc                                                                     | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15150.00     | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC        | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $252101.75    | 0.14%             | 2054-11-20      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QUHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     405255 | PA      | $408484.92    | 0.23%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC           | WEC Energy Group Inc                                                             | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      54000 | PA      | $50935.12     | 0.03%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC           | WEC Energy Group Inc                                                             | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      26000 | PA      | $25415.00     | 0.01%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QV3B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     190360 | PA      | $193885.24    | 0.11%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QV3C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     169313 | PA      | $172342.54    | 0.10%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QVLE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     290324 | PA      | $294974.22    | 0.16%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QVLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     156361 | PA      | $158132.58    | 0.09%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QVRE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     162017 | PA      | $164764.35    | 0.09%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                | MARB BondCo PLC                                                                  | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $177347.40    | 0.10%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC              | WBI Operating LLC                                                                | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24750.00     | 0.01%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                    | CUSIP: 933634AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     288091 | PA      | $228008.47    | 0.13%             | 2037-03-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65439.47     | 0.04%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                                    | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36314.86     | 0.02%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                                    | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35502.16     | 0.02%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $352594.55    | 0.19%             | 2039-07-15      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC               | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30600.00     | 0.02%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC          | Waste Connections Inc                                                            | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      28000 | PA      | $28495.35     | 0.02%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC           | Waste Management Inc                                                             | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      85000 | PA      | $85771.72     | 0.05%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC              | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20200.00     | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO       | Watco Cos LLC / Watco Finance Corp                                               | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15337.50     | 0.01%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                    | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10200.00     | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)          | Province of Ontario Canada                                                       | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     160000 | PA      | $97633.24     | 0.05%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE          | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5481.25      | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                    | Wayfair LLC                                                                      | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10075.00     | 0.01%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA       | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      30000 | PA      | $30600.00     | 0.02%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      78000 | PA      | $77228.81     | 0.04%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     107000 | PA      | $108866.51    | 0.06%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC         | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      75000 | PA      | $81000.00     | 0.04%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC         | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10762.50     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      37000 | PA      | $35985.24     | 0.02%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC          | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75562.50     | 0.04%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC         | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | EP               | CORP              | US        |     225000 | PA      | $224156.25    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      71000 | PA      | $69786.11     | 0.04%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                         | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19721.50     | 0.01%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR       | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10450.00     | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     165000 | PA      | $157662.95    | 0.09%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN         | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     120000 | PA      | $106119.76    | 0.06%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC           | Wingstop Funding LLC                                                             | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     246250 | PA      | $238856.86    | 0.13%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD             | Cosan Overseas Ltd                                                               | CUSIP: EI4473803<br>LEI: 222100V5GTJGKUH55655 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $189750.00    | 0.10%             | 2026-05-05      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)          | Province of Ontario Canada                                                       | CUSIP: ZF5265672<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     100000 | PA      | $113333.95    | 0.06%             | 2034-01-31      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN           | Bioceanico Sovereign Certificate Ltd                                             | CUSIP: ZS5584637<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     206729 | PA      | $167967.27    | 0.09%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                            | FVA 5Y5Y30Y FWD PREMIUM 1800                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    2436500 | NC      | $31052.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 1Y RTR 3.343000 16-DEC-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1495500 | NC      | $-71.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP          | Ontario Gaming GTA LP                                                            | CUSIP: N/A<br>LEI: 894500EC9KLZLOC3V025       | Long             | LON              | CORP              | CA        |      30329 | PA      | $28495.44     | 0.02%             | 2030-08-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| OPENLANE INC                   | OPENLANE Inc                                                                     | CUSIP: 68373AAD5<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |      15000 | PA      | $15018.75     | 0.01%             | 2032-10-08      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| BLACKFIN PIPELINE LLC          | Blackfin Pipeline LLC                                                            | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |      39900 | PA      | $40168.13     | 0.02%             | 2032-09-29      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| OPAL US LLC                    | Opal US LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     304238 | PA      | $304427.65    | 0.17%             | 2032-04-23      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 1Y RTR 3.254000 30-JUN-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1496000 | NC      | $366.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 10Y RTR 3.943000 21-JUL-2026                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -306500 | NC      | $-761.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL        | BioMarin Pharmaceutical Inc                                                      | CUSIP: N/A<br>LEI: NSLL8ITTRR0J5HEMR848       | Long             | LON              | CORP              | US        |      40000 | PA      | $39950.20     | 0.02%             | 2033-01-29      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 10Y RTP 3.943000 21-JUL-2026                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -306500 | NC      | $1058.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 10Y RTP 5.605000 12-FEB-2036                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1202000 | NC      | $-2900.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 10Y RTR 3.605000 12-FEB-2036                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1202000 | NC      | $2673.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 10Y RTR 3.820000 23-FEB-2028                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     274000 | NC      | $-1465.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 10Y RTP 3.820000 23-FEB-2028                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     274000 | NC      | $2602.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS REC FIXED 2.9935% 3/3/2028                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-11786.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS REC FIXED 2.781% 3/20/2028                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $1440.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: YW4156702<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $116163.48    | 0.06%             | 2032-07-22      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT        | Mexican Bonos                                                                    | CUSIP: YJ7057252<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    5990000 | PA      | $329337.58    | 0.18%             | 2032-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND         | Republic of Poland Government Bond                                               | CUSIP: YN2882762<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    2300000 | PA      | $579615.86    | 0.32%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                     | NBN Co Ltd                                                                       | CUSIP: YO5032256<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $113517.73    | 0.06%             | 2032-11-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                            | EURGBP OT 0.925000                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |      20000 | NC      | $1485.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EURUSD 1.1750C 5/4/26                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -2780000 | NC      | $-9569.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EURUSD 1.1400P 5/4/26                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -2760000 | NC      | $-13465.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260424                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-182.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260506                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-13955.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260506                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $8117.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260617                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $521.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260617                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $17455.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RUTAS 2 & 7 FINANCE LTD        | Rutas 2 & 7 Finance Ltd                                                          | CUSIP: ZQ0325196<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     293333 | PA      | $222933.29    | 0.12%             | 2036-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                            | Euro-BTP Future   Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -5 | NC      | $24846.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS NEWCO LLC              | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |       9459 | PA      | $8350.86      | 0.00%             | 2028-06-05      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN       | Hilton Domestic Operating Co Inc                                                 | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |     140000 | PA      | $140430.50    | 0.08%             | 2030-11-08      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LL       | Eisner Advisory Group LLC                                                        | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |      35000 | PA      | $33425.00     | 0.02%             | 2031-02-28      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                   | Cotiviti Inc                                                                     | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |      33795 | PA      | $31218.64     | 0.02%             | 2031-05-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION       | MITER Brands Acquisition Holdco Inc                                              | CUSIP: 55336CAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      49662 | PA      | $45916.69     | 0.03%             | 2031-03-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER       | Edelman Financial Engines Center LLC/The                                         | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |      20000 | PA      | $19855.00     | 0.01%             | 2028-10-06      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| CONSTRUCTION PARTNERS IN       | Construction Partners Inc                                                        | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |      44550 | PA      | $44598.78     | 0.02%             | 2031-11-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                 | Sabre GLBL Inc                                                                   | CUSIP: 78571YBL3<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       7828 | PA      | $6223.20      | 0.00%             | 2029-11-15      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC               | Wand NewCo 3 Inc                                                                 | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |      66105 | PA      | $65654.28     | 0.04%             | 2031-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                   | Cotiviti Inc                                                                     | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |      24875 | PA      | $22959.63     | 0.01%             | 2032-03-29      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC             | Pinnacle Buyer LLC                                                               | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |      12549 | PA      | $12578.63     | 0.01%             | 2032-10-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC             | Pinnacle Buyer LLC                                                               | CUSIP: 72349UAC6<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |       2419 | PA      | $2425.02      | 0.00%             | 2032-10-01      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| COMPOSECUREHOLDINGSLLC         | CompoSecure Holdings LLC                                                         | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      30000 | PA      | $29981.40     | 0.02%             | 2033-01-14      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| HOPPER MERGER SUB INC          | Hopper Merger Sub Inc                                                            | CUSIP: N/A<br>LEI: 9845009E9B4548A5N478       | Long             | LON              | CORP              | US        |     360000 | PA      | $356153.40    | 0.20%             | 2033-01-14      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                 | EG America LLC                                                                   | CUSIP: 28228QAB5<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |      75000 | PA      | $75150.00     | 0.04%             | 2031-02-10      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV        | Mong Duong Finance Holdings BV                                                   | CUSIP: AZ8065700<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |     144845 | PA      | $142129.41    | 0.08%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                            | Euro-OAT Future   Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -3 | NC      | $11424.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BUND FUTURE  Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          3 | NC      | $-9711.58     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | USD C KRW P 1500.00 EO                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     551000 | NC      | $9112.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | USD P KRW C 1340.00 EO                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -551000 | NC      | $-7.71        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | USD P KRW C 1380.00 EO                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     551000 | NC      | $39.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SM ENERGY CO                   | SM Energy Co                                                                     | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     165000 | PA      | $172218.75    | 0.10%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC              | Newell Brands Inc                                                                | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75187.50     | 0.04%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC              | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9575.00      | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC              | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51500.00     | 0.03%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                      | News Corp                                                                        | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     180000 | PA      | $173475.00    | 0.10%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TXNM ENERGY INC                | TXNM Energy Inc                                                                  | CUSIP: 69349HAF4<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |     105000 | PA      | $139018.95    | 0.08%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PPL CORPORATION                | PPL Corp                                                                         | CUSIP: 69351T866<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EP               | CORP              | US        |       3340 | NS      | $171308.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA GROUP INC                  | PRA Group Inc                                                                    | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75281.25     | 0.04%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PR Mortgage Loan Trust         | PR Mortgage Loan Trust 2014-1                                                    | CUSIP: 69358KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     767951 | PA      | $713104.47    | 0.39%             | 2049-10-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2025-NQM2 Trust                                                             | CUSIP: 693983AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101217.54    | 0.06%             | 2070-04-25      | Variable      | 7.85%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY        | Phillips Edison Grocery Center Operating Partnership I LP                        | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38275.31     | 0.02%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                 | Phillips 66 Co                                                                   | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      85000 | PA      | $84362.76     | 0.05%             | 2056-03-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC              | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     320000 | PA      | $315200.00    | 0.17%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC              | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      81000 | PA      | $79380.00     | 0.04%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC              | Post Holdings Inc                                                                | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     105000 | PA      | $102637.50    | 0.06%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD       | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $72468.75     | 0.04%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS          | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10137.50     | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SLG Trust                      | SLG Office Trust 2026-OMA                                                        | CUSIP: 78451FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     135000 | PA      | $135557.08    | 0.07%             | 2041-04-15      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                   | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75843.75     | 0.04%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                   | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20350.00     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SMRT                           | SMRT 2022-MINI                                                                   | CUSIP: 78457JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $249687.48    | 0.14%             | 2039-01-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr | Sofi Professional Loan Program 2018-C Trust                                      | CUSIP: 78490D104<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10000 | PA      | $78024.23     | 0.04%             | 2048-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| QXO INC                        | QXO Inc                                                                          | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       5350 | NS      | $294196.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SLAM LLC                       | Slam Ltd                                                                         | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     108333 | PA      | $108193.73    | 0.06%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC             | Smith & Nephew PLC                                                               | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |      91000 | PA      | $91574.39     | 0.05%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2024-F                                          | CUSIP: 83207VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      79566 | PA      | $79889.14     | 0.04%             | 2054-03-16      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| SNAP INC                       | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      45000 | PA      | $42300.00     | 0.02%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CSX CORP                       | CSX Corp                                                                         | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      77000 | PA      | $58860.42     | 0.03%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-C1                                      | CUSIP: 17290YAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     392683 | PA      | $18.61        | 0.00%             | 2049-05-10      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30107.16     | 0.02%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20790.95     | 0.01%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-P8                                      | CUSIP: 17326DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     896330 | PA      | $8954.34      | 0.00%             | 2050-09-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      77000 | PA      | $69601.22     | 0.04%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr | SoFi Professional Loan Program 2020-C Trust                                      | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      47827 | PA      | $44929.51     | 0.02%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  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        |     159565 | PA      | $151055.97    | 0.08%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI       | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4937.50      | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                 | Solventum Corp                                                                   | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      28000 | PA      | $28201.35     | 0.02%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO             | Sonoco Products Co                                                               | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17951.78     | 0.01%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET       | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74437.50     | 0.04%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit | Stellantis Financial Underwritten Enhanced Lease Trust 2025-C                    | CUSIP: 85855EAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     125000 | PA      | $124121.75    | 0.07%             | 2030-08-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC              | Store Capital LLC                                                                | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5939.10      | 0.00%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Storm King Park CLO, Ltd       | Storm King Park CLO LTD                                                          | CUSIP: 86217RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     500000 | PA      | $500180.00    | 0.28%             | 2037-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co | Structured Asset Securities Corp Mortgage Loan Trust 2006-BC3                    | CUSIP: 86359PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     356540 | PA      | $298626.19    | 0.16%             | 2036-10-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                   | Stryker Corp                                                                     | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      54000 | PA      | $53319.17     | 0.03%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                   | Stryker Corp                                                                     | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      47000 | PA      | $47332.43     | 0.03%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PINNACLE BANK TN               | Pinnacle Bank/Nashville TN                                                       | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |     250000 | PA      | $248088.00    | 0.14%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT       | Triton Container International Ltd / TAL International Container Corp            | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      37000 | PA      | $36199.43     | 0.02%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                                                            | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      66000 | PA      | $66896.21     | 0.04%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC            | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35177.87     | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     186148 | PA      | $186068.21    | 0.10%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     184603 | PA      | $183145.97    | 0.10%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     241556 | PA      | $245207.24    | 0.14%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| VSP OPTICAL GROUP INC          | VSP Optical Group Inc                                                            | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |      26000 | PA      | $25809.58     | 0.01%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C45                                   | CUSIP: 95001NAZ1<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |    4544510 | PA      | $63283.67     | 0.03%             | 2051-06-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $256680.88    | 0.14%             | 2054-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2024-5C2                                   | CUSIP: 95003UAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101771.15    | 0.06%             | 2057-11-15      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C7                                   | CUSIP: 95004XAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98963.63     | 0.05%             | 2058-12-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |      19000 | PA      | $19071.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3518371 | PA      | $94988.63     | 0.05%             | 2072-12-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2026-5C8                                   | CUSIP: 95005BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2152000 | PA      | $123716.33    | 0.07%             | 2059-03-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2026-5C8                                   | CUSIP: 95005BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85000 | PA      | $72638.46     | 0.04%             | 2059-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust | CSTL Commercial Mortgage Trust 2026-GATE3                                        | CUSIP: 228920AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98072.45     | 0.05%             | 2043-02-10      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC          | DB Master Finance LLC                                                            | CUSIP: 233046AW1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |      74812 | PA      | $74619.53     | 0.04%             | 2055-08-20      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| WESBANCO INC                   | WesBanco Inc                                                                     | CUSIP: 950810887<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      10650 | NS      | $266782.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO DISTRIBUTION INC         | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20300.00     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC         | WESCO Distribution Inc                                                           | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4937.50      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP       | Western Alliance Bancorp                                                         | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |     137000 | PA      | $132858.63    | 0.07%             | 2031-06-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                   | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17627.26     | 0.01%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      69000 | PA      | $69609.96     | 0.04%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust    | DBC 2025-DBC Mortgage Trust                                                      | CUSIP: 23306HAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99749.90     | 0.06%             | 2042-11-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC        | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     205000 | PA      | $205768.75    | 0.11%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                 | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14175.00     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                             | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     136000 | PA      | $135335.23    | 0.07%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC            | DataBank Issuer                                                                  | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $246750.65    | 0.14%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC            | DataBank Issuer                                                                  | CUSIP: 23802WAR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      65000 | PA      | $64399.09     | 0.04%             | 2056-02-25      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                             | CUSIP: 969457CW8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34279.21     | 0.02%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                     | Zoetis Inc                                                                       | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      14000 | PA      | $12422.73     | 0.01%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA         | Treasury Corp of Victoria                                                        | CUSIP: EJ6963270<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     205000 | PA      | $132905.31    | 0.07%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 30Y RTP 4.650000 30-AUG-2027                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     598400 | NC      | $-8315.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS PAY FIXED 4.605% 2/14/2046                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-331.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS PAY FIXED 4.082% 10/25/2035                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $32596.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS REC FIXED 13.68% 1/2/2029                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $1980.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                 | Czech Republic Government Bond                                                   | CUSIP: ZI2447426<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    2860000 | PA      | $133158.58    | 0.07%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                 | Czech Republic Government Bond                                                   | CUSIP: BU6855664<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    3570000 | PA      | $152159.58    | 0.08%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                 | Czech Republic Government Bond                                                   | CUSIP: YP7773367<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    3280000 | PA      | $148465.29    | 0.08%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA               | CSN Resources SA                                                                 | CUSIP: BU2177212<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $122000.00    | 0.07%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DAWN BIDCO LLC                 | Dayforce Bidco LLC                                                               | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     120000 | PA      | $113833.20    | 0.06%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 30Y RTR 3.000000 07-JAN-2030                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -613000 | NC      | $-3606.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 30Y RTR 3.000000 01-JAN-2030                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -307000 | NC      | $-1806.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FX VOL USDZAR 10.35 3M (SELL PROTECTION)                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          1 | NC      | $160.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FX VOL USDZAR 10.3 3M (SELL PROTECTION)                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          1 | NC      | $80.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 30Y RTP 4.253000 29-JAN-2027                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -459000 | NC      | $3238.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 30Y RTP 4.251500 29-JAN-2027                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -459000 | NC      | $3437.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 30Y RTP 4.130000 18-FEB-2031                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -150000 | NC      | $-917.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 30Y RTP 4.135000 18-FEB-2031                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -150000 | NC      | $-969.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS PAY FIXED 3.502% 2/24/2033                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $24318.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS PAY FIXED 4.045% 2/24/2057                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $915.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS PAY FIXED 3.45705% 2/25/2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $11450.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS PAY FIXED 3.60773% 2/25/2036                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $12853.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 30Y RTP 5.600000 24-FEB-2031                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -366000 | NC      | $-1433.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 30Y RTP 4.130000 25-FEB-2031                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -150000 | NC      | $-993.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 30Y RTP 4.120000 25-FEB-2031                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -302500 | NC      | $-2240.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 30Y RTR 4.120000 25-FEB-2031                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -302500 | NC      | $1007.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS PAY FIXED 3.4275% 3/17/2029                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $599.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA         | Treasury Corp of Victoria                                                        | CUSIP: EK0887258<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     140000 | PA      | $86260.47     | 0.05%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA         | Treasury Corp of Victoria                                                        | CUSIP: BK7234325<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     340000 | PA      | $158446.29    | 0.09%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA         | Treasury Corp of Victoria                                                        | CUSIP: BZ6602487<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     230000 | PA      | $146674.23    | 0.08%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA         | Treasury Corp of Victoria                                                        | CUSIP: ZF3175469<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     245000 | PA      | $159286.01    | 0.09%             | 2038-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                       | CUSIP: ZJ9336752<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   16180000 | PA      | $263338.22    | 0.15%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        268 | NC      | $-518029.05   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC         | StubHub Holdco Sub LLC                                                           | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |      11392 | PA      | $11245.87     | 0.01%             | 2030-03-15      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING       | White Cap Supply Holdings LLC                                                    | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |      19312 | PA      | $18619.21     | 0.01%             | 2029-10-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC       | Trident TPI Holdings Inc                                                         | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |      19937 | PA      | $18930.81     | 0.01%             | 2028-09-18      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| TRUCORDIA INSURANCE HOLD       | Trucordia Insurance Holdings LLC                                                 | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |       9875 | PA      | $9134.38      | 0.01%             | 2032-06-17      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC             | Voyager Parent LLC                                                               | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |      59907 | PA      | $59576.09     | 0.03%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC             | Voyager Parent LLC                                                               | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |       9769 | PA      | $9714.71      | 0.01%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| WHITEWATER MATTERHORN HO       | WhiteWater Matterhorn Holdings LLC                                               | CUSIP: 96618PAC0<br>LEI: 2138009J7G187M6C4Q91 | Long             | LON              | CORP              | US        |      24962 | PA      | $24879.25     | 0.01%             | 2032-06-16      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC            | United Airlines Inc                                                              | CUSIP: 90932RAQ7<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |     166185 | PA      | $166133.84    | 0.09%             | 2031-02-24      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC       | NGL Energy Operating LLC                                                         | CUSIP: 62922KAH3<br>LEI: 5493008CQD36WWZJ3O79 | Long             | LON              | CORP              | US        |      15000 | PA      | $15035.18     | 0.01%             | 2033-03-11      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| VSE Corp                       | VSE Corp                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20000 | PA      | $20004.20     | 0.01%             | 2033-03-17      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORP              | Primo Brands Corp                                                                | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |      40000 | PA      | $40112.40     | 0.02%             | 2031-03-31      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| N/A                            | USD C EUR P 1.090000 DI 1.090000                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      48000 | NC      | $1631.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | USD C EUR P 1.125000 EO                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     558000 | NC      | $4571.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | USD C KRW P 1475.00 EO                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -551000 | NC      | $-14878.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US LONG BOND(CBT) Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -6 | NC      | $22260.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US LONG BOND(CBT) Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -5 | NC      | $22260.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US LONG BOND(CBT) Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -6 | NC      | $22260.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US ULTRA BOND CBT Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -5 | NC      | $93601.29     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US ULTRA BOND CBT Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -22 | NC      | $93601.29     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R05                                     | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     210000 | PA      | $212618.57    | 0.12%             | 2042-04-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R08                                     | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $304839.81    | 0.17%             | 2042-07-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                     | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $196500.00    | 0.11%             | 2034-08-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| LIVE OAK BANCSHARES            | Live Oak Bancshares Inc                                                          | CUSIP: 53803X402<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       3625 | NS      | $90625.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES INC          | Nabors Industries Inc                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10475.00     | 0.01%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC          | Nabors Industries Inc                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10200.00     | 0.01%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO           | National Fuel Gas Co                                                             | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15481.92     | 0.01%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP       | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      88000 | PA      | $87822.42     | 0.05%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se | Natixis Commercial Mortgage Securities Trust 2019-10K                            | CUSIP: 63874UAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $91808.35     | 0.05%             | 2039-05-15      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      32513 | PA      | $30905.71     | 0.02%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                   | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      75000 | PA      | $73218.75     | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2020-B                                 | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      56428 | PA      | $52203.92     | 0.03%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2019-G                                 | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      23555 | PA      | $22818.98     | 0.01%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-A                                 | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      31937 | PA      | $29510.54     | 0.02%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-F                                 | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     284154 | PA      | $253765.41    | 0.14%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-B                                 | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      29068 | PA      | $26514.04     | 0.01%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd         | Navigator 2024-1 Aviation Ltd                                                    | CUSIP: 63943DAA7<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |     221726 | PA      | $220419.06    | 0.12%             | 2049-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PFP III                        | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      99553 | PA      | $99765.27     | 0.06%             | 2039-09-17      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC       | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35656.25     | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE       | Petrobras Global Finance BV                                                      | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      50000 | PA      | $48862.50     | 0.03%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PFP III                        | PFP 2026-13 Ltd                                                                  | CUSIP: 716966AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      80000 | PA      | $79944.08     | 0.04%             | 2043-08-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC         | Philip Morris International Inc                                                  | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34892.09     | 0.02%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC         | Philip Morris International Inc                                                  | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      33000 | PA      | $33574.07     | 0.02%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2021-1                                                       | CUSIP: 749350BL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     427065 | PA      | $361913.74    | 0.20%             | 2051-03-25      | Variable      | 2.71%                 | No            |                  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        |     652437 | PA      | $815.81       | 0.00%             | 2048-10-10      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| SEMPRA                         | Sempra                                                                           | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     110000 | PA      | $109175.00    | 0.06%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2025-2                                                    | CUSIP: 816935AU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     123511 | PA      | $123718.15    | 0.07%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2026-INV1                                                 | CUSIP: 816942AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     292405 | PA      | $278355.71    | 0.15%             | 2056-01-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2024-9                                                    | CUSIP: 81749PAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90621 | PA      | $89753.32     | 0.05%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC     | SERVPRO Master Issuer LLC                                                        | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      98000 | PA      | $100710.21    | 0.06%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SIMMONS FIRST NTL CORP         | Simmons First National Corp                                                      | CUSIP: 828730AC5<br>LEI: 549300IVR5AJKUVOGN05 | Long             | DBT              | CORP              | US        |     130000 | PA      | $129379.64    | 0.07%             | 2035-10-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC            | Sirius XM Radio LLC                                                              | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     309000 | PA      | $306682.50    | 0.17%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC            | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37500.00     | 0.02%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC            | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      75000 | PA      | $72281.25     | 0.04%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN        | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10012.50     | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                             | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17874.70     | 0.01%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM           | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19925.00     | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                     | CUSIP: 902613BW7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     405000 | PA      | $390318.75    | 0.22%             | 2036-01-08      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C3                                            | CUSIP: 90276GAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $96333.83     | 0.05%             | 2050-08-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C6                                            | CUSIP: 90276UBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     126000 | PA      | $116493.65    | 0.06%             | 2050-12-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C13                                           | CUSIP: 90353KBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $92877.54     | 0.05%             | 2051-10-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC          | Uber Technologies Inc                                                            | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      69000 | PA      | $67231.74     | 0.04%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS       | United Airlines Holdings Inc                                                     | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |      56000 | PA      | $54880.00     | 0.03%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS       | United Airlines Holdings Inc                                                     | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14700.00     | 0.01%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                 | WSP Global Inc                                                                   | CUSIP: 92938WAG8<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      45000 | PA      | $44467.88     | 0.02%             | 2031-09-18      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC           | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18400.00     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORP        | Wintrust Financial Corp                                                          | CUSIP: 97650W702<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |       4250 | NS      | $109522.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO INC                        | XPO Inc                                                                          | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31200.00     | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI       | Yinson Bergenia Production BV                                                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |     197340 | PA      | $207700.35    | 0.11%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                | Yum! Brands Inc                                                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      42000 | PA      | $41212.50     | 0.02%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                | Yum! Brands Inc                                                                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      69000 | PA      | $63738.75     | 0.04%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                | Yum! Brands Inc                                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     125000 | PA      | $119375.00    | 0.07%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC            | Zaxbys Funding LLC                                                               | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     143250 | PA      | $136613.92    | 0.08%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 1Y RTR 3.122500 25-OCT-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -2992000 | NC      | $2950.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 1Y RTR 3.523000 03-FEB-2028                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -4183000 | NC      | $-6027.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 1Y RTR 3.697000 05-FEB-2029                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -4183000 | NC      | $-6512.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 1Y RTR 3.415000 11-FEB-2028                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1502500 | NC      | $-1182.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADANI INTERNATIONAL CONT       | Adani International Container Terminal Pvt Ltd                                   | CUSIP: BN0450864<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |     153000 | PA      | $140831.60    | 0.08%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                       | CUSIP: BW4839732<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   16710000 | PA      | $274618.82    | 0.15%             | 2029-05-19      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                       | CUSIP: BY9195128<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   12890000 | PA      | $210937.63    | 0.12%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                       | CUSIP: ZF9229781<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    8670000 | PA      | $141575.21    | 0.08%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                       | CUSIP: YL0113552<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   10520000 | PA      | $168686.04    | 0.09%             | 2030-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA               | Simpar Europe SA                                                                 | CUSIP: BN5372345<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $170000.00    | 0.09%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UKG INC                        | UKG Inc                                                                          | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |      60000 | PA      | $57416.40     | 0.03%             | 2031-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD            | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      10000 | PA      | $9712.50      | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC          | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      75000 | PA      | $71062.50     | 0.04%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC           | Signia Aerospace LLC                                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |      26799 | PA      | $26899.23     | 0.01%             | 2031-12-11      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC           | Signia Aerospace LLC                                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |      32754 | PA      | $32876.85     | 0.02%             | 2031-12-11      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC          | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20300.00     | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC          | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28837.50     | 0.02%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC           | Signia Aerospace LLC                                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |       1161 | PA      | $1165.26      | 0.00%             | 2031-12-11      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC           | Signia Aerospace LLC                                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |        827 | PA      | $830.26       | 0.00%             | 2031-12-11      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      76000 | PA      | $77180.81     | 0.04%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      68000 | PA      | $68957.78     | 0.04%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC           | Signia Aerospace LLC                                                             | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |       3000 | PA      | $3011.25      | 0.00%             | 2031-12-11      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                   | PetSmart LLC                                                                     | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |      35000 | PA      | $34833.75     | 0.02%             | 2032-08-18      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I       | Performance Food Group Inc                                                       | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     110000 | PA      | $105875.00    | 0.06%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     170000 | PA      | $172337.50    | 0.10%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN       | Live Nation Entertainment Inc                                                    | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |      45000 | PA      | $45074.93     | 0.02%             | 2032-10-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| WYNDHAM WORLDWIDE CORP         | Travel + Leisure Co                                                              | CUSIP: 98309GAH9<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |     242157 | PA      | $241931.00    | 0.13%             | 2029-12-14      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST              | Transcanada Trust                                                                | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     140000 | PA      | $137025.00    | 0.08%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     290000 | PA      | $297975.00    | 0.16%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PERU LNG SRL                   | Peru LNG Srl                                                                     | CUSIP: AR7830417<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |     133360 | PA      | $129359.20    | 0.07%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                            | USD/ZAR FWD 20260424                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $1564.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75937.50     | 0.04%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      55000 | PA      | $54587.50     | 0.03%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                            | USD/ZAR FWD 20260424                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-1859.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL        | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: BN7410036<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $177158.20    | 0.10%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50375.00     | 0.03%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101125.00    | 0.06%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO       | Virginia Electric and Power Co                                                   | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23543.60     | 0.01%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO       | Virginia Electric and Power Co                                                   | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      14000 | PA      | $13240.65     | 0.01%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD       | Adani Transmission Step-One Ltd                                                  | CUSIP: ZQ5578609<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |     133000 | PA      | $117798.50    | 0.07%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35145.00     | 0.02%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN               | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     215000 | PA      | $184900.00    | 0.10%             | 2031-01-31      | 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        |     200000 | PA      | $178562.00    | 0.10%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM       | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      25000 | PA      | $25356.60     | 0.01%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Voya VACS Series HYB Fund      | Voya VACS Series HYB Fund                                                        | CUSIP: 92913L262<br>LEI: 549300IKJ54WGTW8EU42 | Long             | EC               | RF                | US        |     449414 | NS      | $4570543.84   | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya VACS Series EMHCD Fund    | Voya VACS Series EMHCD Fund                                                      | CUSIP: 92919X104<br>LEI: 549300F0L4T7FY2BWJ84 | Long             | EC               | RF                | US        |     191764 | NS      | $2000100.52   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYAGER PARENT LLC             | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15487.50     | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN       | Virgin Media Secured Finance PLC                                                 | CUSIP: ZR8707245<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $116732.85    | 0.06%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I         | Vmed O2 UK Financing I PLC                                                       | CUSIP: ZB0006997<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     150000 | PA      | $159062.49    | 0.09%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC       | Virgin Media Bristol LLC                                                         | CUSIP: N/A<br>LEI: 213800IQ982XX69LE276       | Long             | LON              | CORP              | US        |      45000 | PA      | $41198.63     | 0.02%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE       | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959X400<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EP               | CORP              | US        |      12200 | NS      | $301584.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST CITIZENS BANCSHARE       | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     170000 | PA      | $165537.50    | 0.09%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE       | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EP               | CORP              | US        |     305000 | PA      | $304237.50    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FINANCIAL BANCORP        | First Financial Bancorp                                                          | CUSIP: 320209AC3<br>LEI: 549300D3F5B3EZMY7P77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100313.90    | 0.06%             | 2035-12-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                   | Illumina Inc                                                                     | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |      29000 | PA      | $28700.92     | 0.02%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP              | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $72656.25     | 0.04%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                   | ING Groep NV                                                                     | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $200250.00    | 0.11%             | 2032-11-16      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC             | Ingersoll Rand Inc                                                               | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |      47000 | PA      | $47375.77     | 0.03%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU       | Installed Building Products Inc                                                  | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29212.50     | 0.02%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust          | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115000 | PA      | $114784.34    | 0.06%             | 2042-03-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $73781.25     | 0.04%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2020-NQM3 Trust                                                              | CUSIP: 552757AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      44078 | PA      | $42467.18     | 0.02%             | 2065-01-26      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2024-FL16                                                                    | CUSIP: 55287EAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99036.87     | 0.05%             | 2039-11-18      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99937.24     | 0.06%             | 2040-02-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2026-FL21 LLC                                                                | CUSIP: 55287NAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     140000 | PA      | $139736.38    | 0.08%             | 2041-02-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust  | MHC Commercial Mortgage Trust 2021-MHC                                           | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     240000 | PA      | $239987.74    | 0.13%             | 2038-04-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE           | Michaels Cos Inc/The                                                             | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4850.00      | 0.00%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan 2019-2 Lt | Mill City Solar Loan 2019-2 Ltd                                                  | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      52990 | PA      | $47064.52     | 0.03%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                          | CUSIP: EJ3390386<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1779000000 | PA      | $103529.44    | 0.06%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                          | CUSIP: EJ8243903<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  514000000 | PA      | $32338.04     | 0.02%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP        | International Bank for Reconstruction & Development                              | CUSIP: AT8524767<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |      44000 | PA      | $43507.70     | 0.02%             | 2034-08-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 1Y RTP 3.600000 30-AUG-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  -10771200 | NC      | $-14498.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 1Y RTP 3.160000 23-SEP-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -2992000 | NC      | $-5415.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 1Y RTP 3.122500 25-OCT-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -2992000 | NC      | $-6280.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 1Y RTP 3.161000 22-NOV-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -2992000 | NC      | $-5747.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 1Y RTP 3.343000 16-DEC-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1495500 | NC      | $-1651.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 1Y RTP 3.254000 30-JUN-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1496000 | NC      | $-2899.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 1Y RTP 3.523000 03-FEB-2028                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -4183000 | NC      | $-3856.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 1Y RTP 3.415000 11-FEB-2028                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1502500 | NC      | $-1920.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                          | CUSIP: BK8407086<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2730000000 | PA      | $159579.98    | 0.09%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                          | CUSIP: BQ3772713<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 4227000000 | PA      | $244101.20    | 0.13%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK        | Inter-American Development Bank                                                  | CUSIP: ZF2765989<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $114498.93    | 0.06%             | 2029-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC         | International Development Association                                            | CUSIP: BS0126323<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | CORP              | US        |     540000 | PA      | $54447.82     | 0.03%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP        | International Bank for Reconstruction & Development                              | CUSIP: ZF2728425<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $62261.02     | 0.03%             | 2029-07-22      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                          | CUSIP: YV1931588<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2312000000 | PA      | $135567.86    | 0.07%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP        | International Bank for Reconstruction & Development                              | CUSIP: ZK2494902<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $104171.11    | 0.06%             | 2028-04-24      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK        | Inter-American Development Bank                                                  | CUSIP: ZH0461629<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $135708.90    | 0.07%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP        | International Bank for Reconstruction & Development                              | CUSIP: ZN4077071<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |     610000 | PA      | $63669.21     | 0.04%             | 2027-06-28      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR         | Millicom International Cellular SA                                               | CUSIP: BM0208611<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $182500.00    | 0.10%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $23718.75     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4275.00      | 0.00%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL         | Mitchell International Inc                                                       | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |      10000 | PA      | $9059.40      | 0.01%             | 2032-06-17      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC         | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       9825 | PA      | $7006.63      | 0.00%             | 2031-10-07      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $18050.00     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4937.50      | 0.00%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                   | MH Sub I LLC                                                                     | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      62324 | PA      | $41835.21     | 0.02%             | 2031-12-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Minimax Viking GmbH            | Minimax Viking GmbH, Senior Secured First Lien Term Loan                         | CUSIP: 55404TAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      14925 | PA      | $14981.06     | 0.01%             | 2032-03-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2017-CD4 Mortgage Trust                                                       | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1245756 | PA      | $7005.88      | 0.00%             | 2050-05-10      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     185000 | PA      | $193167.57    | 0.11%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC          | Entergy Louisiana LLC                                                            | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      71000 | PA      | $69648.59     | 0.04%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC           | Entergy Arkansas LLC                                                             | CUSIP: 29366MAJ7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24275.88     | 0.01%             | 2056-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER       | Enterprise Products Operating LLC                                                | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100040.70    | 0.06%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                                      | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      58000 | PA      | $35067.90     | 0.02%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC        | Essential Utilities Inc                                                          | CUSIP: 29670GAL6<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14744.73     | 0.01%             | 2036-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP        | Essential Properties LP                                                          | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35156.66     | 0.02%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC              | EUSHI Finance Inc                                                                | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $82183.76     | 0.05%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC              | EUSHI Finance Inc                                                                | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $147397.20    | 0.08%             | 2056-04-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY              | Eversource Energy                                                                | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      61000 | PA      | $60242.87     | 0.03%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY              | Eversource Energy                                                                | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     215000 | PA      | $212043.75    | 0.12%             | 2056-08-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                      | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     210000 | PA      | $212625.00    | 0.12%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                      | CUSIP: 30161NBT7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     130000 | PA      | $134435.60    | 0.07%             | 2029-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL         | Mitchell International Inc                                                       | CUSIP: 60662WBB7<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |      62291 | PA      | $59607.41     | 0.03%             | 2031-06-17      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE           | Michaels Cos Inc/The                                                             | CUSIP: 59408UAE7<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |      15000 | PA      | $14588.40     | 0.01%             | 2033-03-07      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-1                                       | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      27420 | PA      | $27460.46     | 0.02%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC              | Expedia Group Inc                                                                | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $64108.20     | 0.04%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV            | Minejesa Capital BV                                                              | CUSIP: AO6253790<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     129800 | PA      | $128195.67    | 0.07%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                           | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36030.49     | 0.02%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140Q0P97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     308692 | PA      | $301263.36    | 0.17%             | 2041-10-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QT2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     140363 | PA      | $141569.42    | 0.08%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY           | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      45000 | PA      | $44831.25     | 0.02%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY           | Garda World Security Corp                                                        | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      15000 | PA      | $15150.00     | 0.01%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                    | Gartner Inc                                                                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      90000 | PA      | $82235.88     | 0.05%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC              | Herc Holdings Inc                                                                | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4831.25      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP       | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14925.00     | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN       | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      70000 | PA      | $63350.00     | 0.03%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN       | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14906.25     | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KREF 2022-Fl3 Ltd              | KREF 2022-FL3 Ltd                                                                | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | KY        |      40522 | PA      | $40441.84     | 0.02%             | 2039-02-17      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd              | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAE7<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99002.22     | 0.05%             | 2039-02-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP             | Expand Energy Corp                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17565.55     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP             | Expand Energy Corp                                                               | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22013.46     | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV        | European Bank for Reconstruction & Development                                   | CUSIP: BR9632133<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | GB        |   11300000 | PA      | $116799.58    | 0.06%             | 2027-10-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC              | CDP Financial Inc                                                                | CUSIP: ZG3913420<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |     100000 | PA      | $74513.69     | 0.04%             | 2030-12-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORP           | Hexion Holdings Corp                                                             | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |      26671 | PA      | $25576.37     | 0.01%             | 2029-03-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP            | Hilcorp Energy I LP                                                              | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |     178424 | PA      | $178647.46    | 0.10%             | 2030-02-11      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC          | Hightower Holding LLC                                                            | CUSIP: 43117LAH6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |     114027 | PA      | $113029.83    | 0.06%             | 2028-04-21      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC              | Herc Holdings Inc                                                                | CUSIP: 42705FAF3<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |      15000 | PA      | $15046.88     | 0.01%             | 2032-06-02      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY           | Garda World Security Corp                                                        | CUSIP: N/A<br>LEI: 549300ZF1NDXLMCHNO20       | Long             | LON              | CORP              | CA        |      14104 | PA      | $14033.18     | 0.01%             | 2029-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                  | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      32000 | PA      | $32240.67     | 0.02%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust             | Aqua Finance Trust 2021-A                                                        | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      28073 | PA      | $25751.54     | 0.01%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      31000 | PA      | $29967.70     | 0.02%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     378023 | PA      | $378023.13    | 0.21%             | 2034-05-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc       | Brsp 2026-Fl3 Ltd                                                                | CUSIP: 116686AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     110000 | PA      | $109596.19    | 0.06%             | 2043-08-19      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      86725 | PA      | $86806.39     | 0.05%             | 2041-08-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC         | Cadence Design Systems Inc                                                       | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     121000 | PA      | $120847.78    | 0.07%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC          | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      65000 | PA      | $59718.75     | 0.03%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $201799.00    | 0.11%             | 2085-10-28      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607QUM2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $194911.20    | 0.11%             | 2086-07-28      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                       | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49197.30     | 0.03%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING       | Capital Power US Holdings Inc                                                    | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      61000 | PA      | $61381.25     | 0.03%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     210000 | PA      | $183939.00    | 0.10%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     155000 | PA      | $129416.63    | 0.07%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC              | Cisco Systems Inc                                                                | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      97000 | PA      | $97943.33     | 0.05%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2015-RP2                                           | CUSIP: 17323TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     310454 | PA      | $302272.25    | 0.17%             | 2053-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                     | CUSIP: 174610808<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |      12725 | NS      | $316343.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN       | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $35481.25     | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN       | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $35131.25     | 0.02%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                  | AEP Texas Inc                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20485.14     | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP         | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14887.50     | 0.01%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R09                                     | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      35373 | PA      | $35652.14     | 0.02%             | 2042-09-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                  | AEP Texas Inc                                                                    | CUSIP: 00108WAV2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      13000 | PA      | $12759.07     | 0.01%             | 2036-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN       | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     355000 | PA      | $351893.75    | 0.19%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AECOM                          | AECOM                                                                            | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     170000 | PA      | $169787.50    | 0.09%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP            | Alliant Energy Corp                                                              | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17370.00     | 0.01%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER       | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $75093.75     | 0.04%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA               | Altice France SA                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       9897 | PA      | $9377.41      | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                                    | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      50000 | PA      | $52343.55     | 0.03%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DELL INC                       | Dell Inc                                                                         | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |      17000 | PA      | $18098.59     | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BXP Trust                      | BXP Trust 2017-GM                                                                | CUSIP: 056083AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64000 | PA      | $62945.20     | 0.03%             | 2039-06-13      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC           | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15543.75     | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO             | Ameren Illinois Co                                                               | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     120000 | PA      | $118927.56    | 0.07%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     110000 | PA      | $136192.21    | 0.08%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC            | Delta Air Lines Inc                                                              | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17089.27     | 0.01%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-LBA                                                                | CUSIP: 05609BAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99874.98     | 0.06%             | 2036-02-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-LBA                                                                | CUSIP: 05609BBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     197702 | PA      | $197331.69    | 0.11%             | 2036-02-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC         | Diamondback Energy Inc                                                           | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75487.13     | 0.04%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS         | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      33726 | PA      | $1637.79      | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| AMERICAN AXLE & MFG INC        | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14775.00     | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC        | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48687.50     | 0.03%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                       | BXMT 2021-FL4 Ltd                                                                | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      41576 | PA      | $41420.31     | 0.02%             | 2038-05-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2022-CLS                                                                | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65000 | PA      | $65214.43     | 0.04%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2024-XL5                                            | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      94749 | PA      | $94779.00     | 0.05%             | 2041-03-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     213889 | PA      | $213755.13    | 0.12%             | 2041-04-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS         | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      97403 | PA      | $673.98       | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| DIRECTV FIN LLC/COINC          | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      92000 | PA      | $91655.00     | 0.05%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                  | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $13406.25     | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                  | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $19300.00     | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC          | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $59625.00     | 0.03%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC             | Dominican Republic International Bond                                            | CUSIP: 25714PFG8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     150000 | PA      | $142875.00    | 0.08%             | 2034-03-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC            | Dominion Energy Inc                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     125000 | PA      | $127373.00    | 0.07%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC            | Dominion Energy Inc                                                              | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     155000 | PA      | $163230.97    | 0.09%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC            | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     140000 | PA      | $140181.44    | 0.08%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      50000 | PA      | $50502.64     | 0.03%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB        | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $8725.00      | 0.00%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC     | Driven Brands Funding LLC                                                        | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      97311 | PA      | $92338.42     | 0.05%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                                 | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21273.23     | 0.01%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                                 | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      51000 | PA      | $48694.14     | 0.03%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46350.00     | 0.03%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                                 | CUSIP: 26441CCL7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     140000 | PA      | $140456.40    | 0.08%             | 2029-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS             | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |      36000 | PA      | $33829.02     | 0.02%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                  | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10750.00     | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOLAB INC                     | Ecolab Inc                                                                       | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      74000 | PA      | $74172.64     | 0.04%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset  | First Franklin Mortgage Loan Trust 2004-FF10                                     | CUSIP: 32027NMJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8618 | PA      | $8596.26      | 0.00%             | 2034-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP             | First Horizon Corp                                                               | CUSIP: 320517840<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |       6325 | NS      | $156543.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL LP            | First Industrial LP                                                              | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |      44000 | PA      | $44324.37     | 0.02%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRST INTERSTATE BANCSYS       | First Interstate BancSystem Inc                                                  | CUSIP: 32055YAB8<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71735.86     | 0.04%             | 2035-06-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| First Republic Mortgage Trust  | First Republic Mortgage Trust 2020-1                                             | CUSIP: 33616LAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     677036 | PA      | $642127.56    | 0.35%             | 2050-04-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD               | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      30000 | PA      | $30525.00     | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                               | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      71503 | PA      | $67568.65     | 0.04%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                               | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      32924 | PA      | $32061.01     | 0.02%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                               | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      84230 | PA      | $79876.72     | 0.04%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER        | American Electric Power Co Inc                                                   | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     260000 | PA      | $274300.00    | 0.15%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO            | American Express Co                                                              | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      64000 | PA      | $64163.07     | 0.04%             | 2027-07-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                               | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      85371 | PA      | $80953.60     | 0.04%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                               | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      58131 | PA      | $56544.13     | 0.03%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO            | American Express Co                                                              | CUSIP: 025816ES4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44551.62     | 0.02%             | 2041-02-08      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | American Tower Corp                                                              | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      25000 | PA      | $17858.10     | 0.01%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2025-VOLT                                                               | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99281.14     | 0.05%             | 2044-12-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2025-ARIA                                                               | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99380.53     | 0.05%             | 2042-12-13      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II        | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      29000 | PA      | $28113.12     | 0.02%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2013-GC13                                           | CUSIP: 36198EAS4<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98044.66     | 0.05%             | 2046-07-10      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust         | GSAA Home Equity Trust 2006-4                                                    | CUSIP: 362334FK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     353151 | PA      | $199682.55    | 0.11%             | 2036-03-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust               | GWT 2024-WLF2                                                                    | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $249999.70    | 0.14%             | 2041-05-15      | Floating      | 5.36%                 | No            |                  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        |      23350 | PA      | $23075.37     | 0.01%             | 2037-07-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corp Trust 2017-375H                                      | CUSIP: 36254JAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $95934.93     | 0.05%             | 2037-09-10      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corp Trust 2018-RIVR                                      | CUSIP: 36255WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     122000 | PA      | $2436.34      | 0.00%             | 2035-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC         | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34094.62     | 0.02%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                       | BXMT 2026-FL6 Ltd                                                                | CUSIP: 05620AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249875.18    | 0.14%             | 2043-08-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2022-LBA6                                                               | CUSIP: 12433EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99937.52     | 0.06%             | 2039-01-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | American Tower Corp                                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      69000 | PA      | $68512.38     | 0.04%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp | AMMC CLO 30 Ltd                                                                  | CUSIP: 03165UAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249106.37    | 0.14%             | 2039-04-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     105000 | PA      | $107383.92    | 0.06%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                 | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      15000 | PA      | $15337.50     | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                 | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      25000 | PA      | $25218.75     | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit | Bain Capital Credit CLO 2024-4 Ltd                                               | CUSIP: 05685VAG7<br>LEI: 254900X1J8WOE4EG9026 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $248949.57    | 0.14%             | 2037-10-23      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL        | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05724BAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $29288.37     | 0.02%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU        | Banco Internacional del Peru SAA Interbank                                       | CUSIP: 05968DAG5<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     150000 | PA      | $152056.50    | 0.08%             | 2035-04-30      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOL          | GFL Environmental Holdings US Inc                                                | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $29437.50     | 0.02%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS REFT 2026-FL1 Issuer Ltd    | GS REFT 2026-FL1 Issuer Ltd                                                      | CUSIP: 36274DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $100093.44    | 0.06%             | 2043-04-19      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                 | GE Vernova Inc                                                                   | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10521.35     | 0.01%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                  | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      58000 | PA      | $57915.26     | 0.03%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $297000.06    | 0.16%             | 2042-03-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2026-CSMO                                           | CUSIP: 12433LAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100156.24    | 0.06%             | 2043-02-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                  | CUSIP: 37045XCM6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | EP               | CORP              | US        |      52000 | PA      | $51285.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | EP               | CORP              | US        |      54000 | PA      | $52785.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                  | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35456.72     | 0.02%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC          | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35262.50     | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO               | Georgia Power Co                                                                 | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      48000 | PA      | $48329.14     | 0.03%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC               | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13500.00     | 0.01%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2026-CART                                                               | CUSIP: 12433MAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99999.43     | 0.06%             | 2036-02-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2026-XL6                                            | CUSIP: 12433NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $248750.10    | 0.14%             | 2043-03-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2026-XL6                                            | CUSIP: 12433NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80000 | PA      | $79599.94     | 0.04%             | 2043-03-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-LGCY                                                               | CUSIP: 12434DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99906.26     | 0.06%             | 2036-10-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-RISE                                                               | CUSIP: 12434EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      84533 | PA      | $84480.08     | 0.05%             | 2036-11-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2026-ALOHA                                          | CUSIP: 12434HAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100000.00    | 0.06%             | 2043-04-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC         | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      85000 | PA      | $86275.00     | 0.05%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO       | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20900.00     | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE       | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $205500.00    | 0.11%             | 2031-05-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER       | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $196704.20    | 0.11%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE          | Banco Santander Chile                                                            | CUSIP: 05973N2A8<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |     150000 | PA      | $148010.40    | 0.08%             | 2030-11-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2018-BNK14                                                                  | CUSIP: 06035RAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $90288.82     | 0.05%             | 2060-09-15      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      79000 | PA      | $78419.75     | 0.04%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      46000 | PA      | $45600.40     | 0.03%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      74000 | PA      | $72874.83     | 0.04%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      26000 | PA      | $26402.84     | 0.01%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      32000 | PA      | $32490.94     | 0.02%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK18                                                                  | CUSIP: 065402BG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $108821.34    | 0.06%             | 2062-05-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK21                                                                  | CUSIP: 06540BBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3782240 | PA      | $87782.77     | 0.05%             | 2052-10-17      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2018-BNK11                                                                  | CUSIP: 06540TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10762651 | PA      | $87520.80     | 0.05%             | 2061-03-15      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK30                                                                  | CUSIP: 06541UCB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1203814 | PA      | $53438.40     | 0.03%             | 2053-12-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2016-COR1 Mortgage Trust                                                    | CUSIP: 12594MBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $140730.03    | 0.08%             | 2049-10-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC       | Celanese US Holdings LLC                                                         | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      75000 | PA      | $78000.00     | 0.04%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC       | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5100.47      | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC       | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5126.67      | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC             | Cenovus Energy Inc                                                               | CUSIP: 15135UAF6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |     434000 | PA      | $471068.37    | 0.26%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC       | Colonial Enterprises Inc                                                         | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      21000 | PA      | $20879.42     | 0.01%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO        | Columbia Pipelines Operating Co LLC                                              | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $120949.07    | 0.07%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                    | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $210259.40    | 0.12%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      35000 | PA      | $35233.31     | 0.02%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| KREF 2022-Fl3 Ltd              | KREF 2022-FL3 Ltd                                                                | CUSIP: 48275EAG1<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | KY        |     120000 | PA      | $120456.31    | 0.07%             | 2039-02-17      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| KSL Resorts                    | KSL Commercial Mortgage Trust 2024-HT2                                           | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     267363 | PA      | $266861.42    | 0.15%             | 2039-12-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| KROGER CO                      | Kroger Co/The                                                                    | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      36000 | PA      | $33317.10     | 0.02%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      87000 | PA      | $60029.04     | 0.03%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Liberty Street Trust           | LBTY Commercial Mortgage Trust 2026-225L                                         | CUSIP: 50178LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $97688.81     | 0.05%             | 2043-02-10      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC              | L3Harris Technologies Inc                                                        | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      69000 | PA      | $68942.04     | 0.04%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER        | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |      66000 | PA      | $65089.99     | 0.04%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP               | Lamar Media Corp                                                                 | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $19550.00     | 0.01%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC          | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30450.00     | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                  | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55206.25     | 0.03%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                             | CUSIP: 378272CD8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35984.59     | 0.02%             | 2033-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                              | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17270.35     | 0.01%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC             | Cenovus Energy Inc                                                               | CUSIP: 15135UAR0<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |     107000 | PA      | $95235.46     | 0.05%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC             | Cenovus Energy Inc                                                               | CUSIP: 15135UAT6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $71756.88     | 0.04%             | 2028-02-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust  | Life 2022-BMR Mortgage Trust                                                     | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $229373.85    | 0.13%             | 2039-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC           | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20375.00     | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC             | Cenovus Energy Inc                                                               | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |      18000 | PA      | $17840.39     | 0.01%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                    | Columbia Cent CLO 27 Ltd                                                         | CUSIP: 19736RAY7<br>LEI: 549300066YASG4MIU864 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $494265.00    | 0.27%             | 2035-01-25      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE        | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $36050.00     | 0.02%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE        | Global Medical Response Inc                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51750.00     | 0.03%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD        | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      65000 | PA      | $65893.75     | 0.04%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20050.00     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |      16000 | PA      | $16280.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36302.62     | 0.02%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      35000 | PA      | $33943.74     | 0.02%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4926.96      | 0.00%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38377MHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     962795 | PA      | $39132.04     | 0.02%             | 2040-10-16      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38379CT63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1074977 | PA      | $59104.58     | 0.03%             | 2044-02-20      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38381HYW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3413355 | PA      | $185847.98    | 0.10%             | 2064-09-16      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38381J3G0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3099479 | PA      | $176592.22    | 0.10%             | 2065-07-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38381JAV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5804823 | PA      | $397238.00    | 0.22%             | 2063-05-16      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38381LHP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1965667 | PA      | $120820.48    | 0.07%             | 2065-10-16      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38382RA40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2170973 | PA      | $304558.39    | 0.17%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38383GPL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2147122 | PA      | $298447.15    | 0.16%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38385DJR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1222572 | PA      | $1233598.50   | 0.68%             | 2055-02-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38385JFF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     789592 | PA      | $790136.44    | 0.44%             | 2055-11-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO             | Graham Holdings Co                                                               | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24312.50     | 0.01%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                 | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15000.00     | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS       | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49750.00     | 0.03%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FONDO MIVIVIENDA SA            | Fondo MIVIVIENDA SA                                                              | CUSIP: 344593AG3<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | CORP              | PE        |     150000 | PA      | $149943.00    | 0.08%             | 2031-03-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L Street Securities            | PMTT4                                                                            | CUSIP: 693458AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  118689894 | PA      | $710988.07    | 0.39%             | 2048-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LC AHAB US BIDCO LLC           | LC Ahab US Bidco LLC                                                             | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |      59536 | PA      | $59052.32     | 0.03%             | 2031-05-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY             | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     270000 | PA      | $234637.02    | 0.13%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2016-UBS12                                        | CUSIP: 61691EBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2397839 | PA      | $6371.30      | 0.00%             | 2049-12-15      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                 | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15037.50     | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust               | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $349890.52    | 0.19%             | 2039-03-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-PLND                                         | CUSIP: 61691XAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     189000 | PA      | $3778.11      | 0.00%             | 2036-05-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-NUGS                                         | CUSIP: 61692AAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     147000 | PA      | $1528.80      | 0.00%             | 2036-12-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-NUGS                                         | CUSIP: 61692AAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $675.00       | 0.00%             | 2036-12-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                   | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18446.92     | 0.01%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu | GreenSky Home Improvement Issuer Trust 2025-3                                    | CUSIP: 39571WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     150000 | PA      | $149119.50    | 0.08%             | 2060-12-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION            | Griffon Corp                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29850.00     | 0.02%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC            | LBM Acquisition LLC                                                              | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      10754 | PA      | $8678.64      | 0.00%             | 2031-06-06      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC           | LifePoint Health Inc                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |      71928 | PA      | $72031.16     | 0.04%             | 2031-05-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC         | CACI International Inc                                                           | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |     204106 | PA      | $204616.19    | 0.11%             | 2031-10-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC         | CACI International Inc                                                           | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |      13595 | PA      | $13628.81     | 0.01%             | 2031-10-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND        | Guardian Life Global Funding                                                     | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30121.41     | 0.02%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP        | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30712.50     | 0.02%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch BorrowerCo BV   | Lavender Dutch BorrowerCo BV, Senior Secured First Lien Term Loan                | CUSIP: 51944RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      14512 | PA      | $14331.09     | 0.01%             | 2032-12-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch BorrowerCo BV   | Lavender Dutch BorrowerCo BV, Senior Secured First Lien Term Loan                | CUSIP: 51944RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       8615 | PA      | $8507.31      | 0.00%             | 2032-12-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch BorrowerCo BV   | Lavender Dutch BorrowerCo BV, Senior Secured First Lien Term Loan                | CUSIP: 51944RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       6872 | PA      | $6786.59      | 0.00%             | 2032-12-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                    | Corp Nacional del Cobre de Chile                                                 | CUSIP: ZR7485918<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $187440.00    | 0.10%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      91000 | PA      | $59408.90     | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                   | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35664.51     | 0.02%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                   | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17660.97     | 0.01%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                   | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17787.01     | 0.01%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                       | CUSIP: 61762DAZ4<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |      81425 | PA      | $78678.44     | 0.04%             | 2046-05-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2018-H3                                           | CUSIP: 61767YBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     126000 | PA      | $120663.61    | 0.07%             | 2051-07-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                      | CUSIP: 61778GAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $103077.96    | 0.06%             | 2058-03-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                          | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     285000 | PA      | $291090.45    | 0.16%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP         | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30525.00     | 0.02%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9824.55      | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-OA4                                                  | CUSIP: 02150DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     186596 | PA      | $171543.45    | 0.09%             | 2047-05-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                                            | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      31000 | PA      | $30458.52     | 0.02%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                                            | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18762.37     | 0.01%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD             | Athene Holding Ltd                                                               | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      23000 | PA      | $21055.97     | 0.01%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD             | Athene Holding Ltd                                                               | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      27000 | PA      | $26010.56     | 0.01%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION          | Atlassian Corp                                                                   | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23120.06     | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI       | Augusta SpinCo Corp                                                              | CUSIP: 051473AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      14000 | PA      | $13946.94     | 0.01%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025- | AutoNation Finance Trust 2025-1                                                  | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      45000 | PA      | $45519.28     | 0.03%             | 2030-12-10      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025- | AutoNation Finance Trust 2025-1                                                  | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      25000 | PA      | $25194.76     | 0.01%             | 2032-09-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025- | AutoNation Finance Trust 2026-1                                                  | CUSIP: 05330WAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      70000 | PA      | $69707.88     | 0.04%             | 2034-01-11      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                   | AutoZone Inc                                                                     | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34506.36     | 0.02%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4987.50      | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC             | CCL Industries Inc                                                               | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |      37000 | PA      | $34432.20     | 0.02%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus | CFCRE Commercial Mortgage Trust 2016-C4                                          | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      83683 | PA      | $61.77        | 0.00%             | 2058-05-10      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                | CMS Energy Corp                                                                  | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      82000 | PA      | $83025.00     | 0.05%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                | CMS Energy Corp                                                                  | CUSIP: 125896BZ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102566.00    | 0.06%             | 2031-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC         | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17583.50     | 0.01%             | 2031-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM2                         | CUSIP: 617949AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     114073 | PA      | $112738.19    | 0.06%             | 2071-01-26      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC         | Mosaic Solar Loan Trust 2018-1                                                   | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     105634 | PA      | $98292.56     | 0.05%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC              | CPPIB Capital Inc                                                                | CUSIP: 12593CAR2<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $67599.02     | 0.04%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2017-CX10 Commercial Mortgage Trust                                        | CUSIP: 12595JAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3876363 | PA      | $29516.18     | 0.02%             | 2050-11-15      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC         | Mosaic Solar Loans 2017-2 LLC                                                    | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     169316 | PA      | $159995.79    | 0.09%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC         | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     115228 | PA      | $108103.37    | 0.06%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2018-CX12 Commercial Mortgage Trust                                        | CUSIP: 12595XAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3939188 | PA      | $41113.31     | 0.02%             | 2051-08-15      | Variable      | 0.55%                 | 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        |     198769 | PA      | $259.21       | 0.00%             | 2049-01-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC         | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      72288 | PA      | $66781.35     | 0.04%             | 2044-02-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC         | Motorola Solutions Inc                                                           | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      14000 | PA      | $13323.84     | 0.01%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD            | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     160000 | PA      | $158800.00    | 0.09%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD            | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      10000 | PA      | $9737.50      | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                 | NRG Energy Inc                                                                   | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74250.00     | 0.04%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                 | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15000.00     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                 | NRG Energy Inc                                                                   | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     125000 | PA      | $123750.00    | 0.07%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA         | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      28000 | PA      | $27449.63     | 0.02%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                   | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10050.00     | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL             | nVent Finance Sarl                                                               | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |      17000 | PA      | $17387.45     | 0.01%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust  | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99531.22     | 0.05%             | 2042-02-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC        | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10325.00     | 0.01%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN       | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      47000 | PA      | $45942.50     | 0.03%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                | SBA Tower Trust                                                                  | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     145000 | PA      | $146813.08    | 0.08%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust 2023-SFS           | SCOTT Trust 2023-SFS                                                             | CUSIP: 810064AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101774.80    | 0.06%             | 2040-03-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                   | Seaspan Corp                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |      20000 | PA      | $18775.00     | 0.01%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC        | CRH America Finance Inc                                                          | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36393.20     | 0.02%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP             | CNX Resources Corp                                                               | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19450.00     | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST             | Century Plaza Towers 2019-CPT                                                    | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130000 | PA      | $113747.08    | 0.06%             | 2039-11-13      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE       | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      56000 | PA      | $56232.51     | 0.03%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management LLC        | CBAM 2017-1 Ltd                                                                  | CUSIP: 14987LAJ0<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249837.19    | 0.14%             | 2038-01-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC         | CenterPoint Energy Inc                                                           | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     300000 | PA      | $314112.00    | 0.17%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $104062.75    | 0.06%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     265000 | PA      | $202628.28    | 0.11%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC              | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15318.75     | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC              | Herc Holdings Inc                                                                | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4906.25      | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA       | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47687.50     | 0.03%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP            | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4737.50      | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $28616.43     | 0.02%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust Series 2024-6                                  | CUSIP: 161931AK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     217872 | PA      | $218238.27    | 0.12%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                 | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      73000 | PA      | $70025.03     | 0.04%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                 | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      70000 | PA      | $62119.89     | 0.03%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                     | Intuit Inc                                                                       | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22785.45     | 0.01%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      36000 | PA      | $37059.84     | 0.02%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                    | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      59000 | PA      | $58262.50     | 0.03%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC            | Cheniere Energy Inc                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      64000 | PA      | $63759.62     | 0.04%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 46590XBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      11000 | PA      | $11012.31     | 0.01%             | 2037-03-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      88000 | PA      | $87975.80     | 0.05%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC            | Cheniere Energy Inc                                                              | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71996.75     | 0.04%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC            | Cheniere Energy Inc                                                              | CUSIP: 16411RAQ2<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2972.03      | 0.00%             | 2056-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA             | Chile Electricity PEC SpA                                                        | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     150024 | PA      | $136261.09    | 0.08%             | 2028-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC           | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     299000 | PA      | $291525.00    | 0.16%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                 | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      37000 | PA      | $34052.58     | 0.02%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                 | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      24000 | PA      | $21266.88     | 0.01%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      31000 | PA      | $31619.19     | 0.02%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      69000 | PA      | $70065.02     | 0.04%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                 | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18446.00     | 0.01%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC          | Teva Pharmaceutical Finance Co LLC                                               | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36050.00     | 0.02%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC           | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75000.00     | 0.04%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC           | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     230000 | PA      | $225112.50    | 0.12%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE        | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      51000 | PA      | $37803.75     | 0.02%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                    | Textron Inc                                                                      | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34554.61     | 0.02%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP         | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      51000 | PA      | $50745.00     | 0.03%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK          | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      73000 | PA      | $73550.42     | 0.04%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK          | Toronto-Dominion Bank/The                                                        | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      36000 | PA      | $35193.67     | 0.02%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK          | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     205000 | PA      | $212786.72    | 0.12%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES          | Mexico Government International Bond                                             | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     250000 | PA      | $248296.00    | 0.14%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC       | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |      51000 | PA      | $50872.50     | 0.03%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23322.32     | 0.01%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      37000 | PA      | $35905.10     | 0.02%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC           | Cleveland-Cliffs Inc                                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     135000 | PA      | $131962.50    | 0.07%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC         | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4800.00      | 0.00%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD       | United Overseas Bank Ltd                                                         | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $197371.80    | 0.11%             | 2031-10-14      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Mortgage House Capital Mortgag | Mortgage House RMBS Prime Series 2024-2                                          | CUSIP: BCC3JKC06<br>LEI: 9845002AA60A62C9AC97 | Long             | ABS-MBS          | CORP              | AU        |      85616 | PA      | $59122.21     | 0.03%             | 2057-05-13      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE/LUXCO 3 SHARES   | ALTICE FRANCE/LUXCO 3 SHARES                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        360 | NS      | $6085.59      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ALLERGAN FUNDING SCS           | Allergan Funding SCS                                                             | CUSIP: 018489AG9<br>LEI: 222100FLFVOSKCBCAR54 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $111096.21    | 0.06%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC       | New Zealand Local Government Funding Agency Bond                                 | CUSIP: ZJ9835563<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      95000 | PA      | $65011.73     | 0.04%             | 2028-08-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT           | Norway Government Bond                                                           | CUSIP: BN9945377<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    1905000 | PA      | $167318.29    | 0.09%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JABIL INC                      | Jabil Inc                                                                        | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14752.70     | 0.01%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                | Katayma CLO II Ltd                                                               | CUSIP: 485862AG1<br>LEI: 254900HW0KYG9AOGVP97 | Long             | ABS-CBDO         | CORP              | JE        |     430000 | PA      | $427645.00    | 0.24%             | 2037-04-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC         | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     226000 | PA      | $201140.00    | 0.11%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION         | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      75000 | PA      | $73500.00     | 0.04%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION         | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4737.50      | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2023-R03                                     | CUSIP: 20753AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65000 | PA      | $67808.68     | 0.04%             | 2043-04-25      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2023-R06                                     | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85000 | PA      | $86866.45     | 0.05%             | 2043-07-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2024-R03                                     | CUSIP: 207941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $301704.03    | 0.17%             | 2044-03-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II           | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: BS1759429<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     135000 | PA      | $155765.87    | 0.09%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA          | Cellnex Finance Co SA                                                            | CUSIP: BR3179453<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $101626.29    | 0.06%             | 2032-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO          | Kentucky Utilities Co                                                            | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14795.57     | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      16000 | PA      | $17823.78     | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC        | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      70000 | PA      | $68425.00     | 0.04%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC       | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15243.75     | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC         | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4412.50      | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC         | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      10000 | PA      | $6600.00      | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC         | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9675.00      | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC         | Match Group Holdings II LLC                                                      | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74250.00     | 0.04%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust           | Cross 2026-NQM1 Mortgage Trust                                                   | CUSIP: 22758EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     123014 | PA      | $121584.97    | 0.07%             | 2061-02-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust           | Cross 2026-NQM4 Mortgage Trust                                                   | CUSIP: 22758FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99998.46     | 0.06%             | 2071-04-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC         | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      60000 | PA      | $55425.00     | 0.03%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                     | Mattel Inc                                                                       | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35715.89     | 0.02%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS       | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $30525.00     | 0.02%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                                     | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     165000 | PA      | $183864.29    | 0.10%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION          | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      95000 | PA      | $93812.50     | 0.05%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                | McDonald's Corp                                                                  | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      32000 | PA      | $30084.64     | 0.02%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT           | Norway Government Bond                                                           | CUSIP: ZM8878765<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    1035000 | PA      | $97942.82     | 0.05%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES          | Mexico Government International Bond                                             | CUSIP: DC9391897<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     185000 | PA      | $207777.52    | 0.11%             | 2031-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT           | Norway Government Bond                                                           | CUSIP: BU3225572<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    3335000 | PA      | $303586.98    | 0.17%             | 2032-05-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT            | United Kingdom Gilt                                                              | CUSIP: ZF1280766<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      35000 | PA      | $46043.12     | 0.03%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     140000 | PA      | $146300.00    | 0.08%             | 2054-06-27      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                                     | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      69000 | PA      | $69128.48     | 0.04%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                                     | CUSIP: 29250NCR4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      15000 | PA      | $15112.50     | 0.01%             | 2036-03-27      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC         | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      75000 | PA      | $71156.25     | 0.04%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                     | NBN Co Ltd                                                                       | CUSIP: YV2538887<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     480000 | PA      | $322416.48    | 0.18%             | 2031-08-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT            | United Kingdom Gilt                                                              | CUSIP: ZB6713786<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      90000 | PA      | $118051.14    | 0.07%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT            | United Kingdom Gilt                                                              | CUSIP: YX3339711<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     125000 | PA      | $159194.99    | 0.09%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                   | Alphabet Inc                                                                     | CUSIP: 02079KBS5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     205000 | PA      | $262295.37    | 0.14%             | 2032-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                     | NBN Co Ltd                                                                       | CUSIP: YR8699443<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     190000 | PA      | $126242.81    | 0.07%             | 2035-03-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CMS INC               | Sedgwick Claims Management Services Inc                                          | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |      35000 | PA      | $34412.53     | 0.02%             | 2031-07-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION          | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5075.00      | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                 | Merck & Co Inc                                                                   | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      44000 | PA      | $43496.42     | 0.02%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL              | Motion Finco Sarl                                                                | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | LON              | CORP              | LU        |      24938 | PA      | $21936.15     | 0.01%             | 2029-11-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                 | NRG Energy Inc                                                                   | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |     326742 | PA      | $327787.59    | 0.18%             | 2031-04-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI       | Mavis Tire Express Services Topco Corp                                           | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9875.00      | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                    | MetLife Inc                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30282.84     | 0.02%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JAZ1<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |     135000 | PA      | $135837.80    | 0.07%             | 2055-08-20      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR        | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                          | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $28687.50     | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP            | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      66000 | PA      | $65175.00     | 0.04%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC             | Sunnova Helios XI Issuer LLC                                                     | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      85218 | PA      | $79133.37     | 0.04%             | 2050-05-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                 | 1011778 BC ULC                                                                   | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     697494 | PA      | $696799.80    | 0.38%             | 2030-09-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC            | Ascend Learning LLC                                                              | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |          0 | PA      | $0.02         | 0.00%             | 2028-12-11      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 1Y RTP 3.697000 05-FEB-2029                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -4183000 | NC      | $-1986.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 1Y RTP 3.700000 10-FEB-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -6010000 | NC      | $-13222.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 1Y RTR 2.500000 22-FEB-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -6010000 | NC      | $1598.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD        | Gold Fields Orogen Holdings BVI Ltd                                              | CUSIP: ZS5391108<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $206617.80    | 0.11%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT            | Canadian Government Bond                                                         | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      85000 | PA      | $62065.09     | 0.03%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT            | Canadian Government Bond                                                         | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      70000 | PA      | $44713.25     | 0.02%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC         | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14025.00     | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     354000 | PA      | $358453.32    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38381JZ59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3385604 | PA      | $179547.05    | 0.10%             | 2065-10-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE        | Crescent Energy Finance LLC                                                      | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5100.00      | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT            | Canadian Government Bond                                                         | CUSIP: 135087S88<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     170000 | PA      | $122303.21    | 0.07%             | 2027-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)           | Japan Government Two Year Bond                                                   | CUSIP: YT6422489<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   84200000 | PA      | $529106.32    | 0.29%             | 2026-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND        | Hungary Government Bond                                                          | CUSIP: YP1098753<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  157970000 | PA      | $465997.25    | 0.26%             | 2031-07-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT       | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: EK9717506<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     149118 | PA      | $154167.53    | 0.09%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                       | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      47000 | PA      | $47701.10     | 0.03%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC         | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18525.00     | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC          | Neighborly Issuer LLC                                                            | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     238125 | PA      | $227641.26    | 0.13%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE        | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $72750.00     | 0.04%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE        | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $44325.00     | 0.02%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC           | Neptune Bidco US Inc                                                             | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10075.00     | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers Clo 44 Ltd                                        | CUSIP: 64133VAQ0<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $491976.02    | 0.27%             | 2035-10-16      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE              | Chile Government International Bond                                              | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     200000 | PA      | $182546.40    | 0.10%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust           | FREMF 2019-KF71 Mortgage Trust                                                   | CUSIP: 30314GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     126545 | PA      | $123414.41    | 0.07%             | 2029-10-25      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE        | New York Life Insurance Co                                                       | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |      15000 | PA      | $16655.16     | 0.01%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC              | Nexstar Media Inc                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     120000 | PA      | $117600.00    | 0.06%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd           | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $101058.58    | 0.06%             | 2036-11-16      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd           | FS Rialto 2026-FL11 Issuer LLC                                                   | CUSIP: 30343TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $100017.71    | 0.06%             | 2044-01-19      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC             | NextEra Energy Inc                                                               | CUSIP: 65339F655<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       9450 | NS      | $474673.50    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      74000 | PA      | $74200.32     | 0.04%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip               | Freddie Mac Strips                                                               | CUSIP: 31325YQS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3782721 | PA      | $196033.07    | 0.11%             | 2037-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi | Freddie Mac Multiclass Certificates Series 2021-P011                             | CUSIP: 3137H2NR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     501505 | PA      | $50349.55     | 0.03%             | 2045-09-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |      25959 | PA      | $26006.79     | 0.01%             | 2042-09-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |      76743 | PA      | $76944.61     | 0.04%             | 2034-01-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      90000 | PA      | $92355.39     | 0.05%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      17000 | PA      | $16679.77     | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL               | Guara Norte Sarl                                                                 | CUSIP: BN9870989<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |     147330 | PA      | $142684.98    | 0.08%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KFC HOLDING CO                 | KFC Holding Co                                                                   | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |     118291 | PA      | $118882.82    | 0.07%             | 2028-03-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC          | Savor Acquisition Inc                                                            | CUSIP: 80536AAB8<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |      36369 | PA      | $36459.89     | 0.02%             | 2032-02-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC          | Savor Acquisition Inc                                                            | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |       3448 | PA      | $3456.89      | 0.00%             | 2032-02-19      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDX5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24224.43     | 0.01%             | 2056-03-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC              | Nexstar Media Inc                                                                | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5012.50      | 0.00%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC          | Directv Financing LLC                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1530 | PA      | $1535.78      | 0.00%             | 2027-08-02      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP              | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |      32840 | PA      | $32946.21     | 0.02%             | 2029-04-02      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC   | Focus Financial Partners LLC                                                     | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |      69824 | PA      | $67725.77     | 0.04%             | 2031-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                 | 1261229 BC Ltd                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |      14925 | PA      | $14444.04     | 0.01%             | 2030-10-08      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $402740.00    | 0.22%             | 2041-12-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KPN3<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $710248.35    | 0.39%             | 2041-12-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUW7<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |      30346 | PA      | $30578.51     | 0.02%             | 2042-04-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KWS4<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |      55934 | PA      | $56418.54     | 0.03%             | 2042-05-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD          | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4906.25      | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     480000 | PA      | $454170.24    | 0.25%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC         | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13650.00     | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GABX LEASING                   | Gabx Leasing LLC                                                                 | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20685.04     | 0.01%             | 2031-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC           | Jacobs Solutions Inc                                                             | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |      59000 | PA      | $57312.36     | 0.03%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                             | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      90000 | PA      | $96792.39     | 0.05%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KRE Commercial Mortgage Trust  | KRE Commercial Mortgage Trust 2025-AIP4                                          | CUSIP: 50077KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     280312 | PA      | $279085.94    | 0.15%             | 2042-03-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     250000 | PA      | $194051.25    | 0.11%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC        | American Axle & Manufacturing Inc                                                | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |      34650 | PA      | $34563.55     | 0.02%             | 2033-02-03      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY       | Alterra Mountain Co                                                              | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |      25000 | PA      | $25023.50     | 0.01%             | 2028-08-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO        | Allied Universal Holdco LLC                                                      | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      39900 | PA      | $39949.88     | 0.02%             | 2032-08-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TKO WORLDWIDE HOLDINGS         | TKO Worldwide Holdings LLC                                                       | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     193279 | PA      | $193399.92    | 0.11%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC              | Nexstar Media Inc                                                                | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20150.00     | 0.01%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC          | Quest Diagnostics Inc                                                            | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      69000 | PA      | $68056.43     | 0.04%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP              | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |       3185 | PA      | $3195.57      | 0.00%             | 2029-04-02      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP              | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |       3185 | PA      | $3195.57      | 0.00%             | 2029-04-02      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC          | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      85000 | PA      | $85743.75     | 0.05%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC          | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      85000 | PA      | $85956.25     | 0.05%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     215000 | PA      | $216881.25    | 0.12%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd                                                      | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      31000 | PA      | $30421.45     | 0.02%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                                               | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      33000 | PA      | $33530.87     | 0.02%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                                               | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      22000 | PA      | $21207.08     | 0.01%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP            | Charles Schwab Corp/The                                                          | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17745.62     | 0.01%             | 2031-11-14      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                              | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $205250.00    | 0.11%             | 2029-11-21      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                              | CUSIP: 83370RAF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $191250.00    | 0.11%             | 2035-07-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: —       |
| Social Professional Loan Progr | SoFi Professional Loan Program 2021-B Trust                                      | CUSIP: 83405N106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10000 | PA      | $218168.50    | 0.12%             | 2047-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI       | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14906.25     | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI       | Standard Building Solutions Inc                                                  | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9562.50      | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                           | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $195250.00    | 0.11%             | 2035-11-14      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY       | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $73875.00     | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I       | Stanley Black & Decker Inc                                                       | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     355000 | PA      | $346115.42    | 0.19%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                    | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13837.50     | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                   | Synopsys Inc                                                                     | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34128.01     | 0.02%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC         | Taco Bell Funding LLC                                                            | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     145000 | PA      | $144044.34    | 0.08%             | 2055-08-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC        | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14831.25     | 0.01%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN        | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15375.00     | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC         | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      60000 | PA      | $58275.00     | 0.03%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO            | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     115000 | PA      | $109681.25    | 0.06%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO            | Travel + Leisure Co                                                              | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      55000 | PA      | $53900.00     | 0.03%             | 2033-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC              | Travelers Cos Inc/The                                                            | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      16000 | PA      | $14005.22     | 0.01%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                   | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39750.00     | 0.02%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                     | US Bancorp                                                                       | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     120000 | PA      | $116850.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     195000 | PA      | $183543.75    | 0.10%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                 | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     110000 | PA      | $104225.00    | 0.06%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9762.50      | 0.01%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      90000 | PA      | $68445.70     | 0.04%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | UnitedHealth Group Inc                                                           | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      77000 | PA      | $75556.33     | 0.04%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL        | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15281.25     | 0.01%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS       | Univision Communications Inc                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19500.00     | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC             | Uniti Services LLC                                                               | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10300.00     | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 1Y RTR 3.160000 23-SEP-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -2992000 | NC      | $2890.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 1Y RTR 3.161000 22-NOV-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -2992000 | NC      | $2396.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FX VOL USDZAR 9.8 3M (SELL PROTECTION)                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          1 | NC      | $309.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS PAY FIXED 3.389% 2/4/2029                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $17946.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 1Y RTR 3.150000 10-APR-2026                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    6010000 | NC      | $-3521.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS PAY FIXED 3.366% 2/23/2031                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $38943.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS PAY FIXED 3.29864% 2/24/2028                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $26865.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust | BSTN Commercial Mortgage Trust 2025-HUB                                          | CUSIP: 05594GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99036.82     | 0.05%             | 2041-04-13      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-21M                                            | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29752 | PA      | $29733.17     | 0.02%             | 2036-10-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| N/A                            | IRS PAY FIXED 3.299% 03/15/2028                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $8803.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS REC FIXED 14.02% 1/2/2029                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $4068.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-21M                                            | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     175000 | PA      | $174945.35    | 0.10%             | 2036-10-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-ACNT                                           | CUSIP: 05609QAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      74705 | PA      | $74658.64     | 0.04%             | 2038-11-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                            | IRS REC FIXED 2.5903% 03/26/2028                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $780.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS PAY FIXED 2.41% 03/27/2036                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $27309.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC          | Caesars Entertainment Inc                                                        | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      89848 | PA      | $87489.22     | 0.05%             | 2031-02-06      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC     | Camelot US Acquisition LLC                                                       | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |       3701 | PA      | $3216.36      | 0.00%             | 2031-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC             | Numericable US LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      60421 | PA      | $60660.74     | 0.03%             | 2031-05-15      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC           | Cengage Learning Inc                                                             | CUSIP: 15131YAR6<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |      43845 | PA      | $43041.32     | 0.02%             | 2031-03-24      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC           | Cengage Learning Inc                                                             | CUSIP: 15131YAR6<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |      25781 | PA      | $25308.32     | 0.01%             | 2031-03-24      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| AECOM                          | AECOM, Senior Secured First Lien Term Loan                                       | CUSIP: 00766WAY9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     154841 | PA      | $155542.07    | 0.09%             | 2031-04-18      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.             | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      60436 | PA      | $60494.87     | 0.03%             | 2035-09-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.             | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100104.84    | 0.06%             | 2035-09-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP            | Select Medical Corp                                                              | CUSIP: 816194AZ7<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |      30000 | PA      | $29962.50     | 0.02%             | 2031-12-03      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC        | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |     260000 | PA      | $258700.00    | 0.14%             | 2033-03-24      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.             | BSPRT 2024-FL11 Issuer LLC                                                       | CUSIP: 05613RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100493.32    | 0.06%             | 2039-07-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.             | BSPRT 2024-FL11 Issuer LLC                                                       | CUSIP: 05613RAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100577.35    | 0.06%             | 2039-07-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT           | Norway Government Bond                                                           | CUSIP: YR2442626<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    1010000 | PA      | $99527.18     | 0.05%             | 2035-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                | Cemex SAB de CV                                                                  | CUSIP: BP9277479<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $198750.00    | 0.11%             | 2026-06-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF       | Province of British Columbia Canada                                              | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     145000 | PA      | $142841.97    | 0.08%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                     | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      97000 | PA      | $97984.36     | 0.05%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                   | Alphabet Inc                                                                     | CUSIP: 02079KAQ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $111043.04    | 0.06%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                                | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      73000 | PA      | $73080.59     | 0.04%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                                | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      14000 | PA      | $13912.44     | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP            | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15375.00     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC       | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34562.50     | 0.02%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                            | IRS REC FIXED 2.4615% 03/27/2031                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-28604.29    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS REC FIXED 13.9% 1/2/2029                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $1689.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC       | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14962.50     | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      41000 | PA      | $39508.54     | 0.02%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE       | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      34000 | PA      | $32676.45     | 0.02%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC          | Burlington Stores Inc                                                            | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     110000 | PA      | $182603.30    | 0.10%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO               | Ocean Trails CLO XV Ltd                                                          | CUSIP: 67515BAS1<br>LEI: 5493000CJCL8E235WY49 | Long             | ABS-CBDO         | CORP              | JE        |     500000 | PA      | $499641.92    | 0.28%             | 2039-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU               | Peruvian Government International Bond                                           | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     100000 | PA      | $93126.80     | 0.05%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN       | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25343.75     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                     | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $207419.98    | 0.11%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-CIP                                            | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      93150 | PA      | $93091.60     | 0.05%             | 2038-12-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2021-R02                                     | CUSIP: 20754KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55000 | PA      | $56264.15     | 0.03%             | 2041-11-25      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN       | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4931.25      | 0.00%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RFR Trust                      | RFR Trust 2025-SGRM                                                              | CUSIP: 74984NAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100351.09    | 0.06%             | 2041-03-11      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2025-R02                                     | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $139919.05    | 0.08%             | 2045-02-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust            | DBGS 2021-W52 Mortgage Trust                                                     | CUSIP: 23308LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99281.25     | 0.05%             | 2039-10-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                 | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20225.00     | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR        | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $43650.00     | 0.02%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE         | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $51562.50     | 0.03%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 31397LGF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1044737 | PA      | $117614.41    | 0.06%             | 2048-04-25      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 31398FLQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1546030 | PA      | $155681.08    | 0.09%             | 2039-10-25      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 31398FTC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44975 | PA      | $8314.46      | 0.00%             | 2039-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 31398MVU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2721207 | PA      | $231907.52    | 0.13%             | 2040-03-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit  | Freddie Mac Mscr Trust Mn12                                                      | CUSIP: 355913AC8<br>LEI: 529900KABSM46L5D1T20 | Long             | ABS-MBS          | CORP              | US        |     170000 | PA      | $172622.15    | 0.10%             | 2045-11-25      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit  | Freddie Mac Mscr Trust Mn13                                                      | CUSIP: 355921AB3<br>LEI: 529900U9LKQ0M8OUKJ53 | Long             | ABS-MBS          | CORP              | US        |      85000 | PA      | $84999.07     | 0.05%             | 2046-03-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                         | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     145000 | PA      | $140432.21    | 0.08%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE          | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15637.50     | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE          | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5131.25      | 0.00%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                   | Veralto Corp                                                                     | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17309.43     | 0.01%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO           | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15562.50     | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VERISIGN INC                   | VeriSign Inc                                                                     | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45244.08     | 0.02%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                       | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43562.39     | 0.02%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC           | Verisk Analytics Inc                                                             | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36635.22     | 0.02%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-12                                               | CUSIP: 92490FAN0<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $496354.28    | 0.27%             | 2070-12-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC     | Camelot US Acquisition LLC                                                       | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |      15960 | PA      | $13868.76     | 0.01%             | 2031-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC     | Camelot US Acquisition LLC                                                       | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |        338 | PA      | $294.08       | 0.00%             | 2031-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION       | Vertiv Group Corp                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |      72000 | PA      | $70740.00     | 0.04%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO             | Vertiv Holdings Co                                                               | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |      13000 | PA      | $12537.82     | 0.01%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-4                                                | CUSIP: 92540UAG2<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100435.67    | 0.06%             | 2070-05-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-R2                                               | CUSIP: 92541EAF9<br>LEI: 2138003KWTZZS4PBW772 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $998382.70    | 0.55%             | 2067-07-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| N/A                            | AUD/NZD FWD 20260421                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $1805.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO           | Veritiv Operating Co                                                             | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |      24774 | PA      | $24137.18     | 0.01%             | 2030-11-29      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| N/A                            | Invesco Senior Loan ETF                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -150 | NC      | $-1500.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT         | New Zealand Government Bond                                                      | CUSIP: BK4327957<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     160000 | PA      | $59600.47     | 0.03%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA         | Treasury Corp of Victoria                                                        | CUSIP: BH7332159<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     200000 | PA      | $84190.48     | 0.05%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT         | New Zealand Government Bond                                                      | CUSIP: BP9145262<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     240000 | PA      | $120352.22    | 0.07%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                            | CUSIP: BQ8787179<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     680000 | PA      | $99049.84     | 0.05%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT         | New Zealand Government Bond                                                      | CUSIP: BM0493585<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     480000 | PA      | $257299.99    | 0.14%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT         | New Zealand Government Bond                                                      | CUSIP: ZN2715698<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     870000 | PA      | $489216.78    | 0.27%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV       | Asian Infrastructure Investment Bank/The                                         | CUSIP: ZD2723355<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | CN        |   20300000 | PA      | $210921.60    | 0.12%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT         | New Zealand Government Bond                                                      | CUSIP: ZB1410586<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     265000 | PA      | $150496.27    | 0.08%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP       | New South Wales Treasury Corp                                                    | CUSIP: ZD5099407<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     120000 | PA      | $76436.27     | 0.04%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP       | New South Wales Treasury Corp                                                    | CUSIP: ZF3604757<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     420000 | PA      | $272427.11    | 0.15%             | 2035-09-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP       | New South Wales Treasury Corp                                                    | CUSIP: YQ1054523<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     145000 | PA      | $95207.71     | 0.05%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC         | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24781.25     | 0.01%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust            | RATE Mortgage Trust 2021-HB1                                                     | CUSIP: 75409XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     392583 | PA      | $323021.90    | 0.18%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers  | Retained Vantage Data Centers Issuer LLC                                         | CUSIP: 76134KAC8<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99190.69     | 0.05%             | 2048-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC          | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      43000 | PA      | $43168.26     | 0.02%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE              | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $44493.75     | 0.02%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RIVERS ENT BORROWER LLC        | Rivers Enterprise Borrower LLC                                                   | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9950.00      | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                 | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15131.25     | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SURA ASSET MANAGEMENT          | SURA Asset Management SA                                                         | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $209557.40    | 0.12%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| VESTIS CORP                    | Vestis Corp                                                                      | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |      43862 | PA      | $42436.18     | 0.02%             | 2031-02-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC            | Applied Systems Inc                                                              | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |      10000 | PA      | $9906.25      | 0.01%             | 2032-02-23      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| APRO LLC                       | Apro LLC                                                                         | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |      54362 | PA      | $54599.94     | 0.03%             | 2031-07-09      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP       | New South Wales Treasury Corp                                                    | CUSIP: ZK3909205<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     355000 | PA      | $220032.50    | 0.12%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT          | Australia Government Bond                                                        | CUSIP: YR1520430<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     250000 | PA      | $162731.65    | 0.09%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC         | Sunnova Sol II Issuer LLC                                                        | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     421351 | PA      | $366189.68    | 0.20%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                      | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | EP               | CORP              | US        |     135000 | PA      | $137193.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP         | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $72937.50     | 0.04%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC     | Sunrun Bacchus Issuer 2025-1 LLC                                                 | CUSIP: 86771PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      98725 | PA      | $99015.47     | 0.05%             | 2060-04-30      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT         | New Zealand Government Bond                                                      | CUSIP: QJ1094474<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     745000 | PA      | $403012.68    | 0.22%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20260421                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $4593.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC     | Sunrun Xanadu Issuer 2019-1 LLC                                                  | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      73085 | PA      | $69247.57     | 0.04%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV          | Suzano Netherlands BV                                                            | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |      37000 | PA      | $35760.20     | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20260617                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-451.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20260617                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $19860.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC         | Switch ABS Issuer LLC                                                            | CUSIP: 871044AY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $244070.23    | 0.13%             | 2055-10-25      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| SYMETRA LIFE INSURANCE         | Symetra Life Insurance Co                                                        | CUSIP: 87151KAA7<br>LEI: 2CKADF5K7JYB5EG0VY36 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14003.46     | 0.01%             | 2055-10-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX          | Chile Electricity Lux MPC Sarl                                                   | CUSIP: ZI3801118<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     172000 | PA      | $177436.92    | 0.10%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC               | CSC Holdings LLC                                                                 | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      12982 | PA      | $11472.61     | 0.01%             | 2027-04-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| UMB FINANCIAL CORP             | UMB Financial Corp                                                               | CUSIP: 902788405<br>LEI: 549300MGEH3N3CUCV828 | Long             | EP               | CORP              | US        |       7375 | NS      | $188136.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES LP             | VICI Properties LP                                                               | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98162.00     | 0.05%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                    | Asurion LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |       3925 | PA      | $3905.96      | 0.00%             | 2029-01-22      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC         | AthenaHealth Group Inc                                                           | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      25000 | PA      | $24578.13     | 0.01%             | 2029-02-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP             | VICI Properties LP                                                               | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     150000 | PA      | $148451.55    | 0.08%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN         | Victra Holdings LLC / Victra Finance Corp                                        | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $61650.00     | 0.03%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                            | IRS REC FIXED 4.0115% 02/17/2057                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-802.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS REC FIXED 4.04% 2/22/2057                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-4476.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS       | Univision Communications Inc                                                     | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |      69823 | PA      | $69255.82     | 0.04%             | 2029-01-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP              | Emrld Borrower LP                                                                | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      14813 | PA      | $14805.36     | 0.01%             | 2031-08-04      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL               | Delta 2 Lux Sarl                                                                 | CUSIP: L2465BAW6<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |     248000 | PA      | $247845.00    | 0.14%             | 2031-09-19      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I       | Dynasty Acquisition Co Inc                                                       | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |      68851 | PA      | $68967.19     | 0.04%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA          | Indonesia Government International Bond                                          | CUSIP: BN3328919<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     100000 | PA      | $92763.19     | 0.05%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBP0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     135000 | PA      | $147848.37    | 0.08%             | 2033-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA          | Indonesia Government International Bond                                          | CUSIP: DF8148846<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     100000 | PA      | $111007.21    | 0.06%             | 2038-03-04      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                            | CLP/EUR FWD 20260421                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-541.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR C ZAR P 21.50000 EO                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     -24000 | NC      | $-1933.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260424                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-182.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR       | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      91170 | PA      | $88701.03     | 0.05%             | 2027-10-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                   | RealPage Inc                                                                     | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |      59850 | PA      | $58286.72     | 0.03%             | 2028-04-24      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINANCING PARTNERSH    | Sunrise Financing Partnership                                                    | CUSIP: N9000DAK3<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |      45000 | PA      | $44784.45     | 0.02%             | 2032-02-17      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC         | Radiology Partners Inc                                                           | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |      64838 | PA      | $63992.34     | 0.04%             | 2032-06-30      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                 | Froneri US Inc                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      44695 | PA      | $43916.22     | 0.02%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                 | Froneri US Inc                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19300 | PA      | $18963.82     | 0.01%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS LLC       | Clearwater Analytics LLC                                                         | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |     159600 | PA      | $159650.27    | 0.09%             | 2032-04-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC          | Quikrete Holdings Inc                                                            | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     371987 | PA      | $371754.89    | 0.21%             | 2032-02-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION         | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     177671 | PA      | $166410.89    | 0.09%             | 2032-04-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                    | Asurion LLC                                                                      | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      24912 | PA      | $24663.29     | 0.01%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                 | Froneri US Inc                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26005 | PA      | $25551.26     | 0.01%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| VICTORY CAPITAL HOLDINGS       | Victory Capital Holdings Inc                                                     | CUSIP: 92645DAM1<br>LEI: 549300BN5LH2CIPPHS71 | Long             | LON              | CORP              | US        |      14962 | PA      | $14945.67     | 0.01%             | 2032-09-23      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS       | Freeport LNG Investments LLLP                                                    | CUSIP: 35670CAE8<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |      65000 | PA      | $65108.55     | 0.04%             | 2033-01-31      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| SUPERANNUATION AND INVES       | Superannuation & Investments US LLC                                              | CUSIP: Q8800EAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      79600 | PA      | $79689.55     | 0.04%             | 2028-12-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I       | Dynasty Acquisition Co Inc                                                       | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |      26189 | PA      | $26232.95     | 0.01%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC           | Ineos US Finance LLC, Senior Secured First Lien Term Loan                        | CUSIP: G4768PAS0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       9452 | PA      | $8179.08      | 0.00%             | 2031-02-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS        | Grant Thornton Advisors LLC                                                      | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |     124762 | PA      | $116782.37    | 0.06%             | 2031-05-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                    | McAfee Corp                                                                      | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      13641 | PA      | $12225.41     | 0.01%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC               | Gloves Buyer Inc                                                                 | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |     164588 | PA      | $164320.05    | 0.09%             | 2032-05-24      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP              | Clarios Global LP                                                                | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     234412 | PA      | $234119.48    | 0.13%             | 2032-01-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC       | Great Outdoors Group LLC                                                         | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     390988 | PA      | $390841.36    | 0.22%             | 2032-01-23      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                     | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                     | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                     | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC              | Nexstar Media Inc                                                                | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |        112 | PA      | $111.49       | 0.00%             | 2032-06-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC              | Nexstar Media Inc                                                                | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |      44662 | PA      | $44259.64     | 0.02%             | 2032-06-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                            | MXN/USD FWD 20260617                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $8764.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NZD/USD FWD 20260421                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-18428.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KAMAN CORP                     | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                     | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                     | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                     | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                     | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                | Gen Digital Inc                                                                  | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |      54725 | PA      | $53989.77     | 0.03%             | 2032-04-16      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                     | Kaseya Inc                                                                       | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     163762 | PA      | $153406.16    | 0.08%             | 2032-03-22      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI        | DG Investment Intermediate Holdings 2 Inc                                        | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     110000 | PA      | $110068.75    | 0.06%             | 2032-07-12      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP            | Medline Borrower LP                                                              | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     330986 | PA      | $331760.26    | 0.18%             | 2030-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GREEN INFRASTRUCTURE           | Green Infrastructure Partners Inc                                                | CUSIP: 39306DAB6<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |      55000 | PA      | $55000.00     | 0.03%             | 2032-09-24      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| MEADE PIPELINE CO LLC          | Meade Pipeline Co LLC                                                            | CUSIP: 58307PAB8<br>LEI: 254900UZE9CEDHUYSZ47 | Long             | LON              | CORP              | US        |      35000 | PA      | $35058.28     | 0.02%             | 2032-09-22      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US        | ION Platform Finance US Inc                                                      | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |      59422 | PA      | $48082.38     | 0.03%             | 2032-09-30      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC           | Crown Finance US Inc                                                             | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |      54663 | PA      | $54210.03     | 0.03%             | 2031-12-02      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC              | Chariot Buyer LLC                                                                | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |      50000 | PA      | $49602.50     | 0.03%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US        | ION Platform Finance US Inc                                                      | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |      10578 | PA      | $8559.17      | 0.00%             | 2032-09-30      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S                     | Genmab A/S                                                                       | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | DK        |      30000 | PA      | $30147.60     | 0.02%             | 2032-12-13      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                 | CUSIP: 91136EAN5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | LON              | CORP              | US        |      58501 | PA      | $58830.16     | 0.03%             | 2031-02-14      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC         | Cloud Software Group Inc                                                         | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     197408 | PA      | $181418.38    | 0.10%             | 2031-03-24      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC          | Element Solutions Inc                                                            | CUSIP: N/A<br>LEI: 549300FLGN6P5CU20J91       | Long             | LON              | CORP              | US        |       5000 | PA      | $5010.73      | 0.00%             | 2030-12-18      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP       | Graham Packaging Co Inc                                                          | CUSIP: N/A<br>LEI: 549300YS0ZFT826HIK72       | Long             | LON              | CORP              | US        |      65000 | PA      | $64444.90     | 0.04%             | 2033-01-26      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| GBT US III LLC                 | GBT US III LLC                                                                   | CUSIP: 36154HAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      29750 | PA      | $29199.63     | 0.02%             | 2031-07-28      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOODS LLC         | Golden State Foods LLC                                                           | CUSIP: 38121NAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      24725 | PA      | $24789.11     | 0.01%             | 2031-12-04      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC         | Cloud Software Group Inc                                                         | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |        497 | PA      | $456.99       | 0.00%             | 2031-03-24      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC         | Cloud Software Group Inc                                                         | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |         25 | PA      | $23.00        | 0.00%             | 2032-08-16      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CAP SA                         | CAP SA                                                                           | CUSIP: BP2326778<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $166250.00    | 0.09%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GNL QUINTERO SA                | GNL Quintero SA                                                                  | CUSIP: EK4069044<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |      82400 | PA      | $82038.84     | 0.05%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                            | NZD/USD FWD 20260617                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $37581.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA          | Guatemala Government Bond                                                        | CUSIP: JK9639853<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     200000 | PA      | $200000.00    | 0.11%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC         | Cloud Software Group Inc                                                         | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |       9950 | PA      | $9132.55      | 0.01%             | 2032-08-16      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC         | Aveanna Healthcare LLC                                                           | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |      44888 | PA      | $44918.47     | 0.02%             | 2032-09-17      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE             | JSW Infrastructure Ltd                                                           | CUSIP: BT5111013<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $194750.00    | 0.11%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD           | JSW Hydro Energy Ltd                                                             | CUSIP: BP4638287<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |     278000 | PA      | $253327.50    | 0.14%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                            | PEN/USD FWD 20260424                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $5762.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEP GROUP INC                  | NEP Group Inc                                                                    | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      13290 | PA      | $12074.05     | 0.01%             | 2031-10-17      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC               | CPI Holdco B LLC                                                                 | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      29874 | PA      | $29714.46     | 0.02%             | 2031-05-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDING        | Aspire Bakeries Holdings LLC                                                     | CUSIP: 02106XAK2<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |      29650 | PA      | $29724.13     | 0.02%             | 2030-12-23      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC           | Neptune Bidco US Inc                                                             | CUSIP: 64069JAK8<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |      10000 | PA      | $9560.00      | 0.01%             | 2033-02-03      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC              | Nexstar Media Inc                                                                | CUSIP: 65336RBF4<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |      75000 | PA      | $74250.00     | 0.04%             | 2033-03-21      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRA       | Empresa Electrica Cochrane SpA                                                   | CUSIP: ZQ3807125<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |      46400 | PA      | $46110.00     | 0.03%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization | AASET 2024-2 Ltd                                                                 | CUSIP: 00038QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     134120 | PA      | $134822.03    | 0.07%             | 2049-09-16      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC          | Aon North America Inc                                                            | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      67000 | PA      | $67334.67     | 0.04%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC          | Aon North America Inc                                                            | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $19147.12     | 0.01%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                       | APA Corp                                                                         | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17366.04     | 0.01%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                          | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18599.37     | 0.01%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                         | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      90000 | PA      | $84775.41     | 0.05%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                         | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      56000 | PA      | $51896.66     | 0.03%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC         | Motorola Solutions Inc                                                           | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30303.96     | 0.02%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS       | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15000.00     | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                            | AUD/USD FWD 20260424                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $133.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FX FVA USDMXN 12.0% (SELL PROTECTION)                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 30Y RTR 4.253000 29-JAN-2027                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -459000 | NC      | $-6880.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 30Y RTR 4.251500 29-JAN-2027                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -459000 | NC      | $-6567.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 30Y RTR 4.130000 18-FEB-2031                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -150000 | NC      | $480.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 30Y RTR 4.135000 18-FEB-2031                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -150000 | NC      | $322.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 30Y RTR 4.130000 25-FEB-2031                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -150000 | NC      | $405.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 5Y RTR 3.780000 20-MAR-2028                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     601000 | NC      | $-522.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 5Y RTP 3.780000 20-MAR-2028                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     601000 | NC      | $-1387.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA             | Peru Government Bond                                                             | CUSIP: ZQ7588416<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2132000 | PA      | $524944.12    | 0.29%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC         | BP Capital Markets PLC                                                           | CUSIP: YT2655439<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     120000 | PA      | $158433.93    | 0.09%             | 2029-11-19      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                            | CLP/EUR FWD 20260421                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-541.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC            | Boxer Parent Co Inc                                                              | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |      89325 | PA      | $83062.87     | 0.05%             | 2031-07-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP           | Boots Group Finco LP                                                             | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |      35000 | PA      | $35167.65     | 0.02%             | 2032-08-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP        | John Deere Capital Corp                                                          | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      69000 | PA      | $69157.39     | 0.04%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1510230 | PA      | $1524155.77   | 0.84%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137AJXH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     373960 | PA      | $30301.27     | 0.02%             | 2041-12-15      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137ASD43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     218680 | PA      | $19241.50     | 0.01%             | 2041-05-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137ASXM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     297176 | PA      | $28600.26     | 0.02%             | 2042-08-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137B4QW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     531152 | PA      | $400103.40    | 0.22%             | 2043-09-15      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 31395UF22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     124611 | PA      | $9077.75      | 0.01%             | 2035-05-15      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 31395VG29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     138815 | PA      | $154105.47    | 0.09%             | 2034-08-15      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 31397H6T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     727853 | PA      | $62101.84     | 0.03%             | 2037-05-15      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 31397KBZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     260343 | PA      | $17420.14     | 0.01%             | 2037-08-15      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 31427MHH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     111412 | PA      | $110493.50    | 0.06%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 31427N3W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1007643 | PA      | $1036465.67   | 0.57%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3142GTT97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     185546 | PA      | $188633.67    | 0.10%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3142GTTA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     193708 | PA      | $192594.96    | 0.11%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3142GWDP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     158635 | PA      | $157376.67    | 0.09%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2024-HQA1                                          | CUSIP: 35564NCA9<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |     185000 | PA      | $186505.20    | 0.10%             | 2044-03-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |     120000 | PA      | $119488.93    | 0.07%             | 2045-02-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Corp Trust 2020-PJ6                                | CUSIP: 36260RAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     277340 | PA      | $228198.71    | 0.13%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2022-PJ1                                     | CUSIP: 36263NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     231972 | PA      | $190869.21    | 0.11%             | 2052-05-28      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2024-PJ4                                     | CUSIP: 36269RBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      96198 | PA      | $95589.71     | 0.05%             | 2054-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2025-9                                       | CUSIP: 36273FAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     207070 | PA      | $207418.14    | 0.11%             | 2056-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38380XBQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     516885 | PA      | $91482.52     | 0.05%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  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        |     365432 | PA      | $435.85       | 0.00%             | 2049-06-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6078 | PA      | $5440.78      | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KBR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     164146 | PA      | $144014.54    | 0.08%             | 2050-03-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2025-CCM1                                               | CUSIP: 46593MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     165219 | PA      | $164463.78    | 0.09%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      92000 | PA      | $92834.62     | 0.05%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2018-8                                                  | CUSIP: 46650MBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     401451 | PA      | $369130.80    | 0.20%             | 2049-01-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2020-4                                                  | CUSIP: 46652FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     144756 | PA      | $125050.90    | 0.07%             | 2050-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      35000 | PA      | $34083.74     | 0.02%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC       | Jersey Mike's Funding LLC                                                        | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     207900 | PA      | $209967.47    | 0.12%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC       | Jersey Mike's Funding LLC                                                        | CUSIP: 476681AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     110000 | PA      | $109349.08    | 0.06%             | 2056-02-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY        | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     160000 | PA      | $151200.00    | 0.08%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON              | Johnson & Johnson                                                                | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      63000 | PA      | $63673.34     | 0.04%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397E33<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $263111.50    | 0.15%             | 2028-10-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397H30<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     120000 | PA      | $158330.69    | 0.09%             | 2031-08-29      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                    | Ovintiv Inc                                                                      | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     190000 | PA      | $201741.81    | 0.11%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                    | Ovintiv Inc                                                                      | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     160000 | PA      | $166880.48    | 0.09%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                         | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $191500.00    | 0.11%             | 2035-09-27      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd. | LoanCore 2022-CRE7 Issuer Ltd                                                    | CUSIP: 53946PAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99947.31     | 0.06%             | 2037-01-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99269.25     | 0.05%             | 2042-08-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd | LoanCore 2021-CRE6 Issuer Ltd                                                    | CUSIP: 53948HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $100169.14    | 0.06%             | 2038-11-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP           | Lockheed Martin Corp                                                             | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36244.51     | 0.02%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP           | JetBlue Airways Corp                                                             | CUSIP: N/A<br>LEI: 54930070J9H97ZO93T57       | Long             | LON              | CORP              | US        |     156881 | PA      | $144252.34    | 0.08%             | 2029-08-27      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP           | JetBlue Airways Corp                                                             | CUSIP: N/A<br>LEI: 54930070J9H97ZO93T57       | Long             | LON              | CORP              | US        |      16180 | PA      | $14877.71     | 0.01%             | 2029-08-27      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC          | Long Ridge Energy LLC                                                            | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |      75000 | PA      | $78562.50     | 0.04%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                 | Lowe's Cos Inc                                                                   | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     134000 | PA      | $132967.40    | 0.07%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                 | Lowe's Cos Inc                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      21000 | PA      | $19642.52     | 0.01%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1607322 | PA      | $4645.16      | 0.00%             | 2050-03-10      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      37000 | PA      | $36777.85     | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      37000 | PA      | $37143.75     | 0.02%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14643.75     | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                       | OZLM XV Ltd                                                                      | CUSIP: 67111DBG0<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |     161586 | PA      | $161412.69    | 0.09%             | 2033-04-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C       | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $72187.50     | 0.04%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                 | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28387.50     | 0.02%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                  | Owens Corning                                                                    | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      32000 | PA      | $33008.96     | 0.02%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-11                                             | CUSIP: 69544AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     161455 | PA      | $162588.95    | 0.09%             | 2032-07-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER          | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $85425.00     | 0.05%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd              | Park Blue CLO 2023-IV Ltd                                                        | CUSIP: 699917AY6<br>LEI: 213800XCIR4Y5GCOQX50 | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $249651.39    | 0.14%             | 2039-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS         | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $72000.00     | 0.04%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS         | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $30375.00     | 0.02%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                    | Paychex Inc                                                                      | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      68000 | PA      | $68297.64     | 0.04%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC               | VB-S1 Issuer LLC                                                                 | CUSIP: 91825HAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     110000 | PA      | $110667.23    | 0.06%             | 2056-03-15      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC         | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10225.00     | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC         | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10400.00     | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                         | CUSIP: DG5653838<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     650000 | PA      | $160360.09    | 0.09%             | 2029-03-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| PACIFIC DENTAL SERVICES        | Pacific Dental Services LLC                                                      | CUSIP: 69417WAC5<br>LEI: 549300SDH1NQDOZ2M105 | Long             | LON              | CORP              | US        |      24937 | PA      | $24984.10     | 0.01%             | 2031-03-17      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| OVG BUSINESS SERVICES          | Ovg Business Services LLC                                                        | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     104735 | PA      | $104865.77    | 0.06%             | 2031-06-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Long Ridge Energy LLC          | Long Ridge Energy LLC, Senior Secured First Lien Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     153838 | PA      | $152779.87    | 0.08%             | 2032-02-09      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| MADISON SAFETY & FLOW          | Madison Safety & Flow LLC                                                        | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |      20666 | PA      | $20700.97     | 0.01%             | 2031-09-26      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| LSF12 HELIX PARENT LLC         | Lsf12 Helix Parent LLC                                                           | CUSIP: 54913EAB8<br>LEI: 254900H70V4IL22BHL88 | Long             | LON              | CORP              | US        |     196000 | PA      | $193648.00    | 0.11%             | 2033-02-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| OSLO KOMMUNE                   | City of Oslo Norway                                                              | CUSIP: YI7277548<br>LEI: 5967007LIEEXZXGVU850 | Long             | DBT              | NUSS              | NO        |    2000000 | PA      | $205888.73    | 0.11%             | 2029-02-12      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING        | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: BX0660676<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $200074.00    | 0.11%             | 2032-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                      | AGCO Corp                                                                        | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |      48000 | PA      | $48339.41     | 0.03%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                   | AES Corp/The                                                                     | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     530000 | PA      | $523375.00    | 0.29%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $156718.50    | 0.09%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $149600.85    | 0.08%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust            | Affirm Master Trust                                                              | CUSIP: 00833BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $251188.51    | 0.14%             | 2033-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AGREE LP                       | Agree LP                                                                         | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |      47000 | PA      | $47869.17     | 0.03%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                     | Airbnb Inc                                                                       | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34955.97     | 0.02%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS       | Air Products and Chemicals Inc                                                   | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      86000 | PA      | $86196.51     | 0.05%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | 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        |      15000 | PA      | $14681.25     | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO        | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      40000 | PA      | $41050.00     | 0.02%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | American Tower Corp                                                              | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24407.83     | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | American Tower Corp                                                              | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      65000 | PA      | $66632.93     | 0.04%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED       | AmeriTex HoldCo Intermediate LLC                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25625.00     | 0.01%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE         | Arizona Public Service Co                                                        | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      74000 | PA      | $72496.39     | 0.04%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC          | Arrow Electronics Inc                                                            | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36820.22     | 0.02%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-2                                                     | CUSIP: 042858AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      43268 | PA      | $42573.89     | 0.02%             | 2049-04-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-1                                                     | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      21383 | PA      | $21194.73     | 0.01%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO        | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20198.40     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO        | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      22000 | PA      | $20510.38     | 0.01%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                 | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $200080.40    | 0.11%             | 2085-11-26      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| AIRSERVICES AUSTRALIA          | Airservices Australia                                                            | CUSIP: BJ4434624<br>LEI: 984500E3D9SF5M749X15 | Long             | DBT              | CORP              | AU        |     210000 | PA      | $128401.11    | 0.07%             | 2030-05-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | American Tower Corp                                                              | CUSIP: 03027XCQ1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     105000 | PA      | $118821.03    | 0.07%             | 2032-05-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA       | AI Candelaria -spain- SA                                                         | CUSIP: AV1352799<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     147916 | PA      | $149579.91    | 0.08%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD         | AS Mileage Plan IP Ltd                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |      93751 | PA      | $93555.17     | 0.05%             | 2031-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| AGROSUPER SA                   | Agrosuper SA                                                                     | CUSIP: BT5013623<br>LEI: 5493006KNWOGYPTZZ371 | Long             | DBT              | CORP              | CL        |     150000 | PA      | $141375.00    | 0.08%             | 2032-01-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC        | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34577.80     | 0.02%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                      | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |       6300 | NS      | $283563.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20989.28     | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                     | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      34000 | PA      | $34467.50     | 0.02%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                    | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     105000 | PA      | $104212.50    | 0.06%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                  | Videotron Ltd                                                                    | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      37000 | PA      | $37225.52     | 0.02%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD             | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      70000 | PA      | $68862.50     | 0.04%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL       | Viper Energy Partners LLC                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12000.00     | 0.01%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC       | Virgin Media Bristol LLC                                                         | CUSIP: 99AAG2081<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |      40000 | PA      | $38683.20     | 0.02%             | 2029-01-31      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| VICTRA HOLDINGS LLC            | Victra Holdings LLC                                                              | CUSIP: 50226BAN8<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |     117255 | PA      | $115788.87    | 0.06%             | 2029-03-29      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP             | Tecta America Corp                                                               | CUSIP: 87876GAN2<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |      44775 | PA      | $44666.43     | 0.02%             | 2032-02-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC       | Team Health Holdings Inc                                                         | CUSIP: 87817JAJ7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |      34825 | PA      | $34751.52     | 0.02%             | 2028-06-30      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB         | Orbia Advance Corp SAB de CV                                                     | CUSIP: EK4851532<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $141810.20    | 0.08%             | 2044-09-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                            | NOK/USD FWD 20260617                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $3177.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NOK/USD FWD 20260617                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $3421.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AB BSL CLO Ltd                 | AB BSL CLO 4 Ltd                                                                 | CUSIP: 00037VAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $250132.01    | 0.14%             | 2038-04-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust             | A&D Mortgage Trust 2026-NQM2                                                     | CUSIP: 00038TAG7<br>LEI: 984500676AA49C11FP07 | Long             | ABS-MBS          | CORP              | US        |     114421 | PA      | $113058.02    | 0.06%             | 2071-03-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.           | ACE Securities Corp Mortgage Loan Trust Series 2007-D1                           | CUSIP: 00083BAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     141252 | PA      | $124753.82    | 0.07%             | 2038-02-25      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                     | AMSR 2021-SFR3 Trust                                                             | CUSIP: 00180UAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     550000 | PA      | $544229.51    | 0.30%             | 2038-10-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC          | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20325.00     | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      65000 | PA      | $57947.18     | 0.03%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC       | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74156.25     | 0.04%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC         | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $23875.00     | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                      | ACREC 2026-FL4 LLC                                                               | CUSIP: 004970AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     110000 | PA      | $109322.58    | 0.06%             | 2043-01-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.            | ACREC 2021-FL1 Ltd                                                               | CUSIP: 00500RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     375000 | PA      | $375218.29    | 0.21%             | 2036-10-16      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                    | Acushnet Co                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19800.00     | 0.01%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                      | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     150000 | PA      | $146511.15    | 0.08%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO               | Alabama Power Co                                                                 | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      98000 | PA      | $97375.15     | 0.05%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $71343.75     | 0.04%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                        | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     140000 | PA      | $142025.66    | 0.08%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      63000 | PA      | $59907.08     | 0.03%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                  | Amphenol Corp                                                                    | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55112.97     | 0.03%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                  | Amphenol Corp                                                                    | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      26000 | PA      | $24384.59     | 0.01%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC             | Analog Devices Inc                                                               | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |      83000 | PA      | $83107.07     | 0.05%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2025-6                                                  | CUSIP: 034937AD4<br>LEI: 254900GRN1I3WMM1H095 | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $809759.20    | 0.45%             | 2070-04-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2026-1                                                  | CUSIP: 034947AC5<br>LEI: 2549004SH6MLXHN5ZV45 | Long             | ABS-MBS          | CORP              | US        |     147624 | PA      | $146068.03    | 0.08%             | 2071-02-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                              | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20109.88     | 0.01%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI       | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $24625.00     | 0.01%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     213000 | PA      | $218325.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF HAWAII CORP            | Bank of Hawaii Corp                                                              | CUSIP: 062540307<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |       4900 | NS      | $128625.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF MONTREAL               | Bank of Montreal                                                                 | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     330000 | PA      | $338302.47    | 0.19%             | 2084-11-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO          | Becton Dickinson & Co                                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      86000 | PA      | $86307.45     | 0.05%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                    | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      35000 | PA      | $35422.91     | 0.02%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2019-B13 Mortgage Trust                                                | CUSIP: 08162DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $169750.82    | 0.09%             | 2057-08-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2019-B10 Mortgage Trust                                                | CUSIP: 08162VAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2820000 | PA      | $68436.61     | 0.04%             | 2062-03-15      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL         | Brazilian Government International Bond                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     200000 | PA      | $144500.00    | 0.08%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2013-CCRE12 Mortgage Trust                                                  | CUSIP: 12591KAF2<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |     151496 | PA      | $1.51         | 0.00%             | 2046-10-10      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      45000 | PA      | $42428.66     | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     195000 | PA      | $174621.72    | 0.10%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO       | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10025.00     | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2025-R06                                     | CUSIP: 20754YCL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      95000 | PA      | $94999.60     | 0.05%             | 2045-09-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                    | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $300989.97    | 0.17%             | 2039-06-10      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd              | Elevation CLO 2026-19 Ltd                                                        | CUSIP: 28624QAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249480.25    | 0.14%             | 2038-03-31      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC          | Ellucian Holdings Inc                                                            | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14643.75     | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust  | ELP Commercial Mortgage Trust 2025-ELP                                           | CUSIP: 290154AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98452.16     | 0.05%             | 2042-11-13      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC           | Emera US Finance LLC                                                             | CUSIP: 29103HAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     234000 | PA      | $233754.30    | 0.13%             | 2056-10-01      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.               | Empower CLO 2024-2 Ltd                                                           | CUSIP: 29244PAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500158.00    | 0.28%             | 2037-07-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136A2F99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     245422 | PA      | $30059.32     | 0.02%             | 2041-12-25      | Floating      | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136A4GY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     244200 | PA      | $25678.10     | 0.01%             | 2042-03-25      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136A6M68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     122037 | PA      | $12685.51     | 0.01%             | 2042-07-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136AJN51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     555891 | PA      | $52378.68     | 0.03%             | 2044-05-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136AW4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     121864 | PA      | $23893.14     | 0.01%             | 2047-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136B45F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3211680 | PA      | $336196.44    | 0.19%             | 2049-07-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136B8BC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3768574 | PA      | $479246.21    | 0.26%             | 2050-01-25      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BBKJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2303789 | PA      | $353457.44    | 0.20%             | 2060-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BCNP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4490534 | PA      | $887960.81    | 0.49%             | 2050-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BDFR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3340957 | PA      | $610370.85    | 0.34%             | 2050-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BFTL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4262922 | PA      | $580673.56    | 0.32%             | 2050-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BGG62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2068168 | PA      | $234415.52    | 0.13%             | 2051-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1805703 | PA      | $58849.47     | 0.03%             | 2030-11-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     933495 | PA      | $30378.17     | 0.02%             | 2029-12-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F84T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1863072 | PA      | $58317.70     | 0.03%             | 2030-11-25      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTZM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     786093 | PA      | $73245.91     | 0.04%             | 2035-02-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FX3T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1245950 | PA      | $53893.57     | 0.03%             | 2030-08-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXQX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1448685 | PA      | $81678.45     | 0.05%             | 2035-10-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H2NZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     807401 | PA      | $56520.76     | 0.03%             | 2036-08-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                | Fannie Mae Interest Strip                                                        | CUSIP: 31395Q5R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1633024 | PA      | $262976.40    | 0.15%             | 2044-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 31396QKF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45593 | PA      | $5993.80      | 0.00%             | 2039-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 31396V5P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1321180 | PA      | $119947.07    | 0.07%             | 2037-06-25      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3247 | PA      | $3277.25      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO       | Fedex Freight Holding Co Inc                                                     | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5837.74      | 0.00%             | 2033-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT         | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9300.00      | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP            | Fifth Third Bancorp                                                              | CUSIP: 316773837<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      11000 | NS      | $286660.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSEY CORPORATION        | First Busey Corp                                                                 | CUSIP: 319383600<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EP               | CORP              | US        |       4950 | NS      | $125185.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                       | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55236.17     | 0.03%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP               | FirstEnergy Corp                                                                 | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     170000 | PA      | $196089.90    | 0.11%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIVE STAR BANCORP              | Five Star Bancorp                                                                | CUSIP: 33830TAC7<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48203.10     | 0.03%             | 2032-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust        | Flagstar Mortgage Trust 2018-6RR                                                 | CUSIP: 33851FBP1<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |     380350 | PA      | $369417.06    | 0.20%             | 2048-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC              | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15112.50     | 0.01%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC         | Flexential Issuer LLC                                                            | CUSIP: 33938MAM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99925.27     | 0.06%             | 2060-10-25      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                         | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |      19000 | PA      | $18943.78     | 0.01%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION       | Florida Gas Transmission Co LLC                                                  | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15320.30     | 0.01%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHSTATE BANK NA             | South State Bank NA                                                              | CUSIP: 45384BAD8<br>LEI: 8I3UVGYULPJQIP7FQV10 | Long             | DBT              | CORP              | US        |      70000 | PA      | $73978.87     | 0.04%             | 2034-08-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                 | Eli Lilly & Co                                                                   | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      66000 | PA      | $66499.62     | 0.04%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MAPS Trust                     | MAPS 2026-1 Trust                                                                | CUSIP: 55293WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     123485 | PA      | $120538.38    | 0.07%             | 2051-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR BANK NA               | Flagstar Bank NA                                                                 | CUSIP: 649445AC7<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | DBT              | CORP              | US        |      60000 | PA      | $57837.30     | 0.03%             | 2028-11-06      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                 | PSEG Power LLC                                                                   | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      24000 | PA      | $24336.22     | 0.01%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP               | Progressive Corp/The                                                             | CUSIP: 743315BD4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36062.32     | 0.02%             | 2036-03-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential Trust                                                       | CUSIP: 74333HAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $695673.51    | 0.38%             | 2038-07-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2021-SFR3                                                   | CUSIP: 74333VAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1100000 | PA      | $1096059.69   | 0.60%             | 2026-05-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2026-SFR1 Trust                                             | CUSIP: 74334HAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $93394.28     | 0.05%             | 2043-02-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FINANCIAL            | Provident Financial Services Inc                                                 | CUSIP: 74386TAA3<br>LEI: 529900JOSO3SXEDVE477 | Long             | DBT              | CORP              | US        |     110000 | PA      | $114652.34    | 0.06%             | 2034-05-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS       | Public Service Enterprise Group Inc                                              | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     143000 | PA      | $146006.29    | 0.08%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS I LLC           | QTS Issuer ABS I LLC                                                             | CUSIP: 74690DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $244862.62    | 0.14%             | 2055-05-25      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| QORVO INC                      | Qorvo Inc                                                                        | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |      39000 | PA      | $35100.00     | 0.02%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC          | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15150.00     | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC             | Province of Quebec Canada                                                        | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     153000 | PA      | $153468.18    | 0.08%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC          | Quest Diagnostics Inc                                                            | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      87000 | PA      | $87320.94     | 0.05%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY        | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9425.00      | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY        | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5281.25      | 0.00%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO             | Sonoco Products Co                                                               | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |       9000 | PA      | $8797.17      | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD       | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      90000 | PA      | $93600.00     | 0.05%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                    | Southern Co/The                                                                  | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |       4250 | NS      | $218450.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                    | Southern Co/The                                                                  | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     167000 | PA      | $170966.25    | 0.09%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO                    | Southern Co/The                                                                  | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101869.00    | 0.06%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL        | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11910.43     | 0.01%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS           | Southern Natural Gas Co LLC                                                      | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17140.42     | 0.01%             | 2035-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHSIDE BANCSHARES INC       | Southside Bancshares Inc                                                         | CUSIP: 84470PAG4<br>LEI: 549300TC83207VQA2K65 | Long             | DBT              | CORP              | US        |     145000 | PA      | $142611.42    | 0.08%             | 2035-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                      | Spire Inc                                                                        | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |      80000 | PA      | $79800.00     | 0.04%             | 2056-06-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC         | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      14000 | PA      | $13982.50     | 0.01%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UKG INC                        | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      80000 | PA      | $78100.00     | 0.04%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                         | CUSIP: EI7257542<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     620000 | PA      | $158863.32    | 0.09%             | 2031-06-30      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH       | South Australian Government Financing Authority                                  | CUSIP: BN8412155<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |      35000 | PA      | $18288.20     | 0.01%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT            | Malaysia Government Bond                                                         | CUSIP: YO3740777<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     645000 | PA      | $158615.20    | 0.09%             | 2030-05-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP       | Queensland Treasury Corp                                                         | CUSIP: ZH5726810<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     145000 | PA      | $96731.36     | 0.05%             | 2036-07-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                 | CUSIP: 06368D8W7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     270000 | PA      | $202974.55    | 0.11%             | 2082-11-26      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| AIRSERVICES AUSTRALIA          | Airservices Australia                                                            | CUSIP: ZN2068650<br>LEI: 984500E3D9SF5M749X15 | Long             | DBT              | CORP              | AU        |     200000 | PA      | $138784.86    | 0.08%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP       | Queensland Treasury Corp                                                         | CUSIP: ZM7412517<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     125000 | PA      | $79330.47     | 0.04%             | 2035-08-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT             | Finland Government Bond                                                          | CUSIP: ZK3729587<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     125000 | PA      | $143057.35    | 0.08%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FirstMac Mortgage Funding Trus | FIRSTMAC MORTGAGE FUNDING TRUST NO. 4 SERIES 2024-4                              | CUSIP: BCC3HDGN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     134102 | PA      | $92650.38     | 0.05%             | 2056-02-18      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP       | Queensland Treasury Corp                                                         | CUSIP: YL0100484<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     135000 | PA      | $87975.69     | 0.05%             | 2038-08-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV        | Fidelity National Information Services Inc                                       | CUSIP: DG2569870<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     102000 | PA      | $118001.02    | 0.07%             | 2028-03-10      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L       | Fertitta Entertainment LLC/NV                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |      59844 | PA      | $58796.88     | 0.03%             | 2029-01-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      49064 | PA      | $49125.73     | 0.03%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO       | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |      35000 | PA      | $35140.00     | 0.02%             | 2028-08-23      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      39376 | PA      | $39418.06     | 0.02%             | 2032-01-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC      | Corpay Technologies Operating Co LLC                                             | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |       9900 | PA      | $9905.15      | 0.01%             | 2028-04-28      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                   | Acrisure LLC                                                                     | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     116299 | PA      | $112897.40    | 0.06%             | 2030-11-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP          | AAdvantage Loyalty IP Ltd                                                        | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      64052 | PA      | $63571.30     | 0.04%             | 2028-04-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP          | AAdvantage Loyalty IP Ltd                                                        | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     148875 | PA      | $147777.05    | 0.08%             | 2032-05-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SPECTRIS                       | SPECTRIS, Senior Secured First Lien Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20000 | PA      | $20062.50     | 0.01%             | 2032-12-05      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN VETERINARY PART       | Southern Veterinary Partners LLC                                                 | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |     120000 | PA      | $119120.40    | 0.07%             | 2031-12-04      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| FIRST ADVANTAGE HOLDINGS       | First Advantage Holdings LLC                                                     | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |      19764 | PA      | $19285.95     | 0.01%             | 2031-10-31      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      29551 | PA      | $29584.48     | 0.02%             | 2030-03-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc              | Clean Harbors Inc, Senior Secured First Lien Term Loan                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     145000 | PA      | $146214.38    | 0.08%             | 2032-09-24      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| PYE-BARKER FIRE & SAFETY       | Pye-Barker Fire & Safety LLC                                                     | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |      17400 | PA      | $17446.55     | 0.01%             | 2032-12-16      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| PYE-BARKER FIRE & SAFETY       | Pye-Barker Fire & Safety LLC                                                     | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |       2600 | PA      | $2606.96      | 0.00%             | 2032-12-16      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC               | AmWINS Group Inc                                                                 | CUSIP: 03234TBB3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |      44525 | PA      | $44280.49     | 0.02%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                | Alera Group Inc                                                                  | CUSIP: 01451PAE6<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |      44888 | PA      | $43629.98     | 0.02%             | 2032-05-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP         | Columbus McKinnon Corp/NY                                                        | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |      52911 | PA      | $52778.99     | 0.03%             | 2033-02-03      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| ALKERMES INC                   | Alkermes Inc                                                                     | CUSIP: N/A<br>LEI: 549300YHRMYLL071E243       | Long             | LON              | CORP              | US        |      40000 | PA      | $40350.20     | 0.02%             | 2031-08-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      20000 | PA      | $20032.50     | 0.01%             | 2033-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| FERMACA ENTERPRISES S RL       | Fermaca Enterprises S de RL de CV                                                | CUSIP: EK2545086<br>LEI: 549300HYMZDEHWD3X752 | Long             | DBT              | CORP              | MX        |     167652 | PA      | $169416.82    | 0.09%             | 2038-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP       | Queensland Treasury Corp                                                         | CUSIP: YQ2557201<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     100000 | PA      | $113263.95    | 0.06%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP       | Queensland Treasury Corp                                                         | CUSIP: DG5688263<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     105000 | PA      | $119832.00    | 0.07%             | 2036-03-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI       | Adani Electricity Mumbai Ltd                                                     | CUSIP: BQ5241923<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $178466.80    | 0.10%             | 2031-07-22      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP          | Novartis Capital Corp                                                            | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37240.50     | 0.02%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                            | AUDJPY OT 103.0000                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |      49000 | NC      | $3664.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/USD FWD 20260617                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-13902.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/USD FWD 20260617                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $82293.47     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL       | Brazil Notas do Tesouro Nacional Serie B                                         | CUSIP: EI1436001<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     213000 | PA      | $166903.99    | 0.09%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL       | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: AQ6084745<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2710000 | PA      | $495302.42    | 0.27%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                            | MC 5YX5Y RTR 2.50 20-MAY-2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    1194000 | NC      | $27.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MC 10YX10Y RTR 2.30 20-MAY-2026                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -597000 | NC      | $-13.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 1Y RTR 2.500000 25-SEP-2026                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -6172000 | NC      | $4616.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CDX.NA.HY.45.V2 5YR RTP 106.5000                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1500000 | NC      | $-22993.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS REC FIXED 3.95% 3/2/2057                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-5021.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS REC FIXED 3.28% 3/13/2029                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-2278.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS REC FIXED 3.96187% 3/12/2057                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-1914.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS REC FIXED 4.3087% 3/19/2028                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $1312.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CDX.NA.HY.45.V2 5YR RTP 104.0000                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -555000 | NC      | $-2590.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS REC FIXED 4.6874% 03/25/2028                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $708.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ITRAXX.EUR.45.V1 5YR RTP 77.5000                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -2510000 | NC      | $-4047.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS REC FIXED 7.605% 03/25/2031                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-1024.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20260424                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-1962.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL       | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: JV5341526<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2385000 | PA      | $448645.07    | 0.25%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                            | CAD/CLP FWD 20260421                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $1586.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/EUR FWD 20260421                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-10618.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/USD FWD 20260421                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-4313.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/USD FWD 20260421                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $7878.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/USD FWD 20260617                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $24770.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAN 10YR BOND FUT Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         -1 | NC      | $1724.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | JPY/USD FWD 20260421                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $5406.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/USD FWD 20260421                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $1898.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/USD FWD 20260424                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-865.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/USD FWD 20260617                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $8.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRW/USD FWD 20260421                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-27195.68    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CDX.EM.44.V1 (BUY PROTECTION)                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |          1 | NC      | $143529.27    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ITRAXX.EUR.45.V1 (SELL PROTECTION)                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |          1 | NC      | $40773.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CDX.NA.HY.46.V1 (SELL PROTECTION)                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |          1 | NC      | $358432.04    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99021.18     | 0.05%             | 2030-01-17      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust         | ARZ Trust 2024-BILT                                                              | CUSIP: 00218TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $250648.10    | 0.14%             | 2039-06-11      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     275000 | PA      | $275399.16    | 0.15%             | 2036-11-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                                 | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      36000 | PA      | $37700.17     | 0.02%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ARCHROCK PARTNERS LP/FIN       | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $30525.00     | 0.02%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust  | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99593.66     | 0.05%             | 2035-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP               | Aris Mining Corp                                                                 | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $207000.00    | 0.11%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS 2019-BWAY Mortgage Trust                                                   | CUSIP: 05492NAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $655.00       | 0.00%             | 2034-11-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2021-C11                                                    | CUSIP: 05493MAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1255000 | PA      | $84679.24     | 0.05%             | 2054-09-15      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | Barclays Commercial Mortgage Trust 2019-C3                                       | CUSIP: 05550MAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1342493 | PA      | $43157.65     | 0.02%             | 2052-05-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2023-C19                                                    | CUSIP: 05553RAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101402.29    | 0.06%             | 2056-04-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $59777.30     | 0.03%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                   | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $192250.00    | 0.11%             | 2033-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust | BOCA Commercial Mortgage Trust 2025-BOCA                                         | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100062.48    | 0.06%             | 2042-12-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR17                                                                 | CUSIP: 06211GAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1705072 | PA      | $78257.02     | 0.04%             | 2058-11-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP         | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058AS9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |      29000 | PA      | $28383.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP         | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      56000 | PA      | $57118.15     | 0.03%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                          | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $207984.60    | 0.11%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      23000 | PA      | $22652.10     | 0.01%             | 2034-02-02      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                          | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     245000 | PA      | $243358.26    | 0.13%             | 2085-10-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                  | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       1800 | NS      | $116784.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     145000 | PA      | $139465.35    | 0.08%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC          | Bojangles Issuer LLC                                                             | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     174125 | PA      | $175058.95    | 0.10%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                 | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $25781.25     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS       | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19750.00     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM Trust 2018-INV1                                                              | CUSIP: 12553XAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     147409 | PA      | $139181.74    | 0.08%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM Trust 2019-INV2                                                              | CUSIP: 12554TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10759 | PA      | $10180.73     | 0.01%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM Trust 2019-J1                                                                | CUSIP: 12556MCQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     142914 | PA      | $133074.78    | 0.07%             | 2049-08-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP           | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |      45000 | PA      | $44775.00     | 0.02%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC            | Cardinal Health Inc                                                              | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      35000 | PA      | $30069.38     | 0.02%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC            | Cardinal Health Inc                                                              | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4177.12      | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                  | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      13000 | PA      | $13130.00     | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                  | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      20000 | PA      | $19925.00     | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                  | Carnival Corp                                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      12000 | PA      | $11880.00     | 0.01%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC               | Cinemark USA Inc                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74156.25     | 0.04%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC             | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15581.25     | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     350000 | PA      | $325058.30    | 0.18%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                         | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56466.58     | 0.03%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QUBJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     223545 | PA      | $227142.88    | 0.13%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2022-DNA7                                          | CUSIP: 35564KL31<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-MBS          | CORP              | US        |      27633 | PA      | $27784.57     | 0.02%             | 2052-03-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2025-DNA4                                          | CUSIP: 35564UBS5<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | CORP              | US        |      80000 | PA      | $79941.60     | 0.04%             | 2045-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP          | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10275.00     | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                     | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      63000 | PA      | $64197.38     | 0.04%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18472.50     | 0.01%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                     | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29131.68     | 0.02%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE        | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19114.92     | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC         | Northern Oil & Gas Inc                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46687.50     | 0.03%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP          | Northrop Grumman Corp                                                            | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      63000 | PA      | $57703.34     | 0.03%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP              | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20600.00     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP              | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10100.00     | 0.01%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                    | Rollins Inc                                                                      | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35853.66     | 0.02%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC         | Roper Technologies Inc                                                           | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10918.12     | 0.01%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                             | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $190732.40    | 0.11%             | 2084-11-24      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                             | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      85000 | PA      | $85942.57     | 0.05%             | 2085-08-24      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                            | TRSWAP: IBOXXLLTR INDEX                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1 | NC      | $-32991.17    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        268 | NC      | $-518029.05   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| ARDONAGH GROUP LTD             | Ardonagh Group Finco Pty Ltd                                                     | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |      22342 | PA      | $21852.96     | 0.01%             | 2031-02-18      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD             | Ardonagh Group Finco Pty Ltd                                                     | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |       2535 | PA      | $2479.98      | 0.00%             | 2031-02-18      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD             | Ardonagh Group Finco Pty Ltd                                                     | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |      29712 | PA      | $29061.74     | 0.02%             | 2031-02-18      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC           | Aramark Services Inc                                                             | CUSIP: 03852JBB6<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      30000 | PA      | $30093.75     | 0.02%             | 2028-04-06      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC           | Aramark Services Inc                                                             | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |     130956 | PA      | $131337.34    | 0.07%             | 2030-06-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                            | PLN/USD FWD 20260424                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $9983.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TRY/USD FWD 20260424                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-2453.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TRY/USD FWD 20260424                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $1395.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US 2YR NOTE (CBT) Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        157 | NC      | $-433591.85   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 2YR NOTE (CBT) Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        170 | NC      | $-433591.85   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -20 | NC      | $44536.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -18 | NC      | $44536.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10yr Ultra Fut Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         14 | NC      | $-31154.80    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10yr Ultra Fut Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -30 | NC      | $61383.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                  | Carnival Corp                                                                    | CUSIP: ZB4914840<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     100000 | PA      | $119792.87    | 0.07%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK         | Nordic Investment Bank                                                           | CUSIP: YS5396330<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | FI        |   13600000 | PA      | $140892.69    | 0.08%             | 2030-01-23      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C37                                                   | CUSIP: 05494NAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     969744 | PA      | $60471.76     | 0.03%             | 2058-09-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP               | BAT Capital Corp                                                                 | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      43000 | PA      | $34650.82     | 0.02%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP               | BAT Capital Corp                                                                 | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36003.91     | 0.02%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-5C29                                                   | CUSIP: 05555PAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98631.14     | 0.05%             | 2057-09-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C38                                                   | CUSIP: 05556RAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      87000 | PA      | $88508.23     | 0.05%             | 2058-11-15      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2026-5C40                                                   | CUSIP: 05557AAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2064000 | PA      | $192806.70    | 0.11%             | 2059-02-15      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2026-5C40                                                   | CUSIP: 05557AAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $84923.73     | 0.05%             | 2059-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $201500.00    | 0.11%             | 2035-03-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP             | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      40000 | PA      | $41200.00     | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC          | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      10000 | PA      | $6500.00      | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC          | Bausch Health Cos Inc                                                            | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       1000 | PA      | $950.00       | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| BDS Ltd                        | BDS 2021-FL10 Ltd                                                                | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      20862 | PA      | $20861.01     | 0.01%             | 2036-12-16      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust       | Bayview MSR Opportunity Master Fund Trust 2021-INV2                              | CUSIP: 07336NAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     373675 | PA      | $348157.10    | 0.19%             | 2051-12-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QVWD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     185017 | PA      | $184185.05    | 0.10%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QVXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     288858 | PA      | $295109.79    | 0.16%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QVY81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     181062 | PA      | $182491.50    | 0.10%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140XPS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2580558 | PA      | $2689551.96   | 1.48%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35011.33     | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC       | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70289.45     | 0.04%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC       | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      17000 | PA      | $16748.86     | 0.01%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC         | Marvell Technology Inc                                                           | CUSIP: 573874AQ7<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |      66000 | PA      | $69767.87     | 0.04%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                                       | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |      37000 | PA      | $38114.88     | 0.02%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO           | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20150.00     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO           | Matador Resources Co                                                             | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4962.50      | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                      | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4893.75      | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS       | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      39000 | PA      | $35965.37     | 0.02%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                                        | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17013.75     | 0.01%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      75000 | PA      | $71062.50     | 0.04%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20025.00     | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19125.00     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BCRR Trust                     | BCRR 2016-FRR3 Trust                                                             | CUSIP: 81753WAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     797720 | PA      | $794960.21    | 0.44%             | 2026-05-26      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC        | OneDigital Borrower LLC                                                          | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |      68801 | PA      | $66694.11     | 0.04%             | 2031-07-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP             | Bausch + Lomb Corp                                                               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |      99525 | PA      | $99867.37     | 0.06%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC       | BCPE Empire Holdings Inc                                                         | CUSIP: 05550HAT2<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |      50000 | PA      | $49312.75     | 0.03%             | 2032-12-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX        | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: ZR4850809<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $194692.40    | 0.11%             | 2034-09-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-28

**Name of Applicant:** Wilshire Mutual Funds Inc

**Signature:** /s/ Gaurav Chopra

**Name of Signer:** Wilshire Mutual Funds Inc

**Title:** Assistant Treasurer