# EDGAR Filing Document

**Accession Number:** 0001066602
**File Stem:** 0000940400-25-012035
**Filing Date:** 2025-11
**Character Count:** 760885
**Document Hash:** e33a1187d0008cfa6fcf29154036073d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-012035.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0000940400-25-012035

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Voya FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001066602

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08895
- **FILM NUMBER:** 251536084

**BUSINESS ADDRESS:**
- **STREET 1:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258
- **BUSINESS PHONE:** 800-992-0180

**MAIL ADDRESS:**
- **STREET 1:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING FUNDS TRUST
- **DATE OF NAME CHANGE:** 20020205

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PILGRIM FUNDS TRUST
- **DATE OF NAME CHANGE:** 20010312

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING FUNDS TRUST
- **DATE OF NAME CHANGE:** 19980721

## Series and Classes Contracts Data

### Voya Strategic Income Opportunities Fund (Series ID: S000038555)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000119020 | Class A      | ISIAX           |
| C000119021 | Class C      | ISICX           |
| C000119022 | Class I      | IISIX           |
| C000119023 | Class R      | ISIRX           |
| C000119024 | Class W      | ISIWX           |
| C000159021 | Class R6     | VSIRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-08895

- **c. CIK number of Registrant:** 0001066602

- **d. LEI of Registrant:** 5493002OZLWDCTJEFB81

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

  - **Street Address 1:** 7337 East Doubletree Ranch Road

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

  - **Telephone number:** 1-800-992-0180

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

- **a. Name of Series:** VOYA STRATEGIC INCOME OPPORTUNITIES FUND

- **b. EDGAR series identifier (if any):** S000038555

- **c. LEI of Series:** 5493002V21YUSVI83S75

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

- **a. Date of fiscal year-end:** 2026-03-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2286406023.31

**Total Liabilities:** $152141315.99

**Net Assets:** $2134264707.32

**Delayed Delivery Securities:** $18625045.12

**Stand-by Commitments:** $56126495.13

**Cash Not Reported:** $26502363.31

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 410.81257000 | **1-Year:** 111079.54780000 | **5-Year:** 312657.01697000 | **10-Year:** 69028.46772000 | **30-Year:** 1672.50702000

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

- **3-Month:** 852.92548000 | **1-Year:** 55528.84431000 | **5-Year:** 101500.45801000 | **10-Year:** 21847.19306000 | **30-Year:** 309.37137000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000119024 | 0.20%                | 1.17%                | 0.30%                |
| Class ID C000119021 | 0.11%                | 0.98%                | 0.21%                |
| Class ID C000119020 | 0.29%                | 1.04%                | 0.28%                |
| Class ID C000159021 | 0.31%                | 1.07%                | 0.30%                |
| Class ID C000119023 | 0.16%                | 1.13%                | 0.26%                |
| Class ID C000119022 | 0.20%                | 1.17%                | 0.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1000328.50              | $-6667310.93                               |
| Month 2  | $598048.79               | $15612340.02                               |
| Month 3  | $3942578.75              | $-2254698.05                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                       | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BX Trust                                                   | BX Commercial Mortgage Trust 2024-XL5                                            | CUSIP: 05612GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4579317 | PA      | $4593262.71   | 0.22%             | 2041-03-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                        | JPY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |     582000 | NC      | $0.81         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asurion, LLC 09/19/2030                                    | Asurion, LLC 09/19/2030                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     473812 | PA      | $472627.97    | 0.02%             | 2030-09-19      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2021-3                                                    | CUSIP: 81748VCF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     514015 | PA      | $423603.64    | 0.02%             | 2051-05-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2018-6                                                    | CUSIP: 81747JCC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     979735 | PA      | $939031.24    | 0.04%             | 2048-07-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                      | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2168286.56   | 0.10%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136AE3R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     684780 | PA      | $32103.95     | 0.00%             | 2033-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                  | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3250000 | PA      | $3311631.70   | 0.16%             | 2042-06-10      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| USI INC 09/27/2030                                         | USI INC 09/27/2030                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     297958 | PA      | $297846.19    | 0.01%             | 2030-09-27      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                       | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     525000 | PA      | $522202.33    | 0.02%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                        | CUSIP: 31423XMP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15224438 | PA      | $1616941.13   | 0.08%             | 2037-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                             | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1159000 | PA      | $1170699.07   | 0.05%             | 2028-03-27      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                   | Brazil Notas do Tesouro Nacional Serie B                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    6628000 | PA      | $4952059.39   | 0.23%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2021-LBA                                                                | CUSIP: 05609BAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3496038.00   | 0.16%             | 2036-02-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                    | Flagstar Mortgage Trust 2020-1NV                                                 | CUSIP: 33851YBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2638462 | PA      | $2419102.18   | 0.11%             | 2050-03-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                         | Subway Funding LLC                                                               | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4118875 | PA      | $4141351.70   | 0.19%             | 2054-07-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| TricorBraun 02/15/2028                                     | TricorBraun 02/15/2028                                                           | CUSIP: 00184NAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     450000 | PA      | $448155.00    | 0.02%             | 2031-03-03      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                   | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1251654.12   | 0.06%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                           | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1907047.99   | 0.09%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                           | Freddie Mac Strips                                                               | CUSIP: 31282YE62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     251956 | PA      | $30050.41     | 0.00%             | 2036-05-15      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                               | DC Trust 2024-HLTN                                                               | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3650000 | PA      | $3693545.23   | 0.17%             | 2040-04-13      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2100973.77   | 0.10%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PRO MACH GROUP 08/31/2028                                  | PRO MACH GROUP 08/31/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     544054 | PA      | $545608.79    | 0.03%             | 2028-08-31      | Floating      | 6.91%                 | 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        |    1875000 | PA      | $1978985.63   | 0.09%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2016-1                                                  | CUSIP: 46646BBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2095000 | PA      | $1586815.64   | 0.07%             | 2046-05-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2017-5                                                  | CUSIP: 46590YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1343089 | PA      | $1343258.52   | 0.06%             | 2048-10-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                                      | Bojangles Issuer LLC                                                             | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $812134.08    | 0.04%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38377W3P7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     979698 | PA      | $21124.24     | 0.00%             | 2037-11-20      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38381AY75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3782445 | PA      | $310866.65    | 0.01%             | 2048-11-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                   | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     540000 | PA      | $509472.94    | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMF BOWLING CE 09/16/2032                                  | AMF BOWLING CE 09/16/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     355000 | PA      | $351006.25    | 0.02%             | 2032-09-16      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2020-LTV1                                               | CUSIP: 46591NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     166362 | PA      | $164899.02    | 0.01%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38383YMP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18870040 | PA      | $1603440.13   | 0.08%             | 2052-09-20      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Rough Country 07/31/2028                                   | Rough Country 07/31/2028                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     394752 | PA      | $393025.09    | 0.02%             | 2028-07-28      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                              | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     165000 | PA      | $169812.06    | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                 | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DCQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2676000 | PA      | $2190091.38   | 0.10%             | 2052-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                 | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1681000 | PA      | $1602921.80   | 0.08%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2606074.50   | 0.12%             | 2042-02-25      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38378GNU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     119736 | PA      | $500.29       | 0.00%             | 2041-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                 | Ecolab Inc                                                                       | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    1704000 | PA      | $1718176.99   | 0.08%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MINIMAX VIKING 02/19/2032                                  | MINIMAX VIKING 02/19/2032                                                        | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |     164588 | PA      | $164998.97    | 0.01%             | 2032-03-17      | Floating      | 6.41%                 | 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        |    5000000 | PA      | $5053449.00   | 0.24%             | 2041-12-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                              | UBS Commercial Mortgage Trust 2019-C16                                           | CUSIP: 90276YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21245646 | PA      | $809617.40    | 0.04%             | 2052-04-15      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                             | SNF Group SACA                                                                   | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     540000 | PA      | $526930.11    | 0.02%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                             | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1534839 | PA      | $1534937.78   | 0.07%             | 2036-11-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-INV2                                               | CUSIP: 46651DAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     197297 | PA      | $178990.19    | 0.01%             | 2050-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     550000 | PA      | $510816.02    | 0.02%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                              | Deutsche Alt-B Securities Mortgage Loan Trust Series 2007-AB1                    | CUSIP: 25151WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     313084 | PA      | $221586.42    | 0.01%             | 2037-04-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                       | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1048495.47   | 0.05%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SunRun Athena Issuer                                       | Sunrun Athena Issuer 2018-1 LLC                                                  | CUSIP: 86772DAA4<br>LEI: 5493001ZI15Y2FZFMI30 | Long             | ABS-O            | CORP              | US        |    1556041 | PA      | $1510334.83   | 0.07%             | 2049-04-30      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618L5C58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1640565 | PA      | $1684737.14   | 0.08%             | 2065-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BMC SOFTWARE ( 07/30/2031                                  | BMC SOFTWARE ( 07/30/2031                                                        | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     273625 | PA      | $273582.31    | 0.01%             | 2031-07-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Sunrun Jupiter Issuer                                      | Sunrun Jupiter Issuer 2022-1 LLC                                                 | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5274112 | PA      | $5067048.60   | 0.24%             | 2057-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                   | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     575000 | PA      | $596160.00    | 0.03%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2019-GC38                                           | CUSIP: 36252SAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13044534 | PA      | $352814.22    | 0.02%             | 2052-02-10      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| SANDISK 02/05/2032                                         | SANDISK 02/05/2032                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     285000 | PA      | $285356.25    | 0.01%             | 2032-02-23      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                             | Chase Home Lending Mortgage Trust Series 2024-4                                  | CUSIP: 16159NBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1783008 | PA      | $1753191.31   | 0.08%             | 2055-03-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                             | Solventum Corp                                                                   | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    1212000 | PA      | $1232182.36   | 0.06%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHN 12/01/2031                                  | MINERALS TECHN 12/01/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     198500 | PA      | $198872.19    | 0.01%             | 2031-11-21      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-INV1                                               | CUSIP: 46591DAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3345076 | PA      | $3276250.73   | 0.15%             | 2049-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2017-1                                                  | CUSIP: 46648CAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     692981 | PA      | $621906.92    | 0.03%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                                   | Global Infrastructure Solutions Inc                                              | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |     235000 | PA      | $248858.19    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust                              | EQUS 2021-EQAZ Mortgage Trust                                                    | CUSIP: 29478JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6169304 | PA      | $6162390.90   | 0.29%             | 2038-10-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                             | CSAIL 2020-C19 Commercial Mortgage Trust                                         | CUSIP: 12597NAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $1862052.06   | 0.09%             | 2053-03-15      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2019-B10 Mortgage Trust                                                | CUSIP: 08162VAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   42285000 | PA      | $1198572.55   | 0.06%             | 2062-03-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                   | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     660000 | PA      | $664973.09    | 0.03%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| BOMBARDIER INC                                             | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     320000 | PA      | $333966.08    | 0.02%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                    | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220000 | PA      | $193155.93    | 0.01%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136A3ZF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37946 | PA      | $37697.12     | 0.00%             | 2042-02-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                              | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     525000 | PA      | $543203.87    | 0.03%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WCG 02/19/2032                                             | WCG 02/19/2032                                                                   | CUSIP: 23343FAE4<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |     359100 | PA      | $357439.16    | 0.02%             | 2032-02-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Ryan LLC 11/08/2030                                        | Ryan LLC 11/08/2030                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     261150 | PA      | $261966.01    | 0.01%             | 2030-11-14      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31395VEU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     236955 | PA      | $29897.07     | 0.00%             | 2034-08-15      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| VISTRA (FKA TCEH)                                          | VISTRA (FKA TCEH)                                                                | CUSIP: 000000000<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |     313784 | PA      | $314514.28    | 0.01%             | 2030-12-20      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                                | CFE Fibra E                                                                      | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    1225000 | PA      | $1233330.00   | 0.06%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANC 03/22/2032                                  | LEVEL 3 FINANC 03/22/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     150000 | PA      | $149793.75    | 0.01%             | 2032-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATI 10/15/2031                                  | ALPHA GENERATI 10/15/2031                                                        | CUSIP: 000000000<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |     217800 | PA      | $217833.98    | 0.01%             | 2031-09-30      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 43                             | Octagon Investment Partners 43 Ltd                                               | CUSIP: 67573LAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8125000 | PA      | $8141786.25   | 0.38%             | 2032-10-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                             | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 Trust                    | CUSIP: 92922FPT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      89977 | PA      | $88178.01     | 0.00%             | 2034-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Coherent Corp 07/02/2029                                   | Coherent Corp 07/02/2029                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     141256 | PA      | $141299.69    | 0.01%             | 2029-07-02      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                       | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     575000 | PA      | $599141.38    | 0.03%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1988000 | PA      | $1945917.54   | 0.09%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                   | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1504000 | PA      | $1526740.93   | 0.07%             | 2028-02-12      | Fixed         | 4.55%                 | 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        |     443654 | PA      | $403143.11    | 0.02%             | 2044-02-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                | OCP CLO 2020-8R Ltd                                                              | CUSIP: 670898AU9<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3500175.00   | 0.16%             | 2036-10-17      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| PASADENA PERFO 02/27/2032                                  | PASADENA PERFO 02/27/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     308450 | PA      | $309028.34    | 0.01%             | 2032-02-27      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                   | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     340000 | PA      | $339003.70    | 0.02%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING 05/05/2028                                  | JAZZ FINANCING 05/05/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     500106 | PA      | $501459.95    | 0.02%             | 2028-05-05      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                    | BDS 2025-FL15 LLC                                                                | CUSIP: 05556EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5014065.00   | 0.23%             | 2043-03-19      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                             | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1431209.14   | 0.07%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                      | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2306488.40   | 0.11%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                    | Flagstar Mortgage Trust 2018-6RR                                                 | CUSIP: 33851FBP1<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    3014548 | PA      | $2970006.40   | 0.14%             | 2048-10-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2022-J1 Trust                                                                | CUSIP: 67116WAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1650736 | PA      | $1363158.31   | 0.06%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SIGMA BIDCO BV 01/03/2028                                  | SIGMA BIDCO BV 01/03/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     386608 | PA      | $374043.64    | 0.02%             | 2028-01-03      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| Amentum 09/30/2031                                         | Amentum 09/30/2031                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     388000 | PA      | $388000.00    | 0.02%             | 2031-09-29      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FPGH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15479444 | PA      | $2213789.52   | 0.10%             | 2049-10-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | J.P. Morgan Mortgage Trust 2019-2                                                | CUSIP: 46650TAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     941139 | PA      | $896217.66    | 0.04%             | 2049-08-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31395LRK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     151473 | PA      | $150083.84    | 0.01%             | 2035-01-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| SOPHOS 03/05/2027                                          | SOPHOS 03/05/2027                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     510958 | PA      | $512394.85    | 0.02%             | 2027-03-05      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                   | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    1950000 | PA      | $2032875.00   | 0.10%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                       | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5008887.50   | 0.23%             | 2042-08-19      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2024-AIR2                                           | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2397950 | PA      | $2404869.89   | 0.11%             | 2041-10-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38378DPH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     860416 | PA      | $78255.99     | 0.00%             | 2042-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                 | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13177600 | PA      | $13149803.43  | 0.62%             | 2027-09-30      | Fixed         | 3.50%                 | 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        |     306382 | PA      | $257653.09    | 0.01%             | 2037-03-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                   | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1743250.00   | 0.08%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| OPEN TEXT CORP                                             | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     270000 | PA      | $255544.34    | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137AYHR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     294490 | PA      | $4427.43      | 0.00%             | 2028-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                                   | Global Infrastructure Solutions Inc                                              | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |     220000 | PA      | $216360.25    | 0.01%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                           | DT Midstream Inc                                                                 | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     320000 | PA      | $309391.19    | 0.01%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| L Street Securities                                        | PMTT4                                                                            | CUSIP: 693458AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 1022152770 | PA      | $5572316.93   | 0.26%             | 2048-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                 | HSBC SECURITIES (USA) INC                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | RA               | CORP              | US        |     229138 | PA      | $229138.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SMRT                                                       | SMRT 2022-MINI                                                                   | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2976751.20   | 0.14%             | 2039-01-15      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                           | Alabama Power Co                                                                 | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    2257000 | PA      | $2253588.27   | 0.11%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-164746.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-INV3                                               | CUSIP: 46591LBW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3686134 | PA      | $3436505.03   | 0.16%             | 2050-05-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                             | Morgan Stanley Mortgage Loan Trust 2006-9AR                                      | CUSIP: 61748JAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     894181 | PA      | $193422.11    | 0.01%             | 2036-08-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Brookfield NGPL                                            | Brookfield NGPL                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     267504 | PA      | $267972.02    | 0.01%             | 2030-12-05      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                             | Crown City CLO V                                                                 | CUSIP: 22823AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5028785.00   | 0.24%             | 2037-04-20      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Mediaocean LLC 12/08/2028                                  | Mediaocean LLC 12/08/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      97349 | PA      | $97608.05     | 0.00%             | 2028-12-15      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                           | Freddie Mac Strips                                                               | CUSIP: 31325YYA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7039683 | PA      | $827065.59    | 0.04%             | 2037-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finan                             | Trafigura Securitisation Finance PLC                                             | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |    6800000 | PA      | $6922937.20   | 0.32%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                      | Aon North America Inc                                                            | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1556973.82   | 0.07%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1781000 | PA      | $1765259.81   | 0.08%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| US FERTILITY 10/03/2031                                    | US FERTILITY 10/03/2031                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      12113 | PA      | $12143.33     | 0.00%             | 2031-10-10      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL CAM/PLUS LOTE                                   | Pluspetrol Camisea SA / Pluspetrol Lote 56 SA                                    | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    1475000 | PA      | $1579946.25   | 0.07%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                          | Imperial Fund Mortgage Trust 2021-NQM4                                           | CUSIP: 45276JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2086649.50   | 0.10%             | 2057-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                      | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     440000 | PA      | $453261.44    | 0.02%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2021-RISE                                                               | CUSIP: 12434EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     845329 | PA      | $844610.65    | 0.04%             | 2036-11-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                           | Freddie Mac Strips                                                               | CUSIP: 31282YDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     430706 | PA      | $61635.26     | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                         | Ingersoll Rand Inc                                                               | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    2946000 | PA      | $2996874.33   | 0.14%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3390898 | PA      | $3382047.86   | 0.16%             | 2036-09-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2024-3                                                    | CUSIP: 81749JAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1962353 | PA      | $1980842.40   | 0.09%             | 2054-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Dewolf Park clo, ltd                                       | Dewolf Park CLO Ltd                                                              | CUSIP: 25211AAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3010206.00   | 0.14%             | 2030-10-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                   | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     285000 | PA      | $273437.44    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLD 03/19/2029                                   | QUIKRETE HOLD 03/19/2029                                                         | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     387421 | PA      | $388026.42    | 0.02%             | 2029-03-19      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                   | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1150000 | PA      | $1202037.50   | 0.06%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                | Ameren Corp                                                                      | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    1856000 | PA      | $1885690.78   | 0.09%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                                | CHNGE Mortgage Trust 2022-1                                                      | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1411162 | PA      | $1366646.83   | 0.06%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                      | GFL Environmental Inc                                                            | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     305000 | PA      | $297829.27    | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                                          | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1892000 | PA      | $1922440.58   | 0.09%             | 2026-09-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                          | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        530 | NC      | $-460888.44   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Mello Mortgage Capital Accepta                             | Mello Mortgage Capital Acceptance 2022-INV1                                      | CUSIP: 585490CB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2650558 | PA      | $2210656.04   | 0.10%             | 2052-03-25      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                    | Flagstar Mortgage Trust 2017-2                                                   | CUSIP: 33850RAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     134138 | PA      | $121609.10    | 0.01%             | 2047-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                   | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     810000 | PA      | $829283.67    | 0.04%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 32                             | Octagon Investment Partners 32 Ltd                                               | CUSIP: 67573CAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7037828.00   | 0.33%             | 2037-10-31      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                            | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     475000 | PA      | $502760.43    | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA (TORONTO BRANCH)                      | ROYAL BANK OF CANADA (TORONTO BRANCH)                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     580000 | PA      | $580000.00    | 0.03%             | 2025-10-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                   | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    3086000 | PA      | $3057234.47   | 0.14%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                              | MTN Commercial Mortgage Trust 2022-LPFL                                          | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1650000 | PA      | $1650298.16   | 0.08%             | 2039-03-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     375000 | PA      | $366112.39    | 0.02%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMEN 02/04/2032                                  | GFL ENVIRONMEN 02/04/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     315000 | PA      | $315459.27    | 0.01%             | 2032-03-03      | Floating      | 6.67%                 | 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        |    1575898 | PA      | $1477206.52   | 0.07%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Finastra 07/30/2032                                        | Finastra 07/30/2032                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     700000 | PA      | $697900.00    | 0.03%             | 2032-07-30      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                                 | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1825442.28   | 0.09%             | 2055-06-07      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| GATEGROUP FINA 05/28/2032                                  | GATEGROUP FINA 05/28/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     109725 | PA      | $109759.23    | 0.01%             | 2032-06-10      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                             | AMMC CLO 25 Ltd                                                                  | CUSIP: 00177GBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1504300.50   | 0.07%             | 2038-10-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2022-2                                                  | CUSIP: 46655DCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2328773 | PA      | $1901723.24   | 0.09%             | 2052-08-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                         | Ameren Illinois Co                                                               | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    2748000 | PA      | $2739061.20   | 0.13%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Orion US Finco 06/30/2032                                  | Orion US Finco 06/30/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     185000 | PA      | $186137.01    | 0.01%             | 2032-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                       | ACE Securities Corp Mortgage Loan Trust Series 2007-D1                           | CUSIP: 00083BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2737870 | PA      | $2085550.72   | 0.10%             | 2038-02-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                   | Republic of South Africa Government International Bond                           | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     550000 | PA      | $559754.25    | 0.03%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| PLZ AEROSCIENC 08/03/2026                                  | PLZ AEROSCIENC 08/03/2026                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     244231 | PA      | $229576.90    | 0.01%             | 2026-08-03      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    1328000 | PA      | $1426272.00   | 0.07%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                            | Lehman XS Trust Series 2005-5N                                                   | CUSIP: 86359DUM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49403 | PA      | $49165.77     | 0.00%             | 2035-11-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                  | CIM Trust 2019-INV1                                                              | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71273 | PA      | $68446.80     | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER 06/20/2031                                   | OLYMPUS WATER 06/20/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     530993 | PA      | $526402.11    | 0.02%             | 2031-06-20      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                        | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        | -114293000 | NC      | $-32364.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136ACQS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     804829 | PA      | $15765.22     | 0.00%             | 2028-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2006-S2                                                 | CUSIP: 46628YAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     136380 | PA      | $58823.99     | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RESTORATION HARDWARE                                       | RESTORATION HARDWARE                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     345210 | PA      | $337766.38    | 0.02%             | 2028-10-20      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Creative Plann 05/10/2031                                  | Creative Plann 05/10/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     437770 | PA      | $437735.37    | 0.02%             | 2031-05-17      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Penn National 04/20/2029                                   | Penn National 04/20/2029                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     343782 | PA      | $344088.76    | 0.02%             | 2029-05-03      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2016-COR1 Mortgage Trust                                                    | CUSIP: 12594MBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9058358 | PA      | $40208.69     | 0.00%             | 2049-10-10      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| PSMC Trust                                                 | PSMC 2019-3 Trust                                                                | CUSIP: 69375BAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     124485 | PA      | $116196.24    | 0.01%             | 2049-11-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| DAIWA CAPITAL MARKETS AMERICA INC.                         | DAIWA CAPITAL MARKETS AMERICA INC                                                | CUSIP: 000000000<br>LEI: M67H5PRC0NQKM73ZAS82 | Long             | RA               | CORP              | US        |    5425031 | PA      | $5425031.00   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                   | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     455000 | PA      | $446860.53    | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 I 01/30/2031                                  | Wand NewCo 3 I 01/30/2031                                                        | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |     622776 | PA      | $621170.29    | 0.03%             | 2031-01-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                      | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     625000 | PA      | $598037.69    | 0.03%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Mosaic Solar Loans LLC                                     | Mosaic Solar Loan Trust 2019-2                                                   | CUSIP: 61945LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     378258 | PA      | $335619.63    | 0.02%             | 2040-09-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1664225.80   | 0.08%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ION ANALYTICS 02/16/2028                                   | ION ANALYTICS 02/16/2028                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     153683 | PA      | $153923.28    | 0.01%             | 2028-02-16      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                   | Comision Federal de Electricidad                                                 | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    1225000 | PA      | $1247968.75   | 0.06%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                     | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     205000 | PA      | $215161.24    | 0.01%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Kaseya Inc 03/05/2033                                      | Kaseya Inc 03/05/2033                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     150000 | PA      | $150328.20    | 0.01%             | 2033-03-05      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2017-1                                                    | CUSIP: 81746TCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1129067 | PA      | $1068913.39   | 0.05%             | 2047-02-25      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                  | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-45519.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,                             | Galton Funding Mortgage Trust 2019-1                                             | CUSIP: 36418WBX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1741923 | PA      | $1690302.83   | 0.08%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                  | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $997364.10    | 0.05%             | 2033-07-05      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                   | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      64762 | PA      | $66530.03     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                        | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |   44213000 | NC      | $87884.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NATIONAL ASSOCIATION                        | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-410553.86   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO CAPITAL MARKETS LLC                                 | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: OV6W8S6QX2D1J857QP30 | N/A              | DIR              | CORP              | US        |  -55890000 | NC      | $-0.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merit                                                      | MHP Commercial Mortgage Trust 2025-MHIL2                                         | CUSIP: 59317DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1502859.60   | 0.07%             | 2040-09-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                   | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     455000 | PA      | $437685.44    | 0.02%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                              | Life 2022-BMR Mortgage Trust                                                     | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1947234.20   | 0.09%             | 2039-05-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        | -221067000 | NC      | $45085.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FRZU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   37154270 | PA      | $8408787.90   | 0.39%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Creation Techn 10/01/2028                                  | Creation Techn 10/01/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     195578 | PA      | $194355.89    | 0.01%             | 2028-10-05      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                     | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     465000 | PA      | $448077.30    | 0.02%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3060744.60   | 0.14%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31396PU33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2274938 | PA      | $209365.34    | 0.01%             | 2037-03-25      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                               | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1056929.80   | 0.05%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| YAK ACCESS SERIES B COMMO                                  | YAK ACCESS SERIES B COMMO                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1157 | NS      | $11.57        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31395X2X2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      72689 | PA      | $8190.70      | 0.00%             | 2035-08-15      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2023-R07                                     | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6400000 | PA      | $6660106.24   | 0.31%             | 2043-09-25      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                     | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     265000 | PA      | $261445.58    | 0.01%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                              | New Residential Mortgage Loan Trust 2017-3                                       | CUSIP: 64828MBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     219241 | PA      | $217489.26    | 0.01%             | 2057-04-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                       | OneMain Finance Corp                                                             | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      76000 | PA      | $76742.75     | 0.00%             | 2026-03-15      | Fixed         | 7.12%                 | 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        |     660000 | PA      | $675630.54    | 0.03%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                    | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1555000 | PA      | $1555606.92   | 0.07%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND V 07/31/2028                                  | HILTON GRAND V 07/31/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     322388 | PA      | $322522.53    | 0.02%             | 2028-08-02      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3051434.40   | 0.14%             | 2041-12-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                               | Stryker Corp                                                                     | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1090910.22   | 0.05%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RESONETICS LLC 06/18/2031                                  | RESONETICS LLC 06/18/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     485109 | PA      | $485109.19    | 0.02%             | 2031-06-18      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                             | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust                   | CUSIP: 93363NAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      44001 | PA      | $40009.26     | 0.00%             | 2036-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-26864.82    | -0.00%            |  |  |  | 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        |    1168619 | PA      | $1054952.71   | 0.05%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                   | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2779923.17   | 0.13%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Washington Mutual Mortgage Pas                             | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust   | CUSIP: 93934FCF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      79442 | PA      | $68915.36     | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                            | Oaktree CLO 2024-25 Ltd                                                          | CUSIP: 67402PAE7<br>LEI: 254900NTZ5OVNC5X7789 | Long             | ABS-CBDO         | CORP              | KY        |    2150000 | PA      | $2161362.75   | 0.10%             | 2037-04-20      | Floating      | 6.83%                 | 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        |     329756 | PA      | $297118.99    | 0.01%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31398KBR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     282703 | PA      | $25130.26     | 0.00%             | 2039-10-15      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                     | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    4097000 | PA      | $4127890.56   | 0.19%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DIRECTV 07/22/2027                                         | DIRECTV 07/22/2027                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      50272 | PA      | $50362.49     | 0.00%             | 2027-08-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Trust 2025-PJ1                                     | CUSIP: 36271DAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1546631 | PA      | $1561203.19   | 0.07%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae                                                                       | CUSIP: 21H042695<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -4472000 | PA      | $-4338086.90  | -0.20%            | 2055-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Highline After 02/12/2030                                  | Highline After 02/12/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     188575 | PA      | $189046.44    | 0.01%             | 2030-02-13      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Recette CLO LLC                                            | Recette Clo Ltd                                                                  | CUSIP: 75620TAY4<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |    1100000 | PA      | $1101322.20   | 0.05%             | 2034-04-20      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                         | Aqua Finance Trust 2019-A                                                        | CUSIP: 038370AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     164528 | PA      | $160606.08    | 0.01%             | 2040-07-16      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| GULFSIDE SUPPL 05/29/2031                                  | GULFSIDE SUPPL 05/29/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     138889 | PA      | $139221.68    | 0.01%             | 2031-06-17      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| THE KNOT WORLD 01/31/2028                                  | THE KNOT WORLD 01/31/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     453617 | PA      | $454750.79    | 0.02%             | 2028-01-31      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | US LONG BOND(CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -186 | NC      | $-343569.91   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2020-2                                                    | CUSIP: 81748KEG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1306945 | PA      | $1169338.90   | 0.05%             | 2050-03-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | JPY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |     582000 | NC      | $0.81         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137AVLT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     476866 | PA      | $43657.75     | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER 04/14/2029                                  | LIGHT & WONDER 04/14/2029                                                        | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |     680898 | PA      | $676642.87    | 0.03%             | 2029-04-14      | Floating      | 6.39%                 | 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        |    1736016 | PA      | $1040558.02   | 0.05%             | 2036-03-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Tripadvisor, I 07/01/2031                                  | Tripadvisor, I 07/01/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     511192 | PA      | $502885.16    | 0.02%             | 2031-07-08      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                    | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1305000 | PA      | $1316713.45   | 0.06%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Corp Trust 2021-PJ5                                | CUSIP: 36261HBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4574881 | PA      | $3759849.60   | 0.18%             | 2051-10-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -935 | NC      | $-897453.11   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO Ltd                                                | OCP CLO 2020-8R Ltd                                                              | CUSIP: 670898BC8<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |    3880000 | PA      | $3889700.00   | 0.18%             | 2038-10-17      | Floating      | 0.01%                 | 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        |     575000 | PA      | $593224.05    | 0.03%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31396CXR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     237970 | PA      | $21934.00     | 0.00%             | 2035-10-15      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Gates Global L 05/31/2031                                  | Gates Global L 05/31/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     574200 | PA      | $574110.42    | 0.03%             | 2031-06-04      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2019-2                                                    | CUSIP: 81746YCC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1375144 | PA      | $1330486.28   | 0.06%             | 2049-06-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                   | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     135000 | PA      | $133917.07    | 0.01%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                                   | LUMEN TECHNOLOGIES, INC.                                                         | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |        714 | PA      | $709.68       | 0.00%             | 2029-04-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2023-R05                                     | CUSIP: 207942AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1612892.70   | 0.08%             | 2043-06-25      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae                                                                       | CUSIP: 21H0506A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10650000 | PA      | $10595190.41  | 0.50%             | 2055-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                          | Cisco Systems Inc                                                                | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    2218000 | PA      | $2252664.23   | 0.11%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618LWXQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2403177 | PA      | $2467884.75   | 0.12%             | 2065-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                       | SCG Trust 2025-SNIP                                                              | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2700000 | PA      | $2711816.82   | 0.13%             | 2030-09-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-467888.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                           | DT Midstream Inc                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     185000 | PA      | $180546.21    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNIN 12/11/2028                                  | ASCEND LEARNIN 12/11/2028                                                        | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     477039 | PA      | $476989.01    | 0.02%             | 2028-12-11      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                     | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     525000 | PA      | $551604.54    | 0.03%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| WATLOW TLB                                                 | WATLOW TLB                                                                       | CUSIP: 94254PAC4<br>LEI: 54930089QP6NQUHLU558 | Long             | LON              | CORP              | US        |     280343 | PA      | $280912.08    | 0.01%             | 2028-03-02      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO                                                 | AB BSL CLO 3 Ltd                                                                 | CUSIP: 00037QAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2950000 | PA      | $2941067.40   | 0.14%             | 2038-04-20      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                             | First Horizon Alternative Mortgage Securities Trust 2006-FA8                     | CUSIP: 32052DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      61140 | PA      | $22010.55     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                      | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     505000 | PA      | $493508.98    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LI 11/30/2027                                  | CABLEVISION LI 11/30/2027                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     484367 | PA      | $485577.88    | 0.02%             | 2027-11-30      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                        | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              | CORP              | US        |   26269000 | NC      | $2816.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sedgwick Holdings, Inc.                                    | Sedgwick Holdings, Inc.                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1052211 | PA      | $1051947.82   | 0.05%             | 2031-07-31      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Rockpoint Gas 09/18/2031                                   | Rockpoint Gas 09/18/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     605425 | PA      | $608073.73    | 0.03%             | 2031-09-18      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -228586000 | NC      | $-8503.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                    | Flagstar Mortgage Trust 2018-3                                                   | CUSIP: 33851JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     570565 | PA      | $533508.41    | 0.02%             | 2048-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER 07/31/2028                                  | AI AQUA MERGER 07/31/2028                                                        | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     451596 | PA      | $453088.10    | 0.02%             | 2028-07-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                      | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     530000 | PA      | $543653.35    | 0.03%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| TRANSDIGM INC                                              | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     370000 | PA      | $381394.15    | 0.02%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                     | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1144653.43   | 0.05%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   53680100 | NC      | $875989.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Edelman Financ 04/07/2028                                  | Edelman Financ 04/07/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     526973 | PA      | $527837.33    | 0.02%             | 2028-04-07      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                    | United Rentals North America Inc                                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     390000 | PA      | $406018.47    | 0.02%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137F9G54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12047072 | PA      | $1375246.71   | 0.06%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     895000 | PA      | $815068.62    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                                      | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2483785.50   | 0.12%             | 2057-10-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                             | Chase Home Lending Mortgage Trust Series 2024-11                                 | CUSIP: 161919BQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2294291 | PA      | $2312086.23   | 0.11%             | 2055-11-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| OHIO VALLEY MI 08/31/2031                                  | OHIO VALLEY MI 08/31/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     242675 | PA      | $243433.21    | 0.01%             | 2031-08-20      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                          | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2357514.97   | 0.11%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38377NBN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     159093 | PA      | $3537.30      | 0.00%             | 2039-08-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Airli 04/20/2028                                  | American Airli 04/20/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      66744 | PA      | $66726.59     | 0.00%             | 2028-04-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| INFORMATICA, L 10/27/2028                                  | INFORMATICA, L 10/27/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     393619 | PA      | $394972.62    | 0.02%             | 2028-10-27      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                             | Apidos CLO XXIV                                                                  | CUSIP: 03759CAX8<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |    2700000 | PA      | $2705224.50   | 0.13%             | 2030-10-20      | Floating      | 6.64%                 | 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        |    9164328 | PA      | $58593.05     | 0.00%             | 2050-03-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                                | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1397000 | PA      | $1372529.17   | 0.06%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                             | Morgan Stanley Capital I 2017-HR2                                                | CUSIP: 61691NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30212254 | PA      | $453424.00    | 0.02%             | 2050-12-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   22656600 | NC      | $-366229.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                  | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   23070000 | NC      | $-184819.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                          | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     575000 | PA      | $597736.08    | 0.03%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE (NEW YORK BRANCH)                         | SOCIETE GENERALE (NEW YORK BRANCH)                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     580000 | PA      | $580000.00    | 0.03%             | 2025-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Foundation Bui 01/29/2031                                  | Foundation Bui 01/29/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     286259 | PA      | $287026.36    | 0.01%             | 2031-01-29      | Floating      | 11.50%                | No            |                  2 | On Loan: No      |
| ORLEN SA                                                   | ORLEN SA                                                                         | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     400000 | PA      | $418828.00    | 0.02%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Eagle In 03/31/2032                                  | First Eagle In 03/31/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     760208 | PA      | $760493.41    | 0.04%             | 2032-08-16      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136ATQW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     943543 | PA      | $150227.15    | 0.01%             | 2046-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                 | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     745000 | PA      | $714603.17    | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FGSQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8352940 | PA      | $1564269.74   | 0.07%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                         | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1877000 | PA      | $1904124.86   | 0.09%             | 2027-08-07      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Kohler Energy                                              | Kohler Energy                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     361800 | PA      | $362817.08    | 0.02%             | 2031-05-01      | Floating      | 7.75%                 | 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        |     285000 | PA      | $293711.03    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                    | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     615000 | PA      | $603338.06    | 0.03%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Liftoff Mobile 08/07/2032                                  | Liftoff Mobile 08/07/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     450000 | PA      | $438750.00    | 0.02%             | 2032-09-08      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BBVX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17256588 | PA      | $3413960.62   | 0.16%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRI 03/15/2030                                  | CHART INDUSTRI 03/15/2030                                                        | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |     344474 | PA      | $346770.27    | 0.02%             | 2030-03-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1384060 | PA      | $1387898.70   | 0.07%             | 2041-04-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Petco Animal S 02/25/2028                                  | Petco Animal S 02/25/2028                                                        | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |     581583 | PA      | $567563.10    | 0.03%             | 2028-03-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                        | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1259950.25   | 0.06%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31392XUM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     131252 | PA      | $12686.72     | 0.00%             | 2032-02-15      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                     | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1890000 | PA      | $1988068.32   | 0.09%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide 11/21/2031                                   | TKO Worldwide 11/21/2031                                                         | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     238652 | PA      | $239271.65    | 0.01%             | 2031-11-21      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| WILSONART LLC 07/24/2031                                   | WILSONART LLC 07/24/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     415800 | PA      | $402583.38    | 0.02%             | 2031-08-05      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY 09/11/2031                                  | RYAN SPECIALTY 09/11/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     534665 | PA      | $536447.22    | 0.03%             | 2031-09-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                      | GC Treasury Center Co Ltd                                                        | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     875000 | PA      | $890531.25    | 0.04%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618NRWW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4202185 | PA      | $4315331.86   | 0.20%             | 2065-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COTIVITI (VERS 02/13/2032                                  | COTIVITI (VERS 02/13/2032                                                        | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     214462 | PA      | $211245.56    | 0.01%             | 2032-03-26      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2019-CH3                                                  | CUSIP: 81748GEJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1736503 | PA      | $1670722.60   | 0.08%             | 2049-09-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL 10/02/2028                                  | GLOBAL MEDICAL 10/02/2028                                                        | CUSIP: 00169QAG4<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |     198629 | PA      | $199063.41    | 0.01%             | 2028-10-31      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                     | Advanced Micro Devices Inc                                                       | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     860000 | PA      | $867673.25    | 0.04%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                             | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3007122.00   | 0.14%             | 2040-02-18      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                          | Amsted Industries Inc                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1104304.50   | 0.05%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                            | Hanesbrands Inc                                                                  | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |     480000 | PA      | $508703.04    | 0.02%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| WAYSTAR TECHNO 10/22/2029                                  | WAYSTAR TECHNO 10/22/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     393680 | PA      | $394664.21    | 0.02%             | 2029-10-22      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -115350000 | NC      | $-41404.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                              | PRA Group Inc                                                                    | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     405000 | PA      | $376442.07    | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| PROJECT BOOST 07/16/2031                                   | PROJECT BOOST 07/16/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     831551 | PA      | $830251.69    | 0.04%             | 2031-07-16      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Signature Avia 06/09/2029                                  | Signature Avia 06/09/2029                                                        | CUSIP: 000000000<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     163352 | PA      | $163895.85    | 0.01%             | 2031-07-01      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136ACMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4104847 | PA      | $194854.84    | 0.01%             | 2041-10-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38377QTG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2490977 | PA      | $183269.75    | 0.01%             | 2041-02-20      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                    | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $99919.72     | 0.00%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                   | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     205000 | PA      | $208970.85    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                               | Ecopetrol SA                                                                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     500000 | PA      | $513850.00    | 0.02%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31395D5J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85591 | PA      | $103506.24    | 0.00%             | 2036-06-25      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2019-BNK16                                                                  | CUSIP: 065405AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9245618 | PA      | $217562.79    | 0.01%             | 2052-02-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| HOWDENGROUPH04/18/2030                                     | HOWDENGROUPH04/18/2030                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     243750 | PA      | $244753.03    | 0.01%             | 2030-04-18      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                                         | Shackleton 2019-XV CLO Ltd                                                       | CUSIP: 81883MAQ6<br>LEI: 549300O6RVX5OXLL7335 | Long             | ABS-CBDO         | CORP              | KY        |    3270000 | PA      | $3274443.93   | 0.15%             | 2032-01-15      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                        | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     420000 | PA      | $385210.43    | 0.02%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31339D6Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31530 | PA      | $3288.88      | 0.00%             | 2031-12-15      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2025-J2 Trust                                                                | CUSIP: 67122EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1998086 | PA      | $1994044.08   | 0.09%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Savage Enterpr 07/30/2032                                  | Savage Enterpr 07/30/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     195000 | PA      | $195426.66    | 0.01%             | 2032-08-05      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN 09/17/2032                                   | WEBER-STEPHEN 09/17/2032                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     615000 | PA      | $609426.87    | 0.03%             | 2032-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                          | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2677095.90   | 0.13%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Merit                                                      | MHP Commercial Mortgage Trust 2025-MHIL2                                         | CUSIP: 59317DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1001552.40   | 0.05%             | 2040-09-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                                   | Redwood Funding Trust 2025-3                                                     | CUSIP: 75806GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3443320 | PA      | $3451753.40   | 0.16%             | 2056-12-27      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| GCAT                                                       | GCAT 2024-INV4 Trust                                                             | CUSIP: 367919CJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1978653 | PA      | $1955550.69   | 0.09%             | 2054-12-25      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| PAYSAFE HOLDINGS(US)                                       | Paysafe Holdings US Corp                                                         | CUSIP: 000000000<br>LEI: 549300N8UN7DUDH51357 | Long             | LON              | CORP              | US        |     199044 | PA      | $198546.72    | 0.01%             | 2028-06-28      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                  | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $998297.80    | 0.05%             | 2033-07-05      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| KENAN ADVANTAG 01/25/2029                                  | KENAN ADVANTAG 01/25/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     484649 | PA      | $478591.26    | 0.02%             | 2029-01-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                             | Wells Fargo Mortgage Backed Securities 2020-4 Trust                              | CUSIP: 95002VBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2554860 | PA      | $2299431.68   | 0.11%             | 2050-07-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                   | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     690000 | PA      | $692416.38    | 0.03%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                 | HSBC SECURITIES (USA) INC                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | RA               | CORP              | US        |    4462101 | PA      | $4462101.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                  | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   20819720 | NC      | $-382448.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                                        | BMD2 Re-Remic Trust 2019-FRR1                                                    | CUSIP: 055631EU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2653000 | PA      | $2286815.56   | 0.11%             | 2052-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                      | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     700000 | PA      | $733803.70    | 0.03%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2021-SDMF                                                               | CUSIP: 12434CAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     927976 | PA      | $924336.05    | 0.04%             | 2034-09-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                             | Bain Capital CLO 2024-1 Ltd                                                      | CUSIP: 056920AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    3600000 | PA      | $3617485.20   | 0.17%             | 2037-04-16      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                      | Quest Diagnostics Inc                                                            | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    1988000 | PA      | $2013097.29   | 0.09%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                         | Murphy Oil USA Inc                                                               | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     440000 | PA      | $434471.27    | 0.02%             | 2029-09-15      | Fixed         | 4.75%                 | 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        |    5000000 | PA      | $5008045.00   | 0.23%             | 2035-06-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Intrado Safety                                             | Intrado Safety                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     369290 | PA      | $369751.22    | 0.02%             | 2030-01-31      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2019-B12 Mortgage Trust                                                | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   39249311 | PA      | $1001974.08   | 0.05%             | 2052-08-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                 | JP MORGAN SECURITIES LLC                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |     431703 | PA      | $431703.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                   | AmeriTex HoldCo Intermediate LLC                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1770946.97   | 0.08%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                                     | Brundage-Bone Concrete Pumping Holdings Inc                                      | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     420000 | PA      | $424706.52    | 0.02%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FLEET US BIDCO 02/21/2031                                  | FLEET US BIDCO 02/21/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     136097 | PA      | $136436.81    | 0.01%             | 2031-02-21      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                              | Agate Bay Mortgage Trust 2016-1                                                  | CUSIP: 00842TAV0<br>LEI: 549300SCHQRABPDKYY47 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $771928.90    | 0.04%             | 2045-12-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| YAK ACCESS SERIE A COMMON                                  | YAK ACCESS SERIE A COMMON                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5366 | NS      | $53.66        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2024-2                                                  | CUSIP: 46657TAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1008037 | PA      | $1022699.54   | 0.05%             | 2054-08-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| NRTHRIVER MIDSTRM FIN LP                                   | NRTHRIVER MIDSTRM FIN LP                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     196437 | PA      | $196789.71    | 0.01%             | 2030-08-16      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2005-10CB                                                 | CUSIP: 12667GAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     248772 | PA      | $184642.62    | 0.01%             | 2035-05-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| DZ BANK AG (NEW YORK BRANCH)                               | DZ BANK AG (NEW YORK BRANCH)                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     530000 | PA      | $530000.00    | 0.02%             | 2025-10-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38379BSM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5432137 | PA      | $539741.74    | 0.03%             | 2044-04-16      | Floating      | 1.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38380Y4L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8859066 | PA      | $976873.74    | 0.05%             | 2048-09-20      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                        | CUSIP: 31423YRL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     239767 | PA      | $49995.02     | 0.00%             | 2053-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2018-8                                                  | CUSIP: 46650MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     134417 | PA      | $125518.42    | 0.01%             | 2049-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Pro 05/16/2030                                  | Brookfield Pro 05/16/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     453862 | PA      | $455942.55    | 0.02%             | 2030-05-28      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Trust 2015-3                                                           | CUSIP: 46644MAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1327529 | PA      | $1034153.93   | 0.05%             | 2045-05-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                             | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                    | CUSIP: 46590RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $722889.60    | 0.03%             | 2049-08-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38379M7L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1163066 | PA      | $150111.70    | 0.01%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| M6 MIDSTREAM L 03/31/2032                                  | M6 MIDSTREAM L 03/31/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     155000 | PA      | $155271.25    | 0.01%             | 2032-04-01      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| Broad Street P 05/10/2031                                  | Broad Street P 05/10/2031                                                        | CUSIP: 000000000<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    1024563 | PA      | $1026626.02   | 0.05%             | 2031-06-13      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                         | Cinemark USA, Inc.                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     759674 | PA      | $761098.03    | 0.04%             | 2030-05-24      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2006-19CB                                                 | CUSIP: 02147QBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     439757 | PA      | $195126.93    | 0.01%             | 2036-08-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| WESCO 09/11/2031                                           | WESCO 09/11/2031                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     149250 | PA      | $149156.72    | 0.01%             | 2031-10-09      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                   | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     698000 | PA      | $671692.38    | 0.03%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                  | SHR Trust 2024-LXRY                                                              | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2507450.50   | 0.12%             | 2041-10-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC 2017-HL1 Trust                                                              | CUSIP: 12594XAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     221877 | PA      | $203082.22    | 0.01%             | 2047-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,                             | Galton Funding Mortgage Trust 2018-2                                             | CUSIP: 36418GBX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1362356 | PA      | $1318331.88   | 0.06%             | 2058-10-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                              | CCUBS Commercial Mortgage Trust 2017-C1                                          | CUSIP: 12508GAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1186264.63   | 0.06%             | 2050-11-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -22347000 | NC      | $-580070.90   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618JH2Q0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     810010 | PA      | $846636.31    | 0.04%             | 2054-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                             | Greystone CRE Notes 2025-FL4 LLC                                                 | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2512143.25   | 0.12%             | 2043-01-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| SPARTA US HOLD 08/02/2030                                  | SPARTA US HOLD 08/02/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     419464 | PA      | $414483.33    | 0.02%             | 2030-08-02      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| ION TRADING FI 04/01/2028                                  | ION TRADING FI 04/01/2028                                                        | CUSIP: 000000000<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | LON              | CORP              | LU        |     386030 | PA      | $385995.62    | 0.02%             | 2028-04-01      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                   | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $430910.74    | 0.02%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2019-GSA1                                           | CUSIP: 36261PAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     660000 | PA      | $613878.47    | 0.03%             | 2052-11-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                         | BMO 2025-5C10 Mortgage Trust                                                     | CUSIP: 05615BAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2614570.00   | 0.12%             | 2058-05-15      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                        | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     540000 | PA      | $572098.14    | 0.03%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SE 02/01/2029                                  | GARDA WORLD SE 02/01/2029                                                        | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |     368031 | PA      | $368720.75    | 0.02%             | 2029-02-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| A-AP BUYER INC 08/01/2031                                  | A-AP BUYER INC 08/01/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     253088 | PA      | $254511.12    | 0.01%             | 2031-09-09      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2022-DNA5                                          | CUSIP: 35564KYW3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1963417.68   | 0.09%             | 2042-06-25      | Floating      | 11.11%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137H3BC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4504474 | PA      | $1044000.54   | 0.05%             | 2048-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                      | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4005622.40   | 0.19%             | 2042-03-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Holley/Driven 11/15/2028                                   | Holley/Driven 11/15/2028                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     503419 | PA      | $498385.26    | 0.02%             | 2028-11-17      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                           | NRG ENERGY, INC.                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     144633 | PA      | $144801.12    | 0.01%             | 2031-04-16      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                           | SWOP CDS ITRAXX.XO.43.V2                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |  -35833518 | NC      | $-13916.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Accepta                             | Mello Mortgage Capital Acceptance 2021-MTG3                                      | CUSIP: 58549RCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1703645 | PA      | $1392663.03   | 0.07%             | 2051-07-01      | Variable      | 2.89%                 | 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        |    2420000 | PA      | $2525391.02   | 0.12%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                              | CommScope LLC                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1109235.45   | 0.05%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ensono 06/30/2028                                          | Ensono 06/30/2028                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     614148 | PA      | $615811.09    | 0.03%             | 2028-05-26      | Floating      | 8.28%                 | 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        |    6100000 | PA      | $6262383.22   | 0.29%             | 2041-12-25      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                          | Cedar Funding VIII Clo Ltd                                                       | CUSIP: 15032EBC2<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |    4300000 | PA      | $4310156.60   | 0.20%             | 2038-01-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2017-BNK6                                                                   | CUSIP: 060352AP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16600000 | PA      | $373139.78    | 0.02%             | 2060-07-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2024-GPA3                                           | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1745044 | PA      | $1751445.74   | 0.08%             | 2039-12-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| WhiteWaterMat05/07/2032                                    | WhiteWaterMat05/07/2032                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     410000 | PA      | $410640.42    | 0.02%             | 2032-06-16      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS 01/06/2032                                  | HUNTER DOUGLAS 01/06/2032                                                        | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |     307675 | PA      | $307995.60    | 0.01%             | 2032-01-17      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                 | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     615000 | PA      | $642870.57    | 0.03%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD (NEW YORK BRANCH)                          | MIZUHO BANK LTD (NEW YORK BRANCH)                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     580000 | PA      | $580000.00    | 0.03%             | 2025-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                 | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10107900 | PA      | $10056965.69  | 0.47%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ineos Group Holdings                                       | Ineos Group Holdings                                                             | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     126761 | PA      | $115986.70    | 0.01%             | 2030-02-18      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | J.P. Morgan Mortgage Trust 2019-2                                                | CUSIP: 46650TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      44016 | PA      | $41749.39     | 0.00%             | 2049-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                               | RBC DOMINION SECURITIES INC                                                      | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |     192104 | PA      | $192104.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2025-TAIL                                                               | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1999881.00   | 0.09%             | 2035-06-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITIO 06/04/31                                    | LBM ACQUISITIO 06/04/31                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     335000 | PA      | $334330.00    | 0.02%             | 2031-06-06      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38379CLX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1116707 | PA      | $111776.47    | 0.01%             | 2043-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                      | Guatemala Government Bond                                                        | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1425000 | PA      | $1486987.50   | 0.07%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| J&J VENTURES 04/26/2030                                    | J&J VENTURES 04/26/2030                                                          | CUSIP: 46604BAH1<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |     213925 | PA      | $212119.90    | 0.01%             | 2030-04-26      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| DTP Commercial Mortgage Trust                              | DTP Commercial Mortgage Trust 2023-STE2                                          | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2054962.20   | 0.10%             | 2041-01-15      | Variable      | 6.04%                 | 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        |    1750000 | PA      | $1800723.28   | 0.08%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                   | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $192027.32    | 0.01%             | 2034-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                   | Weekley Homes LLC / Weekley Finance Corp                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     440000 | PA      | $431216.02    | 0.02%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                             | Morgan Stanley Residential Mortgage Loan Trust 2024-4                            | CUSIP: 61777BBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     985991 | PA      | $1020068.58   | 0.05%             | 2054-09-25      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| OPELLA HEALTHC 03/01/2032                                  | OPELLA HEALTHC 03/01/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     730000 | PA      | $733079.87    | 0.03%             | 2032-04-28      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| WCI HOLDINGS, 08/13/2031                                   | WCI HOLDINGS, 08/13/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     359000 | PA      | $360795.00    | 0.02%             | 2031-08-13      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIA 09/15/2031                                  | FOCUS FINANCIA 09/15/2031                                                        | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |     808960 | PA      | $809890.81    | 0.04%             | 2031-09-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                     | Mosaic Solar Loan Trust 2024-2                                                   | CUSIP: 61947BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5301786 | PA      | $5175636.54   | 0.24%             | 2052-04-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUN 11/30/2031                                  | CHARTER COMMUN 11/30/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     579726 | PA      | $580178.41    | 0.03%             | 2031-12-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| CLARIOS 01/08/2032                                         | CLARIOS 01/08/2032                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     110000 | PA      | $109931.25    | 0.01%             | 2032-01-28      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $12191.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                               | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     170000 | PA      | $164354.30    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137B4Z41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12150 | PA      | $120.25       | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                             | HarborView Mortgage Loan Trust 2007-5                                            | CUSIP: 41165AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     267107 | PA      | $232183.99    | 0.01%             | 2037-09-19      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Goosehead Insu 01/08/2032                                  | Goosehead Insu 01/08/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     149625 | PA      | $149999.06    | 0.01%             | 2032-01-08      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                               | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6410271 | PA      | $25357.43     | 0.00%             | 2049-08-10      | Variable      | 1.47%                 | 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        |    2417435 | PA      | $179938.17    | 0.01%             | 2036-08-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                      | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1121319.37   | 0.05%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                             | Banc of America Funding 2007-2 Trust                                             | CUSIP: 05951GBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     234469 | PA      | $177593.96    | 0.01%             | 2037-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137H1MH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12226349 | PA      | $2108784.73   | 0.10%             | 2039-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2018-B7 Mortgage Trust                                                 | CUSIP: 08162TBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   95675665 | PA      | $920873.49    | 0.04%             | 2053-05-15      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| TRUCORDIA INSU 05/31/2032                                  | TRUCORDIA INSU 05/31/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     480000 | PA      | $481800.00    | 0.02%             | 2032-06-17      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC 2021-AFC1 Trust                                                             | CUSIP: 12657LAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2969575 | PA      | $1925225.36   | 0.09%             | 2056-03-25      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities,                              | Deutsche Mortgage Securities Inc Re-REMIC Trust Certificates Series 2007-WM1     | CUSIP: 25157TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64256 | PA      | $57239.79     | 0.00%             | 2037-06-27      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                         | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1058160.12   | 0.05%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MICRO HOLDN CORP TL 1S 52                                  | MICRO HOLDN CORP TL 1S 52                                                        | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     499564 | PA      | $481923.11    | 0.02%             | 2028-05-03      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Whatabrands LL 08/03/2028                                  | Whatabrands LL 08/03/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     656817 | PA      | $658044.83    | 0.03%             | 2028-08-03      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                           | CIFC Funding 2024-III Ltd                                                        | CUSIP: 12575WAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2600000 | PA      | $2613429.00   | 0.12%             | 2037-07-21      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| LS GROUP OPCO 04/23/2031                                   | LS GROUP OPCO 04/23/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     673370 | PA      | $672107.49    | 0.03%             | 2031-04-23      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2005-23CB                                                 | CUSIP: 12667GMY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     248778 | PA      | $202094.63    | 0.01%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                     | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     700000 | PA      | $748752.90    | 0.04%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2017-BNK4                                                                   | CUSIP: 06541FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5320000 | PA      | $97595.93     | 0.00%             | 2050-05-15      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                              | Citigroup Mortgage Loan Trust 2006-AR9                                           | CUSIP: 17310RAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23272 | PA      | $20724.77     | 0.00%             | 2036-11-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                    | Flagstar Mortgage Trust 2019-2                                                   | CUSIP: 33852BAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1286204 | PA      | $1189012.67   | 0.06%             | 2049-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | US ULTRA BOND CBT                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -50 | NC      | $-3126.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Social Professional Loan Progr                             | SoFi Professional Loan Program 2020-B Trust                                      | CUSIP: 83405FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4400000 | PA      | $3653103.96   | 0.17%             | 2046-05-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                         | Honda Motor Co Ltd                                                               | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    2940000 | PA      | $2957853.74   | 0.14%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137AXLJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1272795 | PA      | $190602.67    | 0.01%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOODRX 06/27/2029                                          | GOODRX 06/27/2029                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     272938 | PA      | $275155.12    | 0.01%             | 2029-07-10      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137B6Y70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     238920 | PA      | $22665.27     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP 03/01/2029                                     | MCAFEE CORP 03/01/2029                                                           | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     488791 | PA      | $468424.23    | 0.02%             | 2029-03-01      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                      | Bath & Body Works Inc                                                            | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     725000 | PA      | $747113.95    | 0.04%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1666000 | PA      | $1690545.14   | 0.08%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                          | Service Corp International/US                                                    | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1130975.72   | 0.05%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Embecta 03/30/29                                           | Embecta 03/30/29                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     437795 | PA      | $438068.34    | 0.02%             | 2029-03-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                  | IRV Trust 2025-200P                                                              | CUSIP: 45006HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5049487.00   | 0.24%             | 2047-03-14      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                            | AREIT 2023-CRE8 LLC                                                              | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    1762029 | PA      | $1764004.68   | 0.08%             | 2041-08-17      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137BKUV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     890659 | PA      | $59833.38     | 0.00%             | 2043-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                           | Flatiron CLO 23 LLC                                                              | CUSIP: 33883DAU8<br>LEI: 254900WPX2H2R5L2RO76 | Long             | ABS-CBDO         | CORP              | US        |    2100000 | PA      | $2106377.70   | 0.10%             | 2036-04-17      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                         | Analog Devices Inc                                                               | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    1911000 | PA      | $1924822.38   | 0.09%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Applied System 02/07/2031                                  | Applied System 02/07/2031                                                        | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     514575 | PA      | $515632.18    | 0.02%             | 2031-02-24      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                      | Mexico Government International Bond                                             | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1436000 | PA      | $1490927.00   | 0.07%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                             | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     480000 | PA      | $487836.48    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                             | OPEN TEXT CORP                                                                   | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |     497813 | PA      | $497877.38    | 0.02%             | 2030-01-31      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                            | CDS CDX.NA.HY.44.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1622399.88   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                    | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     315000 | PA      | $326068.58    | 0.02%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Advisor Group 07/16/2032                                   | Advisor Group 07/16/2032                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     545000 | PA      | $545389.68    | 0.03%             | 2032-07-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                             | MF1 2021-FL6 Ltd                                                                 | CUSIP: 55283TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $6852658.05   | 0.32%             | 2036-07-16      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                          | Magnetite XLVII Ltd                                                              | CUSIP: 559916AG6<br>LEI: 529900SMT5EN0CN67W73 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4011864.00   | 0.19%             | 2038-01-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| YAHOO (VERIZON 09/01/2027                                  | YAHOO (VERIZON 09/01/2027                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     350000 | PA      | $340943.75    | 0.02%             | 2027-09-01      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| ExamWorks Grou 08/31/2028                                  | ExamWorks Grou 08/31/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     665780 | PA      | $667682.49    | 0.03%             | 2028-11-01      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Corp Trust 2019-PJ1                                | CUSIP: 36257TAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1479646 | PA      | $1334809.18   | 0.06%             | 2049-08-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Aragorn Parent 12/15/2028                                  | Aragorn Parent 12/15/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     365440 | PA      | $367952.36    | 0.02%             | 2028-12-15      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                             | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                  | CUSIP: 46651MAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4050000 | PA      | $3155309.64   | 0.15%             | 2036-07-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                  | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5015124.00   | 0.23%             | 2039-12-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                     | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     320000 | PA      | $321483.84    | 0.02%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Edelman Financ 10/20/2028                                  | Edelman Financ 10/20/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     150000 | PA      | $150562.50    | 0.01%             | 2028-10-06      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2022-FOX2                                                               | CUSIP: 05610AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $698689.14    | 0.03%             | 2039-04-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| National Mento 02/17/2028                                  | National Mento 02/17/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     431448 | PA      | $430504.17    | 0.02%             | 2028-03-02      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31396WGR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1232004 | PA      | $111941.75    | 0.01%             | 2037-06-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| VICTORIAS SECRET                                           | VICTORIAS SECRET                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     273575 | PA      | $274943.00    | 0.01%             | 2028-08-02      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | TRS FVA USDINR                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-96984.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMWINS GROUP, 01/30/2032                                   | AMWINS GROUP, 01/30/2032                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     868438 | PA      | $868763.16    | 0.04%             | 2032-01-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| L&W/Autokiniton Grp                                        | L&W/Autokiniton Grp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     422638 | PA      | $418763.94    | 0.02%             | 2028-04-06      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136AHSB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1127630 | PA      | $216830.71    | 0.01%             | 2041-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PFP III                                                    | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1355864 | PA      | $1358943.97   | 0.06%             | 2039-09-17      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| CDK Global, In 07/06/2029                                  | CDK Global, In 07/06/2029                                                        | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     223869 | PA      | $193973.38    | 0.01%             | 2029-07-06      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                                     | Victoria's Secret & Co                                                           | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $979892.42    | 0.05%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                   | Oceanview Mortgage Trust 2021-1                                                  | CUSIP: 67647LCF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2021980 | PA      | $1631073.39   | 0.08%             | 2051-05-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                   | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1612000 | PA      | $1630643.10   | 0.08%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TRAEGER GRILLS 06/29/2028                                  | TRAEGER GRILLS 06/29/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     153307 | PA      | $143869.33    | 0.01%             | 2028-06-29      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                          | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-176.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618L4YH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1409847 | PA      | $1447808.28   | 0.07%             | 2065-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136A8GE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79948 | PA      | $1335.98      | 0.00%             | 2027-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618JH2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     135561 | PA      | $140278.36    | 0.01%             | 2055-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2004-J7                                                   | CUSIP: 12667FTE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     218890 | PA      | $218218.85    | 0.01%             | 2034-10-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                             | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2602000 | PA      | $2624265.11   | 0.12%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   22958000 | NC      | $469396.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GREEN INFRASTR 09/18/2032                                  | GREEN INFRASTR 09/18/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     325000 | PA      | $325711.75    | 0.02%             | 2032-09-18      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust                                        | Cali 2024-Sun                                                                    | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4014992.80   | 0.19%             | 2041-07-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FFUH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20056228 | PA      | $2295355.11   | 0.11%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                   | Ajax Mortgage Loan Trust 2019-F                                                  | CUSIP: 00969PAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4734000 | PA      | $4586249.02   | 0.21%             | 2059-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Truist Insuran 03/07/2032                                  | Truist Insuran 03/07/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      78947 | PA      | $80542.74     | 0.00%             | 2032-05-06      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                             | KIND Commercial Mortgage Trust 2024-1                                            | CUSIP: 494925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2005728.40   | 0.09%             | 2041-08-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| HOMESERVE 10/13/2030                                       | HOMESERVE 10/13/2030                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     296250 | PA      | $295925.90    | 0.01%             | 2030-10-21      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                             | Deephaven Residential Mortgage Trust 2022-2                                      | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4382370 | PA      | $4286878.66   | 0.20%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                    | Dryden 55 CLO Ltd                                                                | CUSIP: 26245MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1750000 | PA      | $1753874.50   | 0.08%             | 2031-04-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2020-2                                                  | CUSIP: 46591TBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     229446 | PA      | $206578.68    | 0.01%             | 2050-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP MORGAN MORTGAGE TRUST 2018-5                                                  | CUSIP: 46649KAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1538992 | PA      | $1385753.99   | 0.06%             | 2048-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                             | CARLYLE US CLO 2017-3 Ltd                                                        | CUSIP: 14314FBE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4600000 | PA      | $4619651.20   | 0.22%             | 2037-10-21      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                        | LCM XXIV Ltd                                                                     | CUSIP: 50188YAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2800000 | PA      | $2806781.60   | 0.13%             | 2030-03-20      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136AGDD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2104624 | PA      | $156001.86    | 0.01%             | 2038-04-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                           | Proofpoint, Inc.                                                                 | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     628792 | PA      | $631395.66    | 0.03%             | 2028-08-31      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                      | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     685000 | PA      | $694594.69    | 0.03%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HANGER, INC. 10/15/2031                                    | HANGER, INC. 10/15/2031                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     313719 | PA      | $314778.24    | 0.01%             | 2031-10-23      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Ed 08/06/2031                                  | McGraw-Hill Ed 08/06/2031                                                        | CUSIP: 58063DAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     347769 | PA      | $348247.28    | 0.02%             | 2031-08-06      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                             | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9875481 | PA      | $503282.68    | 0.02%             | 2054-07-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Caesars Entert 01/24/2031                                  | Caesars Entert 01/24/2031                                                        | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     587070 | PA      | $586556.25    | 0.03%             | 2031-02-06      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY 10/13/2030                                  | PRIME SECURITY 10/13/2030                                                        | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |     311076 | PA      | $310798.48    | 0.01%             | 2030-10-13      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4680976 | PA      | $4696459.81   | 0.22%             | 2039-08-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                   | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     925000 | PA      | $939961.88    | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                             | SMB Private Education Loan Trust 2014-A                                          | CUSIP: 784456AF2<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $3454582.00   | 0.16%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                             | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust                    | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60231 | PA      | $54729.08     | 0.00%             | 2036-12-25      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                              | Sunrun Atlas Issuer 2019-2 LLC                                                   | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3144176 | PA      | $3010127.35   | 0.14%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                     | Brightstar Lottery PLC                                                           | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     610000 | PA      | $607696.26    | 0.03%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                | RCKT Mortgage Trust 2021-4                                                       | CUSIP: 74938VAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2175774 | PA      | $1794692.69   | 0.08%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Rocket Softwar 11/28/2028                                  | Rocket Softwar 11/28/2028                                                        | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     448443 | PA      | $449479.84    | 0.02%             | 2028-11-28      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-19761.40    | -0.00%            |  |  |  | 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        |    1115000 | PA      | $1147556.89   | 0.05%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Enlyte, Mitche 06/06/2031                                  | Enlyte, Mitche 06/06/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     544500 | PA      | $544669.88    | 0.03%             | 2031-06-17      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| National Mento 02/17/2028                                  | National Mento 02/17/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      12531 | PA      | $12503.11     | 0.00%             | 2028-03-02      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1115211.75   | 0.05%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                             | Chase Home Lending Mortgage Trust Series 2024-4                                  | CUSIP: 16159NBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2532925 | PA      | $2563013.79   | 0.12%             | 2055-03-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                        | SOUND POINT CLO VII-R Ltd                                                        | CUSIP: 83610HAG5<br>LEI: 549300IYECLSB6ZQZB89 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001423.00   | 0.05%             | 2031-10-23      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                   | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2005000 | PA      | $1758072.20   | 0.08%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Trust 2024-PJ4                                     | CUSIP: 36269RBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1945561 | PA      | $1952597.08   | 0.09%             | 2054-08-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                   | Concentra Health Services Inc                                                    | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    2835000 | PA      | $2947356.72   | 0.14%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-23125.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3683000 | PA      | $3607660.81   | 0.17%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                 | Fiserv Inc                                                                       | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    3173000 | PA      | $3215892.46   | 0.15%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136A7R95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     106630 | PA      | $19607.16     | 0.00%             | 2042-08-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                      | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1075256 | PA      | $1105497.06   | 0.05%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                             | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     210000 | PA      | $216294.54    | 0.01%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                | RCKT Mortgage Trust 2019-1                                                       | CUSIP: 749357BH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2083981 | PA      | $1922731.83   | 0.09%             | 2049-09-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                       | Colombia Government International Bond                                           | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     206000 | PA      | $155478.50    | 0.01%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                          | Nexa Resources SA                                                                | CUSIP: 65290DAC7<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    1425000 | PA      | $1470065.63   | 0.07%             | 2037-04-08      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Washington Mutual Mortgage Pas                             | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust  | CUSIP: 93934FGB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     343734 | PA      | $314700.77    | 0.01%             | 2035-11-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| NVENT THERMAL 09/30/2031                                   | NVENT THERMAL 09/30/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     520000 | PA      | $522708.16    | 0.02%             | 2032-01-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                   | Builders FirstSource Inc                                                         | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     895000 | PA      | $925941.05    | 0.04%             | 2032-06-15      | Fixed         | 6.38%                 | 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        |    3000000 | PA      | $2993812.80   | 0.14%             | 2042-02-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE F 09/30/2031                                  | GOLDEN STATE F 09/30/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     554414 | PA      | $556492.98    | 0.03%             | 2031-12-04      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                            | OHA Credit Funding 9 Ltd                                                         | CUSIP: 67690AAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1509177.00   | 0.07%             | 2037-10-19      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                          | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     305000 | PA      | $318632.59    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                                   | Fertitta Entertainment LLC/NV                                                    | CUSIP: 000000000<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |     717489 | PA      | $717174.88    | 0.03%             | 2029-01-27      | Floating      | 7.41%                 | 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        |    2000000 | PA      | $2004088.20   | 0.09%             | 2045-02-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                        | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     525000 | PA      | $528447.15    | 0.02%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                  | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-9951.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRTUSA CORP 02/15/2029                                    | VIRTUSA CORP 02/15/2029                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     491247 | PA      | $485925.14    | 0.02%             | 2029-02-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Waterbridge ND 05/07/2029                                  | Waterbridge ND 05/07/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     346500 | PA      | $347691.27    | 0.02%             | 2029-05-10      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     176565 | PA      | $96227.76     | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd                                    | Buttermilk Park CLO Ltd                                                          | CUSIP: 124166AW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $750800.25    | 0.04%             | 2031-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| HUNT OIL CO OF PERU                                        | Hunt Oil Co of Peru LLC Sucursal Del Peru                                        | CUSIP: 445640AD7<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |    1600000 | PA      | $1760000.00   | 0.08%             | 2038-11-05      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Trust 2024-PJ1                                     | CUSIP: 36268VBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2243283 | PA      | $2327405.24   | 0.11%             | 2054-06-25      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| TRAVELPORT TECH LTD                                        | TRAVELPORT TECH LTD                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        113 | NS      | $37815.45     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137B9Y25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      53060 | PA      | $8416.87      | 0.00%             | 2044-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NXPT Commercial Mortgage Trust                             | NXPT Commercial Mortgage Trust 2024-STOR                                         | CUSIP: 67119YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2983249.80   | 0.14%             | 2041-11-05      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                           | Georgia Power Co                                                                 | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1121028.72   | 0.05%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                        | LCM XVIII LP                                                                     | CUSIP: 50188GAV5<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |    1350000 | PA      | $1351633.50   | 0.06%             | 2031-04-20      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                               | CaixaBank SA                                                                     | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    2213000 | PA      | $2229022.16   | 0.10%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Concentra Heal 07/28/2031                                  | Concentra Heal 07/28/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     173690 | PA      | $174775.24    | 0.01%             | 2031-07-26      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy 02/05/2030                                  | Hilcorp Energy 02/05/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     253725 | PA      | $254623.69    | 0.01%             | 2030-02-11      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136AVD55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10346541 | PA      | $1229405.95   | 0.06%             | 2047-03-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2025-R02                                     | CUSIP: 20754TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2007974.20   | 0.09%             | 2045-02-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| RealTruck (Truck Hero)                                     | RealTruck (Truck Hero)                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      78999 | PA      | $73929.85     | 0.00%             | 2028-01-31      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP DI 10/01/25                                   | ENTERGY CORP DI 10/01/25                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2399718.96   | 0.11%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                     | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     475000 | PA      | $465155.31    | 0.02%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Ultimate Krono 01/31/2031                                  | Ultimate Krono 01/31/2031                                                        | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     892805 | PA      | $893293.49    | 0.04%             | 2031-02-10      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC (LONDON BRANCH)                              | HSBC BANK PLC (LONDON BRANCH)                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     530000 | PA      | $530000.00    | 0.02%             | 2025-10-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2018-1                                                  | CUSIP: 46648RAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1855748 | PA      | $1694800.26   | 0.08%             | 2048-06-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                     | Match Group Holdings II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     810000 | PA      | $796423.51    | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Air Transport 02/05/2032                                   | Air Transport 02/05/2032                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     350000 | PA      | $350131.25    | 0.02%             | 2032-04-09      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP I 08/09/2030                                  | ARETEC GROUP I 08/09/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     635699 | PA      | $636419.41    | 0.03%             | 2030-08-09      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| DELTA2 SARL LU 09/10/2031                                  | DELTA2 SARL LU 09/10/2031                                                        | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      73333 | PA      | $73459.39     | 0.00%             | 2031-09-30      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2007-HY8C                                                 | CUSIP: 02150XAA9<br>LEI: 549300WVYUN6JZ4UKU34 | Long             | ABS-MBS          | CORP              | US        |     134423 | PA      | $124860.92    | 0.01%             | 2047-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2024-4                                                    | CUSIP: 81743BAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1152369 | PA      | $1163226.20   | 0.05%             | 2054-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                          | Brown & Brown Inc                                                                | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    1673000 | PA      | $1689874.98   | 0.08%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618J2A76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      93323 | PA      | $95835.99     | 0.00%             | 2065-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                   | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $300866.43    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                             | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2018049.80   | 0.09%             | 2039-06-10      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                               | RBC DOMINION SECURITIES INC                                                      | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |    3461868 | PA      | $3461868.00   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                 | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4690000 | PA      | $4331413.62   | 0.20%             | 2050-11-27      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3133TQHK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        712 | PA      | $40.50        | 0.00%             | 2030-11-15      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Magnite Inc 02/06/2031                                     | Magnite Inc 02/06/2031                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     312108 | PA      | $313083.62    | 0.01%             | 2031-02-06      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618K8B47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     135138 | PA      | $138776.19    | 0.01%             | 2064-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                           | Freddie Mac Strips                                                               | CUSIP: 31325TGL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     317413 | PA      | $47558.40     | 0.00%             | 2039-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                             | Adjustable Rate Mortgage Trust 2006-2                                            | CUSIP: 007034AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     146616 | PA      | $127231.12    | 0.01%             | 2036-05-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management LLC                                    | CBAM 2017-1 Ltd                                                                  | CUSIP: 14987LAJ0<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |    3300000 | PA      | $3314704.80   | 0.16%             | 2038-01-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                             | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |  -15624000 | NC      | $-5601.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                         | Smith & Nephew PLC                                                               | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    2080000 | PA      | $2109064.44   | 0.10%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                           | MGM Resorts International                                                        | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     270000 | PA      | $268082.06    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | 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        |     347074 | PA      | $326511.32    | 0.02%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                   | DK Trust 2024-SPBX                                                               | CUSIP: 23346LAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2760764.60   | 0.13%             | 2034-03-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| MI Windows Doors, LLC                                      | MI Windows Doors, LLC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     153414 | PA      | $154126.64    | 0.01%             | 2031-03-28      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1696000 | PA      | $1713301.95   | 0.08%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                     | Energizer Holdings Inc                                                           | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     500000 | PA      | $492015.15    | 0.02%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FINANCIERE MEN 11/08/2030                                  | FINANCIERE MEN 11/08/2030                                                        | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |     147758 | PA      | $148497.22    | 0.01%             | 2030-11-08      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FNHX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11432298 | PA      | $1606042.93   | 0.08%             | 2049-09-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136ABNT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     357671 | PA      | $7985.18      | 0.00%             | 2028-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HANGER, INC. 10/15/2031                                    | HANGER, INC. 10/15/2031                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      40464 | PA      | $40600.49     | 0.00%             | 2031-10-23      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| SonicWall US Hldgs Inc                                     | SonicWall US Hldgs Inc                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     300425 | PA      | $286405.07    | 0.01%             | 2028-05-18      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                                       | GCAT 2024-INV2 Trust                                                             | CUSIP: 36170KBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1962189 | PA      | $2077493.23   | 0.10%             | 2054-06-25      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Beacon Roofing 04/28/2032                                  | Beacon Roofing 04/28/2032                                                        | CUSIP: 07368RAJ0<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |      56667 | PA      | $57193.50     | 0.00%             | 2032-04-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                   | Brazil Notas do Tesouro Nacional Serie B                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   13000000 | PA      | $10234847.24  | 0.48%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                     | CHL Mortgage Pass-Through Trust 2005-HYB9                                        | CUSIP: 126670JV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     190068 | PA      | $177066.02    | 0.01%             | 2036-02-20      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| R1 RCM Inc. 11/30/2031                                     | R1 RCM Inc. 11/30/2031                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      46333 | PA      | $46398.47     | 0.00%             | 2031-11-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                          | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     660000 | PA      | $642509.74    | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch                              | BAMLL Trust 2025-ASHF                                                            | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2006034.40   | 0.09%             | 2042-02-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| DECHRA PHARMAC 12/02/2031                                  | DECHRA PHARMAC 12/02/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     184075 | PA      | $184650.23    | 0.01%             | 2032-01-27      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FAHD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1246760 | PA      | $196000.17    | 0.01%             | 2046-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                      | Playtika Holding Corp                                                            | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |     553306 | PA      | $545611.85    | 0.03%             | 2028-03-13      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -228585000 | NC      | $117328.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The BAHA Trust                                             | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2588626.00   | 0.12%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA 02/12/2032                                   | TECTA AMERICA 02/12/2032                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     149625 | PA      | $150326.44    | 0.01%             | 2032-02-18      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Peebles Park CLO Ltd                                       | Peebles Park CLO Ltd                                                             | CUSIP: 70537AAG7<br>LEI: 254900NRUX0E104HOE86 | Long             | ABS-CBDO         | CORP              | JE        |    3000000 | PA      | $3016863.00   | 0.14%             | 2037-04-21      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                              | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    2060000 | PA      | $2130048.24   | 0.10%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                  | Olin Corp                                                                        | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     315000 | PA      | $307972.92    | 0.01%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTA 08/18/2028                                  | ALTERRA MOUNTA 08/18/2028                                                        | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |     533045 | PA      | $535044.13    | 0.03%             | 2028-08-18      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136B4CQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9470581 | PA      | $760496.20    | 0.04%             | 2049-04-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2018-3                                                  | CUSIP: 46649TBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1905425 | PA      | $1740341.63   | 0.08%             | 2048-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                     | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     505000 | PA      | $526477.65    | 0.02%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2014-5                                                  | CUSIP: 46643KBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     784352 | PA      | $751239.72    | 0.04%             | 2029-10-25      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2018-9                                                  | CUSIP: 46649YBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     832998 | PA      | $784926.83    | 0.04%             | 2049-02-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2024-9                                                    | CUSIP: 81749PAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1318518 | PA      | $1317003.98   | 0.06%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| DOOSAN BOBCAT, 04/20/2029                                  | DOOSAN BOBCAT, 04/20/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     489481 | PA      | $491010.18    | 0.02%             | 2029-04-20      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2022-NQM4 Trust                                                              | CUSIP: 67116XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2394606.75   | 0.11%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDIN 8/1/2030                                    | WINDSOR HOLDIN 8/1/2030                                                          | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |     245835 | PA      | $245834.77    | 0.01%             | 2030-08-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618L02D3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21249347 | PA      | $21821500.68  | 1.02%             | 2065-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                  | AGCO Corp                                                                        | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    1532000 | PA      | $1554880.36   | 0.07%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                | Gap Inc/The                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     150000 | PA      | $140536.73    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                  | CIM Trust 2019-J2                                                                | CUSIP: 12558TBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2748739 | PA      | $2511649.90   | 0.12%             | 2049-10-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                       | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     935000 | PA      | $925175.67    | 0.04%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COVIA HOLDINGS 02/26/2032                                  | COVIA HOLDINGS 02/26/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     583538 | PA      | $586455.19    | 0.03%             | 2032-02-26      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                    | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-31299.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIGHTNING POWE 08/15/2031                                  | LIGHTNING POWE 08/15/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     331650 | PA      | $331797.92    | 0.02%             | 2031-08-18      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2021-21M                                            | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4970000 | PA      | $4966730.24   | 0.23%             | 2036-10-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     843276 | PA      | $844818.60    | 0.04%             | 2038-07-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                    | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2756517.50   | 0.13%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                      | GC Treasury Center Co Ltd                                                        | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    1025000 | PA      | $1062925.00   | 0.05%             | N/A             | Fixed         | 7.12%                 | 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        |     690000 | PA      | $685914.99    | 0.03%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                             | Wells Fargo Commercial Mortgage Trust 2016-C37                                   | CUSIP: 95000PAE4<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |    2220000 | PA      | $2204055.07   | 0.10%             | 2049-12-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| THE ENERGY AND 10/31/2029                                  | THE ENERGY AND 10/31/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     493269 | PA      | $495119.09    | 0.02%             | 2030-04-01      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2020-INV1 Trust                                                              | CUSIP: 67113CAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     207798 | PA      | $187175.55    | 0.01%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Lsf12 Crown Us 12/02/2031                                  | Lsf12 Crown Us 12/02/2031                                                        | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |     675000 | PA      | $676827.90    | 0.03%             | 2031-12-02      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                      | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     555000 | PA      | $584571.73    | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEON MAPLE PUR 11/17/2031                                  | NEON MAPLE PUR 11/17/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     452728 | PA      | $453334.06    | 0.02%             | 2031-11-17      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                   | AES Panama Generation Holdings SRL                                               | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    1246610 | PA      | $1182721.62   | 0.06%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS IN 02/20/2032                                  | HANESBRANDS IN 02/20/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     233825 | PA      | $235286.41    | 0.01%             | 2032-03-07      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-LTV1                                               | CUSIP: 46650PAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     950720 | PA      | $915145.15    | 0.04%             | 2049-06-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31397ATU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     841760 | PA      | $74163.52     | 0.00%             | 2036-09-15      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137A0MC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     324217 | PA      | $45047.71     | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                     | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     240000 | PA      | $252161.76    | 0.01%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FLUTTER ENTER 11/30/2030                                   | FLUTTER ENTER 11/30/2030                                                         | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     593797 | PA      | $592869.41    | 0.03%             | 2030-11-30      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                              | Cantor Commercial Real Estate Lending 2019-CF2                                   | CUSIP: 12528YAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32263886 | PA      | $1100101.70   | 0.05%             | 2052-11-15      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                   | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     610000 | PA      | $644728.97    | 0.03%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                       | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $369940.00    | 0.02%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31394ABR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     670540 | PA      | $72784.82     | 0.00%             | 2034-07-25      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                             | Shellpoint Co-Originator Trust 2017-2                                            | CUSIP: 82281FCC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1747786 | PA      | $1634449.91   | 0.08%             | 2047-10-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                         | Baytex Energy Corp                                                               | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     555000 | PA      | $571066.70    | 0.03%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    3543000 | PA      | $3518084.70   | 0.16%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Essential Home 09/11/2032                                  | Essential Home 09/11/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     225000 | PA      | $225421.88    | 0.01%             | 2032-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1510200.65   | 0.07%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Trust 2021-GR3                                     | CUSIP: 36263TBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     907794 | PA      | $765140.25    | 0.04%             | 2052-04-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                              | Agate Bay Mortgage Trust 2015-2                                                  | CUSIP: 00841XBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     715452 | PA      | $665861.05    | 0.03%             | 2045-03-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                   | Element Fleet Management Corp                                                    | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    1888000 | PA      | $1924325.80   | 0.09%             | 2027-03-13      | Fixed         | 5.64%                 | 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        |    5300000 | PA      | $5378438.41   | 0.25%             | 2039-05-10      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                   | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     975000 | PA      | $1064470.88   | 0.05%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FNTX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9525655 | PA      | $1310615.30   | 0.06%             | 2049-09-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Zayo Group, LLC                                            | Zayo Group, LLC                                                                  | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     365949 | PA      | $361031.27    | 0.02%             | 2027-03-09      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                        | NOVA Chemicals Corp                                                              | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    1650000 | PA      | $1739814.45   | 0.08%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2025-V17 Mortgage Trust                                                | CUSIP: 081934AW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1005980.80   | 0.05%             | 2058-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS D                                   | Axalta Coating Systems Dutch Holding B BV                                        | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |     405000 | PA      | $424225.15    | 0.02%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        |  -23596000 | NC      | $-82831.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MED Trust                                                  | MED Commercial Mortgage Trust 2024-MOB                                           | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $998899.00    | 0.05%             | 2041-05-15      | Floating      | 5.74%                 | 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        |     355000 | PA      | $336923.68    | 0.02%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Dental 03/07/2031                                  | Pacific Dental 03/07/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     358280 | PA      | $358503.93    | 0.02%             | 2031-03-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2022-R04                                     | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $793589.18    | 0.04%             | 2042-03-25      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                             | Wells Fargo Commercial Mortgage Trust 2017-C41                                   | CUSIP: 95001ABH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $952962.70    | 0.04%             | 2050-11-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                           | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $188374.26    | 0.01%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | Johnson & Johnson                                                                | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1443000 | PA      | $1471902.03   | 0.07%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                  | CIM Trust 2019-J2                                                                | CUSIP: 12558TBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1727595 | PA      | $1578833.18   | 0.07%             | 2049-10-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                      | CUSIP: 02665WDZ1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2014000 | PA      | $1964769.84   | 0.09%             | 2026-09-09      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Global Medical 10/31/2028                                  | Global Medical 10/31/2028                                                        | CUSIP: 37956SAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     275000 | PA      | $275601.70    | 0.01%             | 2028-10-02      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                               | Entegris Inc                                                                     | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     340000 | PA      | $345179.90    | 0.02%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2019-CH1                                                  | CUSIP: 81747MCF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     664767 | PA      | $653469.41    | 0.03%             | 2049-03-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                   | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      73000 | PA      | $73057.01     | 0.00%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2019-INV2 Trust                                                              | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     269469 | PA      | $252769.78    | 0.01%             | 2049-05-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618KFE48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     882101 | PA      | $916958.38    | 0.04%             | 2055-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2007-2CB                                                  | CUSIP: 02149HAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110913 | PA      | $43741.13     | 0.00%             | 2037-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Octagon 75 Ltd                                             | Octagon 75 Ltd                                                                   | CUSIP: 67579EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3028632.00   | 0.14%             | 2038-01-22      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                      | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1152756.13   | 0.05%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                       | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     135000 | PA      | $143996.16    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2021-5                                                    | CUSIP: 81748XCF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1139227 | PA      | $953725.07    | 0.04%             | 2051-07-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Mister Car Wash Hldgs                                      | Mister Car Wash Hldgs                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     134769 | PA      | $135189.92    | 0.01%             | 2031-03-27      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FWET3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17943794 | PA      | $2451307.12   | 0.11%             | 2050-09-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                              | Commonbond Student Loan Trust 2018-C-GS                                          | CUSIP: 20267XAD5<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |      63570 | PA      | $54818.25     | 0.00%             | 2046-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                   | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     505000 | PA      | $469863.65    | 0.02%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FTCK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10512320 | PA      | $2189952.36   | 0.10%             | 2050-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BHJW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16164626 | PA      | $3253768.68   | 0.15%             | 2051-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                          | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     630000 | PA      | $636818.49    | 0.03%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38383XLD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9109633 | PA      | $8790284.21   | 0.41%             | 2053-04-20      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                       | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     770000 | PA      | $742505.76    | 0.03%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                       | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     410000 | PA      | $425949.00    | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                               | Synopsys Inc                                                                     | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     791000 | PA      | $799990.96    | 0.04%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro 03/02/2030                                   | INEOS Quattro 03/02/2030                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     488750 | PA      | $436056.89    | 0.02%             | 2030-03-14      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7330000 | PA      | $412162.24    | 0.02%             | 2052-03-15      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                       | Cleveland-Cliffs Inc                                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     495000 | PA      | $510374.70    | 0.02%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                      | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     555000 | PA      | $589855.11    | 0.03%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                               | Atrium Hotel Portfolio Trust 2024-ATRM                                           | CUSIP: 04963XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3475142.38   | 0.16%             | 2029-11-10      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                              | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1115117.22   | 0.05%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                     | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1944000 | PA      | $1949468.86   | 0.09%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                        | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     675000 | PA      | $658176.50    | 0.03%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                | RCKT Mortgage Trust 2021-6                                                       | CUSIP: 74939KCB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5081010 | PA      | $4076772.47   | 0.19%             | 2051-12-25      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                    | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2011329.90   | 0.09%             | 2039-09-19      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANA 02/10/2032                                  | CLEARWATER ANA 02/10/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     150000 | PA      | $150375.00    | 0.01%             | 2032-04-21      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Enact Mortgage Insurance Corpo                             | Triangle Re 2021-3 Ltd                                                           | CUSIP: 89600HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    1167868 | PA      | $1171158.54   | 0.05%             | 2034-02-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                           | Ryder System Inc                                                                 | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    1612000 | PA      | $1656484.40   | 0.08%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                             | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1006314.60   | 0.05%             | 2057-12-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   22347000 | NC      | $274110.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136ADJL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2588766 | PA      | $160710.06    | 0.01%             | 2033-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2022-1                                                    | CUSIP: 81749CCJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1007705 | PA      | $840659.48    | 0.04%             | 2052-02-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                              | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    3343000 | PA      | $3375620.49   | 0.16%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                              | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GWE4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      22238 | PA      | $22152.63     | 0.00%             | 2035-08-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                | Chemours Co/The                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    2340000 | PA      | $2329234.60   | 0.11%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     540000 | PA      | $557108.50    | 0.03%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                    | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     525000 | PA      | $545152.15    | 0.03%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                      | Tenet Healthcare Corp                                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     185000 | PA      | $180828.31    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AmaWaterways 04/14/2031                                    | AmaWaterways 04/14/2031                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     351450 | PA      | $351779.66    | 0.02%             | 2031-05-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                          | Newell Brands Inc                                                                | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1133688.52   | 0.05%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURAN 05/06/2031                                  | TRUIST INSURAN 05/06/2031                                                        | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     235081 | PA      | $235447.85    | 0.01%             | 2031-05-06      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BAB86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16782144 | PA      | $2599630.44   | 0.12%             | 2050-07-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136B36L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7400911 | PA      | $1749772.17   | 0.08%             | 2059-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                    | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     590000 | PA      | $591439.60    | 0.03%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                          | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1602616.74   | 0.08%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $62671.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                      | Mexico Government International Bond                                             | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1169000 | PA      | $1232126.00   | 0.06%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     205000 | PA      | $204889.05    | 0.01%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                        | Petroleos Mexicanos                                                              | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3300000 | PA      | $3347025.00   | 0.16%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEEP BLUE OPER 09/17/2032                                  | DEEP BLUE OPER 09/17/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     300000 | PA      | $300750.00    | 0.01%             | 2032-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38377W4M3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      77430 | PA      | $14085.05     | 0.00%             | 2039-10-16      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31339G5F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      50957 | PA      | $4016.45      | 0.00%             | 2031-06-15      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| Third Coast In 09/25/2030                                  | Third Coast In 09/25/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     529917 | PA      | $533891.57    | 0.03%             | 2030-09-25      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                              | Cantor Commercial Real Estate Lending 2019-CF1                                   | CUSIP: 12529MAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1660000 | PA      | $1528582.28   | 0.07%             | 2052-05-15      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                  | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -115350000 | NC      | $22255.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                   | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     555000 | PA      | $564022.67    | 0.03%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-55967.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                  | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -115350000 | NC      | $64578.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                             | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |  -39845000 | NC      | $-186746.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38378GN95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9382 | PA      | $740.74       | 0.00%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLIANCE LAUND 08/15/2031                                  | ALLIANCE LAUND 08/15/2031                                                        | CUSIP: 000000000<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |     542265 | PA      | $542321.46    | 0.03%             | 2031-08-19      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                             | SUNNOVA HELIOS II ISSUER LLC 2018-1                                              | CUSIP: 86745JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     759623 | PA      | $730679.40    | 0.03%             | 2048-07-20      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | CURRENCY CONTRACT - TRY                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $404497.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Acrisure, LLC 06/05/2032                                   | Acrisure, LLC 06/05/2032                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     184538 | PA      | $184768.17    | 0.01%             | 2032-06-20      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| MKS INSTRUMENT 08/17/2029                                  | MKS INSTRUMENT 08/17/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     289863 | PA      | $290451.60    | 0.01%             | 2029-08-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Surgery Center 12/19/2030                                  | Surgery Center 12/19/2030                                                        | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     300213 | PA      | $300796.64    | 0.01%             | 2030-12-19      | Floating      | 6.66%                 | 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              | N/A       |     675000 | PA      | $690379.88    | 0.03%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136ADU23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     339347 | PA      | $8483.01      | 0.00%             | 2028-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAM 04/04/2029                                  | SCIENTIFIC GAM 04/04/2029                                                        | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |     402159 | PA      | $399394.10    | 0.02%             | 2029-04-04      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                         | Dominican Republic International Bond                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1675000 | PA      | $1794134.38   | 0.08%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2023-10                                                 | CUSIP: 465986AR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     971526 | PA      | $966080.09    | 0.05%             | 2054-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-1                                                  | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140323 | PA      | $131541.44    | 0.01%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC Mortgage-Backed Trust 2007-2                                                | CUSIP: 126384AS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     262054 | PA      | $119753.38    | 0.01%             | 2037-03-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136B9E86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20850955 | PA      | $3857178.54   | 0.18%             | 2050-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                      | Freedom Mortgage Corp                                                            | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     290000 | PA      | $323752.23    | 0.02%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                                | BlackRock Liquidity FedFund                                                      | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |    7519295 | NS      | $7519294.78   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                     | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     390000 | PA      | $390454.04    | 0.02%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                           | Freddie Mac Strips                                                               | CUSIP: 3142G42G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7877918 | PA      | $1382024.69   | 0.06%             | 2053-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                 | BFLD 2024-WRHS Mortgage Trust                                                    | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1853994 | PA      | $1856418.57   | 0.09%             | 2026-08-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31394AQK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51955 | PA      | $3992.59      | 0.00%             | 2034-08-25      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| WATERBRIDGE MI 06/30/2029                                  | WATERBRIDGE MI 06/30/2029                                                        | CUSIP: 94120XAF2<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |     362262 | PA      | $363032.31    | 0.02%             | 2029-06-27      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                | Rad CLO 10 Ltd                                                                   | CUSIP: 48662LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1600000 | PA      | $1602739.20   | 0.08%             | 2034-04-23      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                         | Honda Motor Co Ltd                                                               | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    1993000 | PA      | $1950608.03   | 0.09%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Trust 2021-GR3                                     | CUSIP: 36263TBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     910111 | PA      | $752975.93    | 0.04%             | 2052-04-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| ProAmpac PG Bo 09/26/2028                                  | ProAmpac PG Bo 09/26/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       2741 | PA      | $2753.68      | 0.00%             | 2028-09-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| AAL Delaware H 07/30/2031                                  | AAL Delaware H 07/30/2031                                                        | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     346507 | PA      | $348022.54    | 0.02%             | 2031-07-30      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO 04/11/2029                                   | NEPTUNE BIDCO 04/11/2029                                                         | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     346830 | PA      | $330897.32    | 0.02%             | 2029-04-11      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                      | EG Global Finance PLC                                                            | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    1015000 | PA      | $1116292.94   | 0.05%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                                   | LUMEN TECHNOLOGIES, INC.                                                         | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |        714 | PA      | $709.59       | 0.00%             | 2030-04-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2018-GS9                                            | CUSIP: 36255NAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $464580.10    | 0.02%             | 2051-03-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Aspen Dental M 12/23/2027                                  | Aspen Dental M 12/23/2027                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      12514 | PA      | $11888.55     | 0.00%             | 2027-12-23      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                             | Ellington Financial Mortgage Trust 2022-2                                        | CUSIP: 31572YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     739789 | PA      | $736161.49    | 0.03%             | 2067-04-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                           | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2517676.50   | 0.12%             | 2039-03-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2005-J2                                                   | CUSIP: 12667F6H3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     141540 | PA      | $108917.14    | 0.01%             | 2035-04-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                           | Lamar Media Corp                                                                 | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1437369.30   | 0.07%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                     | Mosaic Solar Loan Trust 2025-1                                                   | CUSIP: 61945HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     824747 | PA      | $818890.22    | 0.04%             | 2050-08-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2017-6                                                  | CUSIP: 46649HBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1306911 | PA      | $1188875.04   | 0.06%             | 2048-12-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Transdigm, Inc 08/14/2032                                  | Transdigm, Inc 08/14/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     365000 | PA      | $365126.66    | 0.02%             | 2032-08-13      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES                                    | South Jersey Industries Inc                                                      | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $2535588.16   | 0.12%             | 2031-04-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                           | Arches Buyer Inc                                                                 | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     540000 | PA      | $529838.17    | 0.02%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31397NRL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     148729 | PA      | $14312.54     | 0.00%             | 2039-04-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                   | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     590000 | PA      | $545032.38    | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38383DEW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   35274711 | PA      | $6034079.79   | 0.28%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2019-2                                                    | CUSIP: 81746YCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300321 | PA      | $1222074.07   | 0.06%             | 2049-06-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                             | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR5 Trust | CUSIP: 93935AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1431997 | PA      | $884155.56    | 0.04%             | 2046-07-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31397MK71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1157150 | PA      | $73963.11     | 0.00%             | 2036-04-25      | Floating      | 1.03%                 | No            |                  2 | On Loan: No      |
| BELRON S.A. 10/16/2031                                     | BELRON S.A. 10/16/2031                                                           | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     579161 | PA      | $582780.73    | 0.03%             | 2031-10-16      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                          | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1733955.99   | 0.08%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                                  | BMP 2024-MF23                                                                    | CUSIP: 05593JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4100000 | PA      | $4115074.88   | 0.19%             | 2041-06-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| RealPage 02/20/2028                                        | RealPage 02/20/2028                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     391090 | PA      | $390465.75    | 0.02%             | 2028-04-24      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                              | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     540000 | PA      | $512215.33    | 0.02%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                   | Public Service Enterprise Group Inc                                              | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    3285000 | PA      | $3402032.23   | 0.16%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                        | CUSIP: 31423YRH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3389812 | PA      | $731520.52    | 0.03%             | 2053-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                  | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0426A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10166000 | PA      | $9861957.51   | 0.46%             | 2055-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Corp Trust 2021-PJ4                                | CUSIP: 36264PBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3536564 | PA      | $2942434.13   | 0.14%             | 2051-09-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                        | CUSIP: 31423YRK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     400886 | PA      | $81133.78     | 0.00%             | 2053-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL                                           | Midcap Financial Issuer Trust                                                    | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $188748.00    | 0.01%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                          | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1034144.20   | 0.05%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                              | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137B7DQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1205838 | PA      | $229329.24    | 0.01%             | 2043-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                                | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2303000 | PA      | $2321355.32   | 0.11%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AZORRA AVIATIO 10/18/2029                                  | AZORRA AVIATIO 10/18/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     475378 | PA      | $477160.27    | 0.02%             | 2029-10-18      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136AAZZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5336299 | PA      | $586398.73    | 0.03%             | 2042-12-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNI 03/24/2031                                  | CENGAGE LEARNI 03/24/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     577026 | PA      | $576304.41    | 0.03%             | 2031-03-22      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| AURIS LUXEMBOU 02/28/2029                                  | AURIS LUXEMBOU 02/28/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     485109 | PA      | $484047.76    | 0.02%             | 2029-02-28      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2019-BNK17                                                                  | CUSIP: 065403BD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   47977633 | PA      | $1368005.44   | 0.06%             | 2052-04-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                         | BMO 2024-5C7 Mortgage Trust                                                      | CUSIP: 09660WAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2598714.00   | 0.12%             | 2057-11-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SA                                         | Scotiabank Peru SAA                                                              | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |    1675000 | PA      | $1745249.50   | 0.08%             | 2035-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                   | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    2765000 | PA      | $2833718.55   | 0.13%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BBUL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34760887 | PA      | $6985678.28   | 0.33%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL                                    | Garrett Motion Holdings Inc / Garrett LX I Sarl                                  | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     465000 | PA      | $488158.40    | 0.02%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                             | Chase Home Lending Mortgage Trust 2019-1                                         | CUSIP: 16159WBW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1109957 | PA      | $991276.38    | 0.05%             | 2050-03-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | Commercial Mortgage Pass Through Certificates                                    | CUSIP: 12624NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3848902 | PA      | $33952.70     | 0.00%             | 2030-10-05      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                  | CIM Trust 2019-INV3                                                              | CUSIP: 12557LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     190829 | PA      | $174188.85    | 0.01%             | 2049-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     961153 | PA      | $965882.34    | 0.05%             | 2041-04-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| American Greetings Corp                                    | American Greetings Corp                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     451078 | PA      | $452882.34    | 0.02%             | 2029-10-30      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                           | Unlock HEA Trust 2024-2                                                          | CUSIP: 91528AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     921986 | PA      | $921000.95    | 0.04%             | 2039-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                    | Flagstar Mortgage Trust 2018-6RR                                                 | CUSIP: 33851FAG2<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |     174259 | PA      | $161810.74    | 0.01%             | 2048-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready M 04/02/2029                                  | Smyrna Ready M 04/02/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     365000 | PA      | $366825.00    | 0.02%             | 2029-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KBU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     856144 | PA      | $766603.60    | 0.04%             | 2050-03-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                             | Wells Fargo Commercial Mortgage Trust 2025-5C5                                   | CUSIP: 95004MAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2022833.60   | 0.09%             | 2058-07-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                             | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2609518.50   | 0.12%             | 2041-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                             | Sofi Professional Loan Program 2019-C LLC                                        | CUSIP: 83401CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2701116.90   | 0.13%             | 2048-11-16      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136ARB80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3911320 | PA      | $291830.86    | 0.01%             | 2046-04-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trus                             | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2508952.75   | 0.12%             | 2039-12-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| TRITON WATER H 03/31/2025                                  | TRITON WATER H 03/31/2025                                                        | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     472362 | PA      | $472826.31    | 0.02%             | 2028-03-31      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FVQZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25291564 | PA      | $3860122.36   | 0.18%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                             | IndyMac INDX Mortgage Loan Trust 2006-AR2                                        | CUSIP: 45661EAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46011 | PA      | $42409.73     | 0.00%             | 2046-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| SAMSONITE INTE 06/10/2030                                  | SAMSONITE INTE 06/10/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     259725 | PA      | $261023.47    | 0.01%             | 2030-06-21      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Southern Veter 12/04/2031                                  | Southern Veter 12/04/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     428925 | PA      | $428489.21    | 0.02%             | 2031-12-04      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| SAZERAC COMPANY, INC                                       | SAZERAC COMPANY, INC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     250000 | PA      | $251797.00    | 0.01%             | 2032-07-09      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| ConnectWise, L 09/30/2028                                  | ConnectWise, L 09/30/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     316151 | PA      | $317059.92    | 0.01%             | 2028-09-29      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE 03/30/2029                                  | CLOUD SOFTWARE 03/30/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          4 | PA      | $4.50         | 0.00%             | 2029-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2019-GC40                                           | CUSIP: 36257HBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32329582 | PA      | $1069443.18   | 0.05%             | 2052-07-10      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T                             | Renaissance Home Equity Loan Trust 2004-4                                        | CUSIP: 759950EQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2529969 | PA      | $2260529.43   | 0.11%             | 2035-02-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618KE5X7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2256994 | PA      | $2380602.14   | 0.11%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER I 12/06/2027                                  | ARCHES BUYER I 12/06/2027                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     600323 | PA      | $601823.84    | 0.03%             | 2027-12-06      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                       | BlueMountain CLO XXIX Ltd                                                        | CUSIP: 09630KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2003246.00   | 0.09%             | 2034-07-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                    | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    1069000 | PA      | $1076677.56   | 0.05%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2005-A4                                                 | CUSIP: 466247RX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     789708 | PA      | $762861.27    | 0.04%             | 2035-07-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GSMS Trust 2024-Fair                                                             | CUSIP: 36270JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5161115.00   | 0.24%             | 2029-07-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                             | Wells Fargo Commercial Mortgage Trust 2025-VTT                                   | CUSIP: 94990GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2511602.00   | 0.12%             | 2038-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                     | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     590000 | PA      | $611104.30    | 0.03%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                      | Minerva Luxembourg SA                                                            | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $1101250.00   | 0.05%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Sotera Health 05/30/2031                                   | Sotera Health 05/30/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     641111 | PA      | $643514.78    | 0.03%             | 2031-05-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2025-CCM1                                               | CUSIP: 46593MBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1752071 | PA      | $1667496.16   | 0.08%             | 2055-06-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                             | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust                   | CUSIP: 93363PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60078 | PA      | $54217.22     | 0.00%             | 2036-11-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                                   | Installed Building Products Inc                                                  | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     440000 | PA      | $439658.65    | 0.02%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association                     | CURRENCY CONTRACT - COP                                                          | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-240327.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38381YPK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     109738 | PA      | $21552.27     | 0.00%             | 2049-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                  | CIM Trust 2021-J3                                                                | CUSIP: 12565VDH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1687338 | PA      | $1343398.12   | 0.06%             | 2051-06-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                                       | Bidvest Group UK PLC/The                                                         | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |    1325000 | PA      | $1334275.00   | 0.06%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                     | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    3310000 | PA      | $3343498.23   | 0.16%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2019-CH3                                                  | CUSIP: 81748GBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     139704 | PA      | $131627.76    | 0.01%             | 2049-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2017-3                                                  | CUSIP: 46647SCQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1082118 | PA      | $1015391.34   | 0.05%             | 2047-08-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                   | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     320000 | PA      | $313534.69    | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                             | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    2035000 | PA      | $2074124.91   | 0.10%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| VFH PARENT / VALOR CO                                      | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     515000 | PA      | $532980.71    | 0.02%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                  | CIM Trust 2019-J1                                                                | CUSIP: 12556MCR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1380104 | PA      | $1280646.44   | 0.06%             | 2049-08-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| INGRAM MICRO 09/22/2031                                    | INGRAM MICRO 09/22/2031                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     824975 | PA      | $829099.57    | 0.04%             | 2031-09-22      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVIC 06/22/2030                                  | ARAMARK SERVIC 06/22/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     283769 | PA      | $284833.17    | 0.01%             | 2030-06-22      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3558623.60   | 0.17%             | 2042-04-25      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Trust 2021-PJ9                                     | CUSIP: 36263CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2186639 | PA      | $1803654.35   | 0.08%             | 2052-02-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trus                             | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5133715.00   | 0.24%             | 2040-07-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                                               | Enerflex Ltd                                                                     | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |     503000 | PA      | $513903.03    | 0.02%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Novolex (aka F 03/31/2029                                  | Novolex (aka F 03/31/2029                                                        | CUSIP: 000000000<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     512400 | PA      | $512111.52    | 0.02%             | 2029-04-13      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                           | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     924000 | PA      | $892237.50    | 0.04%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                  | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $19738.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                    | Global Medical Response Inc                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2832321.25   | 0.13%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                                    | Transocean Poseidon Ltd                                                          | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     227250 | PA      | $227706.50    | 0.01%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1974012 | PA      | $1977119.40   | 0.09%             | 2034-05-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1891000 | PA      | $1932822.57   | 0.09%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                             | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 Trust   | CUSIP: 93934FAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     395588 | PA      | $373425.40    | 0.02%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BDJ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16273119 | PA      | $1742916.92   | 0.08%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                              | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1892000 | PA      | $1917615.75   | 0.09%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                             | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18765931 | PA      | $1072880.19   | 0.05%             | 2054-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                          | Nexstar Media Inc                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1846288.65   | 0.09%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                         | MCR 2024-HTL Mortgage Trust                                                      | CUSIP: 55286PAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1224652 | PA      | $1229561.51   | 0.06%             | 2037-02-15      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3090000 | PA      | $2051267.45   | 0.10%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                               | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    1030000 | PA      | $1066565.00   | 0.05%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618L3KF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1820873 | PA      | $1869900.79   | 0.09%             | 2065-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gogo 04/30/2028                                            | Gogo 04/30/2028                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     346413 | PA      | $344392.75    | 0.02%             | 2028-04-30      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| CROWN SUBSEA C 09/30/2025                                  | CROWN SUBSEA C 09/30/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     292050 | PA      | $294285.93    | 0.01%             | 2031-01-30      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                   | Air Products and Chemicals Inc                                                   | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    1965000 | PA      | $1983485.84   | 0.09%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Legal Shield 12/01/2028                                    | Legal Shield 12/01/2028                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     490543 | PA      | $464380.69    | 0.02%             | 2028-12-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| J.G. Wentworth XLII LLC                                    | JG Wentworth XLII LLC                                                            | CUSIP: 46590UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     785401 | PA      | $716385.86    | 0.03%             | 2077-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2005-S3                                                 | CUSIP: 466247ZX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      69650 | PA      | $31022.50     | 0.00%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2006-13T1                                                 | CUSIP: 12668BZK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27837 | PA      | $12746.39     | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                   | OCP SA                                                                           | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     700000 | PA      | $749700.00    | 0.04%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| DRAGON BUYER, 09/30/2031                                   | DRAGON BUYER, 09/30/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     545875 | PA      | $547012.60    | 0.03%             | 2031-09-30      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR 04/30/2030                                     | TK ELEVATOR 04/30/2030                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     736227 | PA      | $738838.59    | 0.03%             | 2030-04-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                             | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    1957000 | PA      | $1991739.00   | 0.09%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                | KeyBank NA/Cleveland OH                                                          | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    2149000 | PA      | $2161540.25   | 0.10%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Station Casino 03/07/2031                                  | Station Casino 03/07/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     413700 | PA      | $414249.39    | 0.02%             | 2031-03-14      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136AQ2L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1471282 | PA      | $269935.46    | 0.01%             | 2046-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                | Asurion LLC                                                                      | CUSIP: 000000000<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     330000 | PA      | $322643.64    | 0.02%             | 2028-01-31      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                 | VMware LLC                                                                       | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    1763000 | PA      | $1756905.56   | 0.08%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                                          | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1877000 | PA      | $1894854.70   | 0.09%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Credit Suisse Mortgage Trust                               | CSMC 2019-AFC1 Trust                                                             | CUSIP: 12596XAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1102762 | PA      | $1078000.50   | 0.05%             | 2049-07-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                  | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -57675000 | NC      | $-2582.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                     | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1174000 | PA      | $1177756.98   | 0.06%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2023-XL3                                            | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2362829 | PA      | $2368766.17   | 0.11%             | 2040-12-09      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137AXGV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9097692 | PA      | $975213.04    | 0.05%             | 2042-12-15      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                  | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | CUSIP: 61767EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14106689 | PA      | $155015.59    | 0.01%             | 2052-11-15      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                    | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     540000 | PA      | $536640.23    | 0.03%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                              | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     330000 | PA      | $339486.87    | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Copeland 06/15/2030                                        | Copeland 06/15/2030                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     169821 | PA      | $169561.52    | 0.01%             | 2030-05-31      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| The Chamberlai 07/22/2032                                  | The Chamberlai 07/22/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     679746 | PA      | $680855.17    | 0.03%             | 2032-09-08      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                           | Freddie Mac Strips                                                               | CUSIP: 31325U4P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     153730 | PA      | $27829.14     | 0.00%             | 2039-06-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137AWLR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     314802 | PA      | $11374.30     | 0.00%             | 2032-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                              | Citigroup Mortgage Loan Trust 2006-AR2                                           | CUSIP: 17307G6K9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      59443 | PA      | $44456.89     | 0.00%             | 2036-03-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136A6ZM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6431985 | PA      | $12514.07     | 0.00%             | 2042-06-25      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| 84 LUMBER COMP 11/29/2030                                  | 84 LUMBER COMP 11/29/2030                                                        | CUSIP: 000000000<br>LEI: 5493002K0S5LHQ16U436 | Long             | LON              | CORP              | US        |     491250 | PA      | $493245.46    | 0.02%             | 2030-11-30      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                             | Pagaya AI Debt Grantor Trust 2024-10                                             | CUSIP: 69544MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     702623 | PA      | $707860.48    | 0.03%             | 2032-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                    | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     290000 | PA      | $295914.99    | 0.01%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| USALCO, LLC 09/30/2031                                     | USALCO, LLC 09/30/2031                                                           | CUSIP: 91732NAP8<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |      41647 | PA      | $41620.72     | 0.00%             | 2031-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ineos Group Ho 11/04/2028                                  | Ineos Group Ho 11/04/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     185679 | PA      | $175002.13    | 0.01%             | 2028-11-08      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                               | Calpine Corp                                                                     | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     270000 | PA      | $269379.62    | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,                             | Galton Funding Mortgage Trust 2019-1                                             | CUSIP: 36418WBV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2166643 | PA      | $2088278.17   | 0.10%             | 2059-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                             | Oaktown Re VII Ltd                                                               | CUSIP: 67389JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    1300000 | PA      | $1322043.97   | 0.06%             | 2034-04-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS                                     | Axalta Coating Systems LLC                                                       | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |     150000 | PA      | $142241.15    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Alter Domus 05/14/2031                                     | Alter Domus 05/14/2031                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      10329 | PA      | $10387.44     | 0.00%             | 2031-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                     | GSAA Home Equity Trust 2006-3                                                    | CUSIP: 362334BS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     269742 | PA      | $130245.12    | 0.01%             | 2036-03-25      | Floating      | 4.87%                 | 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        |     595474 | PA      | $561259.64    | 0.03%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     329561 | PA      | $160331.43    | 0.01%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2025-V16 Mortgage Trust                                                | CUSIP: 08164RAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2074164.80   | 0.10%             | 2058-08-15      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                    | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     185000 | PA      | $171517.42    | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418MML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2299 | PA      | $2382.25      | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cushman & Amp 08/21/2025                                   | Cushman & Amp 08/21/2025                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     478488 | PA      | $481478.05    | 0.02%             | 2030-01-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                       | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $967620.00    | 0.05%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                         | Murphy Oil USA Inc                                                               | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     135000 | PA      | $135245.84    | 0.01%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                      | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2690000 | PA      | $2660332.82   | 0.12%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3005601.60   | 0.14%             | 2041-06-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                    | Flagstar Mortgage Trust 2018-4                                                   | CUSIP: 33851LAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3258691 | PA      | $3013341.74   | 0.14%             | 2048-07-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                         | BMO 2025-5C10 Mortgage Trust                                                     | CUSIP: 05615BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3652031.95   | 0.17%             | 2058-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                             | Benefit Street Partners CLO V-B Ltd                                              | CUSIP: 08181JAP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7028378.00   | 0.33%             | 2037-07-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Service Logic 10/29/2027                                   | Service Logic 10/29/2027                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     388072 | PA      | $389041.92    | 0.02%             | 2027-10-29      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       2349 | NC      | $-86195.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                    | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     680000 | PA      | $703532.08    | 0.03%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137H9AN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7247586 | PA      | $1447802.81   | 0.07%             | 2050-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-5                                                  | CUSIP: 46591FAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2471367 | PA      | $2363093.44   | 0.11%             | 2049-11-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Trust 2022-NQM1                                    | CUSIP: 36264EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1970234 | PA      | $1833034.32   | 0.09%             | 2062-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                  | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1999474.60   | 0.09%             | 2033-07-05      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                               | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     440000 | PA      | $440550.00    | 0.02%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                | RCKT Mortgage Trust 2022-3                                                       | CUSIP: 74938XAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     791297 | PA      | $680785.09    | 0.03%             | 2052-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Filtration Gro 10/23/2028                                  | Filtration Gro 10/23/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     456204 | PA      | $458959.99    | 0.02%             | 2028-10-23      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                        | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1522863.06   | 0.07%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brazos Delawar 02/11/2030                                  | Brazos Delawar 02/11/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     374958 | PA      | $375379.83    | 0.02%             | 2030-02-11      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                         | Panama Government International Bond                                             | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1200000 | PA      | $1327200.00   | 0.06%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| UNITED MEXICAN STATES                                      | Mexico Government International Bond                                             | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     656000 | PA      | $723896.00    | 0.03%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PRIMA Capital LTD                                          | Prima Capital CRE Securitization 2019-VII Ltd                                    | CUSIP: 74166VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13000000 | PA      | $12298926.25  | 0.58%             | 2050-12-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                           | Freddie Mac Strips                                                               | CUSIP: 31283BBQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     222432 | PA      | $4326.37      | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                             | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust  | CUSIP: 93934FGH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     364412 | PA      | $355323.20    | 0.02%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pegasus Bidco 07/12/2029                                   | Pegasus Bidco 07/12/2029                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     656618 | PA      | $659080.48    | 0.03%             | 2029-07-12      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | US 10YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -977 | NC      | $-322600.51   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc 10/24/2031                                  | MRC Global Inc 10/24/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     218900 | PA      | $219994.50    | 0.01%             | 2031-10-29      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING 7/1/31                                        | PEER HOLDING 7/1/31                                                              | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |     333325 | PA      | $334106.31    | 0.02%             | 2031-07-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARDAERO 10/24/2031                                    | STANDARDAERO 10/24/2031                                                          | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |     273224 | PA      | $273565.76    | 0.01%             | 2031-10-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                    | Flagstar Mortgage Trust 2018-1                                                   | CUSIP: 33850TBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     526577 | PA      | $488679.55    | 0.02%             | 2048-03-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA/AMERICA                                   | Nufarm Australia Ltd / Nufarm Americas Inc                                       | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     455000 | PA      | $413979.25    | 0.02%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust                                     | ARZ Trust 2024-BILT                                                              | CUSIP: 00218TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1538136.90   | 0.07%             | 2039-06-11      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                   | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     555000 | PA      | $557900.43    | 0.03%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                   | TRS FVA EURUSD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $316153.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137H2DY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9519495 | PA      | $1555187.50   | 0.07%             | 2051-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CART                                                       | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1500991.20   | 0.07%             | 2041-08-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| BIG Commercial Mortgage Trust                              | BIG Commercial Mortgage Trust 2022-BIG                                           | CUSIP: 05551UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2100000 | PA      | $2095817.22   | 0.10%             | 2039-02-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| SKILLSOFT CORP 06/30/2028                                  | SKILLSOFT CORP 06/30/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     295329 | PA      | $263519.67    | 0.01%             | 2028-07-14      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     338353 | PA      | $304332.73    | 0.01%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BBTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16557491 | PA      | $2829351.44   | 0.13%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program                                 | ELFI Graduate Loan Program 2019-A LLC                                            | CUSIP: 26857EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     434092 | PA      | $372647.36    | 0.02%             | 2044-03-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                       | Birch Grove CLO 12 Ltd                                                           | CUSIP: 09090MAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3050000 | PA      | $3061687.60   | 0.14%             | 2038-04-22      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38375QKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     181862 | PA      | $9551.28      | 0.00%             | 2038-05-16      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                            | CDS CDX.NA.HY.45.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $2511624.21   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1686552 | PA      | $1690423.36   | 0.08%             | 2038-07-15      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T                             | Wells Fargo Alternative Loan 2007-PA2 Trust                                      | CUSIP: 94985FAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15833 | PA      | $13897.19     | 0.00%             | 2037-06-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                               | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     985000 | PA      | $992620.95    | 0.05%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE 08/29/2025                                   | FUGUE FINANCE 08/29/2025                                                         | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |     574187 | PA      | $575443.27    | 0.03%             | 2032-01-09      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                 | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1849000 | PA      | $1774548.91   | 0.08%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38381WN38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     259557 | PA      | $57930.61     | 0.00%             | 2049-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1889000 | PA      | $1910741.58   | 0.09%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                     | Northern Oil & Gas Inc                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    2440000 | PA      | $2523801.80   | 0.12%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                             | Chase Home Lending Mortgage Trust Series 2024-6                                  | CUSIP: 161931AZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     983530 | PA      | $1025946.52   | 0.05%             | 2055-05-25      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136AB3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     853362 | PA      | $112823.13    | 0.01%             | 2043-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BJRS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31192051 | PA      | $5641035.58   | 0.26%             | 2051-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     718884 | PA      | $397183.41    | 0.02%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                    | Flagstar Mortgage Trust 2019-2                                                   | CUSIP: 33852BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800686 | PA      | $1659623.08   | 0.08%             | 2049-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                        | BHMS Commercial Mortgage Trust 2025-ATLS                                         | CUSIP: 088928AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5016670.00   | 0.24%             | 2042-08-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Corp Trust 2020-PJ3                                | CUSIP: 36258WBQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1637480 | PA      | $1318017.44   | 0.06%             | 2050-10-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                           | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2011000 | PA      | $1967227.87   | 0.09%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                   | Standard Industries Inc/NY                                                       | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     455000 | PA      | $412429.30    | 0.02%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                     | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     525000 | PA      | $534969.31    | 0.03%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137AXA78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     260843 | PA      | $12889.80     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                             | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 Trust | CUSIP: 93935FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     594829 | PA      | $343760.89    | 0.02%             | 2046-08-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Homebanc Mortgage Trust                                    | HomeBanc Mortgage Trust 2004-1                                                   | CUSIP: 43739EAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        493 | PA      | $484.13       | 0.00%             | 2029-08-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                   | JOHNSON CONTROLS INTERNATIONAL PLC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2961000 | PA      | $2960654.16   | 0.14%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                   | Corebridge Financial Inc                                                         | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    2986000 | PA      | $2961590.88   | 0.14%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VEEAM SOFTWARE 04/12/2031                                  | VEEAM SOFTWARE 04/12/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     473838 | PA      | $474430.19    | 0.02%             | 2031-04-14      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                                      | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     430000 | PA      | $453158.51    | 0.02%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOLARWINDS TLB S 03/12/32                                  | SOLARWINDS TLB S 03/12/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     595000 | PA      | $585331.25    | 0.03%             | 2032-04-16      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                    | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     985000 | PA      | $999094.53    | 0.05%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Harbor Freight 06/05/2031                                  | Harbor Freight 06/05/2031                                                        | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |     571700 | PA      | $562160.04    | 0.03%             | 2031-06-11      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2023-R04                                     | CUSIP: 20754QAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1093007.40   | 0.05%             | 2043-05-25      | Floating      | 9.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BHAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21186743 | PA      | $4784377.68   | 0.22%             | 2051-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                      | CUSIP: 02665WFP1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1928000 | PA      | $1934268.62   | 0.09%             | 2026-10-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| 24 HOUR FITNESS                                            | 24 HOUR FITNESS                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     574167 | NS      | $5741.67      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137GAPR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     245398 | PA      | $243213.87    | 0.01%             | 2040-10-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust Series 2024-6                                           | CUSIP: 46657YBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2424743 | PA      | $2508570.84   | 0.12%             | 2054-12-25      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE 09/20/2032                                   | AMERICAN AXLE 09/20/2032                                                         | CUSIP: 02406MBB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     110000 | PA      | $109587.50    | 0.01%             | 2032-09-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2490288 | PA      | $2487943.39   | 0.12%             | 2030-03-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Corp Trust 2021-PJ3                                | CUSIP: 36262AAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1547798 | PA      | $1241082.12   | 0.06%             | 2051-08-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| ALLIEDUNIVERSA 08/05/2032                                  | ALLIEDUNIVERSA 08/05/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     455000 | PA      | $457093.91    | 0.02%             | 2032-08-20      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEV 12/31/2030                                  | SINCLAIR TELEV 12/31/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     146989 | PA      | $134127.12    | 0.01%             | 2030-12-31      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Upland CLO Ltd                                             | Upland CLO Ltd                                                                   | CUSIP: 915328AY4<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1502446.50   | 0.07%             | 2031-04-20      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31396P5Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     233287 | PA      | $19982.74     | 0.00%             | 2035-06-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1453242 | PA      | $1451472.72   | 0.07%             | 2036-09-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                             | Sofi Professional Loan Program 2018-D Trust                                      | CUSIP: 83401AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $967893.90    | 0.05%             | 2048-02-25      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) | LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH)                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     560000 | PA      | $560000.00    | 0.03%             | 2025-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BAT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10873500 | PA      | $1451424.09   | 0.07%             | 2050-07-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                             | CARLYLE US CLO 2019-3 LTD                                                        | CUSIP: 14314HBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4100000 | PA      | $4123173.20   | 0.19%             | 2037-04-20      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd                                            | Invesco CLO 2021-3 Ltd                                                           | CUSIP: 46151VAE1<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |    3570000 | PA      | $3575265.75   | 0.17%             | 2034-10-22      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Phoenix Guaran 02/21/2031                                  | Phoenix Guaran 02/21/2031                                                        | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |     591030 | PA      | $592064.30    | 0.03%             | 2031-02-21      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Alera 05/15/2033                                           | Alera 05/15/2033                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     105000 | PA      | $108259.41    | 0.01%             | 2033-05-20      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137H2HL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13779561 | PA      | $2872910.33   | 0.13%             | 2050-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-LTV2                                               | CUSIP: 46651ABC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1326388 | PA      | $1287213.04   | 0.06%             | 2049-12-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                                    | Banco del Estado de Chile                                                        | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |     984000 | PA      | $1055955.00   | 0.05%             | N/A             | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -20533000 | NC      | $-72079.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                  | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $46193.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-7                                                  | CUSIP: 46651GBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     843925 | PA      | $750449.75    | 0.04%             | 2050-02-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                   | Northriver Midstream Finance LP                                                  | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    1015000 | PA      | $1038624.94   | 0.05%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                 | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     405000 | PA      | $412903.98    | 0.02%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                      | Guatemala Government Bond                                                        | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     675000 | PA      | $714447.00    | 0.03%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31395U5K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     111585 | PA      | $6831.39      | 0.00%             | 2035-05-15      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Brean Asset Backed Securities                              | Brean Asset Backed Securities Trust 2024-RM9                                     | CUSIP: 10638DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1911842 | PA      | $1900360.96   | 0.09%             | 2064-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                             | Wells Fargo Mortgage Backed Securities 2018-1                                    | CUSIP: 94989UBK6<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |    1175575 | PA      | $1063133.79   | 0.05%             | 2047-07-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38384AEP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19053181 | PA      | $3624014.97   | 0.17%             | 2052-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1392053 | PA      | $1398197.45   | 0.07%             | 2039-02-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2024-12                                                 | CUSIP: 46658TAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1663617 | PA      | $1688566.60   | 0.08%             | 2055-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                 | MFA 2021-INV2 Trust                                                              | CUSIP: 552732AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1613495.40   | 0.08%             | 2056-11-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                              | UWM Mortgage Trust 2021-INV4                                                     | CUSIP: 918307BH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2332773 | PA      | $1918367.04   | 0.09%             | 2051-12-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Anticimex                                                  | Anticimex                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     251738 | PA      | $252760.64    | 0.01%             | 2028-11-16      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                      | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     982000 | PA      | $993101.49    | 0.05%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTER 06/27/2031                                  | FORTRESS INTER 06/27/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     248125 | PA      | $249675.78    | 0.01%             | 2031-06-27      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2012500.60   | 0.09%             | 2042-10-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| CPI CG INC                                                 | CPI CG Inc                                                                       | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |     469000 | PA      | $492157.42    | 0.02%             | 2029-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                             | MF1 2024-FL15                                                                    | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3011758.50   | 0.14%             | 2041-08-18      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC 10/25/2027                                     | CHOBANI LLC 10/25/2027                                                           | CUSIP: 17026YAK5<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |     492894 | PA      | $494742.75    | 0.02%             | 2027-10-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| VIANT MEDICAL 10/15/2031                                   | VIANT MEDICAL 10/15/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     233238 | PA      | $233674.82    | 0.01%             | 2031-10-29      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                     | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1480786.97   | 0.07%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Bear Stearns Alt-A Trust                                   | Bear Stearns ALT-A Trust 2005-3                                                  | CUSIP: 07386HSN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      82569 | PA      | $80649.63     | 0.00%             | 2035-04-25      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                  | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                      | CUSIP: 61690AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1937127.40   | 0.09%             | 2047-12-15      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP 06/12/2030                                      | KUEHG CORP 06/12/2030                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     310360 | PA      | $310505.70    | 0.01%             | 2030-06-12      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                             | Wells Fargo Commercial Mortgage Trust 2019-C49                                   | CUSIP: 95001WBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2588000 | PA      | $2526370.14   | 0.12%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | J.P. Morgan Mortgage Trust 2021-14                                               | CUSIP: 46653QCH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2274684 | PA      | $1866892.23   | 0.09%             | 2052-05-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                             | WaMu Mortgage Pass-Through Certificates Series 2004-AR7                          | CUSIP: 92922FTB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     416057 | PA      | $394472.47    | 0.02%             | 2034-07-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | JPY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |  -20703000 | NC      | $-23117.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3050904.90   | 0.14%             | 2042-01-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                             | Shellpoint Co-Originator Trust 2017-2                                            | CUSIP: 82281FCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2317009 | PA      | $2157668.72   | 0.10%             | 2047-10-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc 03/06/2032                                      | Kaseya Inc 03/06/2032                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     283575 | PA      | $284334.70    | 0.01%             | 2032-03-20      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137F6T49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15426770 | PA      | $3162274.27   | 0.15%             | 2049-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31396QYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     667693 | PA      | $68338.88     | 0.00%             | 2037-01-25      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Qnity Electron 11/01/2032                                  | Qnity Electron 11/01/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     495000 | PA      | $495618.75    | 0.02%             | 2032-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC Trust 2013-7                                                                | CUSIP: 12647PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     335442 | PA      | $311862.12    | 0.01%             | 2043-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                                      | BANK5 2025-5YR15                                                                 | CUSIP: 065924AZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2011356.20   | 0.09%             | 2058-07-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                              | Agate Bay Mortgage Trust 2015-4                                                  | CUSIP: 00842ACE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     475938 | PA      | $386107.20    | 0.02%             | 2045-06-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Sabal Issuer 2025-1 LLC                                    | Sabal Issuer 2025 1 LLC                                                          | CUSIP: 78517QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6627725 | PA      | $6794916.31   | 0.32%             | 2060-11-01      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31393LE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      63467 | PA      | $5957.38      | 0.00%             | 2033-02-15      | Floating      | 2.96%                 | 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        |     430568 | PA      | $389574.36    | 0.02%             | 2047-05-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                             | Bain Capital Credit CLO 2017-2 Ltd                                               | CUSIP: 05683HBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1030000 | PA      | $1035275.66   | 0.05%             | 2037-07-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31394XDQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     679680 | PA      | $57618.34     | 0.00%             | 2034-04-15      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Trust 2015-3                                                           | CUSIP: 46644MAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     398134 | PA      | $375706.51    | 0.02%             | 2045-05-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                   | Fashion Show Mall LLC                                                            | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2538261.25   | 0.12%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Trust 2024-PJ2                                     | CUSIP: 36271PBW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1458726 | PA      | $1443684.60   | 0.07%             | 2054-07-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                   | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     675000 | PA      | $611245.70    | 0.03%             | 2030-05-15      | Fixed         | 5.25%                 | 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        |     500000 | PA      | $500287.60    | 0.02%             | 2036-11-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                                        | BMD2 Re-Remic Trust 2019-FRR1                                                    | CUSIP: 055631HH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3002000 | PA      | $2553449.12   | 0.12%             | 2052-05-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2022-VAMF                                                               | CUSIP: 05609TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1489535.25   | 0.07%             | 2039-01-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BJL78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16460699 | PA      | $2799455.36   | 0.13%             | 2051-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38378UBM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11067801 | PA      | $445638.36    | 0.02%             | 2043-09-16      | Floating      | 0.66%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2017-6                                                  | CUSIP: 46649HBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     462862 | PA      | $424207.98    | 0.02%             | 2048-12-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| R1 RCM INC. 11/30/2031                                     | R1 RCM INC. 11/30/2031                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     645423 | PA      | $646330.80    | 0.03%             | 2031-11-19      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                        | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     525000 | PA      | $525358.33    | 0.02%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38379YBK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4498886 | PA      | $534431.20    | 0.03%             | 2046-05-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38378JSW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      97897 | PA      | $9590.24      | 0.00%             | 2043-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPX Flow, Inc. 04/05/2029                                  | SPX Flow, Inc. 04/05/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     516008 | PA      | $518911.03    | 0.02%             | 2029-04-05      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                    | Dryden 30 Senior Loan Fund                                                       | CUSIP: 26249BAW1<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |    2750000 | PA      | $2756270.00   | 0.13%             | 2028-11-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Kodiak Buildin 11/27/2031                                  | Kodiak Buildin 11/27/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     312772 | PA      | $311794.54    | 0.01%             | 2031-12-04      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Corp Trust 2019-PJ3                                | CUSIP: 36257QAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     403190 | PA      | $374769.12    | 0.02%             | 2050-03-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                   | Allison Transmission Inc                                                         | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     420000 | PA      | $423812.34    | 0.02%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EPIC CRUDE SER 10/15/2031                                  | EPIC CRUDE SER 10/15/2031                                                        | CUSIP: 29428XAJ9<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |     535229 | PA      | $536232.71    | 0.03%             | 2031-10-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                               | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14660000 | PA      | $47697.78     | 0.00%             | 2049-08-10      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                              | Citigroup Mortgage Loan Trust 2005-9                                             | CUSIP: 17307GL89<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     111506 | PA      | $113702.84    | 0.01%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                       | BlueMountain CLO 2015-4 Ltd                                                      | CUSIP: 09628NAU6<br>LEI: 549300EB3KHH9T7ICE44 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1003600.00   | 0.05%             | 2030-04-20      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                   | Ajax Mortgage Loan Trust 2019-D                                                  | CUSIP: 00968FAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3089000 | PA      | $2944226.29   | 0.14%             | 2065-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2020-LTV1                                               | CUSIP: 46591NBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32203 | PA      | $31913.17     | 0.00%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     395473 | PA      | $192793.09    | 0.01%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                  | LBA Trust 2024-BOLT                                                              | CUSIP: 50177BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2005117.60   | 0.09%             | 2039-06-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2006-27CB                                                 | CUSIP: 02147YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     766351 | PA      | $402773.16    | 0.02%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                    | Flagstar Mortgage Trust 2020-1NV                                                 | CUSIP: 33851YBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3078205 | PA      | $2843576.84   | 0.13%             | 2050-03-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                           | Cinemark USA Inc                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     560000 | PA      | $582510.88    | 0.03%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PROJECT RUBY U 03/10/2028                                  | PROJECT RUBY U 03/10/2028                                                        | CUSIP: 74339UBA7<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |     371632 | PA      | $372251.07    | 0.02%             | 2028-03-10      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| ENVESTNET INC 09/19/2031                                   | ENVESTNET INC 09/19/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     279300 | PA      | $280102.99    | 0.01%             | 2031-11-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                              | Ballyrock Clo 29 Ltd                                                             | CUSIP: 05876GAG9<br>LEI: 254900DD7OSYIC2KWA70 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3511221.00   | 0.16%             | 2038-07-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     505000 | PA      | $504984.87    | 0.02%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                           | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-410379.89   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2018-4                                                  | CUSIP: 46649CBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     390043 | PA      | $359525.67    | 0.02%             | 2048-10-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| DUCK CREEK TEC 08/01/2032                                  | DUCK CREEK TEC 08/01/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     700000 | PA      | $704375.00    | 0.03%             | 2032-08-02      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX 2024-BRVE                                                                     | CUSIP: 05612KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2391012 | PA      | $2397459.60   | 0.11%             | 2026-04-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                        | TRS FVA USDBRL                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $90346.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THOR INDUSTRIE 11/15/2030                                  | THOR INDUSTRIE 11/15/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      20000 | PA      | $20075.00     | 0.00%             | 2030-11-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| White Cap 10/19/2029                                       | White Cap 10/19/2029                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     749933 | PA      | $750956.05    | 0.04%             | 2029-10-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                         | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |     660000 | PA      | $661288.17    | 0.03%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Asurion, LLC                                               | Asurion, LLC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     400350 | PA      | $401951.44    | 0.02%             | 2028-08-21      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC 06/21/2031                                  | VFH PARENT LLC 06/21/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     290000 | PA      | $291087.50    | 0.01%             | 2031-06-21      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE 12 12/08/29                                  | AMERICAN AXLE 12 12/08/29                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     283503 | PA      | $283679.73    | 0.01%             | 2029-12-13      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                     | Mosaic Solar Loan Trust 2021-2                                                   | CUSIP: 61946RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1140978 | PA      | $851435.49    | 0.04%             | 2047-04-22      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136AFET7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     553517 | PA      | $11007.62     | 0.00%             | 2028-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Airli 06/01/2029                                  | American Airli 06/01/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     198000 | PA      | $197793.68    | 0.01%             | 2029-06-04      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                    | United Rentals North America Inc                                                 | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     475000 | PA      | $473960.88    | 0.02%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                             | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust                   | CUSIP: 93363PAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     230884 | PA      | $208361.49    | 0.01%             | 2036-11-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                        | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-52.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                             | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     210000 | PA      | $218615.25    | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Altera Corpora 06/18/2032                                  | Altera Corpora 06/18/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     110000 | PA      | $110343.75    | 0.01%             | 2032-09-13      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                        | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -22107000 | NC      | $-44090.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                   | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3407000 | PA      | $3334411.24   | 0.16%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                   | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1070610.07   | 0.05%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                             | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |   15624000 | NC      | $1675.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVC EVIDENSIA 12/12/2028                                   | IVC EVIDENSIA 12/12/2028                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     275011 | PA      | $276443.71    | 0.01%             | 2028-12-12      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                               | AES Corp/The                                                                     | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    1282000 | PA      | $1313350.81   | 0.06%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BFRT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17025531 | PA      | $2782010.04   | 0.13%             | 2051-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                          | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     455000 | PA      | $439151.17    | 0.02%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                    | Standard Industries Inc/NJ                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     144625 | PA      | $145047.54    | 0.01%             | 2028-09-22      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                    | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-154.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                   | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     285000 | PA      | $280996.89    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                               | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8030000 | PA      | $7588398.58   | 0.36%             | 2050-03-01      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                                               | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     285000 | PA      | $285176.41    | 0.01%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIZIENT, INC. 07/18/2031                                   | VIZIENT, INC. 07/18/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     585287 | PA      | $587847.54    | 0.03%             | 2031-08-01      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                              | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     261000 | PA      | $269070.65    | 0.01%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                    | BDS 2021-FL10 Ltd                                                                | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     917191 | PA      | $917425.79    | 0.04%             | 2036-12-16      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3781000 | PA      | $3757108.58   | 0.18%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137AVH83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1991735 | PA      | $36058.56     | 0.00%             | 2027-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618JWMM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1715170 | PA      | $1800381.63   | 0.08%             | 2055-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                             | WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust                    | CUSIP: 92922FD88<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18799486 | PA      | $188.93       | 0.00%             | 2045-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                   | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2515000 | PA      | $2499723.89   | 0.12%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERSCEND TECHNOLOGIES INC                                  | VERSCEND TECHNOLOGIES INC                                                        | CUSIP: 92531HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     792965 | PA      | $786274.20    | 0.04%             | 2031-05-01      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                      | Tenet Healthcare Corp                                                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     440000 | PA      | $439566.50    | 0.02%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                             | Chase Home Lending Mortgage Trust 2024-8                                         | CUSIP: 16159XBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1973902 | PA      | $2062541.23   | 0.10%             | 2055-08-25      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FFQD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34859374 | PA      | $7281673.44   | 0.34%             | 2048-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdin 09/19/2031                                  | Alliant Holdin 09/19/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     851194 | PA      | $849815.62    | 0.04%             | 2031-09-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIO 06/20/2030                                  | HUB INTERNATIO 06/20/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     256986 | PA      | $257652.37    | 0.01%             | 2030-06-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ALLSPRING BUYE 11/01/2028                                  | ALLSPRING BUYE 11/01/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     464630 | PA      | $465985.33    | 0.02%             | 2030-11-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| POINTCLICKCARE 09/30/2025                                  | POINTCLICKCARE 09/30/2025                                                        | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |     587050 | PA      | $588517.63    | 0.03%             | 2031-11-03      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| CONSILIO, INC. 05/17/2028                                  | CONSILIO, INC. 05/17/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     361757 | PA      | $307854.95    | 0.01%             | 2028-05-12      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2019-R05                                     | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     588570 | PA      | $600215.75    | 0.03%             | 2039-07-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                                               | Cimpress PLC                                                                     | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |     615000 | PA      | $613625.22    | 0.03%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                           | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     550000 | PA      | $579920.00    | 0.03%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HAYWARD INDUSTRIES, INC.                                   | HAYWARD INDUSTRIES, INC.                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     548801 | PA      | $550104.88    | 0.03%             | 2028-05-30      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                              | Citigroup Commercial Mortgage Trust 2019-GC41                                    | CUSIP: 17328FBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   37433755 | PA      | $1129900.47   | 0.05%             | 2056-08-10      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Spring Educati 09/25/2030                                  | Spring Educati 09/25/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     457850 | PA      | $460330.12    | 0.02%             | 2030-10-04      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3365689 | PA      | $2982447.33   | 0.14%             | 2050-05-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                             | Palmer Square Loan Funding 2025-1 Ltd                                            | CUSIP: 69703VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3150000 | PA      | $3160454.85   | 0.15%             | 2033-02-15      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618NPCP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1347160 | PA      | $1421974.79   | 0.07%             | 2055-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA COLOMBIA S.A.              | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 5493009W53901OCHI065 | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DARKTRACE PLC 07/02/2031                                   | DARKTRACE PLC 07/02/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     611925 | PA      | $612833.10    | 0.03%             | 2031-10-09      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-LTV3                                               | CUSIP: 46651HBW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5667473 | PA      | $5296103.03   | 0.25%             | 2050-03-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Froneri Ltd. 07/17/2032                                    | Froneri Ltd. 07/17/2032                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     255000 | PA      | $253438.13    | 0.01%             | 2032-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                               | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     130000 | PA      | $130195.13    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                   | Comision Federal de Electricidad                                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    1700000 | PA      | $1739202.00   | 0.08%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $45333.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137H6S48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18210701 | PA      | $2402882.83   | 0.11%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                         | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     335000 | PA      | $345721.68    | 0.02%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| DRAFTKINGS INC 02/24/2032                                  | DRAFTKINGS INC 02/24/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     149625 | PA      | $149508.14    | 0.01%             | 2032-03-04      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| MillerKnoll, I 07/24/2032                                  | MillerKnoll, I 07/24/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     115000 | PA      | $115095.80    | 0.01%             | 2032-08-09      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137HJSW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   44867203 | PA      | $45500898.40  | 2.13%             | 2055-02-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                  | Sunoco LP                                                                        | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     575000 | PA      | $570380.95    | 0.03%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2019-CH2                                                  | CUSIP: 81747CAA9<br>LEI: 549300RES143ZXEZ6T39 | Long             | ABS-MBS          | CORP              | US        |        918 | PA      | $915.71       | 0.00%             | 2049-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                   | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1138984.77   | 0.05%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136AT5N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17867933 | PA      | $1325042.13   | 0.06%             | 2046-11-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                             | Morgan Stanley Capital I Trust 2021-L6                                           | CUSIP: 61692CBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20725931 | PA      | $784049.55    | 0.04%             | 2054-06-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                   | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    2025000 | PA      | $2056893.75   | 0.10%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2018-6                                                  | CUSIP: 46650JAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      82334 | PA      | $74400.12     | 0.00%             | 2048-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                                      | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2006633.50   | 0.09%             | 2042-08-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                       | Birch Grove Clo 9 Ltd                                                            | CUSIP: 09077WAG3<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |    1600000 | PA      | $1608243.20   | 0.08%             | 2037-10-22      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31398W4E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     114773 | PA      | $4615.18      | 0.00%             | 2040-01-15      | Floating      | 0.31%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust                             | HLTN Commercial Mortgage Trust 2024-DPLO                                         | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1002904.10   | 0.05%             | 2041-06-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQY8<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2866797.36   | 0.13%             | 2042-01-25      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| ADEIA INC 06/08/2028                                       | ADEIA INC 06/08/2028                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     411311 | PA      | $413625.06    | 0.02%             | 2028-06-08      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2025-CCM1                                               | CUSIP: 46593MAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4591869 | PA      | $4586597.37   | 0.21%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1948509.83   | 0.09%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2022-LBA6                                                               | CUSIP: 12433EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1180000 | PA      | $1180293.70   | 0.06%             | 2039-01-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CO 12/15/2027                                  | IRB HOLDING CO 12/15/2027                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     395837 | PA      | $396359.40    | 0.02%             | 2027-12-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                               | Veralto Corp                                                                     | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    1896000 | PA      | $1919619.97   | 0.09%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                             | Chase Home Lending Mortgage Trust Series 2024-4                                  | CUSIP: 16159NAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1580943 | PA      | $1595839.10   | 0.07%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                           | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1730654.09   | 0.08%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618KQU87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3029002 | PA      | $3079944.71   | 0.14%             | 2065-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31395UA27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      52300 | PA      | $3509.99      | 0.00%             | 2030-05-15      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                           | APi Group DE Inc                                                                 | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     255000 | PA      | $246723.03    | 0.01%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust Series 2024-4                                           | CUSIP: 46657WBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2670042 | PA      | $2795028.89   | 0.13%             | 2054-10-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2018-8                                                  | CUSIP: 46650MBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3303363 | PA      | $3060319.30   | 0.14%             | 2049-01-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                      | Becton Dickinson & Co                                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1965000 | PA      | $1990134.45   | 0.09%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| EXCLUSIVE NETW 12/04/2031                                  | EXCLUSIVE NETW 12/04/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     133655 | PA      | $133487.98    | 0.01%             | 2031-12-08      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136ABAV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3224541 | PA      | $362140.77    | 0.02%             | 2043-01-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137B66N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16153667 | PA      | $1339542.85   | 0.06%             | 2043-11-15      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Clarivate Rt Intellectual                                  | Clarivate Rt Intellectual                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     514942 | PA      | $512474.26    | 0.02%             | 2031-01-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                       | WEC Energy Group Inc                                                             | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    1251000 | PA      | $1180076.73   | 0.06%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AlixPartners, 07/31/2032                                   | AlixPartners, 07/31/2032                                                         | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |     455000 | PA      | $452440.63    | 0.02%             | 2032-08-12      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2019-GSA1                                           | CUSIP: 36261PAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   80316181 | PA      | $2090698.45   | 0.10%             | 2052-11-10      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                            | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $1960514.45   | 0.09%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                      | Petroleos del Peru SA                                                            | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    1000000 | PA      | $871750.00    | 0.04%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | JPY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |   20703000 | NC      | $62885.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2018-CH1                                                  | CUSIP: 81747DCE7<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |     446686 | PA      | $429104.75    | 0.02%             | 2048-03-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                       | Colombia Government International Bond                                           | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2000000 | PA      | $2123000.00   | 0.10%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| WORLD WIDE TEC 03/01/2030                                  | WORLD WIDE TEC 03/01/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     708225 | PA      | $711766.13    | 0.03%             | 2030-03-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136ABZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2047066 | PA      | $41278.28     | 0.00%             | 2028-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                            | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    1000000 | PA      | $1040400.00   | 0.05%             | N/A             | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                             | Morgan Stanley Residential Mortgage Loan Trust 2024-2                            | CUSIP: 61776FBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     981139 | PA      | $1024575.22   | 0.05%             | 2054-03-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (TORONTO BRANCH)        | CANADIAN IMPERIAL BANK OF COMMERCE (TORONTO BRANCH)                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     580000 | PA      | $580000.00    | 0.03%             | 2025-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                        | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2827.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                     | Brazilian Government International Bond                                          | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2875000 | PA      | $2995750.00   | 0.14%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                         | Wind River 2014-1 CLO Ltd                                                        | CUSIP: 88432CBD7<br>LEI: 549300AMLFWC1VCUN251 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2001506.00   | 0.09%             | 2031-07-18      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| CONSTRUCTION P 10/30/2031                                  | CONSTRUCTION P 10/30/2031                                                        | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |     501212 | PA      | $502778.79    | 0.02%             | 2031-11-03      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                         | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     420000 | PA      | $432435.27    | 0.02%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                             | Wells Fargo Mortgage Backed Securities 2007-AR7 Trust                            | CUSIP: 94986KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      59763 | PA      | $54368.04     | 0.00%             | 2037-12-28      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                       | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     505000 | PA      | $533597.14    | 0.03%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                   | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    1775000 | PA      | $1804287.50   | 0.08%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Epicor Softwar 05/23/2031                                  | Epicor Softwar 05/23/2031                                                        | CUSIP: 000000000<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |     850088 | PA      | $851881.07    | 0.04%             | 2031-05-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,                              | Citicorp Mortgage Securities Trust Series 2006-3                                 | CUSIP: 17310BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     331249 | PA      | $306017.11    | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2020-SBT1                                    | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1700000 | PA      | $1763053.34   | 0.08%             | 2040-02-25      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Azuria Water S 05/17/2028                                  | Azuria Water S 05/17/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     393781 | PA      | $394518.88    | 0.02%             | 2028-05-17      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                    | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1184226.30   | 0.06%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                        | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-157912.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                      | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     515000 | PA      | $525307.73    | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2820952.70   | 0.13%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MERCURY BORROW 08/02/2028                                  | MERCURY BORROW 08/02/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     564119 | PA      | $564236.81    | 0.03%             | 2028-08-02      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Dessert Holdin 06/15/2028                                  | Dessert Holdin 06/15/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     320271 | PA      | $320471.21    | 0.02%             | 2028-06-09      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                 | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1018900 | PA      | $1012014.47   | 0.05%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmac 05/04/2028                                  | Amneal Pharmac 05/04/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     380000 | PA      | $380000.00    | 0.02%             | 2032-07-30      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| USALCO, LLC 09/30/2031                                     | USALCO, LLC 09/30/2031                                                           | CUSIP: 91732NAN3<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |     401192 | PA      | $400941.12    | 0.02%             | 2031-09-30      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| ECI MACOLA / M 05/09/2030                                  | ECI MACOLA / M 05/09/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     472262 | PA      | $472704.79    | 0.02%             | 2030-05-09      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                            | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     645000 | PA      | $654638.34    | 0.03%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Applied System 02/07/2032                                  | Applied System 02/07/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     115000 | PA      | $118018.75    | 0.01%             | 2032-02-23      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| STANDARDAERO 10/24/2031                                    | STANDARDAERO 10/24/2031                                                          | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |     103926 | PA      | $104055.68    | 0.00%             | 2031-10-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| First Eagle In 03/31/2032                                  | First Eagle In 03/31/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     129792 | PA      | $128639.77    | 0.01%             | 2032-08-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen 10/26/2027                                   | Weber-Stephen 10/26/2027                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     592370 | PA      | $592833.12    | 0.03%             | 2027-10-30      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Starwood Prope 01/02/2030                                  | Starwood Prope 01/02/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     392042 | PA      | $392042.44    | 0.02%             | 2030-01-02      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                                   | Capital Power US Holdings Inc                                                    | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1397000 | PA      | $1424066.67   | 0.07%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                             | Wells Fargo Mortgage Backed Securities 2006-AR12 Trust                           | CUSIP: 94984GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     270164 | PA      | $247010.44    | 0.01%             | 2036-09-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| GIP PILOT ACQU 10/04/2030                                  | GIP PILOT ACQU 10/04/2030                                                        | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |     142377 | PA      | $142377.22    | 0.01%             | 2030-10-04      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                             | Chase Mortgage Finance Trust Series 2006-A1                                      | CUSIP: 16163CAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     216246 | PA      | $193768.04    | 0.01%             | 2036-09-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136A9DW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2126454 | PA      | $42639.02     | 0.00%             | 2027-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2021-LBA                                                                | CUSIP: 05609BBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2767834 | PA      | $2764701.01   | 0.13%             | 2036-02-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                             | Chase Home Lending Mortgage Trust 2019-ATR2                                      | CUSIP: 16159GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     102566 | PA      | $93207.23     | 0.00%             | 2049-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -115350000 | NC      | $31201.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                     | Mosaic Solar Loan Trust 2019-1                                                   | CUSIP: 61946CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     772130 | PA      | $729144.61    | 0.03%             | 2043-12-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2019000 | PA      | $2036804.53   | 0.10%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                             | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3001239.60   | 0.14%             | 2036-10-16      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2016-4                                                  | CUSIP: 46647JAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     295665 | PA      | $269503.50    | 0.01%             | 2046-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2016-1                                                  | CUSIP: 46646BBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     375467 | PA      | $358231.81    | 0.02%             | 2046-05-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                              | Agate Bay Mortgage Trust 2016-2                                                  | CUSIP: 00842EAW1<br>LEI: 549300TSTBCBQ5EBD390 | Long             | ABS-MBS          | CORP              | US        |    1137085 | PA      | $874935.71    | 0.04%             | 2046-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                       | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     675000 | PA      | $709566.08    | 0.03%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL 05/06/2030                                  | CLARIOS GLOBAL 05/06/2030                                                        | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     820726 | PA      | $821409.20    | 0.04%             | 2030-05-06      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2013-9                                                    | CUSIP: 81745DAH4<br>LEI: 54930005PH54PMVV8351 | Long             | ABS-MBS          | CORP              | US        |     584198 | PA      | $563928.96    | 0.03%             | 2043-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC 03/19/2032                                   | VALVOLINE INC 03/19/2032                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     134999 | PA      | $135556.14    | 0.01%             | 2032-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38378W2X0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3762111 | PA      | $390047.54    | 0.02%             | 2043-09-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Consolidated C 06/04/2031                                  | Consolidated C 06/04/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     436695 | PA      | $429689.22    | 0.02%             | 2031-06-11      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| TENABLE, INC.                                              | TENABLE, INC.                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     241434 | PA      | $243245.08    | 0.01%             | 2028-07-07      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.                            | NATWEST MARKETS SECURITIES INC                                                   | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | Long             | RA               | CORP              | US        |     596859 | PA      | $596859.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                       | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    3005000 | PA      | $3097821.45   | 0.15%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2021-6                                                  | CUSIP: 46653PBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2943654 | PA      | $2375295.31   | 0.11%             | 2051-10-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     125232 | PA      | $66059.88     | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LL 07/02/2031                                  | DEALER TIRE LL 07/02/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     438285 | PA      | $437736.98    | 0.02%             | 2031-07-02      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                   | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2627895.38   | 0.12%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2025-1                                                    | CUSIP: 81743EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1748444 | PA      | $1764918.29   | 0.08%             | 2055-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                        | CUSIP: 31423XMU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13218275 | PA      | $1890130.04   | 0.09%             | 2039-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3262000 | PA      | $3266557.83   | 0.15%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136AN6K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5352698 | PA      | $868125.24    | 0.04%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                              | Citigroup Mortgage Loan Trust 2024-CMI1                                          | CUSIP: 17332DBZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1390853 | PA      | $1408309.36   | 0.07%             | 2054-06-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                             | Wells Fargo Commercial Mortgage Trust 2025-5C4                                   | CUSIP: 949931AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2092281.20   | 0.10%             | 2058-05-15      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2024-R04                                     | CUSIP: 20753GAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2525494.00   | 0.12%             | 2044-05-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                     | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     205979 | PA      | $37369915.92  | 1.75%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618NPCJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1735258 | PA      | $1831627.21   | 0.09%             | 2055-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                    | Flagstar Mortgage Trust 2021-2                                                   | CUSIP: 33852EBQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3367978 | PA      | $2867725.74   | 0.13%             | 2051-04-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618KQU79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1954704 | PA      | $1987578.28   | 0.09%             | 2065-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38376T2W1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     365823 | PA      | $36794.59     | 0.00%             | 2040-01-16      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | TRS FVA USDBRL                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $315736.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                             | Wells Fargo Mortgage Backed Securities 2021-1 Trust                              | CUSIP: 95003ABJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1782637 | PA      | $1355653.58   | 0.06%             | 2050-12-25      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                   | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     810000 | PA      | $852650.40    | 0.04%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Agate Bay Mortgage Loan Trust                              | Agate Bay Mortgage Trust 2016-1                                                  | CUSIP: 00842TAU2<br>LEI: 549300SCHQRABPDKYY47 | Long             | ABS-MBS          | CORP              | US        |    1063647 | PA      | $911339.05    | 0.04%             | 2045-12-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                        | Somnigroup International Inc                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96112.75     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                    | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     360000 | PA      | $378456.48    | 0.02%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                          | Sonic Capital LLC                                                                | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1850875 | PA      | $1825389.23   | 0.09%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38379MJU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     126202 | PA      | $16943.87     | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nyack Park CLO, Ltd.                                       | NYACK Park CLO Ltd                                                               | CUSIP: 67080PAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1002500.00   | 0.05%             | 2038-10-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| WELD NORTH EDU 12/17/2029                                  | WELD NORTH EDU 12/17/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     171859 | PA      | $149348.52    | 0.01%             | 2029-12-21      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618K0DW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2791274 | PA      | $2838216.59   | 0.13%             | 2064-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                 | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11552300 | PA      | $11515296.60  | 0.54%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VTR Commercial Mortgage Trust                              | VTR COML MTG 0.00 13OCT41 144A FRN                                               | CUSIP: 92890YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3000000.00   | 0.14%             | 2041-10-13      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BDWY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21412609 | PA      | $4914480.68   | 0.23%             | 2050-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                     | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     310000 | PA      | $321232.88    | 0.02%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                             | CWABS Asset-Backed Certificates Trust 2005-AB2                                   | CUSIP: 126673S94<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     537714 | PA      | $529356.69    | 0.02%             | 2035-09-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31396AAN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      93584 | PA      | $96594.34     | 0.00%             | 2035-08-15      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| BIFM US Financ 05/31/2028                                  | BIFM US Financ 05/31/2028                                                        | CUSIP: 000000000<br>LEI: 5493004RP2P0NY84N260 | Long             | LON              | CORP              | CA        |     325000 | PA      | $326218.75    | 0.02%             | 2028-05-31      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                         | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     150000 | PA      | $150856.95    | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Victory Capita 09/10/2032                                  | Victory Capita 09/10/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     225000 | PA      | $224765.55    | 0.01%             | 2032-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELFOR HOLDING 11/01/2030                                  | BELFOR HOLDING 11/01/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     405239 | PA      | $406758.96    | 0.02%             | 2030-11-01      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                   | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     675000 | PA      | $677038.97    | 0.03%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON 05/30/2031                                  | GRANT THORNTON 05/30/2031                                                        | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |     188106 | PA      | $187008.72    | 0.01%             | 2031-06-02      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2019-BNK22                                                                  | CUSIP: 06540XBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   56850016 | PA      | $1172787.40   | 0.05%             | 2062-11-15      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| HighTower Hold 02/03/2032                                  | HighTower Hold 02/03/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     449641 | PA      | $449641.32    | 0.02%             | 2032-02-03      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                             | SWCH Commercial Mortgage Trust 2025-DATA                                         | CUSIP: 78489CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2494315.00   | 0.12%             | 2042-02-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                                       | Prime Mortgage Trust 2007-1                                                      | CUSIP: 74162FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11177 | PA      | $10005.84     | 0.00%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                   | Allison Transmission Inc                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     185000 | PA      | $171059.72    | 0.01%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hertz Corporat 06/15/2028                                  | Hertz Corporat 06/15/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      57238 | PA      | $51728.98     | 0.00%             | 2028-06-30      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                             | William Carter Co/The                                                            | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     590000 | PA      | $591147.98    | 0.03%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                              | Cantor Commercial Real Estate Lending 2019-CF1                                   | CUSIP: 12529MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   88073903 | PA      | $2408010.96   | 0.11%             | 2052-05-15      | Variable      | 1.27%                 | 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        |     515000 | PA      | $500267.36    | 0.02%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                     | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     800000 | PA      | $826240.52    | 0.04%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                             | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust                   | CUSIP: 93363NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9169 | PA      | $8554.32      | 0.00%             | 2036-10-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                 | SERVPRO Master Issuer LLC                                                        | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2216250 | PA      | $2293553.69   | 0.11%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch                              | BAMLL Trust 2025-ASHF                                                            | CUSIP: 05494CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1006517.80   | 0.05%             | 2042-02-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                        | Cardinal Health Inc                                                              | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    1931000 | PA      | $1945049.49   | 0.09%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Dotdash Meredi 06/05/2032                                  | Dotdash Meredi 06/05/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     371522 | PA      | $371521.74    | 0.02%             | 2032-06-17      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Viasat 02/24/2029                                          | Viasat 02/24/2029                                                                | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |      70745 | PA      | $69993.24     | 0.00%             | 2029-03-02      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                               | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4803962.25   | 0.23%             | 2049-11-08      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| Madison IAQ 03/27/2032                                     | Madison IAQ 03/27/2032                                                           | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     294262 | PA      | $295954.51    | 0.01%             | 2032-05-06      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                                | CUSIP: 36257LAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3510708 | PA      | $3257809.56   | 0.15%             | 2049-11-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137ATL34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     583023 | PA      | $9749.77      | 0.00%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                             | Albemarle Corp                                                                   | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    1881000 | PA      | $1883808.63   | 0.09%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38381WE20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      59389 | PA      | $11853.85     | 0.00%             | 2049-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                       | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     540000 | PA      | $561146.94    | 0.03%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38379PUQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1796587 | PA      | $8510.79      | 0.00%             | 2034-07-20      | Floating      | 0.20%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                             | PENN Commercial Mortgage Trust 2025-P11                                          | CUSIP: 69382VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2039047.40   | 0.10%             | 2042-08-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Tory Burch 04/14/2028                                      | Tory Burch 04/14/2028                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      46552 | PA      | $46004.77     | 0.00%             | 2028-04-16      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38380XQS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9234050 | PA      | $861182.26    | 0.04%             | 2048-07-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| US FERTILITY 10/11/2031                                    | US FERTILITY 10/11/2031                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     265817 | PA      | $266481.92    | 0.01%             | 2031-10-10      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                  | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -20819720 | NC      | $-107168.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                   | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $294877.11    | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     213037 | PA      | $191616.98    | 0.01%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ 07/31/2021                                     | Madison IAQ 07/31/2021                                                           | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     290841 | PA      | $291477.61    | 0.01%             | 2028-06-21      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Structured Produc                             | Bear Stearns Structured Products Inc Trust 2007-R6                               | CUSIP: 07402FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      63234 | PA      | $44821.73     | 0.00%             | 2036-01-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINE 02/22/2031                                  | UNITED AIRLINE 02/22/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     409171 | PA      | $411003.64    | 0.02%             | 2031-02-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136B3V80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8219163 | PA      | $672569.61    | 0.03%             | 2049-03-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                        | Station Casinos LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     645000 | PA      | $634599.31    | 0.03%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                      | Arroyo Mortgage Trust 2019-3                                                     | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     277462 | PA      | $267295.16    | 0.01%             | 2048-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                             | Wells Fargo Mortgage Backed Securities 2019-4 Trust                              | CUSIP: 95002FBK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1365350 | PA      | $960073.39    | 0.04%             | 2049-09-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                             | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $4018747.60   | 0.19%             | 2039-03-19      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Burlington Coa 09/19/2031                                  | Burlington Coa 09/19/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      79598 | PA      | $79796.97     | 0.00%             | 2031-09-24      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                              | Carnival Corp                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     895000 | PA      | $908931.55    | 0.04%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1976000 | PA      | $1945426.99   | 0.09%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Skechers U.S.A 06/30/2032                                  | Skechers U.S.A 06/30/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     435000 | PA      | $437718.75    | 0.02%             | 2032-06-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                             | SMB Private Education Loan Trust 2017-A                                          | CUSIP: 78448WAD7<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |     963266 | PA      | $954225.21    | 0.04%             | 2041-06-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38378VAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2094046 | PA      | $225962.06    | 0.01%             | 2043-07-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                        | CUSIP: 31423XNQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25921922 | PA      | $5065445.56   | 0.24%             | 2049-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31394AK21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40111 | PA      | $2506.58      | 0.00%             | 2034-09-25      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                       | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3172000 | PA      | $3091046.79   | 0.14%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2020-R02                                     | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3540000 | PA      | $3622539.35   | 0.17%             | 2040-01-25      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| EXCLUSIVE NETW 12/08/2031                                  | EXCLUSIVE NETW 12/08/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     268315 | PA      | $267979.65    | 0.01%             | 2031-12-08      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2019-B10 Mortgage Trust                                                | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   43392010 | PA      | $1575260.14   | 0.07%             | 2062-03-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FNHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3805094 | PA      | $509943.24    | 0.02%             | 2049-06-15      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                    | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     575000 | PA      | $559045.94    | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                        | CUSIP: 3136FA6C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     268929 | PA      | $34224.84     | 0.00%             | 2033-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERFACE INC                                              | Interface Inc                                                                    | CUSIP: 458665AS5<br>LEI: 549300VXZWQOIDFPU355 | Long             | DBT              | CORP              | US        |     490000 | PA      | $489616.13    | 0.02%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   22656600 | NC      | $135136.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alter Domus 05/14/2031                                     | Alter Domus 05/14/2031                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     138624 | PA      | $139404.24    | 0.01%             | 2031-10-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEAL 05/16/2031                                  | LIFEPOINT HEAL 05/16/2031                                                        | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     297006 | PA      | $295998.47    | 0.01%             | 2031-05-16      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                             | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19646979 | PA      | $1142065.13   | 0.05%             | 2030-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137B0RW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1363935 | PA      | $101170.54    | 0.00%             | 2033-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc 03/22/2030                                  | TransDigm, Inc 03/22/2030                                                        | CUSIP: 89364MCF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     736291 | PA      | $736118.40    | 0.03%             | 2030-03-22      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| USI INC 11/22/2029                                         | USI INC 11/22/2029                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     486378 | PA      | $486195.29    | 0.02%             | 2029-11-21      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                             | Wells Fargo Mortgage Backed Securities 2020-1 Trust                              | CUSIP: 95002KBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1746165 | PA      | $1540102.69   | 0.07%             | 2049-12-25      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-5                                                  | CUSIP: 46591FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     260154 | PA      | $245949.35    | 0.01%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CREATIVE ARTIS 10/01/2031                                  | CREATIVE ARTIS 10/01/2031                                                        | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |     590300 | PA      | $591652.93    | 0.03%             | 2031-10-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31394V7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     156639 | PA      | $155649.31    | 0.01%             | 2036-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                             | BBCMS Mortgage Trust 2025-5C36                                                   | CUSIP: 05556CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1040240.30   | 0.05%             | 2058-08-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38378TJX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     307476 | PA      | $14444.79     | 0.00%             | 2040-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     680000 | PA      | $691065.95    | 0.03%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare 09/29/2028                                  | CHG Healthcare 09/29/2028                                                        | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |     503625 | PA      | $504219.64    | 0.02%             | 2028-09-29      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618KF6A3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4026867 | PA      | $4250076.67   | 0.20%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                        | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     315000 | PA      | $298084.41    | 0.01%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                   | Neuberger Berman Loan Advisers CLO 24 Ltd                                        | CUSIP: 64130HAY7<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | KY        |    2625000 | PA      | $2641847.25   | 0.12%             | 2038-10-19      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-6                                                  | CUSIP: 46651BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60523 | PA      | $55388.62     | 0.00%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                   | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     285000 | PA      | $289160.15    | 0.01%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Alera 05/15/2032                                           | Alera 05/15/2032                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     470000 | PA      | $472186.91    | 0.02%             | 2032-05-30      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                        | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    3315000 | PA      | $3411322.60   | 0.16%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618LABT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     978761 | PA      | $1005114.60   | 0.05%             | 2065-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                      | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     535000 | PA      | $491683.73    | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CIM Trust                                                  | CIM Trust 2019-INV2                                                              | CUSIP: 12554TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112854 | PA      | $106900.25    | 0.01%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CORE & MAIN LP 07/27/2028                                  | CORE & MAIN LP 07/27/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     431751 | PA      | $432965.41    | 0.02%             | 2028-07-27      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4735868.27  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                        | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1116504.14   | 0.05%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| GOODYEAR TIRE & RUBBER                                     | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     440000 | PA      | $446795.47    | 0.02%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| GCAT                                                       | GCAT 2025-INV4 Trust                                                             | CUSIP: 367920CM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1049899.00   | 0.05%             | 2055-08-25      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Golden Entertainment                                       | Golden Entertainment                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     411769 | PA      | $413827.62    | 0.02%             | 2030-05-28      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                  | GATX Corp                                                                        | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1359000 | PA      | $1379294.76   | 0.06%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                        | Inversiones CMPC SA                                                              | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    1750000 | PA      | $1794371.25   | 0.08%             | 2057-12-09      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38381WX94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8802446 | PA      | $1108081.40   | 0.05%             | 2049-07-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |    5100000 | PA      | $5217312.24   | 0.24%             | 2041-10-25      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                     | GSAA Trust                                                                       | CUSIP: 362334NB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     760845 | PA      | $270029.14    | 0.01%             | 2046-03-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                              | Citigroup Commercial Mortgage Trust 2015-GC31                                    | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     165275 | PA      | $162369.10    | 0.01%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                             | Structured Adjustable Rate Mortgage Loan Trust Series 2005-4                     | CUSIP: 863579MS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17184 | PA      | $15526.39     | 0.00%             | 2035-03-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2024-R03                                     | CUSIP: 207941AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3300000 | PA      | $3417717.60   | 0.16%             | 2044-03-25      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                             | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     475000 | PA      | $485693.68    | 0.02%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31397GGF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     972589 | PA      | $84927.00     | 0.00%             | 2037-04-15      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                               | WinWater Mortgage Loan Trust 2015-5                                              | CUSIP: 97654DCC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     295125 | PA      | $274051.67    | 0.01%             | 2045-08-20      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618LTUJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   38148295 | PA      | $40572770.21  | 1.90%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Plastipak Hold 09/11/2032                                  | Plastipak Hold 09/11/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     295000 | PA      | $295368.75    | 0.01%             | 2032-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                   | TRS IBOXHY INDEX                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $3428600.00   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                             | ARES1 2024-IND2                                                                  | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3506743.10   | 0.16%             | 2034-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| MADISON SAFETY 04/30/2025                                  | MADISON SAFETY 04/30/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     495995 | PA      | $497459.23    | 0.02%             | 2031-09-26      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR GROUP 01/28/2032                                  | ENDEAVOR GROUP 01/28/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     284288 | PA      | $284776.19    | 0.01%             | 2032-03-24      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31396JJT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1756435 | PA      | $161859.60    | 0.01%             | 2036-03-15      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| The Boots Grou 07/19/2032                                  | The Boots Grou 07/19/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     695000 | PA      | $697171.88    | 0.03%             | 2032-08-30      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                 | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     185000 | PA      | $169572.52    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RAISING CANE'S 09/10/2031                                  | RAISING CANE'S 09/10/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     272872 | PA      | $274151.08    | 0.01%             | 2031-09-18      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                             | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1600000 | PA      | $1671693.44   | 0.08%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                                         | Graham Holdings Co                                                               | CUSIP: 384637AA2<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |     440000 | PA      | $440322.30    | 0.02%             | 2026-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1938000 | PA      | $1945302.33   | 0.09%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        329 | NC      | $-52362.49    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Medline Indust 10/23/2028                                  | Medline Indust 10/23/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1201377 | PA      | $1202670.58   | 0.06%             | 2028-10-23      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Rackspace Tech Inc                                         | Rackspace Tech Inc                                                               | CUSIP: 75008UAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      60287 | PA      | $27028.46     | 0.00%             | 2028-05-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3040000 | PA      | $2979612.83   | 0.14%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31358SGX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18992 | PA      | $1571.58      | 0.00%             | 2030-08-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2017-COR2 Mortgage Trust                                                    | CUSIP: 12595EAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1447526.55   | 0.07%             | 2050-09-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                   | Bear Stearns ALT-A Trust 2006-6                                                  | CUSIP: 073868AV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     347857 | PA      | $197823.47    | 0.01%             | 2036-11-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS 01/16/2032                                  | GREAT OUTDOORS 01/16/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     870014 | PA      | $872324.37    | 0.04%             | 2032-01-23      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                      | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     925000 | PA      | $937893.58    | 0.04%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVAN 11/01/2032                                  | SOLSTICE ADVAN 11/01/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     305000 | PA      | $306143.75    | 0.01%             | 2032-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                          | Clean Harbors Inc                                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     490000 | PA      | $502200.51    | 0.02%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2021-SDMF                                                               | CUSIP: 12434CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1391964 | PA      | $1386563.09   | 0.06%             | 2034-09-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I 11/08/2032                                  | CNT HOLDINGS I 11/08/2032                                                        | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |     493762 | PA      | $494051.84    | 0.02%             | 2032-11-08      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                     | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     620000 | PA      | $642003.92    | 0.03%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Ply Gem Indust 04/01/2028                                  | Ply Gem Indust 04/01/2028                                                        | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     464711 | PA      | $440701.12    | 0.02%             | 2028-04-12      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                            | Sealed Air Corp                                                                  | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     490000 | PA      | $481290.66    | 0.02%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                             | Constellium SE                                                                   | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     590000 | PA      | $589588.65    | 0.03%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| CHICAGO MERCANTILE EXCHANGE INC.                           | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-393823.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | J.P. Morgan Mortgage Trust 2022-5                                                | CUSIP: 465977AY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     824941 | PA      | $695474.06    | 0.03%             | 2052-09-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                   | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     235000 | PA      | $235318.83    | 0.01%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DELTA2 SARL LU 09/10/2031                                  | DELTA2 SARL LU 09/10/2031                                                        | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |     146667 | PA      | $146964.55    | 0.01%             | 2031-09-30      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2019-5                                                    | CUSIP: 81743ACD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1765046 | PA      | $1619409.28   | 0.08%             | 2049-12-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31394ETQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     181014 | PA      | $3035.58      | 0.00%             | 2035-05-25      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                       | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     505000 | PA      | $506429.15    | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                       | ACE Securities Corp Mortgage Loan Trust Series 2007-D1                           | CUSIP: 00083BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1680043 | PA      | $1372604.19   | 0.06%             | 2038-02-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC 11/06/2030                                    | ACRISURE LLC 11/06/2030                                                          | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    1060669 | PA      | $1060448.70   | 0.05%             | 2030-11-06      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618NJFW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21293807 | PA      | $22633124.92  | 1.06%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BH4F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   43399085 | PA      | $11792985.17  | 0.55%             | 2051-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                          | Kinder Morgan Inc                                                                | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    3289000 | PA      | $3204457.34   | 0.15%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                      | Williams Scotsman Inc                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1148706.45   | 0.05%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO 09/13/2029                                   | CONNECT FINCO 09/13/2029                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     134395 | PA      | $132939.21    | 0.01%             | 2029-09-27      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-LTV2                                               | CUSIP: 46651ABB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1308482 | PA      | $1273053.21   | 0.06%             | 2049-12-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2005-53T2                                                 | CUSIP: 12668AKU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15626 | PA      | $8011.58      | 0.00%             | 2035-11-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4002000 | PA      | $4082294.33   | 0.19%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY M 04/02/2029                                  | SMYRNA READY M 04/02/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     226767 | PA      | $227901.33    | 0.01%             | 2029-04-02      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                   | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     625000 | PA      | $645231.25    | 0.03%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                             | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     520000 | PA      | $533372.32    | 0.02%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38383MA99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14885201 | PA      | $3400710.22   | 0.16%             | 2050-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                           | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1727000 | PA      | $1752529.58   | 0.08%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                               | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     405000 | PA      | $369569.83    | 0.02%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618KJK50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     973750 | PA      | $990126.87    | 0.05%             | 2065-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                         | Panama Government International Bond                                             | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     600000 | PA      | $560100.00    | 0.03%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Starwood Prope 08/14/2032                                  | Starwood Prope 08/14/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     280000 | PA      | $280262.64    | 0.01%             | 2032-08-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STAKEHOLDER MI 08/29/2032                                  | STAKEHOLDER MI 08/29/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     299250 | PA      | $298501.88    | 0.01%             | 2031-01-01      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                   | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      42500 | PA      | $42554.86     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                     | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 43734LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     390000 | PA      | $390000.00    | 0.02%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136B3ST8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18325561 | PA      | $1394470.76   | 0.07%             | 2048-12-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BBFV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10656128 | PA      | $1754357.27   | 0.08%             | 2050-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONVERGINT TEC 07/01/2032                                  | CONVERGINT TEC 07/01/2032                                                        | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     650000 | PA      | $653250.00    | 0.03%             | 2032-07-09      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Hertz Corporat 06/15/2028                                  | Hertz Corporat 06/15/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     291999 | PA      | $263894.50    | 0.01%             | 2028-06-30      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2006-19CB                                                 | CUSIP: 02147QAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     103844 | PA      | $44538.95     | 0.00%             | 2036-08-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                        | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              | CORP              | US        |  -26269000 | NC      | $-9418.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                    | Dryden 75 CLO Ltd                                                                | CUSIP: 26252JAY4<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5005205.00   | 0.23%             | 2034-04-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                            | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     603324 | PA      | $413276.64    | 0.02%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                         | Viking Cruises Ltd                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    1030000 | PA      | $1031075.32   | 0.05%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137F7HA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8080299 | PA      | $1909265.48   | 0.09%             | 2050-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                        | CUSIP: 31423YRJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1082026 | PA      | $225661.74    | 0.01%             | 2053-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     405000 | PA      | $370012.74    | 0.02%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618KUQG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     172602 | PA      | $177248.94    | 0.01%             | 2065-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                      | TRS FVA USDBRL                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $180693.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                            | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5012943.25   | 0.23%             | 2029-12-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                             | WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust                    | CUSIP: 939336Y56<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   48863967 | PA      | $491.08       | 0.00%             | 2045-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2007-15CB                                                 | CUSIP: 02151CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     763443 | PA      | $433385.23    | 0.02%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                     | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     550000 | PA      | $563699.95    | 0.03%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                        | Insulet Corp                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     430000 | PA      | $447428.76    | 0.02%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                       | Colombia Government International Bond                                           | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2650000 | PA      | $2936862.50   | 0.14%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                   | Neuberger Berman CLO XX Ltd                                                      | CUSIP: 64130TBU8<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |    3600000 | PA      | $3607297.20   | 0.17%             | 2039-04-15      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136A9XX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     197379 | PA      | $3486.60      | 0.00%             | 2027-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                     | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1589000 | PA      | $1608162.56   | 0.08%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARCLIGHT GCX 01/27/2032                                    | ARCLIGHT GCX 01/27/2032                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     183609 | PA      | $183264.59    | 0.01%             | 2032-01-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| BAUSCH & LOMB 12/17/2030                                   | BAUSCH & LOMB 12/17/2030                                                         | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | US        |     443888 | PA      | $444997.22    | 0.02%             | 2031-01-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                   | TRS IBOXHY INDEX                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $1800000.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38377YMA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     403723 | PA      | $8924.83      | 0.00%             | 2039-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                         | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     440000 | PA      | $459112.50    | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | J.P. Morgan Mortgage Trust 2019-2                                                | CUSIP: 46650TAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2280293 | PA      | $2165516.11   | 0.10%             | 2049-08-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                   | Neuberger Berman Loan Advisers Clo 44 Ltd                                        | CUSIP: 64133VAN7<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |    4750000 | PA      | $4758621.25   | 0.22%             | 2035-10-16      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2024-HQA2                                          | CUSIP: 35564NEC3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4024717.60   | 0.19%             | 2044-08-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2174257.20   | 0.10%             | 2042-09-25      | Floating      | 10.11%                | No            |                  2 | On Loan: No      |
| STATE OF WISCONSIN INVESTMENT BOARD                        | STATE OF WISCONSIN INVESTMENT BOARD                                              | CUSIP: 000000000<br>LEI: VY0GIYI3352UC4XOP168 | Long             | RA               | CORP              | US        |    5409861 | PA      | $5409861.00   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38383WBY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18065984 | PA      | $3502645.63   | 0.16%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Tru                             | THPT 2023-THL Mortgage Trust                                                     | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4418311 | PA      | $4488629.64   | 0.21%             | 2034-12-10      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                     | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1921000 | PA      | $1956719.21   | 0.09%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                  | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -415260000 | NC      | $-88733.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| athenahealth, 02/01/2029                                   | athenahealth, 02/01/2029                                                         | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     884888 | PA      | $883781.46    | 0.04%             | 2029-02-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                             | Morgan Stanley Mortgage Loan Trust 2007-10XS                                     | CUSIP: 61751MAC8<br>LEI: 549300CG0N64R5CUIN87 | Long             | ABS-MBS          | CORP              | US        |     665180 | PA      | $368180.97    | 0.02%             | 2037-02-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FN5G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15582196 | PA      | $1768674.24   | 0.08%             | 2049-08-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Latham Pool Pr 02/17/2029                                  | Latham Pool Pr 02/17/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     444937 | PA      | $444102.98    | 0.02%             | 2029-02-23      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| HERENS US HOLDCO CORP                                      | Herens US Holdco Corp                                                            | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |     468312 | PA      | $423354.35    | 0.02%             | 2028-07-03      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                    | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    3325000 | PA      | $3433361.75   | 0.16%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                   | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     575000 | PA      | $574261.99    | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| NAVIENT CORP                                               | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     235000 | PA      | $234129.24    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                   | Neuberger Berman Loan Advisers CLO 33 Ltd                                        | CUSIP: 64132TAY9<br>LEI: 549300RVE5T2OYI2H743 | Long             | ABS-CBDO         | CORP              | KY        |    2300000 | PA      | $2312438.40   | 0.11%             | 2039-04-16      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                    | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2435335.87   | 0.11%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                           | Unlock HEA Trust 2025-1                                                          | CUSIP: 91528BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2989609 | PA      | $2999693.48   | 0.14%             | 2041-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                   | Bear Stearns ALT-A Trust 2006-6                                                  | CUSIP: 073868BE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     497726 | PA      | $253413.56    | 0.01%             | 2036-11-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                               | Atrium Hotel Portfolio Trust 2024-ATRM                                           | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1632682.56   | 0.08%             | 2029-11-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                   | AES Panama Generation Holdings SRL                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     376335 | PA      | $357048.04    | 0.02%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE 12/02/2031                                   | CROWN FINANCE 12/02/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     640171 | PA      | $639770.44    | 0.03%             | 2031-12-02      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     852191 | PA      | $766505.44    | 0.04%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136A9SV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1815434 | PA      | $38106.15     | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137BRXK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4889428 | PA      | $570438.77    | 0.03%             | 2046-09-15      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31396NU46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      33167 | PA      | $27996.13     | 0.00%             | 2036-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Octagon 64 Ltd                                             | Octagon 64 Ltd                                                                   | CUSIP: 67579ABC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2503012.50   | 0.12%             | 2037-07-21      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group 02/27/2031                                  | Ardonagh Group 02/27/2031                                                        | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |     436805 | PA      | $435439.98    | 0.02%             | 2031-02-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Merit                                                      | MHP 2022-MHIL                                                                    | CUSIP: 55293DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2560000 | PA      | $2562016.28   | 0.12%             | 2039-01-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                       | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1243264 | PA      | $1243437.68   | 0.06%             | 2036-11-16      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618NNED8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1033269 | PA      | $1079195.87   | 0.05%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FRONTDOOR (FKA 12/17/2031                                  | FRONTDOOR (FKA 12/17/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     148875 | PA      | $151108.13    | 0.01%             | 2031-12-19      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                       | FS Rialto 2024-FL9 Issuer LLC                                                    | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2012730.20   | 0.09%             | 2039-10-19      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2020-1                                                    | CUSIP: 81748MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     154116 | PA      | $140515.92    | 0.01%             | 2050-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31398CGH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     278705 | PA      | $21032.37     | 0.00%             | 2036-09-15      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                     | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     945000 | PA      | $1021444.83   | 0.05%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38376T5V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     303024 | PA      | $10206.50     | 0.00%             | 2039-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                    | Light & Wonder International Inc                                                 | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     300000 | PA      | $312221.40    | 0.01%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137F7BU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22320199 | PA      | $4419057.94   | 0.21%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                  | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -57675000 | NC      | $13014.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38379TND7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     236128 | PA      | $26169.48     | 0.00%             | 2044-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137B0WV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1013839 | PA      | $26994.79     | 0.00%             | 2028-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38382DAQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17371781 | PA      | $3367731.69   | 0.16%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                  | CIM Trust 2019-INV3                                                              | CUSIP: 12557LAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     127219 | PA      | $116125.94    | 0.01%             | 2049-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5004532.00   | 0.23%             | 2042-03-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                              | Amphenol Corp                                                                    | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    1266000 | PA      | $1277660.24   | 0.06%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NOVOLEX (AKA F 04/01/2032                                  | NOVOLEX (AKA F 04/01/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      63723 | PA      | $63690.89     | 0.00%             | 2032-04-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| SPECTRIS PLC 09/30/2032                                    | SPECTRIS PLC 09/30/2032                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     135000 | PA      | $135421.88    | 0.01%             | 2032-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATE 03/24/2028                                  | VM CONSOLIDATE 03/24/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     409251 | PA      | $410358.80    | 0.02%             | 2028-03-24      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| GCAT                                                       | GCAT 2025-INV2 Trust                                                             | CUSIP: 36173QCF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1992451 | PA      | $2067153.43   | 0.10%             | 2055-05-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                    | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     455000 | PA      | $442567.63    | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                   | Republic of South Africa Government International Bond                           | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     625000 | PA      | $632512.50    | 0.03%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38382W7F8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19691084 | PA      | $3194204.96   | 0.15%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2024-R06                                     | CUSIP: 20755RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1004181.20   | 0.05%             | 2044-09-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                 | DaVita Inc                                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     250000 | PA      | $258009.50    | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                             | Chase Home Lending Mortgage Trust Series 2024-1                                  | CUSIP: 16160DAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     650934 | PA      | $660068.33    | 0.03%             | 2055-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2019-EXP3 Trust                                                              | CUSIP: 67113AAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     139953 | PA      | $127938.77    | 0.01%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                  | CIM Trust 2020-J2                                                                | CUSIP: 12568PCH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1132371 | PA      | $919083.84    | 0.04%             | 2051-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Milano Acquisi 08/13/2027                                  | Milano Acquisi 08/13/2027                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     392288 | PA      | $387138.95    | 0.02%             | 2027-10-01      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                              | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     645000 | PA      | $652716.14    | 0.03%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2006-S3                                                 | CUSIP: 46629ABF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     389145 | PA      | $125357.55    | 0.01%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                              | Citigroup Mortgage Loan Trust 2024-1                                             | CUSIP: 17332CCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2558795 | PA      | $2607441.75   | 0.12%             | 2054-07-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                         | Wind River 2021-2 CLO Ltd                                                        | CUSIP: 97315VAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1700000 | PA      | $1702602.70   | 0.08%             | 2034-07-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                     | GSAA Home Equity Trust 2007-1                                                    | CUSIP: 3622EQAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     777799 | PA      | $217277.44    | 0.01%             | 2037-02-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                  | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0306A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4467000 | PA      | $3924320.56   | 0.18%             | 2055-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LEGENCE HOLDIN 12/16/2028                                  | LEGENCE HOLDIN 12/16/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     174477 | PA      | $175058.42    | 0.01%             | 2028-12-18      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2132050 | PA      | $1895799.98   | 0.09%             | 2050-05-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| NEWLY WEDS FOO 03/05/2032                                  | NEWLY WEDS FOO 03/05/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     678300 | PA      | $679995.75    | 0.03%             | 2032-03-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae                                                                       | CUSIP: 21H042695<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4472000 | PA      | $4338086.90   | 0.20%             | 2055-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                             | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust   | CUSIP: 93934NAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     513972 | PA      | $329445.66    | 0.02%             | 2036-07-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX 2024-PALM                                                                     | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4326923 | PA      | $4339137.98   | 0.20%             | 2037-06-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL 07/21/2028                                   | CITY FOOTBALL 07/21/2028                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     295494 | PA      | $295863.65    | 0.01%             | 2030-07-21      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1328182 | PA      | $1334084.13   | 0.06%             | 2039-02-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| JANE STREET GR 12/07/2031                                  | JANE STREET GR 12/07/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     857219 | PA      | $851928.19    | 0.04%             | 2031-12-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2020-B16 Mortgage Trust                                                | CUSIP: 08161NAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     950000 | PA      | $864521.47    | 0.04%             | 2053-02-15      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Medrisk Inc 05/10/2028                                     | Medrisk Inc 05/10/2028                                                           | CUSIP: 54317EAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     478888 | PA      | $480255.79    | 0.02%             | 2028-05-10      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $669056.79    | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                  | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -57675000 | NC      | $33643.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2006-18CB                                                 | CUSIP: 02147FAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     440327 | PA      | $166839.09    | 0.01%             | 2036-07-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                              | Citigroup Mortgage Loan Trust 2015-A                                             | CUSIP: 17323MAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     114583 | PA      | $112691.34    | 0.01%             | 2058-06-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SRAM, LLC 02/20/2032                                       | SRAM, LLC 02/20/2032                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     188575 | PA      | $188339.28    | 0.01%             | 2032-02-27      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $1942760.39   | 0.09%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Priority Payme 07/22/2032                                  | Priority Payme 07/22/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     190000 | PA      | $190633.27    | 0.01%             | 2032-07-30      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| TRUCK HERO INC                                             | Truck Hero Inc                                                                   | CUSIP: 000000000<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |     292191 | PA      | $265893.37    | 0.01%             | 2028-01-31      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                           | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     285000 | PA      | $279848.60    | 0.01%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDI 04/14/2031                                  | QUIKRETE HOLDI 04/14/2031                                                        | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      83730 | PA      | $83802.45     | 0.00%             | 2031-04-14      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                                | CUSIP: 36257LAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3394143 | PA      | $3176295.34   | 0.15%             | 2049-11-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| IMC FINANCING 06/30/2032                                   | IMC FINANCING 06/30/2032                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     139650 | PA      | $141221.06    | 0.01%             | 2032-06-18      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| ICON PARENT I 11/13/2031                                   | ICON PARENT I 11/13/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     598500 | PA      | $598500.00    | 0.03%             | 2031-11-13      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                             | Banc of America Funding 2007-C Trust                                             | CUSIP: 059522AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1055443 | PA      | $979388.54    | 0.05%             | 2047-05-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                                               | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     235000 | PA      | $244923.39    | 0.01%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Starwood Mortgage Residential                              | Starwood Mortgage Residential Trust 2022-2                                       | CUSIP: 85573UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1603450.20   | 0.08%             | 2067-02-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan                             | Laurel Road Prime Student Loan Trust 2018-B                                      | CUSIP: 51888RAC4<br>LEI: 549300XLHGW4YH0MCQ51 | Long             | ABS-O            | CORP              | US        |     411705 | PA      | $409576.53    | 0.02%             | 2043-05-26      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                  | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -57675000 | NC      | $42063.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                                   | Virgin Media Vendor Financing Notes IV DAC                                       | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |     775000 | PA      | $759821.55    | 0.04%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                   | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     320000 | PA      | $338853.44    | 0.02%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC 05/17/2028                                    | CIMPRESS PLC 05/17/2028                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     305365 | PA      | $304602.08    | 0.01%             | 2028-05-17      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Crown Equipmen 05/01/2025                                  | Crown Equipmen 05/01/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     363175 | PA      | $364536.91    | 0.02%             | 2031-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                      | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     271000 | PA      | $270900.54    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    1075000 | PA      | $1128750.00   | 0.05%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31397UDV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     255269 | PA      | $255058.50    | 0.01%             | 2041-06-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Bombardier Rec 01/12/2031                                  | Bombardier Rec 01/12/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     480029 | PA      | $481425.42    | 0.02%             | 2031-01-22      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BAZ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10164137 | PA      | $2144947.50   | 0.10%             | 2050-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                      | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     525000 | PA      | $538277.25    | 0.03%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| MF1 Multifamily Housing Mortga                             | MF1 2025-FL20 LLC                                                                | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4250000 | PA      | $4269921.45   | 0.20%             | 2043-02-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2017-6                                                  | CUSIP: 46649HBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     904203 | PA      | $729980.11    | 0.03%             | 2048-12-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Perrigo Invest 04/20/2029                                  | Perrigo Invest 04/20/2029                                                        | CUSIP: 71429TAF7<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | US        |     351623 | PA      | $351403.07    | 0.02%             | 2029-04-20      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BFUH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13898388 | PA      | $3754147.87   | 0.18%             | 2049-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goodnight Wate 05/22/2029                                  | Goodnight Wate 05/22/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     359110 | PA      | $355967.53    | 0.02%             | 2029-06-04      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                          | L3Harris Technologies Inc                                                        | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1599814.16   | 0.07%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2024-CCM1                                               | CUSIP: 46658NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     582972 | PA      | $585435.90    | 0.03%             | 2055-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROP 05/18/2030                                  | RHP HOTEL PROP 05/18/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     122048 | PA      | $122657.94    | 0.01%             | 2030-05-20      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                      | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     610000 | PA      | $627837.87    | 0.03%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                        | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3208000 | PA      | $3283375.39   | 0.15%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     625000 | PA      | $677968.75    | 0.03%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2021-B24 Mortgage Trust                                                | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17298909 | PA      | $707636.97    | 0.03%             | 2054-03-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust                              | KSL Commercial Mortgage Trust 2024-HT2                                           | CUSIP: 500937AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5011038.50   | 0.23%             | 2039-12-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| C.H. GUENTHER 11/17/2028                                   | C.H. GUENTHER 11/17/2028                                                         | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |     509727 | PA      | $511001.08    | 0.02%             | 2028-12-08      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2023-HQA3                                          | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2639379.00   | 0.12%             | 2043-11-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                     | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    1500000 | PA      | $1433872.50   | 0.07%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2017-BNK4                                                                   | CUSIP: 06541FBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     685000 | PA      | $610028.67    | 0.03%             | 2050-05-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     467977 | PA      | $194795.43    | 0.01%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                              | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3001335.60   | 0.14%             | 2042-02-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-LTV3                                               | CUSIP: 46651HBT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2434834 | PA      | $2289511.27   | 0.11%             | 2050-03-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                             | SUNNOVA HELIOS II ISSUER LLC 2018-1                                              | CUSIP: 86745JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2700552 | PA      | $2440942.21   | 0.11%             | 2048-07-20      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                                   | Sally Holdings LLC / Sally Capital Inc                                           | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     555000 | PA      | $577718.93    | 0.03%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CALPINE CORP                                               | Calpine Corp                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     320000 | PA      | $318862.85    | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LSF11 TRINITY 06/14/2030                                   | LSF11 TRINITY 06/14/2030                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     326368 | PA      | $327183.49    | 0.02%             | 2030-06-14      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                               | Entegris Inc                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     235000 | PA      | $223620.15    | 0.01%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                      | Level 3 Financing Inc                                                            | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     775000 | PA      | $670189.00    | 0.03%             | 2031-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming                                          | Genesee & Wyoming                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     153397 | PA      | $152970.78    | 0.01%             | 2031-04-10      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                           | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152912.85    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC 10/01/2031                                      | ARCOSA INC 10/01/2031                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      14387 | PA      | $14494.60     | 0.00%             | 2031-10-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                 | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46216 | PA      | $45547.24     | 0.00%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                     | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     405000 | PA      | $414809.10    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | 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        |    2590000 | PA      | $2681478.80   | 0.13%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                  | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -57675000 | NC      | $36581.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1856070 | PA      | $1859842.66   | 0.09%             | 2039-02-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| NOVOLEX (AKA F 04/01/2032                                  | NOVOLEX (AKA F 04/01/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1117 | PA      | $1116.27      | 0.00%             | 2032-04-01      | None          | 0.00%                 | 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        |    2500000 | PA      | $1679506.75   | 0.08%             | 2054-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                             | SWCH Commercial Mortgage Trust 2025-DATA                                         | CUSIP: 78489CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2493776.75   | 0.12%             | 2042-02-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Nomura Home Equity Loan Inc                                | Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2007-1                 | CUSIP: 65537KAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     291494 | PA      | $264590.05    | 0.01%             | 2037-02-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                      | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     120000 | PA      | $127776.24    | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                   | FS Trust 2024-HULA                                                               | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3700000 | PA      | $3711484.06   | 0.17%             | 2039-08-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd                                            | Invesco US CLO 2023-1 Ltd                                                        | CUSIP: 46146GAU6<br>LEI: 54930008KXQ75MGXPQ71 | Long             | ABS-CBDO         | CORP              | JE        |    5650000 | PA      | $5676549.35   | 0.27%             | 2037-04-22      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                      | Minerva Luxembourg SA                                                            | CUSIP: 000000000<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $920000.00    | 0.04%             | 2031-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| ACADIA HEALTHCARE CO INC                                   | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     575000 | PA      | $570642.71    | 0.03%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLYNN RESTAURA 01/17/2032                                  | FLYNN RESTAURA 01/17/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     851525 | PA      | $854186.51    | 0.04%             | 2032-01-28      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                          | EURO-OAT                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -520 | NC      | $319452.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2024-CCM1                                               | CUSIP: 46658NBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1419975 | PA      | $1380132.20   | 0.06%             | 2055-04-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                               | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1006746.95   | 0.05%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                    | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6601.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust Series 2024-4                                           | CUSIP: 46657WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1766290 | PA      | $1888282.47   | 0.09%             | 2054-10-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                   | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2026000 | PA      | $2034471.50   | 0.10%             | 2027-09-16      | Fixed         | 4.12%                 | 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        |    1015000 | PA      | $1052201.16   | 0.05%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1266000 | PA      | $1199410.98   | 0.06%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FTDG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27706176 | PA      | $5613801.91   | 0.26%             | 2050-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IMA FINANCIAL GROUP, INC.                                  | IMA FINANCIAL GROUP, INC.                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     257544 | PA      | $257905.68    | 0.01%             | 2028-11-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| GrantThornton05/30/2031                                    | GrantThornton05/30/2031                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     355000 | PA      | $352929.29    | 0.02%             | 2031-06-02      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137AXSZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14662 | PA      | $22.49        | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Actus Nutritio 06/30/2032                                  | Actus Nutritio 06/30/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     510000 | PA      | $510000.00    | 0.02%             | 2032-07-08      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURI 10/31/2031                                  | CITADEL SECURI 10/31/2031                                                        | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |     421128 | PA      | $422330.82    | 0.02%             | 2031-10-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618LYPX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5155430 | PA      | $5524341.74   | 0.26%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    3175000 | PA      | $3390900.00   | 0.16%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137BS7G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1236308 | PA      | $219943.01    | 0.01%             | 2046-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     793835 | PA      | $445738.31    | 0.02%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618NHHX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     417576 | PA      | $428818.90    | 0.02%             | 2065-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618KNUR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1155451 | PA      | $1216060.04   | 0.06%             | 2055-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                       | Colombia Government International Bond                                           | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     900000 | PA      | $945225.00    | 0.04%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                   | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     420000 | PA      | $422548.75    | 0.02%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                         | BSPRT 2025-FL12 Issuer LLC                                                       | CUSIP: 05619BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $998424.10    | 0.05%             | 2043-01-17      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| HTAP Trust                                                 | HTAP Issuer Trust 2025-1                                                         | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2857358 | PA      | $2862961.78   | 0.13%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cox Media Grou 06/18/2029                                  | Cox Media Grou 06/18/2029                                                        | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     248117 | PA      | $237933.37    | 0.01%             | 2029-06-18      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                                | CUSIP: 36257LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      53800 | PA      | $50777.77     | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2019-5                                                    | CUSIP: 81743ACC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1764235 | PA      | $1626389.49   | 0.08%             | 2049-12-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                  | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -57675000 | NC      | $12482.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                      | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3590822.10   | 0.17%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1510310.70   | 0.07%             | 2042-10-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                             | Wells Fargo Commercial Mortgage Trust 2025-B33RP                                 | CUSIP: 95004RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5007275.50   | 0.23%             | 2042-08-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                       | BlueMountain CLO 2013-2 Ltd                                                      | CUSIP: 09626YAU4<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000985.00   | 0.05%             | 2030-10-22      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                     | Cadence Design Systems Inc                                                       | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    2786000 | PA      | $2798671.54   | 0.13%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FOLEY PRODUCTS 01/01/2928                                  | FOLEY PRODUCTS 01/01/2928                                                        | CUSIP: 34430DAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        289 | PA      | $291.57       | 0.00%             | 2028-12-29      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2022-R05                                     | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3045000 | PA      | $3272442.32   | 0.15%             | 2042-04-25      | Floating      | 11.36%                | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        | -228585000 | NC      | $-59631.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABG INTERMEDIA 12/21/2028                                  | ABG INTERMEDIA 12/21/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     650350 | PA      | $650485.02    | 0.03%             | 2028-12-21      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Trust 2023-PJ6                                     | CUSIP: 36268FBS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2911819 | PA      | $3021776.93   | 0.14%             | 2054-04-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                   | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    1282000 | PA      | $1295949.28   | 0.06%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                  | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0406A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1739000 | PA      | $1639175.90   | 0.08%             | 2055-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | J.P. Morgan Mortgage Trust 2024-1                                                | CUSIP: 46657PAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     585735 | PA      | $591253.87    | 0.03%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31392B5J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39446 | PA      | $1427.94      | 0.00%             | 2032-03-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchas 02/12/2031                                  | Fiesta Purchas 02/12/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     419706 | PA      | $419279.66    | 0.02%             | 2031-02-12      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618JQCC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     303565 | PA      | $311738.95    | 0.01%             | 2065-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31398MQQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      99072 | PA      | $99446.14     | 0.00%             | 2040-03-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                               | Stryker Corp                                                                     | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    1243000 | PA      | $1232172.33   | 0.06%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                             | Morgan Stanley Capital I Trust 2018-L1                                           | CUSIP: 61691QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25660000 | PA      | $1235581.60   | 0.06%             | 2051-10-15      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| Helios Softwar 07/18/2030                                  | Helios Softwar 07/18/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     298500 | PA      | $299059.68    | 0.01%             | 2030-07-18      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Foundation Bui 02/10/2028                                  | Foundation Bui 02/10/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     152507 | PA      | $152813.31    | 0.01%             | 2028-01-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                   | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1020797.68   | 0.05%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Corp Trust 2019-PJ3                                | CUSIP: 36257QAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     411235 | PA      | $382247.30    | 0.02%             | 2050-03-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                             | Sofi Professional Loan Program 2019-B LLC                                        | CUSIP: 83404WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1878411.40   | 0.09%             | 2048-08-17      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                               | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2475567.33   | 0.12%             | 2049-11-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38375LQC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2308447 | PA      | $229295.85    | 0.01%             | 2037-07-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                  | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-11472.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                               | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    1740000 | PA      | $1823934.12   | 0.09%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2020-1                                 | RCKT Mortgage Trust 2020-1                                                       | CUSIP: 749389BH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1438208 | PA      | $1306227.48   | 0.06%             | 2050-02-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                  | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0326A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2513000 | PA      | $2296267.72   | 0.11%             | 2055-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LCSS Financing LLC                                         | LCSS Financing 2018-A LLC                                                        | CUSIP: 50200XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     710914 | PA      | $630917.22    | 0.03%             | 2062-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2021-B28 Mortgage Trust                                                | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9612476 | PA      | $490668.38    | 0.02%             | 2054-08-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                             | BBCMS Mortgage Trust 2025-5C34                                                   | CUSIP: 07337BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1368991.26   | 0.06%             | 2058-05-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                      | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     500000 | PA      | $524490.00    | 0.02%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                   | TRS IBOXXLLTR INDEX                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $20000.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

**Name of Applicant:** Voya Funds Trust

**Signature:** Dorothy Roman

**Name of Signer:** Dorothy Roman

**Title:** Vice President, Fund Administration