# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0002071691-25-004192
**Filing Date:** 2025-10
**Character Count:** 1195741
**Document Hash:** 28278cf47485aaae73a0ad119c851198
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-004192.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0002071691-25-004192

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMorgan Trust I
- **CENTRAL INDEX KEY:** 0001217286

**ORGANIZATION NAME:**
- **EIN:** 331043149
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21295
- **FILM NUMBER:** 251429213

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JP MORGAN MUTUAL FUND SERIES
- **DATE OF NAME CHANGE:** 20030204

## Series and Classes Contracts Data

### JPMorgan Income Fund (Series ID: S000044081)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000136811 | Class A      | JGIAX           |
| C000136812 | Class C      | JGCGX           |
| C000136813 | Class I      | JMSIX           |
| C000136814 | Class R6     | JMSFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JPMorgan Trust I

- **b. Investment Company Act file number:** 811-21295

- **c. CIK number of Registrant:** 0001217286

- **d. LEI of Registrant:** 549300DM5WZMCZZ70R78

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

  - **Street Address 1:** 277 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

  - **Telephone number:** 800-480-4111

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

- **a. Name of Series:** JPMorgan Income Fund

- **b. EDGAR series identifier (if any):** S000044081

- **c. LEI of Series:** 549300J9G10ZQTTAFU03

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $21127191305.81

**Total Liabilities:** $6538123036.70

**Net Assets:** $14589068269.11

**Delayed Delivery Securities:** $29177366.70

**Cash Not Reported:** $6401936.59

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -467685.33979000 | **1-Year:** 412658.36764000 | **5-Year:** 2391807.28217000 | **10-Year:** -316574.39634000 | **30-Year:** 51728.12538000

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

- **3-Month:** 17423.55730000 | **1-Year:** 381477.44574000 | **5-Year:** 1092303.53284000 | **10-Year:** 298524.25929000 | **30-Year:** 96637.90463000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000136811 | 1.06%                | 0.13%                | 1.41%                |
| Class ID C000136814 | 1.09%                | 0.26%                | 1.32%                |
| Class ID C000136812 | 1.02%                | 0.20%                | 1.25%                |
| Class ID C000136813 | 1.09%                | 0.15%                | 1.43%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $14014588.36             | $81448920.29                               |
| Month 2  | $-4995126.62             | $-4225352.43                               |
| Month 3  | $4263655.25              | $75819887.64                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WHARF Commercial Mortgage Trust                                       | WHARF Commercial Mortgage Trust, Series 2025-DC, Class A                                                      | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6362000 | PA      | $6538093.16    | 0.04%             | 2040-07-15      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                      | Bombardier, Inc.                                                                                              | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    3829000 | PA      | $4036864.92    | 0.03%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                   | Medline Borrower LP, 1st Lien Term Loan                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    6534145 | PA      | $6533491.18    | 0.04%             | 2028-10-23      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Republic of Rwanda                                                    | Republic of Rwanda                                                                                            | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |    8000000 | PA      | $7020000.00    | 0.05%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-64                                                                                          | CUSIP: 38380PHR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31303533 | PA      | $2668510.37    | 0.02%             | 2062-07-16      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR Trust                                                     | FHLMC STACR Trust, Series 2018-DNA2, Class B1                                                                 | CUSIP: 35563TAV3<br>LEI: 549300L8K4CLYS7FCQ06 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1065513.60    | 0.01%             | 2030-12-25      | Floating      | 8.16%                 | Yes           |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                                | Amkor Technology, Inc.                                                                                        | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    4654000 | PA      | $4649644.32    | 0.03%             | 2027-09-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| RR Ltd.                                                               | RR Ltd., Series 2021-18A, Class A2                                                                            | CUSIP: 749752AE1<br>LEI: 54930003V8ISBLDELD80 | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $6996500.00    | 0.05%             | 2034-10-15      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                                   | Benin Government Bond                                                                                         | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    6660000 | PA      | $6536057.40    | 0.04%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                              | Benchmark Mortgage Trust, Series 2020-B16, Class E                                                            | CUSIP: 08161NAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7250000 | PA      | $4798662.63    | 0.03%             | 2053-02-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2016-K53, Class B                                                                | CUSIP: 30288LAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      69000 | PA      | $68620.00      | 0.00%             | 2049-03-25      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-7, Class SL                                                                                 | CUSIP: 38385BJ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25157381 | PA      | $1729489.42    | 0.01%             | 2055-01-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                              | Energizer Holdings, Inc.                                                                                      | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    1817000 | PA      | $1739500.41    | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 42 Ltd.                            | Neuberger Berman Loan Advisers CLO Ltd., Series 2021-42A, Class BR                                            | CUSIP: 64133WAQ8<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $9986860.00    | 0.07%             | 2036-07-16      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | CDS                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   39851000 | PA      | $-811224.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HINNT LLC                                                             | HINNT LLC, Series 2022-A, Class E                                                                             | CUSIP: 40486JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     551902 | PA      | $538892.85     | 0.00%             | 2041-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                  | BBCMS Mortgage Trust, Series 2023-5C23, Class A3                                                              | CUSIP: 05493QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15110000 | PA      | $16106206.83   | 0.11%             | 2056-12-15      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                | Lendmark Funding Trust, Series 2024-2A, Class D                                                               | CUSIP: 52590AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2300000 | PA      | $2321362.86    | 0.02%             | 2034-02-21      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                            | Garda World Security Corp.                                                                                    | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     890000 | PA      | $883633.12     | 0.01%             | 2027-02-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K080, Class X1                               | CUSIP: 3137FHPL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  137659752 | PA      | $550983.16     | 0.00%             | 2028-07-25      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                | Sonic Automotive, Inc.                                                                                        | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   11242000 | PA      | $10928507.84   | 0.07%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                   | Connecticut Avenue Securities Trust, Series 2023-R02, Class 1B1                                               | CUSIP: 20755AAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7600000 | PA      | $8270975.12    | 0.06%             | 2043-01-25      | Floating      | 9.90%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K114, Class X3                               | CUSIP: 3137FVNK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10750000 | PA      | $1173093.75    | 0.01%             | 2048-08-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf, Inc.                                                 | Diebold Nixdorf, Inc.                                                                                         | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    2569000 | PA      | $2717958.33    | 0.02%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618J3D89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     378585 | PA      | $395301.17     | 0.00%             | 2049-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                             | SCF Equipment Leasing LLC, Series 2022-1A, Class F                                                            | CUSIP: 784033AN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5360000 | PA      | $5289068.44    | 0.04%             | 2032-07-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Medco Bell Pte. Ltd.                                                  | Medco Bell Pte. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 2549003PNDCWIWGKC768       | Long             | DBT              | CORP              | SG        |    3086000 | PA      | $3086000.00    | 0.02%             | 2027-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2024-25, Class ZA                                                                         | CUSIP: 3136BRTP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14079925 | PA      | $14459325.42   | 0.10%             | 2053-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                        | Braskem Netherlands Finance BV                                                                                | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |    2950000 | PA      | $2068687.50    | 0.01%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                   | Viking Cruises Ltd.                                                                                           | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    4100000 | PA      | $4094552.33    | 0.03%             | 2027-09-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2017-KL1P, Class BP                                                              | CUSIP: 35708RAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11000000 | PA      | $10886832.00   | 0.07%             | 2025-10-25      | Variable      | 3.48%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2024-20, Class MS                                                                         | CUSIP: 3136BRU62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24524060 | PA      | $2157391.34    | 0.01%             | 2054-05-25      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                            | Apidos CLO, Series 2016-25A, Class BR3                                                                        | CUSIP: 03762YBH9<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | KY        |    5100000 | PA      | $5110133.70    | 0.04%             | 2037-01-20      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Cars Net Lease Mortgage Notes                                         | Cars Net Lease Mortgage Notes, Series 2020-1A, Class A3                                                       | CUSIP: 14576AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2734666 | PA      | $2591504.79    | 0.02%             | 2050-12-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                   | GS Mortgage-Backed Securities Trust, Series 2025-PJ7, Class A1                                                | CUSIP: 36272MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17818358 | PA      | $18073107.39   | 0.12%             | 2055-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                | Arab Republic of Egypt                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    2700000 | PA      | $2775600.00    | 0.02%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2018-KF56, Class B                                                               | CUSIP: 30307QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     258281 | PA      | $241793.65     | 0.00%             | 2028-11-25      | Floating      | 6.91%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2019-M30, Class X2                                                                          | CUSIP: 3136B7G62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   89854693 | PA      | $33282.18      | 0.00%             | 2029-12-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2016-147, Class AS                                                                               | CUSIP: 38380A2K2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4024601 | PA      | $577641.27     | 0.00%             | 2046-10-20      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KC07, Class C                                                               | CUSIP: 302988AN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9977000 | PA      | $8318175.09    | 0.06%             | 2029-10-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ABFC Trust                                                            | ABFC Trust, Series 2002-OPT1, Class M1                                                                        | CUSIP: 04542BBL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      55688 | PA      | $59748.34      | 0.00%             | 2032-05-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1514, Class X1                             | CUSIP: 3137FQK28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   49021226 | PA      | $1904749.14    | 0.01%             | 2034-10-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K123, Class X1                               | CUSIP: 3137F8ZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12547439 | PA      | $410702.79     | 0.00%             | 2030-12-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2020-M7, Class X                                                                            | CUSIP: 3136B9DH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28090926 | PA      | $854346.19     | 0.01%             | 2030-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                             | Standard Industries, Inc.                                                                                     | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7584000 | PA      | $7267597.04    | 0.05%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Upstart Pass-Through Trust                                            | Upstart Pass-Through Trust, Series 2021-ST4, Class CERT                                                       | CUSIP: 91534HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1875000 | PA      | $162881.25     | 0.00%             | 2027-07-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2021-13, Class DI                                                                         | CUSIP: 3136BFQV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4640922 | PA      | $480842.17     | 0.00%             | 2036-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                 | BANK5, Series 2023-5YR3, Class A2                                                                             | CUSIP: 06211EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19622345 | PA      | $20484739.65   | 0.14%             | 2056-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                     | Wells Fargo & Co., Series BB                                                                                  | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     382000 | PA      | $378326.08     | 0.00%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADAG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3970559 | PA      | $4121707.16    | 0.03%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K749, Class XAM                              | CUSIP: 3137H74T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  100000000 | PA      | $891030.00     | 0.01%             | 2029-04-25      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                                | BWX Technologies, Inc.                                                                                        | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    4404000 | PA      | $4302297.11    | 0.03%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                   | Nexstar Media, Inc.                                                                                           | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   15123000 | PA      | $15106605.16   | 0.10%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                               | Williams Scotsman, Inc.                                                                                       | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     885000 | PA      | $916041.38     | 0.01%             | 2030-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618K5YY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2424098 | PA      | $2491370.96    | 0.02%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class A3                                              | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3675689.15    | 0.03%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Home RE Ltd.                                                          | Home RE Ltd., Series 2022-1, Class M1C                                                                        | CUSIP: 43730GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   11476497 | PA      | $11892704.54   | 0.08%             | 2034-10-25      | Floating      | 9.85%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                           | Adient Global Holdings Ltd.                                                                                   | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    1765000 | PA      | $1815230.14    | 0.01%             | 2028-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                               | FHLMC STACR REMIC Trust, Series 2021-HQA1, Class B1                                                           | CUSIP: 35564KCN7<br>LEI: 5493000ISMYB8CLVZD05 | Long             | ABS-MBS          | CORP              | US        |    6600000 | PA      | $7198204.20    | 0.05%             | 2033-08-25      | Floating      | 7.35%                 | Yes           |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                         | Cheplapharm Arzneimittel GmbH                                                                                 | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    1015000 | PA      | $986128.83     | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Gulfport Energy Corp.                                                 | Gulfport Energy Corp.                                                                                         | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      13878 | NS      | $2415188.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                                                   | Iron Mountain, Inc.                                                                                           | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    4037000 | PA      | $4006535.99    | 0.03%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXIX Ltd.                                       | Madison Park Funding Ltd., Series 2021-39A, Class CR                                                          | CUSIP: 55821LAN4<br>LEI: 254900K0MU6TXERK4I83 | Long             | ABS-CBDO         | CORP              | KY        |   14000000 | PA      | $14042938.00   | 0.10%             | 2034-10-22      | Floating      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                       | CSAIL Commercial Mortgage Trust, Series 2015-C2, Class C                                                      | CUSIP: 12634NAZ1<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    3080000 | PA      | $2791465.60    | 0.02%             | 2057-06-15      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618J14M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     473761 | PA      | $493626.28     | 0.00%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                                    | Renaissance Home Equity Loan Trust, Series 2003-4, Class M2F                                                  | CUSIP: 759950BV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     105981 | PA      | $69667.88      | 0.00%             | 2034-03-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                        | Community Health Systems, Inc.                                                                                | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    2503000 | PA      | $2648752.19    | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP                                                     | Genesis Energy LP                                                                                             | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1622000 | PA      | $1683553.28    | 0.01%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities Trust                            | Bear Stearns Asset-Backed Securities Trust, Series 2003-AC4, Class M1                                         | CUSIP: 07384YKH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      59239 | PA      | $51850.78      | 0.00%             | 2033-09-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-185                                                                                         | CUSIP: 38381EAC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   35517940 | PA      | $3105383.18    | 0.02%             | 2063-11-16      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| RFT TRUST                                                             | RFT TRUST, Series 2024-2, Class A1                                                                            | CUSIP: 76201AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4852972 | PA      | $4847876.83    | 0.03%             | 2028-09-27      | Variable      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                | Velocity Commercial Capital Loan Trust, Series 2022-2, Class A                                                | CUSIP: 92259UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2398798 | PA      | $2332448.36    | 0.02%             | 2052-04-25      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                        | FHLMC STACR REMIC Trust, Series 2021-DNA2, Class B1                                                           | CUSIP: 35564KDX4<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |   18555000 | PA      | $20711048.32   | 0.14%             | 2033-08-25      | Floating      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                                   | Expand Energy Corp.                                                                                           | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   17892000 | PA      | $18086754.42   | 0.12%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                        | Morgan Stanley Capital I Trust, Series 2019-L3, Class D                                                       | CUSIP: 61691UAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $3496522.95    | 0.02%             | 2052-11-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                            | Verus Securitization Trust, Series 2023-2, Class A1                                                           | CUSIP: 92539DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5113535 | PA      | $5125408.08    | 0.04%             | 2068-03-25      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                       | Hertz Vehicle Financing LLC, Series 2023-1A, Class D                                                          | CUSIP: 42806MBV0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $10152322.00   | 0.07%             | 2027-06-25      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KW09, Class X1                               | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  140166517 | PA      | $2933629.14    | 0.02%             | 2029-05-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                             | MFA Trust, Series 2024-RTL3, Class A1                                                                         | CUSIP: 59319PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18890000 | PA      | $19034859.85   | 0.13%             | 2039-11-25      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                            | FHLMC UMBS, 30 Year                                                                                           | CUSIP: 3132E0YR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   64699250 | PA      | $66645074.63   | 0.46%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOLT XCIV LLC                                                         | VOLT XCIV LLC, Series 2021-NPL3, Class A1                                                                     | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     154981 | PA      | $154910.61     | 0.00%             | 2051-02-27      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                          | Ardagh Packaging Finance plc                                                                                  | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4933000 | PA      | $2173479.80    | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KF70, Class B                                                               | CUSIP: 30298UAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     789970 | PA      | $746044.40     | 0.01%             | 2029-09-25      | Floating      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund                                      | JPMorgan Prime Money Market Fund, Class Institutional                                                         | CUSIP: 4812A2603<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |  129118097 | NS      | $129169744.60  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 50 Ltd.                            | Neuberger Berman Loan Advisers CLO Ltd., Series 2022-50A, Class BR                                            | CUSIP: 64134VAS5<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |    9200000 | PA      | $9212217.60    | 0.06%             | 2036-07-23      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                     | Clarios Global LP                                                                                             | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1559038.00    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, Single Family, 30 Year                                                                               | CUSIP: 21H062693<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25990000 | PA      | $26740740.64   | 0.18%             | 2055-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                             | Commercial Mortgage Trust, Series 2015-LC21, Class E                                                          | CUSIP: 12593FAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $1971780.00    | 0.01%             | 2048-07-10      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                               | FHLMC STACR REMIC Trust, Series 2021-DNA3, Class B2                                                           | CUSIP: 35564KFH7<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-MBS          | CORP              | US        |   24618000 | PA      | $30298214.54   | 0.21%             | 2033-10-25      | Floating      | 10.60%                | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                | Velocity Commercial Capital Loan Trust, Series 2019-3, Class A                                                | CUSIP: 92257HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1904096 | PA      | $1852956.22    | 0.01%             | 2049-10-25      | Variable      | 3.03%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                                     | NatWest Group plc                                                                                             | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    2877000 | PA      | $2879105.96    | 0.02%             | 2025-12-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, Connecticut Avenue Securities, Series 2017-C07, Class 1B1                                               | CUSIP: 30711XUW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    5700000 | PA      | $6041231.64    | 0.04%             | 2030-05-25      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                          | Hess Midstream Operations LP                                                                                  | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1106000 | PA      | $1124539.88    | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                         | UBS Commercial Mortgage Trust, Series 2017-C5, Class AS                                                       | CUSIP: 90276TAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8470998 | PA      | $8192784.17    | 0.06%             | 2050-11-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                          | Performance Food Group, Inc.                                                                                  | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    3921000 | PA      | $3796994.85    | 0.03%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2020-BN29, Class D                                                                               | CUSIP: 06541TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $3900207.00    | 0.03%             | 2053-11-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                             | Telecom Italia Capital SA                                                                                     | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     997000 | PA      | $1087929.04    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                  | Xerox Holdings Corp.                                                                                          | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    3105000 | PA      | $1887257.81    | 0.01%             | 2029-11-30      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                | Arab Republic of Egypt                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1100000 | PA      | $1002716.00    | 0.01%             | 2033-09-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                          | Tallgrass Energy Partners LP                                                                                  | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3085000 | PA      | $3081120.92    | 0.02%             | 2027-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR Debt Notes                                                | FHLMC STACR, Whole Loan, Series 2017-DNA2, Class B1                                                           | CUSIP: 3137G0PR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11000000 | PA      | $11694083.50   | 0.08%             | 2029-10-25      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 5072, Class BI                                                                           | CUSIP: 3137F96G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30731470 | PA      | $5206562.59    | 0.04%             | 2051-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII LLC                               | Bayview Opportunity Master Fund LLC, Series 2024-CAR1, Class D                                                | CUSIP: 07336QAD4<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     244159 | PA      | $245674.37     | 0.00%             | 2031-12-26      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| BSPRT Issuer Ltd.                                                     | BSPRT Issuer Ltd., Series 2021-FL7, Class E                                                                   | CUSIP: 05602CAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     225000 | PA      | $221552.33     | 0.00%             | 2038-12-15      | Floating      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2019-132, Class SK                                                                               | CUSIP: 38381Y4X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6030343 | PA      | $710165.16     | 0.00%             | 2049-10-20      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                              | Argentine Republic                                                                                            | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1600000 | PA      | $1266529.28    | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-161                                                                                         | CUSIP: 38380RAQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32513978 | PA      | $2420740.43    | 0.02%             | 2062-08-16      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                          | Ecopetrol SA                                                                                                  | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    2790000 | PA      | $2054137.50    | 0.01%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                  | BBCMS Mortgage Trust, Series 2021-C11, Class XA                                                               | CUSIP: 05493MAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  155374064 | PA      | $8492202.55    | 0.06%             | 2054-09-15      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                                        | Rite Aid Corp., Series B                                                                                      | CUSIP: 767754CT9<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    1671384 | PA      | $0.02          | 0.00%             | 2031-08-30      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-69, Class SK                                                                                | CUSIP: 38385FMY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   63718638 | PA      | $5349600.20    | 0.04%             | 2055-04-20      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618K5YZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     655891 | PA      | $674052.70     | 0.00%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                  | FirstKey Homes Trust, Series 2022-SFR3, Class F2                                                              | CUSIP: 33768EAS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8000000 | PA      | $7515196.80    | 0.05%             | 2038-07-17      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Sensata Technologies, Inc.                                            | Sensata Technologies, Inc.                                                                                    | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    5770000 | PA      | $5959492.57    | 0.04%             | 2032-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                            | Verus Securitization Trust, Series 2023-4, Class A1                                                           | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |    4249164 | PA      | $4254259.64    | 0.03%             | 2068-05-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                       | NCR Voyix Corp.                                                                                               | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    6059000 | PA      | $5973165.18    | 0.04%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities LLC                                           | Business Jet Securities LLC, Series 2024-1A, Class A                                                          | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12414710 | PA      | $12812404.12   | 0.09%             | 2039-05-15      | Fixed         | 6.20%                 | Yes           |                  3 | On Loan: No      |
| Bear Stearns ALT-A Trust                                              | Bear Stearns ALT-A Trust, Series 2004-7, Class 2A1                                                            | CUSIP: 07386HKK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      48624 | PA      | $47438.36      | 0.00%             | 2034-08-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                 | Kioxia Holdings Corp.                                                                                         | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    5393000 | PA      | $5396607.92    | 0.04%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust                       | Multi-Family Connecticut Avenue Securities Trust, Series 2025-01, Class M2                                    | CUSIP: 62549CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12900000 | PA      | $12984086.07   | 0.09%             | 2055-05-25      | Floating      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Trinidad Generation UnLtd                                             | Trinidad Generation UnLtd                                                                                     | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    2090000 | PA      | $2191762.10    | 0.02%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | Forward Foreign Currency Contract                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2645.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRM FHT1 Excess Owner LLC                                             | NRM FHT1 Excess Owner LLC, Series 2025-FHT1, Class A                                                          | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29262276 | PA      | $29444898.82   | 0.20%             | 2032-03-25      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                   | Hilcorp Energy I LP                                                                                           | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2805000 | PA      | $2685263.81    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates                               | WaMu Mortgage Pass-Through Certificates, Series 2003-S4, Class 2A2                                            | CUSIP: 9292274U7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25475 | PA      | $25655.08      | 0.00%             | 2033-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBALR Commercial Mortgage Trust                                       | SBALR Commercial Mortgage Trust, Series 2020-RR1, Class C                                                     | CUSIP: 78397EAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4750000 | PA      | $2242501.60    | 0.02%             | 2053-02-13      | Variable      | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                              | Angel Oak Mortgage Trust, Series 2019-6, Class B3                                                             | CUSIP: 03464VAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1108643.38    | 0.01%             | 2059-11-25      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                            | JPMBB Commercial Mortgage Securities Trust, Series 2015-C33, Class D2                                         | CUSIP: 46645JBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $840352.60     | 0.01%             | 2048-12-15      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP                                                     | Genesis Energy LP                                                                                             | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1127000 | PA      | $1176635.33    | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                       | Permian Resources Operating LLC                                                                               | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    2778000 | PA      | $2829681.91    | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HNSG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     507119 | PA      | $526424.25     | 0.00%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                             | MFA Trust, Series 2024-NPL1, Class A1                                                                         | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16718337 | PA      | $16801423.45   | 0.12%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2018-KW06, Class X2A                                                             | CUSIP: 30306WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  106228176 | PA      | $212934.38     | 0.00%             | 2028-06-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                   | Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1                                               | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2142937 | PA      | $2143590.83    | 0.01%             | 2044-02-25      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618J6A77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     411060 | PA      | $428986.40     | 0.00%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1515, Class X3                             | CUSIP: 3137FTZN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6000000 | PA      | $1538241.00    | 0.01%             | 2038-03-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K128, Class X1                               | CUSIP: 3137FYUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   95115684 | PA      | $2175828.35    | 0.01%             | 2031-03-25      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust                                                | Oportun Issuance Trust, Series 2021-B, Class C                                                                | CUSIP: 68377GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     324512 | PA      | $320893.08     | 0.00%             | 2031-05-08      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                             | Commercial Mortgage Trust, Series 2015-LC19, Class D                                                          | CUSIP: 200474AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2694360.00    | 0.02%             | 2048-02-10      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2020-BN25, Class E                                                                               | CUSIP: 06539WAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4250000 | PA      | $3024878.85    | 0.02%             | 2063-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                     | Credit Acceptance Auto Loan Trust, Series 2024-3A, Class B                                                    | CUSIP: 22535LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8645000 | PA      | $8689989.44    | 0.06%             | 2034-11-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HML72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9066039 | PA      | $9316970.64    | 0.06%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                             | Vistra Operations Co. LLC                                                                                     | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    4778000 | PA      | $4779935.09    | 0.03%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                   | Post Holdings, Inc.                                                                                           | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     908000 | PA      | $905180.75     | 0.01%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Upstart Pass-Through Trust                                            | Upstart Pass-Through Trust, Series 2021-ST7, Class CERT                                                       | CUSIP: 91683KAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $490770.00     | 0.00%             | 2029-09-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| JH North America Holdings, Inc.                                       | JH North America Holdings, Inc.                                                                               | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    2074000 | PA      | $2105058.15    | 0.01%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ELM Trust                                                             | ELM Trust, Series 2024-ELM, Class C10                                                                         | CUSIP: 26860XBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12915000 | PA      | $13017520.56   | 0.09%             | 2039-06-10      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Diversified ABS Phase VIII LLC                                        | Diversified ABS Phase LLC, Series 2024-1A, Class A2                                                           | CUSIP: 255123AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14247158 | PA      | $14387350.37   | 0.10%             | 2044-05-30      | Fixed         | 7.67%                 | Yes           |                  3 | On Loan: No      |
| BMO Mortgage Trust                                                    | BMO Mortgage Trust, Series 2023-C5, Class A5                                                                  | CUSIP: 055988AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17900000 | PA      | $18776822.55   | 0.13%             | 2056-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HKLR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1318882 | PA      | $1370653.52    | 0.01%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                                           | Commonwealth of the Bahamas                                                                                   | CUSIP: N/A<br>LEI: 549300W13SXC7EKNJC20       | Long             | DBT              | NUSS              | BS        |    1500000 | PA      | $1610145.00    | 0.01%             | 2032-10-15      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, Other                                                                                                   | CUSIP: 3140NX4X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11396998 | PA      | $11680441.91   | 0.08%             | 2035-04-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA UMBS, 30 Year                                                                                            | CUSIP: 3140QUNM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39420835 | PA      | $40614507.14   | 0.28%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K131, Class X1                               | CUSIP: 3137H2N83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18864984 | PA      | $679235.63     | 0.00%             | 2031-07-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                         | Asbury Automotive Group, Inc.                                                                                 | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    1458000 | PA      | $1415991.52    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| vMobo, Inc.                                                           | vMobo, Inc.                                                                                                   | CUSIP: 91834VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20000000 | PA      | $19288000.00   | 0.13%             | 2027-07-18      | Fixed         | 9.46%                 | No            |                  3 | On Loan: No      |
| Hertz Corp. (The)                                                     | Hertz Corp. (The), Escrow                                                                                     | CUSIP: 428ESCAC1<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $523450.00     | 0.00%             | 2026-08-01      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| Islamic Republic of Pakistan                                          | Islamic Republic of Pakistan                                                                                  | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |   15085000 | PA      | $14994490.00   | 0.10%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC, Multi-Class Certificates                                       | FHLMC, Multi-Class Certificates, Series 2023-RR21, Class X                                                    | CUSIP: 3137HBCL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  186283329 | PA      | $39002308.25   | 0.27%             | 2036-04-27      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                        | HarborView Mortgage Loan Trust, Series 2006-14, Class 1A1A                                                    | CUSIP: 41162NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5150982 | PA      | $4704180.28    | 0.03%             | 2047-01-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                      | IndyMac INDX Mortgage Loan Trust, Series 2007-AR21, Class 6A1                                                 | CUSIP: 45670BAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11075665 | PA      | $6872291.46    | 0.05%             | 2037-09-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                                                   | BMD2 Re-REMIC Trust, Series 2019-FRR1, Class 4A                                                               | CUSIP: 055631FB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4095695.00    | 0.03%             | 2052-05-25      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-89, Class SE                                                                                | CUSIP: 38385GGB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   43922919 | PA      | $4147197.61    | 0.03%             | 2055-05-20      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                     | Uzbekneftegaz JSC                                                                                             | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |    2500000 | PA      | $2357775.00    | 0.02%             | 2028-11-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| British Airways Pass-Through Trust                                    | British Airways Pass-Through Trust, Series 2020-1, Class B                                                    | CUSIP: 11042WAA4<br>LEI: 635400FQKDVFBRDDER80 | Long             | ABS-O            | CORP              | US        |     544349 | PA      | $574817.18     | 0.00%             | 2028-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2023-15, Class AB                                                                                | CUSIP: 38381HV32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8596906 | PA      | $8277338.62    | 0.06%             | 2063-08-16      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2024-92, Class SH                                                                         | CUSIP: 3136BT5E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19257624 | PA      | $1591507.79    | 0.01%             | 2054-12-25      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                              | Republic of South Africa                                                                                      | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    4489000 | PA      | $4340705.89    | 0.03%             | 2054-11-19      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-K92, Class D                                                                | CUSIP: 302973AL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16000000 | PA      | $11918852.80   | 0.08%             | 2052-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                 | Albertsons Cos., Inc.                                                                                         | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7649000 | PA      | $7272394.60    | 0.05%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                              | Venture Global LNG, Inc.                                                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   11685000 | PA      | $12723551.12   | 0.09%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2019-47, Class QI                                                                         | CUSIP: 3136B5SB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1222801 | PA      | $265803.11     | 0.00%             | 2049-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618N5RG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  169184327 | PA      | $172628605.50  | 1.18%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Suriname Government International Bond                                | Suriname Government International Bond                                                                        | CUSIP: N/A<br>LEI: 254900SYU4G5JM13TN77       | Long             | DBT              | NUSS              | SR        |    2937035 | PA      | $2916857.57    | 0.02%             | 2033-07-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                           | Crescent Energy Finance LLC                                                                                   | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    2076000 | PA      | $2106693.66    | 0.01%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                       | Hertz Vehicle Financing LLC, Series 2025-4A, Class B                                                          | CUSIP: 42806MDG1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    7905000 | PA      | $8065948.96    | 0.06%             | 2031-12-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                | Santander Drive Auto Receivables Trust, Series 2024-4, Class D                                                | CUSIP: 802919AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5298000 | PA      | $5384507.33    | 0.04%             | 2031-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                            | Allison Transmission, Inc.                                                                                    | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   10226000 | PA      | $10305691.22   | 0.07%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2015-H13, Class GI                                                                               | CUSIP: 38376RCK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     281301 | PA      | $8097.52       | 0.00%             | 2065-04-20      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                                                   | BMD2 Re-REMIC Trust, Series 2019-FRR1, Class 1A5                                                              | CUSIP: 055631CT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     525223 | PA      | $523446.34     | 0.00%             | 2052-05-25      | Floating      | 8.66%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-1, Class KS                                                                                 | CUSIP: 38385CEB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20504374 | PA      | $1141218.12    | 0.01%             | 2055-01-20      | Floating      | 0.85%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2023-126                                                                                         | CUSIP: 38381JQB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   62831590 | PA      | $4309700.47    | 0.03%             | 2065-07-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                     | Republic of Ghana                                                                                             | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     213626 | PA      | $179179.03     | 0.00%             | 2030-01-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC, Multi-Class Certificates                                       | FHLMC, Multi-Class Certificates, Series 2020-RR14, Class X                                                    | CUSIP: 3137F85E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31380905 | PA      | $4229568.59    | 0.03%             | 2034-03-27      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                           | Block, Inc.                                                                                                   | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   11122000 | PA      | $11523825.74   | 0.08%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                   | Republic of Ecuador                                                                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    7900000 | PA      | $5964500.00    | 0.04%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-110                                                                                         | CUSIP: 38381DND8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2734781 | PA      | $183975.81     | 0.00%             | 2063-11-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | CDSCMBX                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   12500000 | PA      | $-2125539.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618J6BA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     333695 | PA      | $347841.50     | 0.00%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCK Trust                                                            | ROCK Trust, Series 2024-CNTR, Class A                                                                         | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13539048 | PA      | $13936519.25   | 0.10%             | 2041-11-13      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 5011, Class MI                                                                           | CUSIP: 3137FVSU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28994948 | PA      | $4719649.81    | 0.03%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg SA                                                 | Minerva Luxembourg SA                                                                                         | CUSIP: N/A<br>LEI: 222100NM3G3RCPGZ2Z17       | Long             | DBT              | CORP              | LU        |    2700000 | PA      | $2967300.00    | 0.02%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC STACR REMIC Trust, Series 2022-DNA3, Class B1                                                           | CUSIP: 35564KWA3<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |    6250000 | PA      | $6660187.50    | 0.05%             | 2042-04-25      | Floating      | 10.00%                | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | CDSCMBX                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    5000000 | PA      | $-365969.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                      | CSC Holdings LLC                                                                                              | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   14326000 | PA      | $11290867.42   | 0.08%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                 | FMC GMSR Issuer Trust, Series 2022-GT1, Class B                                                               | CUSIP: 30259RAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $10132845.00   | 0.07%             | 2027-04-25      | Fixed         | 7.17%                 | Yes           |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                     | Alumina Pty. Ltd.                                                                                             | CUSIP: 02220AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    1966000 | PA      | $2004936.63    | 0.01%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Popular ABS Mortgage Pass-Through Trust                               | Popular ABS Mortgage Pass-Through Trust, Series 2005-3, Class M1                                              | CUSIP: 73316PDS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      45340 | PA      | $44557.27      | 0.00%             | 2035-07-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| US Auto Funding                                                       | US Auto Funding, Series 2021-1A, Class D                                                                      | CUSIP: 90355EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10392000 | PA      | $185789.22     | 0.00%             | 2027-03-15      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                  | LHOME Mortgage Trust, Series 2024-RTL5, Class A1                                                              | CUSIP: 50205WAA5<br>LEI: 529900ZQNJ23BIJVY871 | Long             | ABS-MBS          | CORP              | US        |    9582000 | PA      | $9598505.95    | 0.07%             | 2039-09-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                     | Venture Global Calcasieu Pass LLC                                                                             | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    4665000 | PA      | $4155613.26    | 0.03%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | CDS                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    4770000 | PA      | $-114734.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                              | Central Garden & Pet Co.                                                                                      | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    4475000 | PA      | $4232645.64    | 0.03%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Series 2024-MN8, Class B1                                                                              | CUSIP: 35563RAC9<br>LEI: 529900XKEN78GROIG538 | Long             | ABS-MBS          | USGSE             | US        |    8300000 | PA      | $9710862.22    | 0.07%             | 2044-05-25      | Floating      | 11.70%                | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                   | Petroleos Mexicanos                                                                                           | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    6600000 | PA      | $6329070.00    | 0.04%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                    | Columbia Pipelines Holding Co. LLC                                                                            | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5590000 | PA      | $5847770.66    | 0.04%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HKUN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1499722 | PA      | $1558593.16    | 0.01%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618GQDV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     588616 | PA      | $615109.64     | 0.00%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2017-KF38, Class B                                                               | CUSIP: 30305MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     167265 | PA      | $167320.61     | 0.00%             | 2024-09-25      | Floating      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ghana                                                     | Republic of Ghana                                                                                             | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    1294560 | PA      | $1056684.60    | 0.01%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                   | Connecticut Avenue Securities Trust, Series 2020-R02, Class 2B1                                               | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2834000 | PA      | $2892112.59    | 0.02%             | 2040-01-25      | Floating      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 4694, Class SA                                                                           | CUSIP: 3137BYWM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     555871 | PA      | $76301.53      | 0.00%             | 2047-06-15      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                         | Hologic, Inc.                                                                                                 | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    5650000 | PA      | $5397819.03    | 0.04%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                            | Allison Transmission, Inc.                                                                                    | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   10002000 | PA      | $9231189.87    | 0.06%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Iraq                                                      | Republic of Iraq                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IQ        |    4812500 | PA      | $4777910.16    | 0.03%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                    | BMO Mortgage Trust, Series 2024-C9, Class A5                                                                  | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10710000 | PA      | $11360366.89   | 0.08%             | 2057-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                                 | Ahead DB Holdings LLC, 1st Lien Term Loan B-3                                                                 | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |    4344893 | PA      | $4345805.36    | 0.03%             | 2031-02-03      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2019-M19, Class X2                                                                          | CUSIP: 3136B56Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   79240252 | PA      | $1449224.97    | 0.01%             | 2029-09-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-154, Class X1                              | CUSIP: 3137H9UF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10892695 | PA      | $272988.36     | 0.00%             | 2033-01-25      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                       | Palmer Square Loan Funding Ltd., Series 2024-3A, Class B                                                      | CUSIP: 69690EAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14500000 | PA      | $14530087.50   | 0.10%             | 2032-08-08      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                | Velocity Commercial Capital Loan Trust, Series 2019-1, Class M1                                               | CUSIP: 92257CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2078333 | PA      | $1964921.26    | 0.01%             | 2049-03-25      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| GCI LLC                                                               | GCI LLC                                                                                                       | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    7571000 | PA      | $7373283.34    | 0.05%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust                                                | Marlette Funding Trust, Series 2022-3A, Class D                                                               | CUSIP: 57109NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2550000 | PA      | $2591279.66    | 0.02%             | 2032-11-15      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADZ43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18781273 | PA      | $19301323.01   | 0.13%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                 | Albertsons Cos., Inc.                                                                                         | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7248000 | PA      | $7203875.63    | 0.05%             | 2027-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                         | Asbury Automotive Group, Inc.                                                                                 | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    3611000 | PA      | $3526770.90    | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                             | Commercial Mortgage Trust, Series 2016-COR1, Class XB                                                         | CUSIP: 12594MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27554000 | PA      | $72150.15      | 0.00%             | 2049-10-10      | Variable      | 0.56%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets plc                                                | BP Capital Markets plc                                                                                        | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    2626000 | PA      | $2622841.45    | 0.02%             | 2025-09-01      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA UMBS, 30 Year                                                                                            | CUSIP: 3140ASK23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     889140 | PA      | $894928.17     | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                  | Republic of Paraguay                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    8600000 | PA      | $8479600.00    | 0.06%             | 2044-08-11      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                | Mauser Packaging Solutions Holding Co.                                                                        | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   16019000 | PA      | $16209674.16   | 0.11%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 5564, Class PZ                                                                           | CUSIP: 3137HME22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   37212804 | PA      | $35490696.36   | 0.24%             | 2055-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618J7CH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5130646 | PA      | $5325755.06    | 0.04%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                | Tenet Healthcare Corp.                                                                                        | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   28349000 | PA      | $28266651.82   | 0.19%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                         | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR7, Class A3                                      | CUSIP: 92922FQ43<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      39429 | PA      | $41182.93      | 0.00%             | 2035-08-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                           | Terex Corp., 1st Lien Term Loan                                                                               | CUSIP: 88078FBQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2793000 | PA      | $2795038.89    | 0.02%             | 2031-10-08      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2024-58, Class BS                                                                         | CUSIP: 3136BSWY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23236933 | PA      | $1693205.61    | 0.01%             | 2054-08-25      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                   | American Axle & Manufacturing, Inc.                                                                           | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     968000 | PA      | $972520.56     | 0.01%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                | Lendmark Funding Trust, Series 2021-1A, Class D                                                               | CUSIP: 52607MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4500000 | PA      | $4296605.85    | 0.03%             | 2031-11-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| New Economy Assets-Phase 1 Sponsor LLC                                | New Economy Assets-Phase 1 Sponsor LLC, Series 2021-1, Class B1                                               | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2550000 | PA      | $1645152.65    | 0.01%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2023-K752, Class X2B                                                             | CUSIP: 30333RAS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44900000 | PA      | $176403.12     | 0.00%             | 2030-08-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-K92, Class X2A                                                              | CUSIP: 302973AU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  169987902 | PA      | $464933.91     | 0.00%             | 2029-04-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Lhome Mortgage Trust                                                  | Lhome Mortgage Trust, Series 2025-RTL2, Class A1                                                              | CUSIP: 50206RAA5<br>LEI: 529900COAFD3IY51O355 | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4032213.20    | 0.03%             | 2040-04-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K110, Class X1                               | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   87171150 | PA      | $5314598.35    | 0.04%             | 2030-04-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Pret LLC                                                              | Pret LLC, Series 2025-NPL2, Class A1                                                                          | CUSIP: 69392JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25838459 | PA      | $26030877.51   | 0.18%             | 2055-03-25      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                          | Ardagh Packaging Finance plc                                                                                  | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9284000 | PA      | $4090530.40    | 0.03%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Purewest ABS Issuer LLC                                               | Purewest ABS Issuer LLC, Series 2025-1, Class B                                                               | CUSIP: 74628AAC8<br>LEI: 254900N011GHBESCKS35 | Long             | ABS-O            | CORP              | US        |   16496196 | PA      | $16496195.71   | 0.11%             | 2040-04-05      | Fixed         | 10.28%                | Yes           |                  3 | On Loan: No      |
| Romania                                                               | Romania Government Bond                                                                                       | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    3564000 | PA      | $3784968.00    | 0.03%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                         | Yinson Bergenia Production BV                                                                                 | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |    3363000 | PA      | $3524424.00    | 0.02%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                                                  | Elmwood CLO Ltd., Series 2019-3A, Class BRR                                                                   | CUSIP: 29002HBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8200000 | PA      | $8220295.00    | 0.06%             | 2037-07-18      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618J14R1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     658541 | PA      | $685347.17     | 0.00%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                             | OBX Trust, Series 2025-NQM10, Class A1                                                                        | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |   12330959 | PA      | $12454795.07   | 0.09%             | 2065-05-25      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| LP LMS Asset Securitization Trust                                     | LP LMS Asset Securitization Trust, Series 2021-2A, Class C                                                    | CUSIP: 50214JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3268868 | PA      | $3236002.87    | 0.02%             | 2029-01-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                   | Connecticut Avenue Securities Trust, Series 2023-R07, Class 2M2                                               | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1682000 | PA      | $1749856.76    | 0.01%             | 2043-09-25      | Floating      | 7.60%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2020-100, Class IA                                                                        | CUSIP: 3136BDDQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   75498484 | PA      | $12841272.89   | 0.09%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                | Santander Drive Auto Receivables Trust, Series 2025-2, Class D                                                | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $10223086.00   | 0.07%             | 2031-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-82, Class TA                                                                                | CUSIP: 38381DCE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18244349 | PA      | $658538.89     | 0.00%             | 2061-04-16      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                              | Argentine Republic                                                                                            | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    7200000 | PA      | $4564800.00    | 0.03%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                               | Level 3 Financing, Inc.                                                                                       | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    7117408 | PA      | $6387873.68    | 0.04%             | 2030-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HMD48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1879757 | PA      | $1934709.21    | 0.01%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2019-BN23, Class XA                                                                              | CUSIP: 06541RBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   38181001 | PA      | $928634.49     | 0.01%             | 2052-12-15      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Hughes Satellite Systems Corp.                                        | Hughes Satellite Systems Corp.                                                                                | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6777000 | PA      | $6271476.33    | 0.04%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2013-55, Class AI                                                                         | CUSIP: 3136AEQT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1123276 | PA      | $91260.31      | 0.00%             | 2033-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                         | Six Flags Entertainment Corp.                                                                                 | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4644000 | PA      | $4719469.64    | 0.03%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Yinson Boronia Production BV                                          | Yinson Boronia Production BV                                                                                  | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |    2214320 | PA      | $2415989.34    | 0.02%             | 2042-07-31      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2018-KF50, Class B                                                               | CUSIP: 35709BAC9<br>LEI: 549300LI8XT0ZWPV2P54 | Long             | ABS-MBS          | USGSE             | US        |     145449 | PA      | $139705.56     | 0.00%             | 2028-07-25      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family, Structured Pass-Through Certificates, Series K-153, Class X1                             | CUSIP: 3137H9PD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21988308 | PA      | $658290.38     | 0.00%             | 2032-12-25      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC                                                   | Big River Steel LLC                                                                                           | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2951000 | PA      | $2955766.22    | 0.02%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-21                                                                                          | CUSIP: 38381L5V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  325192992 | PA      | $21958786.89   | 0.15%             | 2065-04-16      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                    | BMO Mortgage Trust, Series 2023-5C2, Class A3                                                                 | CUSIP: 05610QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27530000 | PA      | $29604421.29   | 0.20%             | 2056-11-15      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                               | FHLMC STACR REMIC Trust, Series 2022-HQA3, Class M1B                                                          | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5235684.00    | 0.04%             | 2042-08-25      | Floating      | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                       | Palmer Square Loan Funding Ltd., Series 2022-4A, Class BR                                                     | CUSIP: 69702YAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5020705.00    | 0.03%             | 2031-07-24      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | Forward Foreign Currency Contract                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1366.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2018-K83, Class D                                                                | CUSIP: 302958AS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16800000 | PA      | $12813104.64   | 0.09%             | 2051-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                             | Commercial Mortgage Trust, Series 2014-CR19, Class D                                                          | CUSIP: 12592GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80549 | PA      | $78131.50      | 0.00%             | 2047-08-10      | Variable      | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                        | Morgan Stanley Capital I Trust, Series 2021-L6, Class D                                                       | CUSIP: 61692CAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13685000 | PA      | $9886862.36    | 0.07%             | 2054-06-15      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Accelerated LLC                                                       | Accelerated LLC, Series 2021-1H, Class D                                                                      | CUSIP: 00439KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1545492 | PA      | $1421477.40    | 0.01%             | 2040-10-20      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                 | Arroyo Mortgage Trust, Series 2019-2, Class A3                                                                | CUSIP: 042858AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     246756 | PA      | $240610.64     | 0.00%             | 2049-04-25      | Variable      | 3.80%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2016-108, Class SN                                                                               | CUSIP: 38379YYP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9193187 | PA      | $1301660.65    | 0.01%             | 2046-08-20      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                  | BBCMS Mortgage Trust, Series 2021-C11, Class XB                                                               | CUSIP: 05493MAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30040000 | PA      | $1545221.55    | 0.01%             | 2054-09-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Securitization Trust                                      | MASTR Asset Securitization Trust, Series 2003-11, Class 7A2                                                   | CUSIP: 55265K2G3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11576 | PA      | $11709.74      | 0.00%             | 2033-12-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                                   | LSF12 Crown US Commercial Bidco LLC, 1st Lien Term Loan                                                       | CUSIP: 50221UAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5132000 | PA      | $5155504.56    | 0.04%             | 2031-12-02      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                                            | Primo Water Holdings, Inc.                                                                                    | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6195000 | PA      | $6227615.87    | 0.04%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| G Mitt Frn                                                            | G Mitt Frn                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |    1689319 | PA      | $1689318.80    | 0.01%             | 2025-12-27      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| BANK                                                                  | BANK, Series 2017-BNK5, Class D                                                                               | CUSIP: 06541WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $878929.50     | 0.01%             | 2060-06-15      | Variable      | 3.08%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-147                                                                                         | CUSIP: 38380P8J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  205444167 | PA      | $13449443.45   | 0.09%             | 2062-06-16      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2019-M32, Class X2                                                                          | CUSIP: 3136B7U41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27351692 | PA      | $817618.67     | 0.01%             | 2029-10-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                              | WESCO Distribution, Inc.                                                                                      | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    3140000 | PA      | $3255789.79    | 0.02%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K100, Class X1                               | CUSIP: 3137FQ3C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  228972995 | PA      | $5106166.47    | 0.03%             | 2029-09-25      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                    | Dominican Republic Government Bond                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   13200000 | PA      | $11396880.00   | 0.08%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2024-151, Class JS                                                                               | CUSIP: 38384WET8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20469093 | PA      | $2145394.31    | 0.01%             | 2054-09-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2018-K158, Class B                                                               | CUSIP: 30308PAL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1750000 | PA      | $1532647.55    | 0.01%             | 2033-10-25      | Variable      | 4.42%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                        | BNP Paribas SA                                                                                                | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    3450000 | PA      | $3546451.65    | 0.02%             | 2034-09-10      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                         | UBS Commercial Mortgage Trust, Series 2017-C1, Class C                                                        | CUSIP: 90276EAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5330000 | PA      | $4903631.98    | 0.03%             | 2050-06-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2024-121                                                                                         | CUSIP: 38381LLB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10121423 | PA      | $921929.07     | 0.01%             | 2066-07-01      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1521, Class X3                             | CUSIP: 3137H2P24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10834295 | PA      | $2768174.29    | 0.02%             | 2039-09-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2025-66, Class SL                                                                         | CUSIP: 3136BWZW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37293066 | PA      | $3057453.36    | 0.02%             | 2055-08-25      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                          | AGL CLO Ltd., Series 2020-9A, Class BR                                                                        | CUSIP: 001207AU3<br>LEI: 549300U1G1VA46DEO184 | Long             | ABS-CBDO         | CORP              | KY        |    8000000 | PA      | $8028328.00    | 0.06%             | 2037-04-20      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                   | Post Holdings, Inc.                                                                                           | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    7854000 | PA      | $8068147.16    | 0.06%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                   | Citigroup Commercial Mortgage Trust, Series 2015-GC29, Class D                                                | CUSIP: 17323VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8955000 | PA      | $6267873.15    | 0.04%             | 2048-04-10      | Fixed         | 3.11%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K110, Class X3                               | CUSIP: 3137FTZT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28200000 | PA      | $3773636.58    | 0.03%             | 2048-06-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2022-4                                                                                           | CUSIP: 38381EQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  363135519 | PA      | $23314825.48   | 0.16%             | 2064-03-16      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                | Aramark Services, Inc.                                                                                        | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    6891000 | PA      | $6840373.06    | 0.05%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 4746, Class SC                                                                           | CUSIP: 3137FDDW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5632948 | PA      | $722142.26     | 0.00%             | 2048-01-15      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| RFT TRUST                                                             | RFT TRUST, Series 2024-2, Class A2                                                                            | CUSIP: 76201AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11750076 | PA      | $11738219.90   | 0.08%             | 2028-09-27      | Variable      | 8.81%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADH76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   43147084 | PA      | $44831824.98   | 0.31%             | 2054-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                             | Vistra Operations Co. LLC                                                                                     | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     611000 | PA      | $610107.21     | 0.00%             | 2026-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2023-15                                                                                          | CUSIP: 38381HU41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31476751 | PA      | $2179000.13    | 0.01%             | 2064-08-16      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                   | Newell Brands, Inc.                                                                                           | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    3780000 | PA      | $3693708.27    | 0.03%             | 2036-04-01      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-105, Class SD                                                                               | CUSIP: 38381NBC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  104625864 | PA      | $8359407.71    | 0.06%             | 2055-06-20      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 4628, Class PI                                                                           | CUSIP: 3137BSWW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     128389 | PA      | $13441.68      | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618GQG88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1555100 | PA      | $1614240.77    | 0.01%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-94                                                                                          | CUSIP: 38380PNV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17613977 | PA      | $1194541.15    | 0.01%             | 2062-03-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                       | Palmer Square Loan Funding Ltd., Series 2024-3A, Class A2                                                     | CUSIP: 69690EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13861634 | PA      | $13875731.28   | 0.10%             | 2032-08-08      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                   | Petroleos Mexicanos                                                                                           | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   20900000 | PA      | $17823311.00   | 0.12%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                             | IRV Trust, Series 2025-200P, Class C                                                                          | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17600000 | PA      | $17394507.68   | 0.12%             | 2047-03-14      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                     | Republic of Kenya                                                                                             | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    3666000 | PA      | $3857328.54    | 0.03%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| EPIC Crude Services LP                                                | EPIC Crude Services LP, 1st Lien Term Loan                                                                    | CUSIP: 29428XAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3134581 | PA      | $3143389.41    | 0.02%             | 2031-10-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| LFT CRE Ltd.                                                          | LFT CRE Ltd., Series 2021-FL1, Class E                                                                        | CUSIP: 50203JAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $9821680.00    | 0.07%             | 2039-06-15      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                              | PRET LLC, Series 2025-NPL3, Class A1                                                                          | CUSIP: 74143HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13676105 | PA      | $13868612.39   | 0.10%             | 2055-04-25      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2019-86, Class ST                                                                                | CUSIP: 38381WF60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3887742 | PA      | $395247.66     | 0.00%             | 2049-07-20      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                       | TransDigm, Inc.                                                                                               | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1144047.05    | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                                        | DISH DBS Corp.                                                                                                | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12175000 | PA      | $11810209.36   | 0.08%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| US Foods, Inc.                                                        | US Foods, Inc.                                                                                                | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2255627.56    | 0.02%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-138, Class A                                                                                | CUSIP: 38381ME63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29110000 | PA      | $28825478.86   | 0.20%             | 2056-05-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                   | GS Mortgage-Backed Securities Trust, Series 2025-PJ6, Class A1                                                | CUSIP: 36272KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9432144 | PA      | $9566994.90    | 0.07%             | 2055-11-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                               | RHP Hotel Properties LP                                                                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3420000 | PA      | $3515089.68    | 0.02%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                  | LHOME Mortgage Trust, Series 2024-RTL4, Class A1                                                              | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4329000 | PA      | $4356517.72    | 0.03%             | 2039-07-25      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618K5ZG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     735318 | PA      | $758206.77     | 0.01%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                                       | Boyne USA, Inc.                                                                                               | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4913000 | PA      | $4823308.27    | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 5565, Class AZ                                                                           | CUSIP: 3137HMFK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3313750 | PA      | $3009318.12    | 0.02%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | Forward Foreign Currency Contract                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16901.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GCAT Trust                                                            | GCAT Trust, Series 2020-NQM1, Class M1                                                                        | CUSIP: 36167FAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10871000 | PA      | $10282101.62   | 0.07%             | 2060-01-25      | Variable      | 2.93%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                    | Dominican Republic Government Bond                                                                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1230000 | PA      | $1314451.80    | 0.01%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2020-K107, Class D                                                               | CUSIP: 302982AA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19000000 | PA      | $15451740.50   | 0.11%             | 2030-02-25      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| RR 12 Ltd.                                                            | RR Ltd., Series 2020-12A, Class AAR3                                                                          | CUSIP: 74989HAL6<br>LEI: 549300RLLUH00ZYECJ34 | Long             | ABS-CBDO         | CORP              | KY        |    4570000 | PA      | $4582910.25    | 0.03%             | 2036-01-15      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                              | Radiology Partners, Inc.                                                                                      | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    6768000 | PA      | $6909180.48    | 0.05%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                      | CCO Holdings LLC                                                                                              | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   55361000 | PA      | $53205685.55   | 0.36%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Prumo Participacoes e Investimentos S/A                               | Prumo Participacoes e Investimentos S/A                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |    3714881 | PA      | $3783569.05    | 0.03%             | 2031-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA UMBS, 30 Year                                                                                            | CUSIP: 3140QVE34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   48866071 | PA      | $50544303.94   | 0.35%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TC Ziraat Bankasi A/S                                                 | TC Ziraat Bankasi A/S                                                                                         | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |    1435000 | PA      | $1470875.00    | 0.01%             | 2030-02-04      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2019-BN21, Class F                                                                               | CUSIP: 06540BAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2841000 | PA      | $1547440.14    | 0.01%             | 2052-10-17      | Fixed         | 2.68%                 | Yes           |                  2 | On Loan: No      |
| Republic of Senegal                                                   | Republic of Senegal                                                                                           | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |    9000000 | PA      | $7424217.00    | 0.05%             | 2031-06-10      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                              | PRET LLC, Series 2025-NPL5, Class A1                                                                          | CUSIP: 74143LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20258730 | PA      | $20455095.72   | 0.14%             | 2055-05-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                  | IHO Verwaltungs GmbH                                                                                          | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     820000 | PA      | $856143.96     | 0.01%             | 2032-11-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-100, Class SA                                                                               | CUSIP: 38385GR27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   63566404 | PA      | $4256686.10    | 0.03%             | 2055-06-20      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                    | Republic of Zambia                                                                                            | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |     707060 | PA      | $658598.11     | 0.00%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2022-199                                                                                         | CUSIP: 38381HZU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31923648 | PA      | $1887105.80    | 0.01%             | 2064-07-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | CDSCMBX                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   15000000 | PA      | $-1360551.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VistaJet Pass Through Trust                                           | VistaJet Pass Through Trust, Series 2021-1C                                                                   | CUSIP: 92841QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20865000 | PA      | $20829989.57   | 0.14%             | 2031-08-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2019-33, Class PI                                                                                | CUSIP: 38381TCG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      62610 | PA      | $11535.26      | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commercial Credit, Inc.                                               | Commercial Credit, Inc., Series QIB                                                                           | CUSIP: 201616AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12028873.92   | 0.08%             | 2030-08-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                     | Hertz Corp. (The)                                                                                             | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   13191000 | PA      | $9499199.21    | 0.07%             | 2029-12-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                 | OneMain Finance Corp.                                                                                         | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    7295000 | PA      | $6992978.98    | 0.05%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K083, Class X3                               | CUSIP: 3137FJXY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15000000 | PA      | $1005865.50    | 0.01%             | 2046-11-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2019-M30, Class X4                                                                          | CUSIP: 3136B7G96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19877191 | PA      | $1280.09       | 0.00%             | 2028-08-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2024-M5, Class 1A2C                                                                         | CUSIP: 3136BTHF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11500000 | PA      | $11339760.15   | 0.08%             | 2034-08-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K112, Class X3                               | CUSIP: 3137FUZY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   47630000 | PA      | $5925052.93    | 0.04%             | 2048-07-25      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-7, Class QS                                                                                 | CUSIP: 38385BG61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20014175 | PA      | $1572289.54    | 0.01%             | 2055-01-20      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                   | Citigroup Commercial Mortgage Trust, Series 2016-P3, Class B                                                  | CUSIP: 29429CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $1126602.84    | 0.01%             | 2049-04-15      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                              | Benchmark Mortgage Trust, Series 2019-B11, Class D                                                            | CUSIP: 08162BAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $972988.29     | 0.01%             | 2052-05-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NW Re-REMIC TRUST                                                     | NW Re-REMIC TRUST, Series 2021-FRR1, Class BK88                                                               | CUSIP: 62955LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $6822815.20    | 0.05%             | 2051-12-18      | Variable      | 2.62%                 | Yes           |                  3 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 4670, Class TI                                                                           | CUSIP: 3137BWFF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     138686 | PA      | $6830.24       | 0.00%             | 2044-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                        | Constellium SE                                                                                                | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $1531204.50    | 0.01%             | 2032-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                       | CSAIL Commercial Mortgage Trust, Series 2016-C5, Class D                                                      | CUSIP: 12636LAG5<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2589758.60    | 0.02%             | 2048-11-15      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | Forward Foreign Currency Contract                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-215.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                | Lendmark Funding Trust, Series 2024-2A, Class E                                                               | CUSIP: 52590AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3700000 | PA      | $3828804.40    | 0.03%             | 2034-02-21      | Fixed         | 8.47%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2023-K752, Class D                                                               | CUSIP: 30333RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13100000 | PA      | $8673950.16    | 0.06%             | 2030-08-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                             | Sunoco LP                                                                                                     | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1386114.93    | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                      | Multi-Family Connecticut Avenue Securities Trust, Series 2024-01, Class M10                                   | CUSIP: 62548RAB5<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $1143507.64    | 0.01%             | 2054-07-25      | Floating      | 8.20%                 | Yes           |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust                                 | Harvest Commercial Capital Loan Trust, Series 2025-1, Class A                                                 | CUSIP: 41757CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19532446 | PA      | $20171458.07   | 0.14%             | 2057-06-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                                  | Frontier Communications Parent, Inc.                                                                          | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4715 | NS      | $174832.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                      | Paramount Global                                                                                              | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     524000 | PA      | $510085.55     | 0.00%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                                            | Elanco Animal Health, Inc.                                                                                    | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    6862000 | PA      | $7144089.96    | 0.05%             | 2028-08-28      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                               | FHLMC STACR REMIC Trust, Series 2022-DNA2, Class B2                                                           | CUSIP: 35564KSQ3<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3260726.70    | 0.02%             | 2042-02-25      | Floating      | 12.85%                | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2024-64, Class SV                                                                                | CUSIP: 38384MTC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15718476 | PA      | $824121.25     | 0.01%             | 2054-04-20      | Floating      | 0.90%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                           | Xerox Corp.                                                                                                   | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1695526.30    | 0.01%             | 2031-04-15      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC STACR REMIC Trust, Series 2023-HQA2, Class M1B                                                          | CUSIP: 35564K2G3<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |   14855000 | PA      | $15494755.83   | 0.11%             | 2043-06-25      | Floating      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Instituto Costarricense de Electricidad                               | Instituto Costarricense de Electricidad                                                                       | CUSIP: N/A<br>LEI: 5493009VA6AFUB2Q0289       | Long             | DBT              | NUSS              | CR        |     450000 | PA      | $417028.50     | 0.00%             | 2043-05-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                       | Live Nation Entertainment, Inc.                                                                               | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   13141000 | PA      | $13278835.95   | 0.09%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                             | First Student Bidco, Inc., 1st Lien Term Loan                                                                 | CUSIP: 33718FAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3958930 | PA      | $3958930.41    | 0.03%             | 2030-08-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2017-KF33, Class B                                                               | CUSIP: 30303CAG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3884821 | PA      | $3728854.50    | 0.03%             | 2027-06-25      | Floating      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27, Class F                                  | CUSIP: 61765XAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6334000 | PA      | $5005368.76    | 0.03%             | 2047-12-15      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                               | FHLMC STACR REMIC Trust, Series 2021-HQA3, Class B2                                                           | CUSIP: 35564KKL2<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |    3125000 | PA      | $3248265.94    | 0.02%             | 2041-09-25      | Floating      | 10.60%                | Yes           |                  2 | On Loan: No      |
| FNMA/FHLMC                                                            | FNMA/FHLMC UMBS, Single Family, 30 Year                                                                       | CUSIP: 01F0606A8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -153300000 | PA      | $-156473966.12 | -1.07%            | 2055-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-124, Class SE                                                                               | CUSIP: 38381PFN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  113852881 | PA      | $8459109.65    | 0.06%             | 2055-07-20      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                                | Dycom Industries, Inc.                                                                                        | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    3830000 | PA      | $3736153.51    | 0.03%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                  | Prime Security Services Borrower LLC                                                                          | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8694000 | PA      | $8422338.58    | 0.06%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2020-M3, Class X1                                                                           | CUSIP: 3136B8MM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15580426 | PA      | $153903.44     | 0.00%             | 2030-02-25      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K119, Class X3                               | CUSIP: 3137FXQS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8000000 | PA      | $949643.20     | 0.01%             | 2048-09-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                        | Morgan Stanley Capital I Trust, Series 2021-L5, Class XB                                                      | CUSIP: 61691YAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   60000000 | PA      | $2193342.00    | 0.02%             | 2054-05-15      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-128, Class AD                                                                               | CUSIP: 38381MZA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2817316 | PA      | $2824726.30    | 0.02%             | 2056-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                | Encompass Health Corp.                                                                                        | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    5839000 | PA      | $5783050.70    | 0.04%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2018-BN14, Class F                                                                               | CUSIP: 06035RBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $538902.20     | 0.00%             | 2060-09-15      | Fixed         | 3.94%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2019-M11, Class X1                                                                          | CUSIP: 3136B4C71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12230463 | PA      | $336080.89     | 0.00%             | 2029-06-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-106, Class IC                                                                               | CUSIP: 38380PVD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   69767651 | PA      | $4297729.14    | 0.03%             | 2062-06-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                     | CD Mortgage Trust, Series 2017-CD3, Class D                                                                   | CUSIP: 12515GAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $151290.16     | 0.00%             | 2050-02-10      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CD Mortgage Trust                                                     | CD Mortgage Trust, Series 2018-CD7, Class C                                                                   | CUSIP: 12512JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2700000 | PA      | $2506910.31    | 0.02%             | 2051-08-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                                            | Edgewell Personal Care Co.                                                                                    | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    3363000 | PA      | $3200108.72    | 0.02%             | 2029-04-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                   | Lithia Motors, Inc.                                                                                           | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   10112000 | PA      | $9696274.44    | 0.07%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                       | Live Nation Entertainment, Inc.                                                                               | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   16997000 | PA      | $16855481.28   | 0.12%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Oneslt                                                                | Oneslt                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   10478490 | PA      | $10478490.00   | 0.07%             | 2030-12-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Avantor Funding, Inc.                                                 | Avantor Funding, Inc., 1st Lien Term Loan B-6                                                                 | CUSIP: 05350NAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      59683 | PA      | $59892.24      | 0.00%             | 2027-11-08      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2021-BN35, Class E                                                                               | CUSIP: 06540CAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5300000 | PA      | $3614060.99    | 0.02%             | 2064-06-15      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2020-KSG1, Class C                                                               | CUSIP: 30316JAN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10900000 | PA      | $7257805.33    | 0.05%             | 2030-09-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2020-KSG1, Class X2B                                                             | CUSIP: 30316JAL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10900000 | PA      | $44307.41      | 0.00%             | 2030-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                      | Multi-Family Connecticut Avenue Securities Trust, Series 2023-01, Class M7                                    | CUSIP: 62548NAA6<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-MBS          | CORP              | US        |    3452532 | PA      | $3599197.81    | 0.02%             | 2053-11-25      | Floating      | 8.35%                 | Yes           |                  2 | On Loan: No      |
| LendingClub Loan Certificate Issuer Trust                             | LendingClub Loan Certificate Issuer Trust, Series 2022-P3, Class CERT                                         | CUSIP: 52604XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $1765350.00    | 0.01%             | 2037-05-15      | Fixed         | 11.88%                | Yes           |                  3 | On Loan: No      |
| LendingClub Loan Certificate Issuer Trust                             | LendingClub Loan Certificate Issuer Trust, Series 2022-P1, Class CERT                                         | CUSIP: 52604KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     860170 | PA      | $2132017.36    | 0.01%             | 2037-03-16      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Cinemark USA, Inc.                                                    | Cinemark USA, Inc.                                                                                            | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    1297000 | PA      | $1343804.84    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KW08, Class B                                                               | CUSIP: 30297YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16320000 | PA      | $15631201.34   | 0.11%             | 2029-01-25      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                      | Clarivate Science Holdings Corp.                                                                              | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6139000 | PA      | $5922804.68    | 0.04%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2018-KW07, Class X2B                                                             | CUSIP: 30297NAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16500000 | PA      | $41799.45      | 0.00%             | 2031-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KW10, Class C                                                               | CUSIP: 30298XAH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11011889 | PA      | $7808630.70    | 0.05%             | 2032-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | U.S. Treasury Ultra Bond                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         54 | NC      | $-25056.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                                            | Progress Residential Trust, Series 2021-SFR11, Class F                                                        | CUSIP: 74333XAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8000000 | PA      | $7752378.40    | 0.05%             | 2039-01-17      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K742, Class X1                               | CUSIP: 3137H0GP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28496129 | PA      | $300220.96     | 0.00%             | 2028-03-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2019-67                                                                                          | CUSIP: 38380NBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8028184 | PA      | $448743.39     | 0.00%             | 2060-02-16      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 36179XLM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      44304 | PA      | $45959.73      | 0.00%             | 2052-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-151                                                                                         | CUSIP: 38381DM23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   98883466 | PA      | $6840916.37    | 0.05%             | 2063-04-16      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                           | Crescent Energy Finance LLC                                                                                   | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2276569.61    | 0.02%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ghana                                                     | Republic of Ghana                                                                                             | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    3132000 | PA      | $2556495.00    | 0.02%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                      | Altice France SA                                                                                              | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   11507000 | PA      | $10653009.26   | 0.07%             | 2027-02-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-41, Class ES                                                                                | CUSIP: 38385EMK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12056500 | PA      | $1189427.97    | 0.01%             | 2055-03-20      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                               | Quikrete Holdings, Inc.                                                                                       | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    8865000 | PA      | $9142926.62    | 0.06%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Incora Top Holdco LLC                                                 | Incora Top Holdco LLC                                                                                         | CUSIP: 45338U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2784 | NS      | $69071.04      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618JWCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     566323 | PA      | $581997.89     | 0.00%             | 2054-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-1, Class SU                                                                                 | CUSIP: 38385CEC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21146844 | PA      | $1051232.87    | 0.01%             | 2055-01-20      | Floating      | 0.85%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                               | FHLMC STACR REMIC Trust, Series 2021-HQA1, Class B2                                                           | CUSIP: 35564KCP2<br>LEI: 5493000ISMYB8CLVZD05 | Long             | ABS-MBS          | CORP              | US        |   21700000 | PA      | $25022921.00   | 0.17%             | 2033-08-25      | Floating      | 9.35%                 | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador                                               | Republic of El Salvador                                                                                       | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    9300000 | PA      | $9988758.00    | 0.07%             | 2030-04-17      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-69, Class SX                                                                                | CUSIP: 38385FAV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   68915753 | PA      | $3433872.14    | 0.02%             | 2055-04-20      | Floating      | 0.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | Forward Foreign Currency Contract                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $35028.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                            | AAdvantage Loyalty IP Ltd., 1st Lien Term Loan                                                                | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2448569 | PA      | $2439778.75    | 0.02%             | 2028-04-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                                | Marlette Funding Trust, Series 2023-1A, Class C                                                               | CUSIP: 57110PAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1126313 | PA      | $1133465.54    | 0.01%             | 2033-04-15      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                         | UBS Commercial Mortgage Trust, Series 2018-C11, Class B                                                       | CUSIP: 90276XAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2356834.75    | 0.02%             | 2051-06-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618J5VJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6531153 | PA      | $6779501.62    | 0.05%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618JM6N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2082147 | PA      | $2139906.50    | 0.01%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-120                                                                                         | CUSIP: 38381DXT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   51115081 | PA      | $3778028.11    | 0.03%             | 2063-02-16      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                          | Scotts Miracle-Gro Co. (The)                                                                                  | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    5595000 | PA      | $5147720.59    | 0.04%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                   | Exeter Automobile Receivables Trust, Series 2022-2A, Class E                                                  | CUSIP: 30166QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $5872851.60    | 0.04%             | 2029-10-15      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KF65, Class B                                                               | CUSIP: 30298JAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3776964 | PA      | $3465579.67    | 0.02%             | 2029-07-25      | Floating      | 6.86%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                   | Connecticut Avenue Securities Trust, Series 2023-R04, Class 1B1                                               | CUSIP: 20754QAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4369506.80    | 0.03%             | 2043-05-25      | Floating      | 9.70%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2024-112, Class SA                                                                               | CUSIP: 38384UAU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18014791 | PA      | $1465503.26    | 0.01%             | 2054-07-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                                 | Ahead DB Holdings LLC                                                                                         | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1353072.60    | 0.01%             | 2028-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                   | Newell Brands, Inc.                                                                                           | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    4452000 | PA      | $4390691.95    | 0.03%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | CDS                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   31878000 | PA      | $-657072.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C26, Class D                                  | CUSIP: 61690VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4208017.05    | 0.03%             | 2048-10-15      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 5148, Class PI                                                                           | CUSIP: 3137H2UZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7234668 | PA      | $758554.17     | 0.01%             | 2051-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                | Santander Drive Auto Receivables Trust, Series 2024-5, Class D                                                | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2984000 | PA      | $3021917.69    | 0.02%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer LLC                                        | Elara HGV Timeshare Issuer LLC, Series 2021-A, Class D                                                        | CUSIP: 28416LAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1116686 | PA      | $1056836.24    | 0.01%             | 2035-08-27      | Fixed         | 3.32%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K105, Class X3                               | CUSIP: 3137FRUM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  118746000 | PA      | $9267151.58    | 0.06%             | 2048-03-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                         | Dornoch Debt Merger Sub, Inc.                                                                                 | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4565000 | PA      | $3961855.77    | 0.03%             | 2029-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Service Corp. International                                           | Service Corp. International                                                                                   | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   11091000 | PA      | $10248251.47   | 0.07%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2020-M39, Class X2                                                                          | CUSIP: 3136BBTG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36255449 | PA      | $1784587.46    | 0.01%             | 2031-08-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618H3VN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     971274 | PA      | $1001731.75    | 0.01%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                       | Palmer Square Loan Funding Ltd., Series 2022-3A, Class BR                                                     | CUSIP: 69690CAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8462000 | PA      | $8489983.83    | 0.06%             | 2031-04-15      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                                    | Ballyrock CLO Ltd., Series 2020-2A, Class DR                                                                  | CUSIP: 05876EAE9<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |    2250000 | PA      | $2242388.25    | 0.02%             | 2031-10-20      | Floating      | 10.74%                | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                              | Wynn Resorts Finance LLC                                                                                      | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19050000 | PA      | $19013603.07   | 0.13%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Rite Aid Corp.                                                        | Rite Aid Corp.                                                                                                | CUSIP: 767754CR3<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    1225992 | PA      | $0.01          | 0.00%             | 2031-08-30      | Variable      | 11.32%                | Yes           |                  3 | On Loan: No      |
| LHOME Mortgage Trust                                                  | LHOME Mortgage Trust, Series 2024-RTL4, Class A2                                                              | CUSIP: 50205PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2673354 | PA      | $2691947.18    | 0.02%             | 2039-07-25      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                 | FMC GMSR Issuer Trust, Series 2020-GT1, Class A                                                               | CUSIP: 30259RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7000000 | PA      | $6868885.10    | 0.05%             | 2026-01-25      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| ICITII                                                                | ICITII                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    1752888 | PA      | $1393160.56    | 0.01%             | 2033-01-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA/FHLMC                                                            | FNMA/FHLMC UMBS, Single Family, 30 Year                                                                       | CUSIP: 01F032690<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -61360000 | PA      | $-55425414.81  | -0.38%            | 2055-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                                            | Elanco Animal Health, Inc., 1st Lien Term Loan                                                                | CUSIP: 28414BAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1194578 | PA      | $1193085.26    | 0.01%             | 2027-08-02      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                                    | DISH Network Corp.                                                                                            | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   19297000 | PA      | $20402111.21   | 0.14%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                   | New Residential Mortgage Loan Trust, Series 2019-2A, Class A1IB                                               | CUSIP: 64830DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5999094 | PA      | $188791.50     | 0.00%             | 2057-12-25      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                               | Bath & Body Works, Inc.                                                                                       | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    4560000 | PA      | $4639024.80    | 0.03%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                | Velocity Commercial Capital Loan Trust, Series 2018-2, Class M2                                               | CUSIP: 92259BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      75761 | PA      | $72335.81      | 0.00%             | 2048-10-26      | Variable      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                          | American Credit Acceptance Receivables Trust, Series 2025-2, Class D                                          | CUSIP: 024938AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7800000 | PA      | $7949613.36    | 0.05%             | 2031-07-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                | Merrill Lynch Mortgage Investors Trust, Series 2003-A5, Class 2A6                                             | CUSIP: 5899293T3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22259 | PA      | $21704.86      | 0.00%             | 2033-08-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2023-102, Class BG                                                                               | CUSIP: 38384BD81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2518566 | PA      | $2528192.46    | 0.02%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 4681, Class SD                                                                           | CUSIP: 3137BYHQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     325208 | PA      | $41140.39      | 0.00%             | 2047-05-15      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2019-BN17, Class E                                                                               | CUSIP: 065403AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $1975920.50    | 0.01%             | 2052-04-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Rite Aid                                                              | Rite Aid                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      11564 | NS      | $0.01          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Republic of Guatemala                                                 | Republic of Guatemala                                                                                         | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1400000 | PA      | $1144342.22    | 0.01%             | 2041-10-07      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                             | Towd Point Mortgage Trust, Series 2017-FRE2, Class M6                                                         | CUSIP: 89175GAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     821487 | PA      | $809080.10     | 0.01%             | 2047-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                    | Dominican Republic Government Bond                                                                            | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     753000 | PA      | $762036.00     | 0.01%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| INEOS Finance plc                                                     | INEOS Finance plc                                                                                             | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    1200000 | PA      | $1179041.40    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Varsity Brands, Inc.                                                  | Varsity Brands, Inc., 1st Lien Term Loan B                                                                    | CUSIP: 92227QAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7319655 | PA      | $7342565.51    | 0.05%             | 2031-08-26      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 36179X2P0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     103471 | PA      | $107423.22     | 0.00%             | 2053-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                   | New Residential Mortgage Loan Trust, Series 2019-NQM5, Class B1                                               | CUSIP: 64830PAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3042000 | PA      | $2692981.91    | 0.02%             | 2059-11-25      | Variable      | 4.04%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class E                                  | CUSIP: 61764PAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $5362760.00    | 0.04%             | 2047-12-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, Other                                                                                                | CUSIP: 3618FUSM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     161932 | PA      | $166404.96     | 0.00%             | 2063-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K742, Class X3                               | CUSIP: 3137H0GY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16000000 | PA      | $998350.40     | 0.01%             | 2028-04-25      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class D                                  | CUSIP: 61765LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $7520160.00    | 0.05%             | 2048-05-15      | Fixed         | 3.26%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2017-112, Class SC                                                                        | CUSIP: 3136B0QA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2543984 | PA      | $316217.92     | 0.00%             | 2048-01-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | U.S. Treasury Long Bond                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         22 | NC      | $5462.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                      | Goodyear Tire & Rubber Co. (The)                                                                              | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   11716000 | PA      | $11359612.17   | 0.08%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA UMBS, 30 Year                                                                                            | CUSIP: 3140W0S71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   48398838 | PA      | $49897695.62   | 0.34%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                        | Entegris, Inc.                                                                                                | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    9695000 | PA      | $9555655.70    | 0.07%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-72                                                                                          | CUSIP: 38380PKN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   96398858 | PA      | $6514962.55    | 0.04%             | 2062-05-16      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, STRIPS, Series 421, Class C3                                                                            | CUSIP: 31397VGA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     107969 | PA      | $4640.86       | 0.00%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADKE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6205423 | PA      | $6299576.52    | 0.04%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K072, Class X3                               | CUSIP: 3137FEBT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20640000 | PA      | $966845.71     | 0.01%             | 2045-12-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                              | Venture Global LNG, Inc.                                                                                      | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    4080000 | PA      | $4204219.68    | 0.03%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                              | WESCO Distribution, Inc.                                                                                      | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    1656000 | PA      | $1717629.70    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                        | FHLMC STACR, Whole Loan, Series 2018-HQA1, Class B1                                                           | CUSIP: 3137G0UX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   34415000 | PA      | $37031816.80   | 0.25%             | 2030-09-25      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K117, Class X1                               | CUSIP: 3137FX3T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   87144812 | PA      | $4275385.46    | 0.03%             | 2030-08-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Instituto Costarricense de Electricidad                               | Instituto Costarricense de Electricidad                                                                       | CUSIP: 45777VAE7<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | NUSS              | CR        |    8210000 | PA      | $8576904.90    | 0.06%             | 2031-10-07      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, STRIPS, Series 342, Class S7                                                                           | CUSIP: 31325VM50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5677456 | PA      | $651440.05     | 0.00%             | 2045-02-15      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                 | BANK5, Series 2023-5YR1, Class A3                                                                             | CUSIP: 06644EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26446000 | PA      | $27568407.91   | 0.19%             | 2056-04-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                       | NCR Voyix Corp.                                                                                               | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    1296000 | PA      | $1279713.82    | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2020-M10, Class X7                                                                          | CUSIP: 3136B9EH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29481826 | PA      | $742036.91     | 0.01%             | 2027-11-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KS11, Class C                                                               | CUSIP: 30298KAC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11000000 | PA      | $9824669.80    | 0.07%             | 2029-06-25      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2020-BN29, Class E                                                                               | CUSIP: 06541TAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $2622834.55    | 0.02%             | 2053-11-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                            | Democratic Socialist Republic of Sri Lanka                                                                    | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     609570 | PA      | $506705.06     | 0.00%             | 2033-03-15      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618K5Y22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1082927 | PA      | $1116636.09    | 0.01%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 4160                                                                                     | CUSIP: 3137AXUK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     522859 | PA      | $34163.00      | 0.00%             | 2033-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2021-K126, Class X2A                                                             | CUSIP: 30319DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  261187959 | PA      | $1060658.18    | 0.01%             | 2054-01-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd.                                              | Buttermilk Park CLO Ltd., Series 2018-1A, Class CR                                                            | CUSIP: 124166AW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11688040 | PA      | $11720427.56   | 0.08%             | 2031-10-15      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-81, Class IC                                                                                | CUSIP: 38382TWP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16852623 | PA      | $2867087.90    | 0.02%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2020-K739, Class X2A                                                             | CUSIP: 30289SAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  120664876 | PA      | $176218.99     | 0.00%             | 2053-11-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-224                                                                                         | CUSIP: 38381EMC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   79216397 | PA      | $5067203.56    | 0.03%             | 2064-04-16      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q012, Class X                                | CUSIP: 3137FVNQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26893840 | PA      | $4122817.56    | 0.03%             | 2035-09-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| CITI Asset Receivables Trust I                                        | CITI Asset Receivables Trust I                                                                                | CUSIP: 17302EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   79435325 | PA      | $79467098.68   | 0.54%             | 2031-03-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Energuate Trust                                                       | Energuate Trust                                                                                               | CUSIP: N/A<br>LEI: 549300RVM37LH8GY7E41       | Long             | DBT              | CORP              | KY        |    1400000 | PA      | $1396514.00    | 0.01%             | 2027-05-03      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                    | Kingdom of Bahrain                                                                                            | CUSIP: 05675M2D5<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    8389000 | PA      | $8090393.55    | 0.06%             | 2032-09-16      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Ziggo BV                                                              | Ziggo BV                                                                                                      | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    2750000 | PA      | $2580768.03    | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                   | Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M2                                               | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3160000 | PA      | $3185656.36    | 0.02%             | 2044-02-25      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2019-BN20, Class E                                                                               | CUSIP: 06540AAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8600000 | PA      | $4402972.10    | 0.03%             | 2062-09-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                   | Rocket Mortgage LLC                                                                                           | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1277409.43    | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                           | Hertz Vehicle Financing LLC, Series 2022-5A, Class D                                                          | CUSIP: 42806MBQ1<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4985752.50    | 0.03%             | 2028-09-25      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HL6F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1010518 | PA      | $1053346.41    | 0.01%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM Mortgage Trust, Series 2018-COR3, Class B                                                                | CUSIP: 12595VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1688575.80    | 0.01%             | 2051-05-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Embarq LLC                                                            | Embarq LLC                                                                                                    | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1643000 | PA      | $779710.30     | 0.01%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K105, Class X1                               | CUSIP: 3137FRUL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   64315047 | PA      | $3574752.53    | 0.02%             | 2030-01-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HPG48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     563267 | PA      | $579548.03     | 0.00%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                  | FirstKey Homes Trust, Series 2020-SFR2, Class F2                                                              | CUSIP: 33767JAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13000000 | PA      | $12912378.70   | 0.09%             | 2037-10-19      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2018-KW06, Class X2B                                                             | CUSIP: 30306WAL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16000000 | PA      | $37056.00      | 0.00%             | 2028-06-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Primo Brands Corp.                                                    | Primo Brands Corp., 1st Lien Term Loan                                                                        | CUSIP: 89678QAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1920357 | PA      | $1921950.75    | 0.01%             | 2028-03-31      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                | Arab Republic of Egypt                                                                                        | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1459000 | PA      | $1499852.00    | 0.01%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                        | Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK99                                                  | CUSIP: 12529YCJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14000000 | PA      | $10269700.00   | 0.07%             | 2029-09-29      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KBF3, Class C                                                               | CUSIP: 30311TAE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3311555 | PA      | $3189446.26    | 0.02%             | 2029-01-25      | Floating      | 9.21%                 | Yes           |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                                    | Digicel International Finance Ltd.                                                                            | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5820000 | PA      | $5949011.94    | 0.04%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2024-79, Class BS                                                                                | CUSIP: 38384PBS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11682970 | PA      | $1357970.00    | 0.01%             | 2054-05-20      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                     | Genesis Energy LP                                                                                             | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2975000 | PA      | $3007680.38    | 0.02%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Street Capital Group, Inc.                                            | Street Capital Group, Inc.                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CA        |    3962468 | PA      | $3962468.31    | 0.03%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2024-79, Class CS                                                                                | CUSIP: 38384PCD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24087908 | PA      | $1255307.62    | 0.01%             | 2054-05-20      | Floating      | 0.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2024-126, Class JS                                                                               | CUSIP: 38384UUY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   72240533 | PA      | $4418772.78    | 0.03%             | 2054-08-20      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                    | BMO Mortgage Trust, Series 2024-5C4, Class A3                                                                 | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24700000 | PA      | $26356693.22   | 0.18%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                          | Royal Caribbean Cruises Ltd.                                                                                  | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    5349000 | PA      | $5434466.32    | 0.04%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PRPM                                                                  | PRPM, Series 2025-3, Class A1                                                                                 | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6811715 | PA      | $6869481.68    | 0.05%             | 2030-05-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                       | Live Nation Entertainment, Inc.                                                                               | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    3148000 | PA      | $3148000.00    | 0.02%             | 2026-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 36 Ltd.                                                   | Elmwood CLO Ltd., Series 2024-12RA, Class CR                                                                  | CUSIP: 29004MAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11079999 | PA      | $11101937.40   | 0.08%             | 2037-10-20      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618JN2K0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     822492 | PA      | $845258.39     | 0.01%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                 | Clydesdale Acquisition Holdings, Inc., 1st Lien Delayed Draw Term Loan B                                      | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |       2505 | PA      | $2501.92       | 0.00%             | 2032-04-01      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Instituto Costarricense de Electricidad                               | Instituto Costarricense de Electricidad                                                                       | CUSIP: N/A<br>LEI: 5493009VA6AFUB2Q0289       | Long             | DBT              | NUSS              | CR        |     240000 | PA      | $222415.20     | 0.00%             | 2043-05-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                                    | Renaissance Home Equity Loan Trust, Series 2005-2, Class M1                                                   | CUSIP: 75970NAP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     380093 | PA      | $355812.78     | 0.00%             | 2035-08-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                           | Midcontinent Communications                                                                                   | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    2745000 | PA      | $2859738.26    | 0.02%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                 | Republic of Guatemala                                                                                         | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    4103000 | PA      | $4202603.61    | 0.03%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                          | Islamic Republic of Pakistan                                                                                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |    2000000 | PA      | $1971000.00    | 0.01%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K078, Class X3                               | CUSIP: 3137FGR64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2680000 | PA      | $146189.44     | 0.00%             | 2046-06-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                          | PetSmart LLC                                                                                                  | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6228000 | PA      | $6163354.54    | 0.04%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NESCO Holdings II, Inc.                                               | NESCO Holdings II, Inc.                                                                                       | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2585244.07    | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K066, Class X3                               | CUSIP: 3137F2LM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25000122 | PA      | $973174.75     | 0.01%             | 2045-08-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                   | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class D                                 | CUSIP: 46590RAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8121750 | PA      | $6259642.27    | 0.04%             | 2049-08-15      | Variable      | 3.55%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                      | NRG Energy, Inc.                                                                                              | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   10297000 | PA      | $10329620.90   | 0.07%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, Other                                                                                                   | CUSIP: 3140NVKZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4700000 | PA      | $4846859.96    | 0.03%             | 2034-06-01      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K106, Class X3                               | CUSIP: 3137FRUW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  100621542 | PA      | $7082025.87    | 0.05%             | 2048-03-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                            | AMSR Trust, Series 2022-SFR3, Class F                                                                         | CUSIP: 66981YAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11000000 | PA      | $10450374.00   | 0.07%             | 2039-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-195, Class IX                                                                               | CUSIP: 38380RLL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8891717 | PA      | $712135.84     | 0.00%             | 2062-12-16      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2021-86, Class T                                                                          | CUSIP: 3136BKYQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14878491 | PA      | $13155511.44   | 0.09%             | 2048-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 3145, Class GI                                                                           | CUSIP: 31396NCP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1071668 | PA      | $102640.10     | 0.00%             | 2036-04-15      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                | Encompass Health Corp.                                                                                        | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    3999000 | PA      | $3942375.76    | 0.03%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                     | Republic of Ghana                                                                                             | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      89280 | PA      | $85708.80      | 0.00%             | 2026-07-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CD Mortgage Trust                                                     | CD Mortgage Trust, Series 2018-CD7, Class D                                                                   | CUSIP: 12512JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1629000 | PA      | $1330464.25    | 0.01%             | 2051-08-15      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                 | DIRECTV Financing LLC, 1st Lien Term Loan                                                                     | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     335829 | PA      | $336144.34     | 0.00%             | 2027-08-02      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-194                                                                                         | CUSIP: 38380RMP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12517781 | PA      | $898964.45     | 0.01%             | 2062-06-16      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2019-BN17, Class D                                                                               | CUSIP: 065403AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2368950.64    | 0.02%             | 2052-04-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                          | GS Mortgage Securities Trust, Series 2015-GC28, Class D                                                       | CUSIP: 36251FAG1<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |     842571 | PA      | $804621.20     | 0.01%             | 2048-02-10      | Variable      | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                | Velocity Commercial Capital Loan Trust, Series 2021-1, Class M2                                               | CUSIP: 92259TAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1724720 | PA      | $1397691.91    | 0.01%             | 2051-05-25      | Variable      | 2.26%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618GP3K7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1310942 | PA      | $1360795.87    | 0.01%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                         | UBS Commercial Mortgage Trust, Series 2018-C11, Class AS                                                      | CUSIP: 90276XAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8678528 | PA      | $8482476.58    | 0.06%             | 2051-06-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-41, Class AS                                                                                | CUSIP: 38385EKL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   38530395 | PA      | $2212893.03    | 0.02%             | 2055-03-20      | Floating      | 0.95%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                  | Republic of Colombia                                                                                          | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    5043000 | PA      | $5335494.00    | 0.04%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                   | Buckeye Partners LP                                                                                           | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    7507000 | PA      | $7388743.73    | 0.05%             | 2028-03-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Upstart Pass-Through Trust                                            | Upstart Pass-Through Trust, Series 2021-ST8, Class CERT                                                       | CUSIP: 91683LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2670000 | PA      | $489704.70     | 0.00%             | 2029-10-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| QXO Building Products, Inc.                                           | QXO Building Products, Inc.                                                                                   | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    4825000 | PA      | $4983282.92    | 0.03%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2019-9                                                                                           | CUSIP: 38380MH46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12095062 | PA      | $666463.29     | 0.00%             | 2060-08-16      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                  | Clear Channel Outdoor Holdings, Inc.                                                                          | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |       5550 | NS      | $6882.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap, Inc.                                                            | Snap, Inc.                                                                                                    | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    2259000 | PA      | $2282480.05    | 0.02%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-89, Class SP                                                                                | CUSIP: 38385GEP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   53753083 | PA      | $2478995.45    | 0.02%             | 2055-05-20      | Floating      | 0.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust, Series 2024-1CHI, Class A                                              | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4036617.20    | 0.03%             | 2035-07-15      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Sunrise FinCo. I BV                                                   | Sunrise FinCo. I BV                                                                                           | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    3485000 | PA      | $3329778.10    | 0.02%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2023-127                                                                                         | CUSIP: 38381JMQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  411074102 | PA      | $6928695.09    | 0.05%             | 2057-07-16      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618KFBB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2861986 | PA      | $2984853.04    | 0.02%             | 2055-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                | Velocity Commercial Capital Loan Trust, Series 2022-3, Class A                                                | CUSIP: 92257BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4032352 | PA      | $3899078.28    | 0.03%             | 2052-06-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM Mortgage Trust, Series 2024-CBM, Class A1                                                                | CUSIP: 12674GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11459850 | PA      | $11588934.90   | 0.08%             | 2041-12-10      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                         | Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class D                                         | CUSIP: 107933AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2600000 | PA      | $2661216.48    | 0.02%             | 2029-11-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                          | American Credit Acceptance Receivables Trust, Series 2025-3, Class D                                          | CUSIP: 02528EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24185000 | PA      | $24385493.65   | 0.17%             | 2032-07-12      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                              | Blue Racer Midstream LLC                                                                                      | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1687358.88    | 0.01%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                              | NGL Energy Operating LLC                                                                                      | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3061000 | PA      | $3109562.77    | 0.02%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2021-M16, Class X                                                                           | CUSIP: 3136BGGA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  104124822 | PA      | $1141853.63    | 0.01%             | 2031-01-01      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Series 2024-MN9, Class M1                                                                              | CUSIP: 355917AA3<br>LEI: 529900KWKEUIIIV9P337 | Long             | ABS-MBS          | USGSE             | US        |    2061599 | PA      | $2076691.09    | 0.01%             | 2044-10-25      | Floating      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Republic of Panama                                                    | Republic of Panama                                                                                            | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    3200000 | PA      | $3424432.00    | 0.02%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                        | Community Health Systems, Inc.                                                                                | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    3285000 | PA      | $2944427.63    | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                           | Hashemite Kingdom of Jordan                                                                                   | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    1000000 | PA      | $1041907.70    | 0.01%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC, Multi-Class Certificates                                       | FHLMC, Multi-Class Certificates, Series 2021-P011, Class X1                                                   | CUSIP: 3137H2NR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9504161 | PA      | $1028240.95    | 0.01%             | 2045-09-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-K92, Class X2B                                                              | CUSIP: 302973AW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37520000 | PA      | $116942.34     | 0.00%             | 2029-07-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                          | Scotts Miracle-Gro Co. (The)                                                                                  | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   12562000 | PA      | $12133600.63   | 0.08%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-33                                                                                          | CUSIP: 38380RVE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  116642614 | PA      | $7462724.44    | 0.05%             | 2062-10-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                             | Sunoco LP                                                                                                     | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4039000 | PA      | $3936987.38    | 0.03%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-69, Class AZ                                                                                | CUSIP: 38385FAN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2341249 | PA      | $2120763.25    | 0.01%             | 2055-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPX FLOW, Inc.                                                        | SPX FLOW, Inc., 1st Lien Term Loan                                                                            | CUSIP: 78470DAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3200000 | PA      | $3217216.00    | 0.02%             | 2029-04-05      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                                        | Rite Aid Corp., Series A                                                                                      | CUSIP: 767754CS1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    3551438 | PA      | $0.04          | 0.00%             | 2031-08-30      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Connecticut Avenue Securities Trust                                   | Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M2                                               | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11850000 | PA      | $12397135.83   | 0.08%             | 2043-01-25      | Floating      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                  | Howard Midstream Energy Partners LLC                                                                          | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1505000 | PA      | $1569442.60    | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 4495, Class PI                                                                           | CUSIP: 3137BKQV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     127980 | PA      | $7171.42       | 0.00%             | 2043-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2019-BN19, Class C                                                                               | CUSIP: 06540WBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $1830507.25    | 0.01%             | 2061-08-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                        | FHLMC STACR REMIC Trust, Series 2023-DNA2, Class M1A                                                          | CUSIP: 35564KT58<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | CORP              | US        |    4507413 | PA      | $4580657.96    | 0.03%             | 2043-04-25      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Entegris, Inc.                                                        | Entegris, Inc.                                                                                                | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    5705000 | PA      | $5778326.37    | 0.04%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2020-M26, Class X1                                                                          | CUSIP: 3136BARA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20725471 | PA      | $392181.87     | 0.00%             | 2032-04-25      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                              | Spirit AeroSystems, Inc.                                                                                      | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    3116000 | PA      | $3295537.69    | 0.02%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Zambia                                                    | Republic of Zambia                                                                                            | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    1555532 | PA      | $1448915.84    | 0.01%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                               | Level 3 Financing, Inc.                                                                                       | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    5615000 | PA      | $5665394.63    | 0.04%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HEL54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24211192 | PA      | $24827845.42   | 0.17%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                | Republic of Costa Rica                                                                                        | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    3300000 | PA      | $3495525.00    | 0.02%             | 2034-04-03      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa                       | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                               | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | NUSS              | SV        |     767000 | PA      | $784556.63     | 0.01%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                              | Lumen Technologies, Inc.                                                                                      | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    2013442 | PA      | $1973173.16    | 0.01%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618J92B1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2839472 | PA      | $2918061.43    | 0.02%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                 | FMC GMSR Issuer Trust, Series 2024-SAT1, Class A                                                              | CUSIP: 30259RAR6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15000000 | PA      | $15198037.50   | 0.10%             | 2027-03-26      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                   | Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class E                                                | CUSIP: 17328RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $2333099.70    | 0.02%             | 2053-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| P4 SFR                                                                | P4 SFR                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |    5921916 | PA      | $5862104.66    | 0.04%             | 2026-10-11      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Motion Bondco DAC                                                     | Motion Bondco DAC                                                                                             | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |     500000 | PA      | $471195.45     | 0.00%             | 2027-11-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                 | Bank of America Corp.                                                                                         | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   18700000 | PA      | $18716695.17   | 0.13%             | 2030-07-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K131, Class X3                               | CUSIP: 3137H2N91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19368680 | PA      | $2775324.60    | 0.02%             | 2031-09-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                            | Builders FirstSource, Inc.                                                                                    | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    2510000 | PA      | $2585126.81    | 0.02%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp.                                                 | Range Resources Corp.                                                                                         | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1116936.51    | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| DBJPM Mortgage Trust                                                  | DBJPM Mortgage Trust, Series 2016-C3, Class D                                                                 | CUSIP: 23312VAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2950000 | PA      | $1696816.11    | 0.01%             | 2049-08-10      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Endo GUC Trust                                                        | Endo GUC Trust                                                                                                | CUSIP: 29281F105<br>LEI: N/A                  | Long             |  | PF                | US        |      10295 | NS      | $5919.63       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                            | FHLMC UMBS, 30 Year                                                                                           | CUSIP: 3132DT6D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17484287 | PA      | $18321554.29   | 0.13%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                        | Pagaya AI Debt Selection Trust, Series 2021-3, Class C                                                        | CUSIP: 69546RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7033207 | PA      | $6918254.84    | 0.05%             | 2029-05-15      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                           | Hertz Vehicle Financing LLC, Series 2022-4A, Class D                                                          | CUSIP: 42806MBG3<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |     950000 | PA      | $949921.06     | 0.01%             | 2026-09-25      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618L7JE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19644161 | PA      | $20325630.19   | 0.14%             | 2055-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OnDeck Asset Securitization Trust IV LLC                              | OnDeck Asset Securitization Trust LLC, Series 2023-1A, Class A                                                | CUSIP: 67108SAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4680000 | PA      | $4760213.33    | 0.03%             | 2030-08-19      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K737, Class X3                               | CUSIP: 3137FQXM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   74853020 | PA      | $1572632.01    | 0.01%             | 2048-01-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                        | US Foods, Inc.                                                                                                | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    2303000 | PA      | $2246007.89    | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                        | Morgan Stanley Capital I Trust, Series 2020-HR8, Class XA                                                     | CUSIP: 61692BBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17281041 | PA      | $1185548.51    | 0.01%             | 2053-07-15      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                              | Studio City Finance Ltd.                                                                                      | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |    1950000 | PA      | $1847625.00    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                   | Medline Borrower LP                                                                                           | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   13138000 | PA      | $12615722.46   | 0.09%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                      | CCO Holdings LLC                                                                                              | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25117000 | PA      | $23168287.51   | 0.16%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, STRIPS, Series 304, Class C32                                                                          | CUSIP: 31325UPM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27192 | PA      | $560.57        | 0.00%             | 2027-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-10                                                                                          | CUSIP: 38380NT41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20467875 | PA      | $833415.03     | 0.01%             | 2062-04-16      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KF66, Class B                                                               | CUSIP: 30314CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1084419 | PA      | $1018970.10    | 0.01%             | 2029-07-25      | Floating      | 6.86%                 | Yes           |                  2 | On Loan: No      |
| Archrock Partners LP                                                  | Archrock Partners LP                                                                                          | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2532000 | PA      | $2595520.28    | 0.02%             | 2032-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                   | Petroleos Mexicanos                                                                                           | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    7200000 | PA      | $5576400.00    | 0.04%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Intelsat SA                                                           | Intelsat SA                                                                                                   | CUSIP: N/A<br>LEI: 549300YV2L21F4K80V46       | Long             | EC               | CORP              | LU        |     147422 | NS      | $0.15          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AMSR Trust                                                            | AMSR Trust, Series 2022-SFR1, Class F                                                                         | CUSIP: 00179WAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9913000 | PA      | $9855240.91    | 0.07%             | 2039-03-17      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                 | Prestige Brands, Inc.                                                                                         | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    3365000 | PA      | $3101051.42    | 0.02%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Camden                                                                | Camden                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   18283996 | PA      | $18018878.22   | 0.12%             | 2031-09-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Albertsons Cos., Inc.                                                 | Albertsons Cos., Inc.                                                                                         | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3022000 | PA      | $2976191.32    | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Wynn Las Vegas LLC                                                    | Wynn Las Vegas LLC                                                                                            | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     695000 | PA      | $695463.57     | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, Connecticut Avenue Securities, Series 2017-C02, Class 2B1                                               | CUSIP: 30711XGQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   28544000 | PA      | $30639432.17   | 0.21%             | 2029-09-25      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                    | Saavi Energia Sarl                                                                                            | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    4754000 | PA      | $5052598.74    | 0.03%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-108                                                                                         | CUSIP: 38381DPK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   68394246 | PA      | $4859807.85    | 0.03%             | 2061-06-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                   | Regal Rexnord Corp.                                                                                           | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    2931000 | PA      | $3118246.91    | 0.02%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CGMS Commercial Mortgage Trust                                        | CGMS Commercial Mortgage Trust, Series 2017-B1, Class D                                                       | CUSIP: 17326CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4358750 | PA      | $3720059.31    | 0.03%             | 2050-08-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                | Cleveland-Cliffs, Inc.                                                                                        | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    3725000 | PA      | $3405766.01    | 0.02%             | 2031-03-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XXIII Ltd.                                               | Symphony CLO Ltd., Series 2020-23A, Class CR2                                                                 | CUSIP: 87167NDQ5<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |    8000000 | PA      | $7964232.00    | 0.05%             | 2034-01-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                 | Petroleos del Peru SA                                                                                         | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |    3110000 | PA      | $2116541.60    | 0.01%             | 2047-06-19      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                              | Central Garden & Pet Co.                                                                                      | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    8885000 | PA      | $8845153.44    | 0.06%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                                           | Business Jet Securities LLC, Series 2024-1A, Class C                                                          | CUSIP: 12327CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1824468 | PA      | $1870224.20    | 0.01%             | 2039-05-15      | Fixed         | 9.13%                 | Yes           |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust, Series 2017-C39, Class A5                                              | CUSIP: 95000XAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3904223.20    | 0.03%             | 2050-09-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                | Velocity Commercial Capital Loan Trust, Series 2021-1, Class M1                                               | CUSIP: 92259TAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2416228 | PA      | $2015508.05    | 0.01%             | 2051-05-25      | Variable      | 1.79%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2022-KF132, Class CS                                                             | CUSIP: 30325VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27432775 | PA      | $25404143.31   | 0.17%             | 2032-02-25      | Floating      | 10.74%                | Yes           |                  2 | On Loan: No      |
| SBALR Commercial Mortgage Trust                                       | SBALR Commercial Mortgage Trust, Series 2020-RR1, Class B                                                     | CUSIP: 78397EAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11440000 | PA      | $8409808.26    | 0.06%             | 2053-02-13      | Fixed         | 3.48%                 | Yes           |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                         | White Cap Supply Holdings LLC, 1st Lien Term Loan C                                                           | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    2386962 | PA      | $2387201.20    | 0.02%             | 2029-10-19      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                     | California Housing Finance Agency, Series 2021-2, Class X                                                     | CUSIP: 13033DAH8<br>LEI: 549300BOPCVLBA552Z14 | Long             | ABS-MBS          | MUN               | US        |   61460850 | PA      | $2475569.29    | 0.02%             | 2035-03-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Republic of Honduras                                                  | Republic of Honduras                                                                                          | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |    3000000 | PA      | $3007500.00    | 0.02%             | 2027-01-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Precision Drilling Corp.                                              | Precision Drilling Corp.                                                                                      | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     975000 | PA      | $983278.73     | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                       | CSAIL Commercial Mortgage Trust, Series 2019-C18, Class XA                                                    | CUSIP: 12597DAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   45176776 | PA      | $1462476.13    | 0.01%             | 2052-12-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 4321, Class PI                                                                           | CUSIP: 3137B8GR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     194744 | PA      | $31491.66      | 0.00%             | 2044-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2022-141                                                                                         | CUSIP: 38381HQB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11595620 | PA      | $745313.12     | 0.01%             | 2064-06-16      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                         | Novelis Corp.                                                                                                 | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     881000 | PA      | $914137.05     | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CoreVest American Finance Trust                                       | CoreVest American Finance Trust, Series 2019-2, Class E                                                       | CUSIP: 21872GAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5576000 | PA      | $5211350.79    | 0.04%             | 2052-06-15      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Citi Asset Receivables Trust I                                        | Citi Asset Receivables Trust I, Series 2025-5, Class CERT                                                     | CUSIP: 17302HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   72005238 | PA      | $74553006.97   | 0.51%             | 2031-08-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618KFBA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3271695 | PA      | $3412132.67    | 0.02%             | 2055-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618JWDX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     786258 | PA      | $808020.07     | 0.01%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                | Velocity Commercial Capital Loan Trust, Series 2018-2, Class A                                                | CUSIP: 92259BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     786487 | PA      | $769031.65     | 0.01%             | 2048-10-26      | Variable      | 4.05%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1516, Class X3                             | CUSIP: 3137FUZL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2500000 | PA      | $622468.00     | 0.00%             | 2038-10-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2020-K105, Class X2B                                                             | CUSIP: 302975BC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   81000000 | PA      | $296978.40     | 0.00%             | 2053-03-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Series 2025-MN11, Class M1                                                                             | CUSIP: 35563YAA8<br>LEI: 529900E2V0BG2KXC9E18 | Long             | ABS-MBS          | USGSE             | US        |    6167000 | PA      | $6163050.04    | 0.04%             | 2045-07-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                   | Connecticut Avenue Securities Trust, Series 2022-R03, Class 1B1                                               | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5662000 | PA      | $6081327.72    | 0.04%             | 2042-03-25      | Floating      | 10.60%                | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                                   | Republic of Ecuador                                                                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |   10000000 | PA      | $6518750.00    | 0.04%             | 2040-07-31      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MNR ABS Issuer I LLC                                                  | MNR ABS Issuer I LLC                                                                                          | CUSIP: 55317XAC3<br>LEI: 254900P5PAYARXBH9O74 | Long             | ABS-O            | CORP              | US        |    6433653 | PA      | $6518576.93    | 0.04%             | 2038-12-15      | Fixed         | 12.44%                | No            |                  3 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-80                                                                                          | CUSIP: 38381DDS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   61771394 | PA      | $4232545.06    | 0.03%             | 2062-12-16      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                      | Virgin Media Secured Finance plc                                                                              | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    2750000 | PA      | $2707769.08    | 0.02%             | 2029-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                    | Dominican Republic Government Bond                                                                            | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   11450000 | PA      | $9885930.00    | 0.07%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                           | Wayfair LLC                                                                                                   | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    1499000 | PA      | $1528423.87    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2020-K118, Class D                                                               | CUSIP: 30316TAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22812305 | PA      | $15362205.40   | 0.11%             | 2053-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                                           | Asurion LLC, 1st Lien Term Loan B-13                                                                          | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    2545833 | PA      | $2515283.33    | 0.02%             | 2030-09-19      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer LLC                                        | Elara HGV Timeshare Issuer LLC, Series 2019-A, Class C                                                        | CUSIP: 28416TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     374731 | PA      | $370134.93     | 0.00%             | 2034-01-25      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| SES SA                                                                | SES SA                                                                                                        | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | EC               | CORP              | LU        |     147422 | NS      | $1879630.50    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                              | Avis Budget Rental Car Funding AESOP LLC, Series 2023-6A, Class D                                             | CUSIP: 05377RJU9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1636810.88    | 0.01%             | 2029-12-20      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| MRCD MARK Mortgage Trust                                              | MRCD MARK Mortgage Trust, Series 2019-PARK, Class G                                                           | CUSIP: 55348UAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13337000 | PA      | $7101952.50    | 0.05%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | Forward Foreign Currency Contract                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $100418.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2024-32                                                                                          | CUSIP: 38381J2J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  126282043 | PA      | $6277354.06    | 0.04%             | 2063-06-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2019-M28, Class XAV3                                                                        | CUSIP: 3136B7GL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25603236 | PA      | $60392.91      | 0.00%             | 2027-02-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                             | Commercial Mortgage Trust, Series 2015-CR24, Class D                                                          | CUSIP: 12593JBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1458000 | PA      | $1332349.56    | 0.01%             | 2048-08-10      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | CDSCMBX                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    2500000 | PA      | $-325597.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                          | BX Commercial Mortgage Trust, Series 2024-MF, Class B                                                         | CUSIP: 05612EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3223055 | PA      | $3229097.78    | 0.02%             | 2039-02-15      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2016-95, Class ES                                                                         | CUSIP: 3136AUWF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1249082 | PA      | $153198.10     | 0.00%             | 2046-12-25      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2017-BNK9, Class D                                                                               | CUSIP: 06540RAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2149000 | PA      | $1472023.09    | 0.01%             | 2054-11-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                            | FHLMC Gold Pools, Other                                                                                       | CUSIP: 3132XGSQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2160000 | PA      | $2140982.34    | 0.01%             | 2032-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GMACM Mortgage Loan Trust                                             | GMACM Mortgage Loan Trust, Series 2004-J2, Class A8                                                           | CUSIP: 36185N2E9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20050 | PA      | $20132.96      | 0.00%             | 2034-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                            | FHLMC UMBS, 30 Year                                                                                           | CUSIP: 3132DTRC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20074362 | PA      | $21015368.25   | 0.14%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K065, Class X3                               | CUSIP: 3137F1G77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13000000 | PA      | $471376.10     | 0.00%             | 2045-07-25      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 4689, Class SD                                                                           | CUSIP: 3137F1DW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     468265 | PA      | $57942.47      | 0.00%             | 2047-06-15      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                               | FHLMC STACR REMIC Trust, Series 2020-DNA6, Class B2                                                           | CUSIP: 35566CBE4<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2274502.80    | 0.02%             | 2050-12-25      | Floating      | 10.00%                | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | CDSCMBX                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    2500000 | PA      | $-148121.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618J14S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     600511 | PA      | $624955.45     | 0.00%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                               | Element Solutions, Inc.                                                                                       | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    7541000 | PA      | $7309844.97    | 0.05%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                 | Westlake Automobile Receivables Trust, Series 2024-3A, Class D                                                | CUSIP: 96043CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19900000 | PA      | $20047449.05   | 0.14%             | 2030-04-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol SA                                                          | Ecopetrol SA                                                                                                  | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    2525000 | PA      | $2685337.50    | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                   | Citigroup Commercial Mortgage Trust, Series 2015-GC31, Class D                                                | CUSIP: 17323YAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3800000 | PA      | $375853.82     | 0.00%             | 2048-06-10      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                    | BMO Mortgage Trust, Series 2024-C10, Class XA                                                                 | CUSIP: 096920AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  385344606 | PA      | $19205575.15   | 0.13%             | 2057-11-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 19K-1513, Class X2A                                                              | CUSIP: 30314MAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  529415732 | PA      | $3188353.31    | 0.02%             | 2034-08-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                               | FHLMC STACR REMIC Trust, Series 2021-HQA2, Class B2                                                           | CUSIP: 35564KGS2<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-MBS          | CORP              | US        |   24250000 | PA      | $28306098.65   | 0.19%             | 2033-12-25      | Floating      | 9.80%                 | Yes           |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                              | COLT Mortgage Loan Trust, Series 2023-2, Class A1                                                             | CUSIP: 12598UAA4<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-MBS          | CORP              | US        |    1682632 | PA      | $1695041.73    | 0.01%             | 2068-07-25      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust, Series 2018-C44, Class XB                                              | CUSIP: 95001JAZ0<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |   70000000 | PA      | $336553.00     | 0.00%             | 2051-05-15      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                          | American Credit Acceptance Receivables Trust, Series 2022-3, Class F                                          | CUSIP: 02528GAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7000000 | PA      | $7097483.40    | 0.05%             | 2029-05-14      | Fixed         | 9.76%                 | Yes           |                  2 | On Loan: No      |
| Lendingpoint Asset Securitization Trust                               | Lendingpoint Asset Securitization Trust, Series 2021-B, Class C                                               | CUSIP: 52607HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3242107 | PA      | $3196776.73    | 0.02%             | 2029-02-15      | Fixed         | 3.21%                 | Yes           |                  2 | On Loan: No      |
| Trinseo Luxco Finance SPV SARL                                        | Trinseo Luxco Finance SPV Sarl                                                                                | CUSIP: 89668JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    9579906 | PA      | $3352967.10    | 0.02%             | 2029-05-03      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-51, Class SH                                                                                | CUSIP: 38385DZ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   64334075 | PA      | $4543574.72    | 0.03%             | 2055-03-20      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                                          | First Advantage Holdings LLC, 1st Lien Term Loan B-3                                                          | CUSIP: 78477MAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4406370 | PA      | $4414654.12    | 0.03%             | 2031-10-31      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                  | LHOME Mortgage Trust, Series 2023-RTL1, Class A1                                                              | CUSIP: 50205NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4863571 | PA      | $4867838.87    | 0.03%             | 2028-01-25      | Variable      | 9.37%                 | Yes           |                  3 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 38 Ltd.                            | Neuberger Berman Loan Advisers CLO Ltd., Series 2020-38A, Class CR2                                           | CUSIP: 64133RAY2<br>LEI: 549300SM4FYZ8US63U33 | Long             | ABS-CBDO         | CORP              | KY        |   11300000 | PA      | $11274360.30   | 0.08%             | 2036-10-20      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                        | Raven Acquisition Holdings LLC, 1st Lien Term Loan                                                            | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3054191 | PA      | $3061551.37    | 0.02%             | 2031-11-19      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Diversified Gas & Oil Corp.                                           | Diversified Gas & Oil Corp.                                                                                   | CUSIP: N/A<br>LEI: 5493008O08WU7K5XC271       | Long             | DBT              | CORP              | US        |   28000000 | PA      | $27304650.24   | 0.19%             | 2029-04-09      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K129, Class X3                               | CUSIP: 3137H13S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26500000 | PA      | $3930119.60    | 0.03%             | 2031-05-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-135, Class SE                                                                               | CUSIP: 38381QFM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25473535 | PA      | $26054650.02   | 0.18%             | 2055-08-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| CSN Inova Ventures                                                    | CSN Inova Ventures                                                                                            | CUSIP: N/A<br>LEI: 222100R8R68DM7VM3661       | Long             | DBT              | CORP              | KY        |    4300000 | PA      | $4134450.00    | 0.03%             | 2028-01-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NuStar Logistics LP                                                   | NuStar Logistics LP                                                                                           | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    2339000 | PA      | $2421781.89    | 0.02%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-147                                                                                         | CUSIP: 38381DF96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29811321 | PA      | $2179884.32    | 0.01%             | 2061-06-16      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2024-127, Class SE                                                                               | CUSIP: 38384URZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25434987 | PA      | $1831222.38    | 0.01%             | 2054-08-20      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                | Palmer Square CLO Ltd., Series 2021-2A, Class BR                                                              | CUSIP: 69701XAN4<br>LEI: 254900HTQ89UZTKY6247 | Long             | ABS-CBDO         | CORP              | KY        |   18200000 | PA      | $18249176.40   | 0.13%             | 2038-02-15      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 5565, Class ZU                                                                           | CUSIP: 3137HMH94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7107659 | PA      | $7012187.52    | 0.05%             | 2055-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of Nevada Department of Business & Industry                     | State of Nevada Department of Business and Industry, Brighline West Passenger Rail Project, Series 2025A      | CUSIP: 641455AB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   13400000 | PA      | $12314585.26   | 0.08%             | 2065-01-01      | Variable      | 9.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2024-159, Class AS                                                                               | CUSIP: 38384YAD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16719190 | PA      | $1534448.79    | 0.01%             | 2054-10-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | U.S. Treasury 10 Year Ultra Note                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -6222 | NC      | $-3285171.45   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                       | CFCRE Commercial Mortgage Trust, Series 2016-C6, Class C                                                      | CUSIP: 12532ABC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $716783.68     | 0.00%             | 2049-11-10      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                       | CSAIL Commercial Mortgage Trust, Series 2019-C16, Class XA                                                    | CUSIP: 12596WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   71273065 | PA      | $3321004.12    | 0.02%             | 2052-06-15      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                   | Kinetik Holdings LP                                                                                           | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    8354000 | PA      | $8425552.01    | 0.06%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Icon Parent, Inc.                                                     | Icon Parent, Inc., 1st Lien Term Loan                                                                         | CUSIP: 45115DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5162062 | PA      | $5163301.40    | 0.04%             | 2031-11-13      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-164                                                                                         | CUSIP: 38381DT91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   40358121 | PA      | $2798072.95    | 0.02%             | 2063-10-16      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, Single Family, 30 Year                                                                               | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  330250000 | PA      | $332351677.98  | 2.28%             | 2055-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2020-BN30, Class D                                                                               | CUSIP: 06541UAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5231252 | PA      | $4051746.96    | 0.03%             | 2053-12-15      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | Forward Foreign Currency Contract                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $22213.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                         | Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class D                                         | CUSIP: 10805NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8430000 | PA      | $8626267.26    | 0.06%             | 2030-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                       | Citigroup, Inc., Series T                                                                                     | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      83000 | PA      | $83501.90      | 0.00%             | 2026-08-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2018-KBX1, Class C                                                               | CUSIP: 30307LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7500000 | PA      | $7320119.25    | 0.05%             | 2026-01-25      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM Mortgage Trust, Series 2024-CBM, Class A2                                                                | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5483928 | PA      | $5586042.58    | 0.04%             | 2041-12-10      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                            | Avis Budget Car Rental LLC                                                                                    | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17820000 | PA      | $17263476.05   | 0.12%             | 2028-04-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                            | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class C                                          | CUSIP: 46647TAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1550000 | PA      | $1374852.33    | 0.01%             | 2050-03-15      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K084, Class X3                               | CUSIP: 3137FJZC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19450000 | PA      | $1247046.48    | 0.01%             | 2028-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADKH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22196506 | PA      | $22906198.49   | 0.16%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2011-78, Class JS                                                                         | CUSIP: 3136A0UA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1239298 | PA      | $118416.88     | 0.00%             | 2041-08-25      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                  | Prime Security Services Borrower LLC                                                                          | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1642000 | PA      | $1648884.91    | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2018-KW07, Class X2A                                                             | CUSIP: 30297NAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   99934759 | PA      | $228081.10     | 0.00%             | 2031-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2018-KSL1, Class C                                                               | CUSIP: 30295VAN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15000000 | PA      | $14909569.50   | 0.10%             | 2025-11-25      | Variable      | 4.00%                 | Yes           |                  3 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1513, Class X3                             | CUSIP: 3137FPJB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12475100 | PA      | $2456810.02    | 0.02%             | 2037-12-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| FHLMC Multi-Family ML Certificates                                    | FHLMC Multi-Family ML Certificates, Series 2021-ML09, Class XUS                                               | CUSIP: 30319NAA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   54778933 | PA      | $5898129.91    | 0.04%             | 2040-02-25      | Variable      | 1.55%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618KFBR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2096238 | PA      | $2186300.57    | 0.01%             | 2055-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Knife River Corp.                                                     | Knife River Corp.                                                                                             | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3408626.00    | 0.02%             | 2031-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-47                                                                                          | CUSIP: 38380RA75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17321557 | PA      | $1158782.74    | 0.01%             | 2061-03-16      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                   | Connecticut Avenue Securities Trust, Series 2023-R04, Class 1M2                                               | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5290451.50    | 0.04%             | 2043-05-25      | Floating      | 7.90%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                     | GLS Auto Receivables Issuer Trust, Series 2023-1A, Class E                                                    | CUSIP: 36266XAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1103640.70    | 0.01%             | 2030-03-15      | Fixed         | 11.42%                | Yes           |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                           | Acadia Healthcare Co., Inc.                                                                                   | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2487393.00    | 0.02%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                  | FirstKey Homes Trust, Series 2022-SFR2, Class G                                                               | CUSIP: 33767PAW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11400000 | PA      | $10830493.62   | 0.07%             | 2039-07-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII LLC                               | Bayview Opportunity Master Fund LLC, Series 2024-CAR1, Class E                                                | CUSIP: 07336QAE2<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     732477 | PA      | $741620.32     | 0.01%             | 2031-12-26      | Floating      | 7.95%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, Other                                                                                                   | CUSIP: 3140LDXF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2190000 | PA      | $1896213.62    | 0.01%             | 2031-10-01      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Magnetite XXXIX Ltd.                                                  | Magnetite Ltd., Series 2023-39A, Class BR                                                                     | CUSIP: 559924AL9<br>LEI: 529900728SHVCI48J015 | Long             | ABS-CBDO         | CORP              | KY        |    5950000 | PA      | $5940599.00    | 0.04%             | 2037-01-25      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| LendingClub Loan Certificate Issuer Trust                             | LendingClub Loan Certificate Issuer Trust, Series 2022-P2, Class CERT                                         | CUSIP: 52604WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     750000 | PA      | $2041275.00    | 0.01%             | 2037-04-15      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Federative Republic of Brazil                                         | Federative Republic of Brazil                                                                                 | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2605000 | PA      | $2532060.00    | 0.02%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                          | Antero Midstream Partners LP                                                                                  | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7324000 | PA      | $7322216.61    | 0.05%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HIN Timeshare Trust                                                   | HIN Timeshare Trust, Series 2020-A, Class D                                                                   | CUSIP: 40439HAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     605800 | PA      | $595827.22     | 0.00%             | 2039-10-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618JWDH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     900776 | PA      | $926371.87     | 0.01%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2023-113, Class SJ                                                                               | CUSIP: 38384CZU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13241177 | PA      | $805707.09     | 0.01%             | 2053-08-20      | Floating      | 1.35%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618J1V91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2770553 | PA      | $2879383.16    | 0.02%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                             | Commercial Mortgage Trust, Series 2016-COR1, Class C                                                          | CUSIP: 12594MBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $875379.70     | 0.01%             | 2049-10-10      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                       | Sinclair Television Group, Inc.                                                                               | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    6762000 | PA      | $6927669.00    | 0.05%             | 2033-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HSU61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     423034 | PA      | $440341.18     | 0.00%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-3                                                                                           | CUSIP: 38380RQC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   74277166 | PA      | $4732042.28    | 0.03%             | 2062-09-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | Euro-BTP                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       2052 | NC      | $-1617677.95   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                            | Lamb Weston Holdings, Inc.                                                                                    | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    2875000 | PA      | $2756412.00    | 0.02%             | 2030-01-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                  | NOVA Chemicals Corp.                                                                                          | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    2393000 | PA      | $2570381.13    | 0.02%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-22, Class GS                                                                                | CUSIP: 38385CS82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24497443 | PA      | $2018807.31    | 0.01%             | 2055-02-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| ROCK Trust                                                            | ROCK Trust, Series 2024-CNTR, Class E                                                                         | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   63500000 | PA      | $67062692.90   | 0.46%             | 2041-11-13      | Fixed         | 8.82%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                             | Commercial Mortgage Trust, Series 2019-GC44, Class E                                                          | CUSIP: 12655TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8493000 | PA      | $5592231.14    | 0.04%             | 2057-08-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                            | Avis Budget Car Rental LLC                                                                                    | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2893000 | PA      | $3019649.75    | 0.02%             | 2032-06-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                             | Telecom Italia Capital SA                                                                                     | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      36000 | PA      | $39283.30      | 0.00%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                  | BBCMS Mortgage Trust, Series 2017-C1, Class D                                                                 | CUSIP: 07332VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $697407.00     | 0.00%             | 2050-02-15      | Variable      | 3.71%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                   | Hilton Domestic Operating Co., Inc.                                                                           | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6912668.40    | 0.05%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XVI Ltd.                                                 | Symphony CLO Ltd., Series 2015-16A, Class B1RR                                                                | CUSIP: 87165VAZ2<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    8224000 | PA      | $8229559.42    | 0.06%             | 2031-10-15      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                            | iHeartCommunications, Inc.                                                                                    | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    3338352 | PA      | $1975030.77    | 0.01%             | 2030-05-01      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2019-BN16, Class D                                                                               | CUSIP: 065405AL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8795000 | PA      | $7083436.71    | 0.05%             | 2052-02-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HMFB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1610525 | PA      | $1662018.29    | 0.01%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2017-BNK7, Class D                                                                               | CUSIP: 06541XAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2249651.40    | 0.02%             | 2060-09-15      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                      | Bombardier, Inc.                                                                                              | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    4665000 | PA      | $5027409.86    | 0.03%             | 2030-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp.                                                         | Novelis Corp.                                                                                                 | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    7240000 | PA      | $6962450.26    | 0.05%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                              | Benchmark Mortgage Trust, Series 2020-B21, Class E                                                            | CUSIP: 08163LBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $1429155.25    | 0.01%             | 2053-12-17      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA/FHLMC                                                            | FNMA/FHLMC UMBS, Single Family, 30 Year                                                                       | CUSIP: 01F0406A0<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -237200000 | PA      | $-221235778.21 | -1.52%            | 2055-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                          | Islamic Republic of Pakistan                                                                                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |    2500000 | PA      | $2200625.00    | 0.02%             | 2051-04-08      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2012-148, Class US                                                                        | CUSIP: 3136ABMF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1016040 | PA      | $856412.08     | 0.01%             | 2043-01-25      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | CDSCMBX                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   12500000 | PA      | $-2054295.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                             | MGM Resorts International                                                                                     | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1893433.10    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                        | Mariner Finance Issuance Trust, Series 2021-BA, Class E                                                       | CUSIP: 56847JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5030000 | PA      | $4679199.75    | 0.03%             | 2036-11-20      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO Ltd.                               | Neuberger Berman Loan Advisers CLO Ltd., Series 2024-55A, Class B                                             | CUSIP: 640969AE1<br>LEI: 254900P6M7LX99MHDX34 | Long             | ABS-CBDO         | CORP              | JE        |    5250000 | PA      | $5271881.99    | 0.04%             | 2038-04-22      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                              | Republic of South Africa                                                                                      | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    5100000 | PA      | $3585504.00    | 0.02%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Incora Intermediate LLC                                               | Incora Intermediate LLC                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      80995 | NS      | $1607750.75    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| LendingClub Loan Certificate Issuer Trust                             | LendingClub Loan Certificate Issuer Trust, Series 2022-NP2, Class CERT                                        | CUSIP: 52607WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $3218720.00    | 0.02%             | 2037-04-15      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618K5YX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     775167 | PA      | $796631.61     | 0.01%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HSHU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     576189 | PA      | $600611.44     | 0.00%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                            | FHLMC Gold Pools, Other                                                                                       | CUSIP: 3132XGXW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7985462 | PA      | $8056110.82    | 0.06%             | 2028-06-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1518, Class X1                             | CUSIP: 3137FXQX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14571604 | PA      | $861901.64     | 0.01%             | 2035-10-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                   | Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M2                                               | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2960000 | PA      | $3058475.06    | 0.02%             | 2043-07-25      | Floating      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                | Lendmark Funding Trust, Series 2024-1A, Class A                                                               | CUSIP: 52603DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3050000 | PA      | $3093369.48    | 0.02%             | 2032-06-21      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Claire's Stores, Inc.                                                 | Claire's Stores, Inc.                                                                                         | CUSIP: N/A<br>LEI: 549300N5HNYXI6JY7625       | Long             | EC               | CORP              | US        |          9 | NS      | $0.00          | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Peru LNG Srl                                                          | Peru LNG Srl                                                                                                  | CUSIP: N/A<br>LEI: 254900F70J1LOALV5K70       | Long             | DBT              | CORP              | PE        |   12501000 | PA      | $11885325.75   | 0.08%             | 2030-03-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NRM FNT1 Excess LLC                                                   | NRM FNT1 Excess LLC, Series 2024-FNT1, Class A                                                                | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   45363554 | PA      | $46186326.48   | 0.32%             | 2031-11-25      | Variable      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| Accelerated LLC                                                       | Accelerated LLC, Series 2021-1H, Class A                                                                      | CUSIP: 00439KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     913436 | PA      | $852146.54     | 0.01%             | 2040-10-20      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                   | Exeter Automobile Receivables Trust, Series 2023-2A, Class D                                                  | CUSIP: 30168CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3075420.90    | 0.02%             | 2029-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                                       | Goodgreen Trust, Series 2017-R1                                                                               | CUSIP: 38218AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9233 | PA      | $9140.51       | 0.00%             | 2051-10-20      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K121, Class X3                               | CUSIP: 3137F83T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   52191816 | PA      | $6375809.65    | 0.04%             | 2048-11-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                             | OBX Trust, Series 2023-NQM6, Class A1                                                                         | CUSIP: 67117VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2322934 | PA      | $2338876.74    | 0.02%             | 2063-07-25      | Variable      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-78                                                                                          | CUSIP: 38381MPY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  192977757 | PA      | $13634303.08   | 0.09%             | 2063-11-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KW09, Class B                                                               | CUSIP: 30298GAN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15670000 | PA      | $14629095.18   | 0.10%             | 2029-05-25      | Variable      | 4.14%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K104, Class X1                               | CUSIP: 3137FREK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6649426 | PA      | $267332.87     | 0.00%             | 2030-01-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings                                                        | Eskom Holdings                                                                                                | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | CORP              | ZA        |    5400000 | PA      | $5732424.00    | 0.04%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2018-106                                                                                         | CUSIP: 38380MDA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6534035 | PA      | $329253.29     | 0.00%             | 2060-04-16      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2020-KF76, Class B                                                               | CUSIP: 30316EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1159111 | PA      | $1132757.21    | 0.01%             | 2030-01-25      | Floating      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                      | Multi-Family Connecticut Avenue Securities Trust, Series 2019-01, Class M10                                   | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |   57054376 | PA      | $57910813.21   | 0.40%             | 2049-10-25      | Floating      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2017-90, Class SP                                                                         | CUSIP: 3136AYQT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1906669 | PA      | $247085.22     | 0.00%             | 2047-11-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                       | CoreWeave, Inc.                                                                                               | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $5222231.01    | 0.04%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SHR Trust                                                             | SHR Trust, Series 2024-LXRY, Class B                                                                          | CUSIP: 784234AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3006309.30    | 0.02%             | 2041-10-15      | Floating      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                             | Vistra Operations Co. LLC                                                                                     | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2433081.49    | 0.02%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2018-BN10, Class D                                                                               | CUSIP: 065404AA3<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1264160.40    | 0.01%             | 2061-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 43 Ltd.                                   | Octagon Investment Partners Ltd., Series 2019-1A, Class CR                                                    | CUSIP: 67573LAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11200000 | PA      | $11228336.00   | 0.08%             | 2032-10-25      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Venator Materials plc                                                 | Venator Materials plc                                                                                         | CUSIP: N/A<br>LEI: 549300WFXC4YL5IHX316       | Long             | EC               | CORP              | GB        |       6983 | NS      | $1309312.50    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-22                                                                                          | CUSIP: 38380RUJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   51473432 | PA      | $3592366.83    | 0.02%             | 2063-05-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                    | Barclays Commercial Mortgage Trust, Series 2019-C4, Class D                                                   | CUSIP: 07335CAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8451000 | PA      | $5186785.19    | 0.04%             | 2052-08-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                   | Petroleos Mexicanos                                                                                           | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    2950000 | PA      | $2284775.00    | 0.02%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                           | Federal Republic of Nigeria                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   16000000 | PA      | $15856000.00   | 0.11%             | 2030-02-23      | Fixed         | 7.14%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HCAK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1413410 | PA      | $1449408.71    | 0.01%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | Forward Foreign Currency Contract                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2785.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                     | EMRLD Borrower LP, 1st Lien Term Loan                                                                         | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    5582822 | PA      | $5569814.47    | 0.04%             | 2031-08-04      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2023-113, Class GZ                                                                               | CUSIP: 38384CUW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5579988 | PA      | $5588516.84    | 0.04%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2020-K105, Class X2A                                                             | CUSIP: 302975BA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  353050686 | PA      | $1163372.62    | 0.01%             | 2053-03-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| LendingClub Loan Certificate Issuer Trust                             | LendingClub Loan Certificate Issuer Trust, Series 2022-NP5, Class CERT                                        | CUSIP: 52608RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $3148000.00    | 0.02%             | 2037-06-15      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| TransDigm, Inc.                                                       | TransDigm, Inc., 1st Lien Term Loan J                                                                         | CUSIP: 89364MCA0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     845729 | PA      | $846261.45     | 0.01%             | 2031-02-28      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                       | CSAIL Commercial Mortgage Trust, Series 2018-C14, Class C                                                     | CUSIP: 12596GBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3610000 | PA      | $3278163.02    | 0.02%             | 2051-11-15      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                        | Adjustable Rate Mortgage Trust, Series 2006-2, Class 1A4                                                      | CUSIP: 007034BN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     739069 | PA      | $637940.88     | 0.00%             | 2036-05-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K140, Class X1                               | CUSIP: 3137H6M36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  169981114 | PA      | $2890919.80    | 0.02%             | 2032-01-25      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K127, Class X3                               | CUSIP: 3137FXZ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8065740 | PA      | $964842.37     | 0.01%             | 2049-03-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Upstart Pass-Through Trust                                            | Upstart Pass-Through Trust, Series 2022-PT3, Class A                                                          | CUSIP: 91681DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     900662 | PA      | $896192.25     | 0.01%             | 2030-04-20      | Variable      | 17.85%                | Yes           |                  3 | On Loan: No      |
| Enpro, Inc.                                                           | Enpro, Inc.                                                                                                   | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    1206000 | PA      | $1230621.70    | 0.01%             | 2033-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp.                                                 | Range Resources Corp.                                                                                         | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    9100000 | PA      | $9338902.30    | 0.06%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                | Mauser Packaging Solutions Holding Co.                                                                        | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    6489000 | PA      | $6459253.13    | 0.04%             | 2027-04-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Moran Foods LLC                                                       | Moran Foods LLC, 1st Lien PIK Term Loan                                                                       | CUSIP: 61647DAT9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2957636 | PA      | $2018882.49    | 0.01%             | 2026-06-30      | Variable      | 11.65%                | No            |                  3 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                              | Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class C                                             | CUSIP: 05377RJA3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2599835.00    | 0.02%             | 2030-06-20      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-40                                                                                          | CUSIP: 38380N8S1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   39060277 | PA      | $2317430.61    | 0.02%             | 2062-01-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                           | Terex Corp.                                                                                                   | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    4205000 | PA      | $4136154.90    | 0.03%             | 2029-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust      | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-AR8, Class 2A                   | CUSIP: 93935LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1901895 | PA      | $1643805.90    | 0.01%             | 2046-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BX Mortgage Trust                                                     | BX Mortgage Trust, Series 2025-BIO3, Class D                                                                  | CUSIP: 123911AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7900000 | PA      | $7801596.02    | 0.05%             | 2042-02-10      | Variable      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                             | Carlyle Global Market Strategies CLO Ltd., Series 2016-1A, Class CR3                                          | CUSIP: 14312HBL9<br>LEI: 549300N3CJKPCWZ7KX23 | Long             | ABS-CBDO         | CORP              | KY        |   12378000 | PA      | $12416507.96   | 0.09%             | 2034-04-20      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                   | Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class D                                                | CUSIP: 29425AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9000000 | PA      | $5512609.80    | 0.04%             | 2058-09-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                               | Republic of El Salvador                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    4669000 | PA      | $4918511.36    | 0.03%             | 2029-02-28      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                   | Citigroup Commercial Mortgage Trust, Series 2016-C3, Class D                                                  | CUSIP: 17325GAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1200566.40    | 0.01%             | 2049-11-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2022-M2, Class X2                                                                           | CUSIP: 3136BK7C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   65567430 | PA      | $656775.83     | 0.00%             | 2032-01-25      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| BX                                                                    | BX, Series 2021-MFM1, Class F                                                                                 | CUSIP: 05608VAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1399526.38    | 0.01%             | 2034-01-15      | Floating      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| BXG Receivables Note Trust                                            | BXG Receivables Note Trust, Series 2018-A, Class C                                                            | CUSIP: 05607UAC3<br>LEI: 549300MVRSYZ837KPY83 | Long             | ABS-O            | CORP              | US        |     309562 | PA      | $309233.27     | 0.00%             | 2034-02-02      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| DataBank Issuer                                                       | DataBank Issuer, Series 2021-1A, Class C                                                                      | CUSIP: 23802WAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3800000 | PA      | $3720337.56    | 0.03%             | 2051-02-27      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618H0XZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     371356 | PA      | $382278.75     | 0.00%             | 2045-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XIX Ltd.                                                 | Symphony CLO Ltd., Series 2018-19A, Class C                                                                   | CUSIP: 87165YAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001467.00    | 0.01%             | 2031-04-16      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HTT79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6798468 | PA      | $7057012.55    | 0.05%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                   | Connecticut Avenue Securities Trust, Series 2021-R03, Class 1B1                                               | CUSIP: 20754AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $6113457.60    | 0.04%             | 2041-12-25      | Floating      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-120, Class SJ                                                                               | CUSIP: 38381N7M4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7011047 | PA      | $7403208.29    | 0.05%             | 2055-07-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618K5YH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     671843 | PA      | $690446.42     | 0.00%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                 | Rocket Software, Inc., 1st Lien Term Loan                                                                     | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    4532982 | PA      | $4542047.87    | 0.03%             | 2028-11-28      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Series 2021-MN2, Class M2                                                                              | CUSIP: 35563JAB9<br>LEI: 549300OXOJE8K5OHDX86 | Long             | ABS-MBS          | USGSE             | US        |   12353040 | PA      | $12445782.11   | 0.09%             | 2041-07-25      | Floating      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-71                                                                                          | CUSIP: 38380RV49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  158134695 | PA      | $10079900.78   | 0.07%             | 2062-10-16      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 4102, Class BI                                                                           | CUSIP: 3137AUKS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     486840 | PA      | $9285.44       | 0.00%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                | Encompass Health Corp.                                                                                        | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    5787000 | PA      | $5610750.55    | 0.04%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K104, Class X3                               | CUSIP: 3137FREL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   45985000 | PA      | $3359319.21    | 0.02%             | 2047-02-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| CFIN Issuer LLC                                                       | CFIN Issuer LLC, Series 2022-RTL1, Class AB                                                                   | CUSIP: 12531CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1957855 | PA      | $1935143.68    | 0.01%             | 2026-02-16      | Variable      | 6.50%                 | Yes           |                  3 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2025-55, Class SG                                                                         | CUSIP: 3136BWTT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   57906161 | PA      | $4362922.36    | 0.03%             | 2055-07-25      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K126, Class X3                               | CUSIP: 3137FXYY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   39727360 | PA      | $4756326.39    | 0.03%             | 2049-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | Forward Foreign Currency Contract                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1256.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-84, Class SQ                                                                                | CUSIP: 38385GAV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   58439665 | PA      | $3047266.21    | 0.02%             | 2055-05-20      | Floating      | 0.80%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-188, Class IJ                                                                               | CUSIP: 38383CUR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17893335 | PA      | $3235353.02    | 0.02%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Imola Merger Corp.                                                    | Imola Merger Corp.                                                                                            | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20573000 | PA      | $20056710.28   | 0.14%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                    | Wand NewCo 3, Inc., 1st Lien Term Loan                                                                        | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4065096 | PA      | $4055462.00    | 0.03%             | 2031-01-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                          | American Credit Acceptance Receivables Trust, Series 2024-3, Class D                                          | CUSIP: 02490BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6350000 | PA      | $6509719.65    | 0.04%             | 2030-07-12      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | CDSCMBX                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    8017000 | PA      | $-1311922.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust, Series 2015-C27, Class C                                               | CUSIP: 94989DBC2<br>LEI: 5493001SKB2HKIF64L70 | Long             | ABS-MBS          | CORP              | US        |    3469341 | PA      | $3054789.21    | 0.02%             | 2048-02-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K103, Class X3                               | CUSIP: 3137FQKR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   80100000 | PA      | $5453864.82    | 0.04%             | 2046-12-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                    | DT Midstream, Inc.                                                                                            | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5485000 | PA      | $5277117.95    | 0.04%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618J3D97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1176362 | PA      | $1226221.81    | 0.01%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KC03, Class B                                                               | CUSIP: 30297UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7000000 | PA      | $6924176.70    | 0.05%             | 2026-01-25      | Variable      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Series 2025-MN10, Class B1                                                                             | CUSIP: 35563UAC2<br>LEI: 529900M14O2Z3FO2N217 | Long             | ABS-MBS          | USGSE             | US        |     820000 | PA      | $838427.86     | 0.01%             | 2045-02-25      | Floating      | 9.29%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                            | JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class D1                                          | CUSIP: 46645LAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1311653.25    | 0.01%             | 2049-03-17      | Variable      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                   | Iron Mountain, Inc.                                                                                           | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    3027000 | PA      | $3019827.83    | 0.02%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                  | LHOME Mortgage Trust, Series 2024-RTL2, Class A1                                                              | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3825000 | PA      | $3862045.51    | 0.03%             | 2029-03-25      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                   | Connecticut Avenue Securities Trust, Series 2019-R04, Class 2B1                                               | CUSIP: 20753TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9057660 | PA      | $9320875.43    | 0.06%             | 2039-06-25      | Floating      | 9.71%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-54                                                                                          | CUSIP: 38380PFX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  159135516 | PA      | $10058558.10   | 0.07%             | 2062-04-16      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                  | Owens-Brockway Glass Container, Inc.                                                                          | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    4205000 | PA      | $4201713.37    | 0.03%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K098, Class X3                               | CUSIP: 3137FPHN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  145702259 | PA      | $10038623.38   | 0.07%             | 2047-10-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618JWDU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     933116 | PA      | $957941.68     | 0.01%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                         | Asbury Automotive Group, Inc.                                                                                 | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    5120000 | PA      | $5059616.77    | 0.03%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C23, Class D                                  | CUSIP: 61690QAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4255000 | PA      | $4127435.10    | 0.03%             | 2050-07-15      | Variable      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Rite Aid Corp.                                                        | Rite Aid Corp.                                                                                                | CUSIP: 767ESCAA4<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | USGA              | US        |    7843000 | PA      | $0.08          | 0.00%             | 2025-07-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2017-KF41, Class B                                                               | CUSIP: 30306KAC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     124656 | PA      | $117185.71     | 0.00%             | 2024-11-25      | Floating      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| Claire's Stores, Inc.                                                 | Claire's Stores, Inc., 1st Lien Term Loan B                                                                   | CUSIP: 17958DAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      12538 | PA      | $0.00          | 0.00%             | 2026-12-18      | Variable      | 10.73%                | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                  | Clear Channel Outdoor Holdings, Inc.                                                                          | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    4961000 | PA      | $5049564.32    | 0.03%             | 2033-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                   | Connecticut Avenue Securities Trust, Series 2021-R02, Class 2M2                                               | CUSIP: 20754KAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   13720410 | PA      | $13837998.93   | 0.09%             | 2041-11-25      | Floating      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-106                                                                                         | CUSIP: 38381DMB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   94502809 | PA      | $6217963.53    | 0.04%             | 2063-04-16      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2016-6, Class KI                                                                          | CUSIP: 3136AQ5C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     204338 | PA      | $23666.17      | 0.00%             | 2044-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXI Ltd.                                                 | Symphony CLO Ltd., Series 2019-21A, Class CR2                                                                 | CUSIP: 87166RGJ0<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |   13500000 | PA      | $13364298.00   | 0.09%             | 2032-07-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2019-37, Class CS                                                                         | CUSIP: 3136B4Z76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2692247 | PA      | $369250.09     | 0.00%             | 2049-07-25      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                             | Seagate Data Storage Technology Pte. Ltd.                                                                     | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    4380000 | PA      | $4157451.32    | 0.03%             | 2029-06-01      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2021-K126, Class D                                                               | CUSIP: 30319DAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25000000 | PA      | $16060252.50   | 0.11%             | 2054-01-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                      | NRG Energy, Inc.                                                                                              | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1269000 | PA      | $1265235.51    | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                     | Venture Global Calcasieu Pass LLC                                                                             | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2347245.75    | 0.02%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                        | PMT Loan Trust, Series 2025-INV5, Class A2                                                                    | CUSIP: 729907AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18113527 | PA      | $18372496.27   | 0.13%             | 2056-05-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                  | American Airlines Pass-Through Trust, Series 2021-1, Class B                                                  | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3506920 | PA      | $3360424.38    | 0.02%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                              | Sierra Timeshare Receivables Funding LLC, Series 2022-3A, Class D                                             | CUSIP: 826934AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2275602 | PA      | $2398014.31    | 0.02%             | 2039-07-20      | Fixed         | 10.52%                | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                   | Sirius XM Radio LLC                                                                                           | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   14935000 | PA      | $14413522.07   | 0.10%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                    | BMO Mortgage Trust, Series 2024-5C3, Class A3                                                                 | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18530000 | PA      | $19268288.94   | 0.13%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                   | Post Holdings, Inc.                                                                                           | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1511181.04    | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 4910, Class PI                                                                           | CUSIP: 3137FNHC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1504071 | PA      | $333496.45     | 0.00%             | 2049-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                        | Coherent Corp.                                                                                                | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   12944000 | PA      | $12720770.36   | 0.09%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                           | Caesars Entertainment, Inc.                                                                                   | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    3268000 | PA      | $3116176.89    | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| XPO, Inc.                                                             | XPO, Inc.                                                                                                     | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $3433613.63    | 0.02%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Dana, Inc.                                                            | Dana, Inc.                                                                                                    | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    3195000 | PA      | $3189920.91    | 0.02%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund Trust                                     | Homeward Opportunities Fund Trust, Series 2024-RTL1, Class A1                                                 | CUSIP: 43789FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23720000 | PA      | $23829126.23   | 0.16%             | 2029-07-25      | Variable      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                   | Petroleos Mexicanos                                                                                           | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    5548000 | PA      | $4224802.00    | 0.03%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 38 Ltd.                            | Neuberger Berman Loan Advisers CLO Ltd., Series 2020-38A, Class BR2                                           | CUSIP: 64133RAW6<br>LEI: 549300SM4FYZ8US63U33 | Long             | ABS-CBDO         | CORP              | KY        |   21300000 | PA      | $21244982.10   | 0.15%             | 2036-10-20      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                        | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-4, Class 2A5                                      | CUSIP: 225458PS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     148272 | PA      | $96762.41      | 0.00%             | 2035-06-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | CDSCMBX                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    7500000 | PA      | $-447971.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K734, Class X3                               | CUSIP: 3137FLN67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30250000 | PA      | $347587.63     | 0.00%             | 2026-07-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, Connecticut Avenue Securities, Series 2018-C03, Class 1B1                                               | CUSIP: 30711XJ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   16054400 | PA      | $17277093.47   | 0.12%             | 2030-10-25      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2018-K75, Class X2A                                                              | CUSIP: 30296PAN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  460587165 | PA      | $840940.05     | 0.01%             | 2051-04-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                 | WR Grace Holdings LLC                                                                                         | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    3421000 | PA      | $3200792.97    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                          | Tallgrass Energy Partners LP                                                                                  | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5355000 | PA      | $5275736.36    | 0.04%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 5508, Class SN                                                                           | CUSIP: 3137HJW29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   33228701 | PA      | $2264605.72    | 0.02%             | 2055-02-25      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                          | GS Mortgage Securities Trust, Series 2017-GS5, Class D                                                        | CUSIP: 36252HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5547000 | PA      | $749036.37     | 0.01%             | 2050-03-10      | Variable      | 3.51%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust, Series 2015-NXS1, Class E                                              | CUSIP: 94989HBR0<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |    9230000 | PA      | $8241467.00    | 0.06%             | 2048-05-15      | Variable      | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                   | Connecticut Avenue Securities Trust, Series 2021-R02, Class 2B1                                               | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    4983000 | PA      | $5090433.48    | 0.03%             | 2041-11-25      | Floating      | 7.65%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                  | BBCMS Mortgage Trust, Series 2018-TALL, Class E                                                               | CUSIP: 05548WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $4861341.60    | 0.03%             | 2037-03-15      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA UMBS, 30 Year                                                                                            | CUSIP: 3140W0P66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     980520 | PA      | $987105.18     | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                            | Builders FirstSource, Inc.                                                                                    | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    3645000 | PA      | $3758782.32    | 0.03%             | 2032-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador                                               | Republic of El Salvador                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    2900000 | PA      | $2674380.00    | 0.02%             | 2041-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KG01, Class B                                                               | CUSIP: 30298CAS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3000000 | PA      | $2732352.60    | 0.02%             | 2029-04-25      | Variable      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2023-KF149, Class CS                                                             | CUSIP: 35709HAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8146626 | PA      | $8309851.34    | 0.06%             | 2032-12-25      | Floating      | 10.49%                | Yes           |                  2 | On Loan: No      |
| Aimco CLO Ltd.                                                        | Aimco CLO Ltd., Series 2021-14A, Class B                                                                      | CUSIP: 00144GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3510395.00    | 0.02%             | 2034-04-20      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XLIX Ltd.                                        | Madison Park Funding Ltd., Series 2021-49A, Class B1R                                                         | CUSIP: 55820VAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17650000 | PA      | $17603757.00   | 0.12%             | 2034-10-19      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                     | Affirm Asset Securitization Trust, Series 2024-B, Class A                                                     | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9600000 | PA      | $9611218.56    | 0.07%             | 2029-09-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                     | Affirm Asset Securitization Trust, Series 2024-A, Class 1C                                                    | CUSIP: 00834BAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1005078.50    | 0.01%             | 2029-02-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                          | Scotts Miracle-Gro Co. (The)                                                                                  | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1259892.54    | 0.01%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                       | CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 2A1                                                   | CUSIP: 126694M96<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     685156 | PA      | $594348.66     | 0.00%             | 2046-04-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Series 2025-MN11, Class B1                                                                             | CUSIP: 35563YAC4<br>LEI: 529900E2V0BG2KXC9E18 | Long             | ABS-MBS          | USGSE             | US        |    6300000 | PA      | $6466045.32    | 0.04%             | 2045-07-25      | Floating      | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                       | Permian Resources Operating LLC                                                                               | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    9292000 | PA      | $10086893.43   | 0.07%             | 2031-07-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2020-M10, Class X5                                                                          | CUSIP: 3136B9ED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   52376614 | PA      | $1692267.46    | 0.01%             | 2028-11-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                         | SDR Commercial Mortgage Trust, Series 2024-DSNY, Class B                                                      | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10267000 | PA      | $10254171.38   | 0.07%             | 2039-05-15      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                            | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP7, Class D                                          | CUSIP: 465968AM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     367000 | PA      | $234094.33     | 0.00%             | 2050-09-15      | Variable      | 4.57%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618GCR38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     524058 | PA      | $547646.37     | 0.00%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2020-M6, Class XL                                                                           | CUSIP: 3136B8UC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30503749 | PA      | $1607440.79    | 0.01%             | 2049-11-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                          | DaVita, Inc.                                                                                                  | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    9477000 | PA      | $8647795.67    | 0.06%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA UMBS, 30 Year                                                                                            | CUSIP: 3140QT3N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12260774 | PA      | $12628422.00   | 0.09%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | CDSCMBX                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   12500000 | PA      | $-938696.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                            | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class XB                                         | CUSIP: 46647TAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31917000 | PA      | $214788.64     | 0.00%             | 2050-03-15      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-61                                                                                          | CUSIP: 38380RR44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   40111089 | PA      | $3005026.55    | 0.02%             | 2063-08-16      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 27 Ltd.                                                   | Elmwood CLO Ltd., Series 2024-3A, Class A                                                                     | CUSIP: 29003FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18700000 | PA      | $18753669.00   | 0.13%             | 2037-04-18      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 5154, Class ZQ                                                                           | CUSIP: 3137H2YT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10886108 | PA      | $7019906.71    | 0.05%             | 2051-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Trust                                       | CoreVest American Finance Trust, Series 2019-3, Class E                                                       | CUSIP: 21872NAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5810000 | PA      | $5365676.18    | 0.04%             | 2052-10-15      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-79, Class HS                                                                                | CUSIP: 38385GVT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18368658 | PA      | $1500998.56    | 0.01%             | 2055-05-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                   | Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B1                                               | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2654531.36    | 0.02%             | 2041-10-25      | Floating      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| CD Mortgage Trust                                                     | CD Mortgage Trust, Series 2017-CD6, Class C                                                                   | CUSIP: 125039AK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     913793 | PA      | $855122.19     | 0.01%             | 2050-11-13      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                 | Coinbase Global, Inc.                                                                                         | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1366371.79    | 0.01%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                    | BMO Mortgage Trust, Series 2024-5C7, Class AS                                                                 | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1550000 | PA      | $1608667.97    | 0.01%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2019-M28, Class XA3                                                                         | CUSIP: 3136B7GP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23827240 | PA      | $419621.53     | 0.00%             | 2030-02-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K743, Class X1                               | CUSIP: 3137H14D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3922550 | PA      | $83958.27      | 0.00%             | 2028-05-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                             | Los Angeles Community College District, Election of 2008, Series 2010E                                        | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     100000 | PA      | $108381.58     | 0.00%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                          | Tallgrass Energy Partners LP                                                                                  | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2559000 | PA      | $2554698.07    | 0.02%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citi Asset Receivables Trust I                                        | Citi Asset Receivables Trust I, Series 2025-6, Class CERT                                                     | CUSIP: 17291VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   46654785 | PA      | $48501977.64   | 0.33%             | 2031-09-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Transnet                                                              | Transnet                                                                                                      | CUSIP: N/A<br>LEI: 378900B07CD6F01EA796       | Long             | DBT              | CORP              | ZA        |    3000000 | PA      | $3143625.00    | 0.02%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | CDI                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  541918000 | PA      | $-13919713.86  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                       | CFCRE Commercial Mortgage Trust, Series 2016-C6, Class D                                                      | CUSIP: 12532AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1536628.04    | 0.01%             | 2049-11-10      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Flatiron CLO 28 Ltd.                                                  | Flatiron CLO Ltd., Series 2024-1A, Class A1                                                                   | CUSIP: 33884EAC5<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4998750.00    | 0.03%             | 2036-07-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618K5ZD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     765140 | PA      | $786327.16     | 0.01%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC STACR REMIC Trust, Series 2021-DNA6, Class B2                                                           | CUSIP: 35564KLV9<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |    7450000 | PA      | $7883810.52    | 0.05%             | 2041-10-25      | Floating      | 11.85%                | Yes           |                  2 | On Loan: No      |
| Terex Corp.                                                           | Terex Corp.                                                                                                   | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    2496000 | PA      | $2526680.83    | 0.02%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                     | Wells Fargo & Co., Series BB                                                                                  | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   11439000 | PA      | $11328984.27   | 0.08%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp.                                              | Precision Drilling Corp.                                                                                      | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    1292000 | PA      | $1291431.52    | 0.01%             | 2026-01-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                             | Seagate Data Storage Technology Pte. Ltd.                                                                     | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     767000 | PA      | $813931.54     | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | Forward Foreign Currency Contract                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1474.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                             | Republic of Turkiye (The)                                                                                     | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1741000 | PA      | $2003664.67    | 0.01%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                              | Angel Oak Mortgage Trust, Series 2019-5, Class B1                                                             | CUSIP: 03464KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2470000 | PA      | $2322328.83    | 0.02%             | 2049-10-25      | Variable      | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Magnetite Ltd.                                                        | Magnetite Ltd., Series 2024-38A, Class B                                                                      | CUSIP: 55952EAB7<br>LEI: 529900R1XWW85WSHQ318 | Long             | ABS-CBDO         | CORP              | KY        |   14750000 | PA      | $14762449.00   | 0.10%             | 2037-04-15      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                        | Braskem Netherlands Finance BV                                                                                | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |    1077000 | PA      | $802365.00     | 0.01%             | 2081-01-23      | Variable      | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CarNow Auto Receivables Trust                                         | CarNow Auto Receivables Trust, Series 2022-1A, Class E                                                        | CUSIP: 14367LAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5770000 | PA      | $1562977.60    | 0.01%             | 2028-08-15      | Fixed         | 8.29%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                    | Venture Global Plaquemines LNG LLC                                                                            | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    8304000 | PA      | $8669101.97    | 0.06%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| New Albertsons LP                                                     | New Albertsons LP                                                                                             | CUSIP: 013104AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     113000 | PA      | $121898.75     | 0.00%             | 2029-08-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                       | Goldman Sachs Group, Inc. (The), Series W                                                                     | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6225000 | PA      | $6600809.48    | 0.05%             | 2029-02-10      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K122, Class X3                               | CUSIP: 3137F84K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36631000 | PA      | $4155673.39    | 0.03%             | 2049-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                          | Performance Food Group, Inc.                                                                                  | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    7157000 | PA      | $7147271.49    | 0.05%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador                                               | Republic of El Salvador                                                                                       | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    7327000 | PA      | $7656715.00    | 0.05%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2024-204, Class SB                                                                               | CUSIP: 38385BRT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   33226113 | PA      | $2744420.43    | 0.02%             | 2054-12-20      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                      | Altice France SA                                                                                              | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     416000 | PA      | $356720.00     | 0.00%             | 2029-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CommScope LLC                                                         | CommScope LLC                                                                                                 | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    6326000 | PA      | $6401886.70    | 0.04%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                           | Caesars Entertainment, Inc.                                                                                   | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    9478000 | PA      | $9716693.95    | 0.07%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, Connecticut Avenue Securities, Series 2018-C05, Class 1B1                                               | CUSIP: 30711XY32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3257550.00    | 0.02%             | 2031-01-25      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2020-M4, Class 1X3                                                                          | CUSIP: 3136B8TZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   72071151 | PA      | $1345258.48    | 0.01%             | 2028-02-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                                    | Ballyrock CLO Ltd., Series 2024-27A, Class A2                                                                 | CUSIP: 05874UAE5<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |    3775000 | PA      | $3777608.53    | 0.03%             | 2037-10-25      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Reynolds American, Inc.                                               | Reynolds American, Inc.                                                                                       | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1312096.76    | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HYZN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     486419 | PA      | $504918.09     | 0.00%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp.                               | New York City Housing Development Corp., Multi-Family Mortgage, 8 Spruce Street Project, Series 2024          | CUSIP: 64966TGS7<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   26666000 | PA      | $27349465.58   | 0.19%             | 2031-12-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Series 2025-MN10, Class M1                                                                             | CUSIP: 35563UAA6<br>LEI: 529900M14O2Z3FO2N217 | Long             | ABS-MBS          | USGSE             | US        |   11380265 | PA      | $11285108.02   | 0.08%             | 2045-02-25      | Floating      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                                           | IQVIA, Inc.                                                                                                   | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    7127000 | PA      | $7098248.26    | 0.05%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | CDS                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   15942000 | PA      | $-312835.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                     | Hertz Corp. (The)                                                                                             | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    1905000 | PA      | $1765804.34    | 0.01%             | 2026-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2018-KHG1, Class C                                                               | CUSIP: 30309FAL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26000000 | PA      | $24553635.60   | 0.17%             | 2027-12-25      | Variable      | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co. (The)                                                    | Chemours Co. (The)                                                                                            | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    4922000 | PA      | $4395079.72    | 0.03%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                          | American Credit Acceptance Receivables Trust, Series 2024-2, Class E                                          | CUSIP: 02531BAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3450000 | PA      | $3585645.72    | 0.02%             | 2031-11-12      | Fixed         | 7.87%                 | Yes           |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                      | Multi-Family Connecticut Avenue Securities Trust, Series 2024-01, Class M7                                    | CUSIP: 62548RAA7<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-MBS          | CORP              | US        |    1730440 | PA      | $1753522.59    | 0.01%             | 2054-07-25      | Floating      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Indianapolis Local Public Improvement Bond Bank                       | Indianapolis Local Public Improvement Bond Bank, Marion County Health and Hospital, Series 2010B-2            | CUSIP: 45528S5S1<br>LEI: 549300LX8ESJHDSESB87 | Long             | DBT              | MUN               | US        |     240000 | PA      | $250301.86     | 0.00%             | 2040-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                   | Connecticut Avenue Securities Trust, Series 2019-R07, Class 1B1                                               | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27670330 | PA      | $28189149.08   | 0.19%             | 2039-10-25      | Floating      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| TriMas Corp.                                                          | TriMas Corp.                                                                                                  | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    2612000 | PA      | $2513598.12    | 0.02%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                             | Commercial Mortgage Trust, Series 2014-CR19, Class E                                                          | CUSIP: 12592GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $5610060.00    | 0.04%             | 2047-08-10      | Variable      | 4.07%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, Single Family, 30 Year                                                                               | CUSIP: 21H0406A6<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -334300000 | PA      | $-311751769.21 | -2.14%            | 2055-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KW10, Class X2B                                                             | CUSIP: 30298XAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14881889 | PA      | $47650.32      | 0.00%             | 2032-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                              | Wynn Resorts Finance LLC                                                                                      | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2562000 | PA      | $2593520.29    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-106, Class A                                                                                | CUSIP: 38381MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10478551 | PA      | $10490997.98   | 0.07%             | 2055-07-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                                     | RingCentral, Inc.                                                                                             | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3868397.00    | 0.03%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                 | Republic of Guatemala                                                                                         | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1420000 | PA      | $1487890.20    | 0.01%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                                                | Oportun Issuance Trust, Series 2021-B, Class D                                                                | CUSIP: 68377GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     530307 | PA      | $525355.02     | 0.00%             | 2031-05-08      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                                        | Univision Communications, Inc.                                                                                | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    1565000 | PA      | $1573545.39    | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                        | Mariner Finance Issuance Trust, Series 2023-AA, Class E                                                       | CUSIP: 56847FAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8400000 | PA      | $8802150.00    | 0.06%             | 2035-10-22      | Fixed         | 11.12%                | Yes           |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                               | Qnity Electronics, Inc.                                                                                       | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    1861000 | PA      | $1923758.28    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                              | Avis Budget Rental Car Funding AESOP LLC, Series 2024-3A, Class C                                             | CUSIP: 05377RJM7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    2450000 | PA      | $2515623.99    | 0.02%             | 2030-12-20      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                               | Bath & Body Works, Inc.                                                                                       | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    3724000 | PA      | $3824387.87    | 0.03%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2024-1, Class MS                                                                                 | CUSIP: 38384H5Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   33362550 | PA      | $2359382.87    | 0.02%             | 2054-01-20      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR Trust                                                     | FHLMC STACR Trust, Series 2018-HQA2, Class B1                                                                 | CUSIP: 35563XBD3<br>LEI: 5493005RUXPCBST1N217 | Long             | ABS-MBS          | CORP              | US        |    3935000 | PA      | $4168745.30    | 0.03%             | 2048-10-25      | Floating      | 8.71%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1515, Class X1                             | CUSIP: 3137FTZM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19721217 | PA      | $1922063.34    | 0.01%             | 2035-02-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                             | Republic of Uzbekistan International Bond                                                                     | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    2000000 | PA      | $2121150.00    | 0.01%             | 2032-05-25      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                          | Ardagh Packaging Finance plc                                                                                  | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6380000 | PA      | $6061000.00    | 0.04%             | 2026-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADWC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   46620238 | PA      | $48773573.23   | 0.33%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K122, Class X1                               | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36873003 | PA      | $1364035.62    | 0.01%             | 2030-11-25      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                   | Connecticut Avenue Securities Trust, Series 2023-R08, Class 1M2                                               | CUSIP: 20755CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4495000 | PA      | $4621172.85    | 0.03%             | 2043-10-25      | Floating      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                                           | IQVIA, Inc.                                                                                                   | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    6476000 | PA      | $6675570.89    | 0.05%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                 | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                                                   | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    4776495 | PA      | $4770333.16    | 0.03%             | 2032-04-01      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust, Series 2018-C44, Class D                                               | CUSIP: 95001JAC1<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $952782.88     | 0.01%             | 2051-05-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Vital Energy, Inc.                                                    | Vital Energy, Inc.                                                                                            | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2081550.00    | 0.01%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FHLMC, Multi-Class Certificates                                       | FHLMC, Multi-Class Certificates, Series 2021-RR16, Class X                                                    | CUSIP: 3137F9ZN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40000000 | PA      | $2624472.00    | 0.02%             | 2034-10-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-97, Class SE                                                                                | CUSIP: 38385G5X3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   36857783 | PA      | $2966373.33    | 0.02%             | 2055-06-20      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                             | IRV Trust, Series 2025-200P, Class A                                                                          | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   53700000 | PA      | $54704823.66   | 0.37%             | 2047-03-14      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618JCCD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3758070 | PA      | $3893988.17    | 0.03%             | 2054-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                | Alternative Loan Trust, Series 2005-J14, Class A3                                                             | CUSIP: 12668AQ24<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     202841 | PA      | $120841.05     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2020-K115, Class D                                                               | CUSIP: 302673AG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25000000 | PA      | $17486392.50   | 0.12%             | 2053-09-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3617FTVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1216456 | PA      | $1268015.16    | 0.01%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HKLT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1429208 | PA      | $1483559.35    | 0.01%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                        | FHLMC STACR, Whole Loan, Series 2017-DNA3, Class B1                                                           | CUSIP: 3137G0RJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15800000 | PA      | $16814669.68   | 0.12%             | 2030-03-25      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                        | Anywhere Real Estate Group LLC                                                                                | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     795000 | PA      | $696691.10     | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | Forward Foreign Currency Contract                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2655.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Centex Home Equity Loan Trust                                         | Centex Home Equity Loan Trust, Series 2004-A, Class AF4                                                       | CUSIP: 152314HY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      42659 | PA      | $42504.54      | 0.00%             | 2032-08-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                   | Connecticut Avenue Securities Trust, Series 2019-HRP1, Class B1                                               | CUSIP: 20754PAD2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | CORP              | US        |   17955000 | PA      | $19272785.68   | 0.13%             | 2039-11-25      | Floating      | 13.71%                | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                      | Bombardier, Inc.                                                                                              | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     486000 | PA      | $488987.93     | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                       | WFRBS Commercial Mortgage Trust, Series 2014-C21, Class D                                                     | CUSIP: 92939FAE9<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    6152500 | PA      | $4875979.30    | 0.03%             | 2047-08-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                 | Avantor Funding, Inc.                                                                                         | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   15519000 | PA      | $15273598.05   | 0.10%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                              | PRPM LLC, Series 2024-5, Class A1                                                                             | CUSIP: 69381KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1959697 | PA      | $1964982.46    | 0.01%             | 2029-09-25      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                              | Avis Budget Rental Car Funding AESOP LLC, Series 2024-3A, Class B                                             | CUSIP: 05377RJL9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    2625000 | PA      | $2697078.83    | 0.02%             | 2030-12-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Accelerated Assets LLC                                                | Accelerated Assets LLC, Series 2018-1, Class C                                                                | CUSIP: 00436MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     130354 | PA      | $128183.08     | 0.00%             | 2033-12-02      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| iHeartMedia, Inc.                                                     | iHeartMedia, Inc., Class A                                                                                    | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2360 | NS      | $5026.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K067, Class X3                               | CUSIP: 3137FAWV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   91000000 | PA      | $3473442.70    | 0.02%             | 2044-09-25      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2024-126, Class HS                                                                               | CUSIP: 38384UVQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21015411 | PA      | $1606581.94    | 0.01%             | 2054-08-20      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                     | Hertz Corp. (The), Escrow                                                                                     | CUSIP: 428ESCAB3<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    5875000 | PA      | $308437.50     | 0.00%             | 2024-10-15      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2024-90                                                                                          | CUSIP: 38381LFZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19773568 | PA      | $1325355.00    | 0.01%             | 2066-07-16      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                        | Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK58                                                  | CUSIP: 12529YBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11000000 | PA      | $10460802.00   | 0.07%             | 2029-09-29      | Variable      | 2.39%                 | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                       | CSAIL Commercial Mortgage Trust, Series 2015-C4, Class E                                                      | CUSIP: 12635RBF4<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-MBS          | CORP              | US        |    3298000 | PA      | $3132159.74    | 0.02%             | 2048-11-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618H4AL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     939645 | PA      | $975376.42     | 0.01%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2019-M31, Class X1                                                                          | CUSIP: 3136B7S93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38150306 | PA      | $2170397.60    | 0.01%             | 2034-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2022-166                                                                                         | CUSIP: 38381HUT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   79059618 | PA      | $5018277.63    | 0.03%             | 2065-04-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA UMBS, 30 Year                                                                                            | CUSIP: 3140M7D81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     404686 | PA      | $407445.28     | 0.00%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                   | Buckeye Partners LP                                                                                           | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    4213000 | PA      | $4375807.17    | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                          | American Credit Acceptance Receivables Trust, Series 2023-4, Class E                                          | CUSIP: 02530CAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3215388.30    | 0.02%             | 2031-08-12      | Fixed         | 9.79%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                   | Connecticut Avenue Securities Trust, Series 2018-R07, Class 1B1                                               | CUSIP: 20753QAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6452257 | PA      | $6868873.20    | 0.05%             | 2031-04-25      | Floating      | 8.81%                 | Yes           |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                           | Hashemite Kingdom of Jordan                                                                                   | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    9200000 | PA      | $8533000.00    | 0.06%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2025-24, Class SC                                                                         | CUSIP: 3136BVSL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   45367688 | PA      | $3463990.83    | 0.02%             | 2055-04-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                                    | Vital Energy, Inc.                                                                                            | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    2074000 | PA      | $2043491.67    | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                              | Angel Oak Mortgage Trust, Series 2019-5, Class M1                                                             | CUSIP: 03464KAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $7708848.80    | 0.05%             | 2049-10-25      | Variable      | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Moran Foods LLC                                                       | Moran Foods LLC, 2nd Lien PIK Term Loan                                                                       | CUSIP: 61647DAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      75576 | PA      | $16740.17      | 0.00%             | 2026-06-30      | Variable      | 11.65%                | No            |                  3 | On Loan: No      |
| SCE Trust VI                                                          | SCE Trust VI                                                                                                  | CUSIP: 78410V200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     199200 | NS      | $3356520.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic                                                    | Dominican Republic Government Bond                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    1600000 | PA      | $1539000.00    | 0.01%             | 2049-06-05      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador                                               | Republic of El Salvador                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    4400000 | PA      | $3682536.00    | 0.03%             | 2050-01-20      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-141, Class ZJ                                                                               | CUSIP: 38381Q3X7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10000000 | PA      | $9906250.00    | 0.07%             | 2055-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                         | Staples, Inc.                                                                                                 | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   11205000 | PA      | $10728787.50   | 0.07%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                | Arab Republic of Egypt                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    2300000 | PA      | $1908632.00    | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                             | OBX Trust, Series 2025-NQM2, Class A1                                                                         | CUSIP: 67120VAA3<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-MBS          | CORP              | US        |    4451469 | PA      | $4491344.67    | 0.03%             | 2064-11-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                                        | Univision Communications, Inc.                                                                                | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    1823000 | PA      | $1919786.72    | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-38                                                                                          | CUSIP: 38381L8C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  154544827 | PA      | $6054865.43    | 0.04%             | 2062-01-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                             | MGM Resorts International                                                                                     | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    4489000 | PA      | $4459389.66    | 0.03%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                     | NatWest Group plc                                                                                             | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    9349000 | PA      | $9355843.47    | 0.06%             | 2025-12-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                            | FHLMC UMBS, 30 Year                                                                                           | CUSIP: 3132DUFA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13094475 | PA      | $13695956.14   | 0.09%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-144, Class A                                                                                | CUSIP: 38381MS27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20900000 | PA      | $20886815.24   | 0.14%             | 2054-07-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618JWD85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2456894 | PA      | $2524896.65    | 0.02%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO                                               | Bain Capital Credit CLO, Series 2019-1A, Class BR2                                                            | CUSIP: 05683VBC7<br>LEI: 549300B0VI605XM3L529 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5002925.00    | 0.03%             | 2034-04-19      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                              | Benchmark Mortgage Trust, Series 2018-B1, Class D                                                             | CUSIP: 08162PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1099074.40    | 0.01%             | 2051-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Masterbrand, Inc.                                                     | Masterbrand, Inc.                                                                                             | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6836959.80    | 0.05%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-127, Class SH                                                                               | CUSIP: 38381PR54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16299364 | PA      | $1743852.66    | 0.01%             | 2055-07-20      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2018-K75, Class X2B                                                              | CUSIP: 30296PAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  114000000 | PA      | $234053.40     | 0.00%             | 2051-04-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP                                                     | Genesis Energy LP                                                                                             | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1081000 | PA      | $1129160.71    | 0.01%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CD&R Smokey Buyer, Inc.                                               | CD&R Smokey Buyer, Inc.                                                                                       | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5232000 | PA      | $3985842.24    | 0.03%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                 | Axon Enterprise, Inc.                                                                                         | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1181534.15    | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | CDS                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    7971000 | PA      | $-164208.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                   | Station Casinos LLC                                                                                           | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    5455000 | PA      | $5376614.92    | 0.04%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                  | IHO Verwaltungs GmbH                                                                                          | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    5218000 | PA      | $5425707.71    | 0.04%             | 2030-11-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2019-65, Class ST                                                                                | CUSIP: 38381VLL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7796669 | PA      | $836238.80     | 0.01%             | 2049-05-20      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                     | Wells Fargo & Co.                                                                                             | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2325687.54    | 0.02%             | 2029-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                | Alternative Loan Trust, Series 2004-24CB, Class 1A1                                                           | CUSIP: 12667FVN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9948 | PA      | $10351.94      | 0.00%             | 2034-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                    | Wand NewCo 3, Inc.                                                                                            | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    3028000 | PA      | $3203666.39    | 0.02%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2019-BN22, Class D                                                                               | CUSIP: 06540XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4250000 | PA      | $3408757.98    | 0.02%             | 2062-11-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                        | Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK54                                                  | CUSIP: 12529YAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20000000 | PA      | $19328880.00   | 0.13%             | 2026-02-28      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BX Mortgage Trust                                                     | BX Mortgage Trust, Series 2025-BIO3, Class C                                                                  | CUSIP: 123911AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15700000 | PA      | $16090567.33   | 0.11%             | 2042-02-10      | Variable      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| ROCK Trust                                                            | ROCK Trust, Series 2024-CNTR, Class D                                                                         | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20727000 | PA      | $21629708.52   | 0.15%             | 2041-11-13      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                             | Commercial Mortgage Trust, Series 2015-LC23, Class E                                                          | CUSIP: 12636FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $2865440.55    | 0.02%             | 2048-10-10      | Variable      | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                              | Blue Racer Midstream LLC                                                                                      | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1965000 | PA      | $2044317.23    | 0.01%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADHC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   28658495 | PA      | $29889304.38   | 0.20%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                            | Dana, Inc.                                                                                                    | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    3197000 | PA      | $3195203.61    | 0.02%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II, Inc.                                               | Scripps Escrow II, Inc.                                                                                       | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3265000 | PA      | $2891955.99    | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, Connecticut Avenue Securities, Series 2017-C05, Class 1B1                                               | CUSIP: 30711XNW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   11760000 | PA      | $12381705.34   | 0.08%             | 2030-01-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                     | CIFC Funding Ltd., Series 2022-2A, Class BR                                                                   | CUSIP: 12567MAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14750000 | PA      | $14657134.00   | 0.10%             | 2035-04-19      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-218                                                                                         | CUSIP: 38381EKC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15078761 | PA      | $1105864.26    | 0.01%             | 2061-10-16      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                         | WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR8, Class A                                       | CUSIP: 92922FAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60656 | PA      | $59344.66      | 0.00%             | 2033-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                          | ams-OSRAM AG                                                                                                  | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    1391000 | PA      | $1506350.07    | 0.01%             | 2029-03-30      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                  | FirstKey Homes Trust, Series 2020-SFR1, Class F1                                                              | CUSIP: 33767MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1902000 | PA      | $1897141.15    | 0.01%             | 2037-08-17      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                           | Toronto-Dominion Bank (The)                                                                                   | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    5795000 | PA      | $6102952.10    | 0.04%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                                 | Theorem Funding Trust, Series 2022-3A, Class A                                                                | CUSIP: 882925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      60531 | PA      | $60587.03      | 0.00%             | 2029-04-15      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                              | Benchmark Mortgage Trust, Series 2019-B14, Class E                                                            | CUSIP: 08162YAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $941348.10     | 0.01%             | 2062-12-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                             | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class A2RR                                         | CUSIP: 14311NAY0<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6012198.00    | 0.04%             | 2032-07-20      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2019-BN24, Class D                                                                               | CUSIP: 06540VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7380000 | PA      | $5782165.79    | 0.04%             | 2062-11-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2024-27, Class GB                                                                                | CUSIP: 38384JEA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2000000 | PA      | $1904997.00    | 0.01%             | 2054-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                     | Credit Acceptance Auto Loan Trust, Series 2023-5A, Class B                                                    | CUSIP: 22535PAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3866000 | PA      | $3965779.53    | 0.03%             | 2034-02-15      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                | Santander Drive Auto Receivables Trust, Series 2022-7, Class C                                                | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     493000 | PA      | $503254.79     | 0.00%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA                                                                                                          | CUSIP: N/A<br>LEI: 549300M8ZYFG0OCMTT87       | Long             | ABS-O            | CORP              | US        |   68328547 | PA      | $4174447.17    | 0.03%             | 2055-08-15      | Floating      | 1.25%                 | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                   | Citigroup Commercial Mortgage Trust, Series 2016-GC36, Class C                                                | CUSIP: 17324TAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $830210.20     | 0.01%             | 2049-02-10      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                           | Xerox Corp.                                                                                                   | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1841889.10    | 0.01%             | 2030-10-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Entegris, Inc.                                                        | Entegris, Inc.                                                                                                | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     896000 | PA      | $844552.76     | 0.01%             | 2029-05-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2022-147                                                                                         | CUSIP: 38381HMW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  129944640 | PA      | $5975556.24    | 0.04%             | 2064-09-16      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| VOLT XCV LLC                                                          | VOLT XCV LLC, Series 2021-NPL4, Class A1                                                                      | CUSIP: 92873BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     612279 | PA      | $612086.61     | 0.00%             | 2051-03-27      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2021-K126, Class X2B                                                             | CUSIP: 30319DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   66000000 | PA      | $288004.20     | 0.00%             | 2054-01-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Republic of Zambia                                                    | Republic of Zambia                                                                                            | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |    5800000 | PA      | $3865294.00    | 0.03%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                                       | Western Funding Auto Loan Trust, Series 2025-1, Class A                                                       | CUSIP: 958250AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15500000 | PA      | $15648751.95   | 0.11%             | 2035-07-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                           | Federal Republic of Nigeria                                                                                   | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    6347000 | PA      | $6229961.32    | 0.04%             | 2028-09-28      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Purewest ABS Issuer LLC                                               | Purewest ABS Issuer LLC, Series 2025-1, Class A2                                                              | CUSIP: 74628AAB0<br>LEI: 254900N011GHBESCKS35 | Long             | ABS-O            | CORP              | US        |    5972197 | PA      | $6074321.95    | 0.04%             | 2040-04-05      | Fixed         | 6.53%                 | Yes           |                  3 | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                   | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2013-C16, Class D                                 | CUSIP: 46641BAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1980521 | PA      | $1881495.08    | 0.01%             | 2046-12-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Upstart Securitization Trust                                          | Upstart Securitization Trust, Series 2021-4, Class C                                                          | CUSIP: 91682NAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2641011 | PA      | $2612736.42    | 0.02%             | 2031-09-20      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                           | Washington State Housing Finance Commission, Series 2021-1, Class X                                           | CUSIP: 93978TS67<br>LEI: 549300YL1HU59NREG764 | Long             | ABS-MBS          | MUN               | US        |   88820692 | PA      | $3457238.86    | 0.02%             | 2035-12-20      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO Ltd.                                                      | Elmwood CLO Ltd., Series 2021-1A, Class BR                                                                    | CUSIP: 29003EAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5004990.00    | 0.03%             | 2037-04-20      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                        | Community Health Systems, Inc.                                                                                | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    6716000 | PA      | $6474553.08    | 0.04%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-180                                                                                         | CUSIP: 38381D6B1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18978410 | PA      | $1319840.23    | 0.01%             | 2063-11-16      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2018-BN15, Class E                                                                               | CUSIP: 06036FAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1517564.60    | 0.01%             | 2061-11-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                    | United Airlines Pass-Through Trust, Series 2016-1, Class B                                                    | CUSIP: 90933HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2045694 | PA      | $2030379.09    | 0.01%             | 2026-01-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                           | Wayfair LLC                                                                                                   | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    3833000 | PA      | $3960079.28    | 0.03%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Orange County Water District                                          | Orange County Water District, Series 2017B                                                                    | CUSIP: 68442CCA2<br>LEI: 549300KBQTX6CMJ3U708 | Long             | DBT              | MUN               | US        |     290000 | PA      | $255861.61     | 0.00%             | 2041-08-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                           | Allied Universal Holdco LLC                                                                                   | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1622000 | PA      | $1585552.20    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                             | Republic of Cote d'Ivoire                                                                                     | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    7067000 | PA      | $7139860.77    | 0.05%             | 2028-03-03      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Grifols SA                                                            | Grifols SA                                                                                                    | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    6077000 | PA      | $5888721.78    | 0.04%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | U.S. Treasury 5 Year Note                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -2322 | NC      | $-991045.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Partners LP                                                  | Archrock Partners LP                                                                                          | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1791000 | PA      | $1792631.60    | 0.01%             | 2027-04-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K096, Class X3                               | CUSIP: 3137FNBB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   48669127 | PA      | $3235411.62    | 0.02%             | 2051-08-25      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| Baytex Energy Corp.                                                   | Baytex Energy Corp.                                                                                           | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    2295000 | PA      | $2242442.66    | 0.02%             | 2032-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                        | Structured Asset Mortgage Investments II Trust, Series 2007-AR7, Class 1A1                                    | CUSIP: 86364KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12222527 | PA      | $9925090.48    | 0.07%             | 2047-05-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1512, Class X3                             | CUSIP: 3137FMTV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7134407 | PA      | $1517657.45    | 0.01%             | 2034-10-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                              | AthenaHealth Group, Inc., 1st Lien Term Loan                                                                  | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    6573295 | PA      | $6566459.17    | 0.05%             | 2029-02-15      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HMD55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1617007 | PA      | $1663049.56    | 0.01%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Pass-Through Trust                                            | Upstart Pass-Through Trust, Series 2021-PT2, Class A                                                          | CUSIP: 91683PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     795076 | PA      | $710571.56     | 0.00%             | 2029-11-20      | Variable      | 21.69%                | Yes           |                  3 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618N5GQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  106999522 | PA      | $109189866.66  | 0.75%             | 2055-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                    | Venture Global Plaquemines LNG LLC                                                                            | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    2988000 | PA      | $3135756.60    | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618J14N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     464462 | PA      | $481571.70     | 0.00%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                 | Directv Financing LLC                                                                                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8352000 | PA      | $8310233.65    | 0.06%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CFIN 2022-RTL1 Issuer LLC                                             | CFIN 2022-RTL1 Issuer LLC, Class B                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   10193274 | PA      | $10193273.72   | 0.07%             | 2027-08-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Lendmark Funding Trust                                                | Lendmark Funding Trust, Series 2021-2A, Class B                                                               | CUSIP: 52604DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $938169.40     | 0.01%             | 2032-04-20      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                                    | FS Luxembourg Sarl                                                                                            | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    2753000 | PA      | $2886548.03    | 0.02%             | 2031-02-12      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 40 Ltd.                                                       | KKR CLO Ltd., Series 40A, Class BR                                                                            | CUSIP: 48254UAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5300000 | PA      | $5301033.50    | 0.04%             | 2034-10-20      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Renew                                                                 | Renew, Series 2017-1A, Class B                                                                                | CUSIP: 75973LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      23551 | PA      | $23459.77      | 0.00%             | 2052-09-20      | Fixed         | 5.75%                 | Yes           |                  3 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Series 2024-MN9, Class M2                                                                              | CUSIP: 355917AB1<br>LEI: 529900KWKEUIIIV9P337 | Long             | ABS-MBS          | USGSE             | US        |    8900000 | PA      | $8984090.76    | 0.06%             | 2044-10-25      | Floating      | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                            | Warnermedia Holdings, Inc.                                                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    3195000 | PA      | $2757285.00    | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                         | NYC Commercial Mortgage Trust, Series 2021-909, Class E                                                       | CUSIP: 67076XAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $3494453.50    | 0.02%             | 2043-04-10      | Variable      | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust    | Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust, Series 2005-8, Class 1A5                  | CUSIP: 1729734C0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29432 | PA      | $28816.43      | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Pass-Through Trust                                            | Upstart Pass-Through Trust, Series 2021-ST6, Class CERT                                                       | CUSIP: 91680VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2900000 | PA      | $420442.00     | 0.00%             | 2027-08-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                      | Goodyear Tire & Rubber Co. (The)                                                                              | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2573514.10    | 0.02%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                     | CD Mortgage Trust, Series 2017-CD5, Class D                                                                   | CUSIP: 12515HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     266000 | PA      | $241151.96     | 0.00%             | 2050-08-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                     | Credit Acceptance Auto Loan Trust, Series 2023-2A, Class A                                                    | CUSIP: 22537EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1328391 | PA      | $1332880.83    | 0.01%             | 2033-05-16      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                            | Sensata Technologies, Inc.                                                                                    | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    5659000 | PA      | $5447974.76    | 0.04%             | 2030-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                       | Palmer Square Loan Funding Ltd., Series 2024-1A, Class B                                                      | CUSIP: 69703NAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7013076.00    | 0.05%             | 2032-10-15      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K091, Class X1                               | CUSIP: 3137FLNB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8855728 | PA      | $159344.65     | 0.00%             | 2029-03-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K064, Class X3                               | CUSIP: 3137BXR38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18830000 | PA      | $620000.35     | 0.00%             | 2027-05-25      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                                       | Moran Foods LLC, 1st Lien Super Senior Delayed Draw Term Loan                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3559483 | PA      | $3559483.35    | 0.02%             | 2026-06-30      | Variable      | 15.83%                | No            |                  3 | On Loan: No      |
| Islamic Republic of Pakistan                                          | Islamic Republic of Pakistan                                                                                  | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    5013000 | PA      | $4731018.75    | 0.03%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                                    | MIWD Holdco II LLC                                                                                            | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1946416.23    | 0.01%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                        | FHLMC STACR REMIC Trust, Series 2021-DNA2, Class B2                                                           | CUSIP: 35564KDY2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |   19500000 | PA      | $23843909.70   | 0.16%             | 2033-08-25      | Floating      | 10.35%                | Yes           |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                   | Ascent Resources Utica Holdings LLC                                                                           | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2140000 | PA      | $2172326.84    | 0.01%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                            | JPMBB Commercial Mortgage Securities Trust, Series 2015-C28, Class D                                          | CUSIP: 46644FAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $900210.00     | 0.01%             | 2048-10-15      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2020-K109, Class X2A                                                             | CUSIP: 30314RAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  277728837 | PA      | $988909.07     | 0.01%             | 2053-05-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2018-KF53, Class B                                                               | CUSIP: 35708AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     491756 | PA      | $491000.05     | 0.00%             | 2025-10-25      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                             | MGM Resorts International                                                                                     | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2740521.60    | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                        | Braskem Netherlands Finance BV                                                                                | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    1302000 | PA      | $926633.40     | 0.01%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 36179XBV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         58 | PA      | $57.34         | 0.00%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                             | Commercial Mortgage Trust, Series 2015-CR27, Class D                                                          | CUSIP: 12635QAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2072000 | PA      | $1758423.11    | 0.01%             | 2048-10-10      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                        | Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK98                                                  | CUSIP: 12529YBY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6970000 | PA      | $5365680.25    | 0.04%             | 2029-08-29      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 5143, Class PI                                                                           | CUSIP: 3137H2HC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2510246 | PA      | $295065.59     | 0.00%             | 2051-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITI Asset Receivables Trust I                                        | CITI Asset Receivables Trust I, Series 2025-2, Class CERT                                                     | CUSIP: 17292CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36240495 | PA      | $36599275.52   | 0.25%             | 2031-05-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Republic of Ghana                                                     | Republic of Ghana                                                                                             | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     371005 | PA      | $311180.80     | 0.00%             | 2030-01-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KF61, Class B                                                               | CUSIP: 30311LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1551325 | PA      | $1481610.82    | 0.01%             | 2029-04-25      | Floating      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 5549, Class SA                                                                           | CUSIP: 3137HLTF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   47610331 | PA      | $3169800.59    | 0.02%             | 2055-06-25      | Floating      | 1.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2006-42, Class LI                                                                         | CUSIP: 31395DVD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     851925 | PA      | $96630.04      | 0.00%             | 2036-06-25      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                         | UBS Commercial Mortgage Trust, Series 2018-C11, Class XB                                                      | CUSIP: 90276XAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  100000000 | PA      | $801180.00     | 0.01%             | 2051-06-15      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                               | American Airlines, Inc.                                                                                       | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7070250 | PA      | $7075616.24    | 0.05%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GSMSC Pass-Through Trust                                              | GSMSC Pass-Through Trust, Series 2008-2R, Class 2A1                                                           | CUSIP: 3622X1AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     156118 | PA      | $16713.95      | 0.00%             | 2036-10-25      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Series 2021-MN1, Class M2                                                                              | CUSIP: 35563FAB7<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |   14639988 | PA      | $15108611.09   | 0.10%             | 2051-01-25      | Floating      | 8.10%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Funding Trust                                         | Banc of America Funding Trust, Series 2007-5, Class 4A1                                                       | CUSIP: 059523AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     577918 | PA      | $398199.89     | 0.00%             | 2037-07-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                          | PetSmart LLC, 1st Lien Term Loan                                                                              | CUSIP: 71677HAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6292208 | PA      | $6225384.85    | 0.04%             | 2032-08-18      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2019-M30, Class X5                                                                          | CUSIP: 3136B7H53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   97027739 | PA      | $1157453.60    | 0.01%             | 2033-05-25      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                         | SM Energy Co.                                                                                                 | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    8580000 | PA      | $8586289.14    | 0.06%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Triad Resources LLC                                                   | Triad Resources LLC                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    9155750 | PA      | $9155749.91    | 0.06%             | 2052-04-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| EndoDesign                                                            | EndoDesign                                                                                                    | CUSIP: 292ESCB17<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     700000 | PA      | $0.01          | 0.00%             | 2024-10-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Hess Midstream Operations LP                                          | Hess Midstream Operations LP                                                                                  | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4070000 | PA      | $4060952.39    | 0.03%             | 2028-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Lendingpoint Asset Securitization Trust                               | Lendingpoint Asset Securitization Trust, Series 2021-A, Class D                                               | CUSIP: 52607FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2810988 | PA      | $2010537.38    | 0.01%             | 2028-12-15      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                | Arab Republic of Egypt                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    4000000 | PA      | $3811000.00    | 0.03%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K075, Class X3                               | CUSIP: 3137F4XA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5471000 | PA      | $258324.75     | 0.00%             | 2028-05-25      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust, Series 2018-C46, Class D                                               | CUSIP: 95001QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2890000 | PA      | $2390307.15    | 0.02%             | 2051-08-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                      | Gray Media, Inc.                                                                                              | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    6403000 | PA      | $4720763.50    | 0.03%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 5154, Class QI                                                                           | CUSIP: 3137H2YQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9874538 | PA      | $1078491.15    | 0.01%             | 2051-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KF57, Class B                                                               | CUSIP: 30297VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     765495 | PA      | $730991.86     | 0.01%             | 2029-01-25      | Floating      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-128                                                                                         | CUSIP: 38380P4H4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   55512032 | PA      | $3700681.84    | 0.03%             | 2062-10-16      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                             | MGM Resorts International                                                                                     | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    3419000 | PA      | $3492026.42    | 0.02%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 5528, Class SA                                                                           | CUSIP: 3137HKR89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   85975548 | PA      | $6266009.69    | 0.04%             | 2055-04-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                               | GFL Environmental, Inc.                                                                                       | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    5313000 | PA      | $5180066.08    | 0.04%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Trust, Inc.                                              | Arbor Realty Trust, Inc.                                                                                      | CUSIP: 038923AW8<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14844717.30   | 0.10%             | 2026-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2016-68, Class BI                                                                         | CUSIP: 3136ATQ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     301579 | PA      | $15741.95      | 0.00%             | 2031-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                   | Hilton Domestic Operating Co., Inc.                                                                           | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    4611000 | PA      | $4649040.75    | 0.03%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K124, Class X1                               | CUSIP: 3137F9YZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   65315251 | PA      | $2056855.63    | 0.01%             | 2030-12-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                          | Drive Auto Receivables Trust, Series 2025-1, Class D                                                          | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7900000 | PA      | $8050185.32    | 0.06%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                   | Post Holdings, Inc.                                                                                           | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   10935000 | PA      | $10545530.29   | 0.07%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Citi Asset Receivables Trust I                                        | Citi Asset Receivables Trust I, Series 2025-4, Class CERT                                                     | CUSIP: 17302GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   57672845 | PA      | $59224244.43   | 0.41%             | 2031-07-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Clarivate Science Holdings Corp.                                      | Clarivate Science Holdings Corp.                                                                              | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6283000 | PA      | $5936435.37    | 0.04%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADHD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   35725549 | PA      | $37120577.90   | 0.25%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-101                                                                                         | CUSIP: 38381DRX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   81613088 | PA      | $4180124.46    | 0.03%             | 2063-04-16      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618GKAX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1959676 | PA      | $2038283.67    | 0.01%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                       | CSAIL Commercial Mortgage Trust, Series 2019-C17, Class D                                                     | CUSIP: 12597BAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $2853758.05    | 0.02%             | 2052-09-17      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                               | Level 3 Financing, Inc.                                                                                       | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    2444000 | PA      | $2279030.00    | 0.02%             | 2029-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                      | Multi-Family Connecticut Avenue Securities Trust, Series 2023-01, Class M10                                   | CUSIP: 62548NAB4<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-MBS          | CORP              | US        |    8375000 | PA      | $9449353.38    | 0.06%             | 2053-11-25      | Floating      | 10.85%                | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                             | SCF Equipment Leasing LLC, Series 2022-1A, Class E                                                            | CUSIP: 784033AL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2354000 | PA      | $2329421.65    | 0.02%             | 2032-07-20      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K111, Class X3                               | CUSIP: 3137FUZF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   52233991 | PA      | $6815308.33    | 0.05%             | 2048-04-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                          | American Credit Acceptance Receivables Trust, Series 2025-2, Class C                                          | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5585000 | PA      | $5643861.43    | 0.04%             | 2031-03-12      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-124                                                                                         | CUSIP: 38380PU36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8480879 | PA      | $510038.39     | 0.00%             | 2061-12-16      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HMRX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3903719 | PA      | $4048897.82    | 0.03%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618JM5W3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     739334 | PA      | $759797.88     | 0.01%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stanwich Mortgage Loan Co. LLC                                        | Stanwich Mortgage Loan Co. LLC, Series 2021-NPB1, Class A2                                                    | CUSIP: 85501YAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6649437 | PA      | $6644004.18    | 0.05%             | 2026-10-16      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO XXII Ltd.                                        | Neuberger Berman CLO Ltd., Series 2016-22A, Class BR2                                                         | CUSIP: 64131BAQ6<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |    4505000 | PA      | $4509396.88    | 0.03%             | 2038-04-15      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd.                                                    | OCP Aegis CLO Ltd., Series 2025-41A, Class B1                                                                 | CUSIP: 675953AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   18200000 | PA      | $18238183.60   | 0.13%             | 2037-04-21      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, Other                                                                                                   | CUSIP: 3140LEXY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2400000 | PA      | $1997609.69    | 0.01%             | 2034-01-01      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 4612, Class PI                                                                           | CUSIP: 3137BRSE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17340 | PA      | $1857.96       | 0.00%             | 2044-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | U.S. Treasury 10 Year Ultra Note                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       6128 | NC      | $4347022.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HINNT LLC                                                             | HINNT LLC, Series 2022-A, Class D                                                                             | CUSIP: 40486JAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2931187 | PA      | $2907833.14    | 0.02%             | 2041-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                  | AmeriGas Partners LP                                                                                          | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1915000 | PA      | $2006023.70    | 0.01%             | 2030-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                             | Sunoco LP                                                                                                     | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1703120.32    | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust, Series 2024-1CHI, Class B                                              | CUSIP: 95003PAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1510771.50    | 0.01%             | 2035-07-15      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Accelerated Assets LLC                                                | Accelerated Assets LLC, Series 2018-1, Class B                                                                | CUSIP: 00436MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      60163 | PA      | $59425.30      | 0.00%             | 2033-12-02      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC STACR REMIC Trust, Series 2023-DNA1, Class M1A                                                          | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | CORP              | US        |    1131936 | PA      | $1149858.93    | 0.01%             | 2043-03-25      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-93, Class AM                                                                                | CUSIP: 38381MPH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10900000 | PA      | $10727516.22   | 0.07%             | 2054-12-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                   | Petroleos Mexicanos                                                                                           | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    3300000 | PA      | $3313530.00    | 0.02%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                  | Icahn Enterprises LP                                                                                          | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2626000 | PA      | $2621643.47    | 0.02%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                        | Morgan Stanley Capital I Trust, Series 2021-L6, Class E                                                       | CUSIP: 61692CAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $3319297.30    | 0.02%             | 2054-06-15      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                 | BlueMountain CLO Ltd., Series 2019-26A, Class CR                                                              | CUSIP: 09630GAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6021768.00    | 0.04%             | 2034-10-20      | Floating      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K079, Class X3                               | CUSIP: 3137FGZW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9000000 | PA      | $500918.40     | 0.00%             | 2046-07-25      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2012-133, Class HS                                                                        | CUSIP: 3136AAYZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     142981 | PA      | $16696.52      | 0.00%             | 2042-12-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | U.S. Treasury Ultra Bond                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -1361 | NC      | $630005.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618GQHX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     376178 | PA      | $390484.11     | 0.00%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | Audacy, Inc.                                                                                                  | CUSIP: 05070N129<br>LEI: N/A                  | N/A              | DO               |  | US        |       6661 | NS      | $103.25        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                    | Nationstar Mortgage Holdings, Inc.                                                                            | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2870000 | PA      | $2864224.41    | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Moran Foods LLC                                                       | Moran Foods LLC, 1st Lien Term Loan A                                                                         | CUSIP: 61647DAX0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     346214 | PA      | $346213.50     | 0.00%             | 2029-01-02      | Variable      | 6.73%                 | No            |                  3 | On Loan: No      |
| GCAT Trust                                                            | GCAT Trust, Series 2020-NQM1, Class B1                                                                        | CUSIP: 36167FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2594169.30    | 0.02%             | 2060-01-25      | Variable      | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Connect Finco SARL                                                    | Connect Finco SARL                                                                                            | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2105000 | PA      | $2193050.05    | 0.02%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 4550, Class DI                                                                           | CUSIP: 3137BMZ33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      91718 | PA      | $5930.15       | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2018-119                                                                                         | CUSIP: 38380MMF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7611592 | PA      | $423872.81     | 0.00%             | 2060-05-16      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust, Series 2020-C55, Class D                                               | CUSIP: 95002EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $2953394.55    | 0.02%             | 2053-02-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Adient US LLC                                                         | Adient US LLC, 1st Lien Term Loan B-2                                                                         | CUSIP: 00687MAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3632683 | PA      | $3634971.55    | 0.02%             | 2031-01-31      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-25, Class HS                                                                                | CUSIP: 38385DBA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   37704072 | PA      | $2135272.09    | 0.01%             | 2055-02-20      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                         | Smyrna Ready Mix Concrete LLC                                                                                 | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    5820000 | PA      | $6208554.84    | 0.04%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                            | Democratic Socialist Republic of Sri Lanka                                                                    | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     411600 | PA      | $294294.00     | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Lendingpoint Asset Securitization Trust                               | Lendingpoint Asset Securitization Trust, Series 2021-B, Class D                                               | CUSIP: 52607HAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $478882.40     | 0.00%             | 2029-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                               | SS&C Technologies, Inc.                                                                                       | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   19073000 | PA      | $19079103.36   | 0.13%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                             | Millrose Properties, Inc.                                                                                     | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3366000 | PA      | $3396294.00    | 0.02%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| New York City Housing Development Corp.                               | New York City Housing Development Corp., Multi-Family Mortgage, 8 Spruce Street Project, Series 2024          | CUSIP: 64966TGT5<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    3200000 | PA      | $3289483.20    | 0.02%             | 2031-12-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                     | Clarios Global LP                                                                                             | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2885000 | PA      | $2989494.70    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Cemex SAB de CV                                                       | Cemex SAB de CV                                                                                               | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    1439000 | PA      | $1481738.30    | 0.01%             | 2030-06-10      | Variable      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K736, Class X3                               | CUSIP: 3137FNX21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   89230486 | PA      | $1473605.78    | 0.01%             | 2047-09-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                             | Commercial Mortgage Trust, Series 2014-UBS5, Class D                                                          | CUSIP: 12592KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4760000 | PA      | $3117800.00    | 0.02%             | 2047-09-10      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KF63, Class B                                                               | CUSIP: 30311FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4060855 | PA      | $3669690.99    | 0.03%             | 2029-05-25      | Floating      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd.                                              | Buttermilk Park CLO Ltd., Series 2018-1A, Class B1R                                                           | CUSIP: 124166AU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2006556 | PA      | $2005937.98    | 0.01%             | 2031-10-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                   | New Residential Mortgage Loan Trust, Series 2018-3A, Class A1IC                                               | CUSIP: 64830KAH0<br>LEI: 549300U48YU2VDL8N523 | Long             | ABS-MBS          | CORP              | US        |   15221749 | PA      | $649811.92     | 0.00%             | 2058-05-25      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                | Velocity Commercial Capital Loan Trust, Series 2022-4, Class A                                                | CUSIP: 92259KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3910941 | PA      | $3928001.84    | 0.03%             | 2052-08-25      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                   | Herc Holdings, Inc.                                                                                           | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    9948000 | PA      | $9937216.37    | 0.07%             | 2027-07-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                     | Credit Acceptance Auto Loan Trust, Series 2022-1A, Class C                                                    | CUSIP: 22534LAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     808000 | PA      | $809214.10     | 0.01%             | 2032-10-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                               | Qnity Electronics, Inc.                                                                                       | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    3232000 | PA      | $3285584.46    | 0.02%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust, Series 2020-C55, Class E                                               | CUSIP: 95002EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6850000 | PA      | $3931638.33    | 0.03%             | 2053-02-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2019-BN24, Class XA                                                                              | CUSIP: 06540VBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   97959110 | PA      | $2359492.11    | 0.02%             | 2062-11-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| LL ABS Trust                                                          | LL ABS Trust, Series 2021-1A, Class C                                                                         | CUSIP: 53934QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     879992 | PA      | $878865.44     | 0.01%             | 2029-05-15      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-143, Class IB                                                                               | CUSIP: 38380P3R3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   45993571 | PA      | $2905303.48    | 0.02%             | 2062-03-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                       | Gap, Inc. (The)                                                                                               | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    2395000 | PA      | $2246163.92    | 0.02%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                                   | Owens & Minor, Inc.                                                                                           | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    7764000 | PA      | $6594151.54    | 0.05%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2018-BN12, Class D                                                                               | CUSIP: 06541KAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $969490.50     | 0.01%             | 2061-05-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                   | Hilton Domestic Operating Co., Inc.                                                                           | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    6424000 | PA      | $6160880.03    | 0.04%             | 2029-05-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                       | CSAIL Commercial Mortgage Trust, Series 2020-C19, Class D                                                     | CUSIP: 12597NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4450000 | PA      | $2518248.33    | 0.02%             | 2053-03-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                     | Hertz Corp. (The), Escrow                                                                                     | CUSIP: 428ESCAA5<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     185000 | PA      | $11100.00      | 0.00%             | 2022-10-15      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                 | FHLMC STACR REMIC Trust, Series 2022-DNA4, Class M2                                                           | CUSIP: 35564KXA2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |    3100000 | PA      | $3306336.00    | 0.02%             | 2042-05-25      | Floating      | 9.60%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, Other                                                                                                   | CUSIP: 3140LDXU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11014275 | PA      | $9607211.34    | 0.07%             | 2031-10-01      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Government of Mongolia                                                | State of Mongolia                                                                                             | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    1600000 | PA      | $1602000.00    | 0.01%             | 2030-02-25      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, Connecticut Avenue Securities, Series 2017-C06, Class 2B1                                               | CUSIP: 30711XSW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    8015000 | PA      | $8531352.75    | 0.06%             | 2030-02-25      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO Ltd.                                | GoldenTree Loan Management US CLO Ltd., Series 2020-8A, Class DRR                                             | CUSIP: 38136NBE5<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |    5100000 | PA      | $5111434.20    | 0.04%             | 2034-10-20      | Floating      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-170                                                                                         | CUSIP: 38381DW22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14162537 | PA      | $1041929.32    | 0.01%             | 2063-05-16      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HNTT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9610788 | PA      | $9876799.84    | 0.07%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                | Encompass Health Corp.                                                                                        | CUSIP: 421924BT7<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     558000 | PA      | $557442.00     | 0.00%             | 2025-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                   | Rocket Mortgage LLC                                                                                           | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7970000 | PA      | $7598279.20    | 0.05%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                              | Lumen Technologies, Inc.                                                                                      | CUSIP: 550241AH6<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    8720322 | PA      | $8545915.56    | 0.06%             | 2030-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corp.                                            | California Resources Corp.                                                                                    | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    1424000 | PA      | $1419304.79    | 0.01%             | 2026-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust, Series 2015-LC22, Class D                                              | CUSIP: 94989TBH6<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |    2106986 | PA      | $1854421.59    | 0.01%             | 2058-09-15      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                   | Connecticut Avenue Securities Trust, Series 2019-R05, Class 1B1                                               | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6700824 | PA      | $6869248.06    | 0.05%             | 2039-07-25      | Floating      | 8.56%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                               | Level 3 Financing, Inc.                                                                                       | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    3730000 | PA      | $3755333.86    | 0.03%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                              | ADT Security Corp. (The)                                                                                      | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    3141000 | PA      | $3036270.89    | 0.02%             | 2029-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                            | Axalta Coating Systems LLC                                                                                    | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12207000 | PA      | $12151453.27   | 0.08%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                             | FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-3, Class A                                             | CUSIP: 35563PCH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16936680 | PA      | $10517.68      | 0.00%             | 2056-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                   | Newell Brands, Inc.                                                                                           | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2718491.88    | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                  | BBCMS Mortgage Trust, Series 2023-C22, Class A5                                                               | CUSIP: 05554FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7100000 | PA      | $7973916.28    | 0.05%             | 2056-11-15      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-86, Class TS                                                                                | CUSIP: 38382GAP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9329223 | PA      | $1240209.23    | 0.01%             | 2050-06-20      | Floating      | 1.15%                 | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                                                           | TEGNA, Inc.                                                                                                   | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    8952000 | PA      | $8961292.18    | 0.06%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2023-67, Class DZ                                                                                | CUSIP: 38384ANH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7516439 | PA      | $7375881.72    | 0.05%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                            | Verus Securitization Trust, Series 2022-4, Class A1                                                           | CUSIP: 92538NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     707664 | PA      | $704516.97     | 0.00%             | 2067-04-25      | Variable      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| DBJPM Mortgage Trust                                                  | DBJPM Mortgage Trust, Series 2016-C3, Class E                                                                 | CUSIP: 23312VAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $520739.88     | 0.00%             | 2049-08-10      | Variable      | 4.37%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2017-BNK5, Class C                                                                               | CUSIP: 06541WBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2050000 | PA      | $1953887.80    | 0.01%             | 2060-06-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities, Inc. Mortgage Loan Trust                | Deutsche Mortgage Securities, Inc. Mortgage Loan Trust, Series 2004-1, Class 3A5                              | CUSIP: 251563CA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38203 | PA      | $37758.03      | 0.00%             | 2033-12-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KL05, Class BHG                                                             | CUSIP: 30311NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3600000 | PA      | $3344614.20    | 0.02%             | 2029-02-25      | Variable      | 4.52%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                   | CDSCMBX                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    5500000 | PA      | $-900034.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                              | Energizer Holdings, Inc.                                                                                      | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   11118000 | PA      | $10932627.36   | 0.07%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K738, Class X3                               | CUSIP: 3137FTFV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   71537135 | PA      | $3430355.85    | 0.02%             | 2048-05-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                   | Medline Borrower LP                                                                                           | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4331000 | PA      | $4449214.65    | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                    | United Airlines Pass-Through Trust, Series 2016-2, Class B                                                    | CUSIP: 90933JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2657257 | PA      | $2651550.76    | 0.02%             | 2025-10-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618GUXU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     494471 | PA      | $518677.35     | 0.00%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                 | Westlake Automobile Receivables Trust, Series 2023-3A, Class D                                                | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3795000 | PA      | $3911539.52    | 0.03%             | 2029-03-15      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                                    | Republic of Angola                                                                                            | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    5266000 | PA      | $4841687.84    | 0.03%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| RR 12 Ltd.                                                            | RR Ltd., Series 2020-12A, Class A2R3                                                                          | CUSIP: 74989HAQ5<br>LEI: 549300RLLUH00ZYECJ34 | Long             | ABS-CBDO         | CORP              | KY        |    7469000 | PA      | $7477701.39    | 0.05%             | 2036-01-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                            | Allison Transmission, Inc.                                                                                    | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    3838000 | PA      | $3804997.04    | 0.03%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2019-M30, Class X1                                                                          | CUSIP: 3136B7F97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   72248452 | PA      | $366032.33     | 0.00%             | 2028-11-25      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | CDSCMBX                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    5000000 | PA      | $-651195.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gnr                                                                   | Gnr                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   13180000 | PA      | $11657607.06   | 0.08%             | 2035-08-24      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                  | FNMA, Other                                                                                                   | CUSIP: 3140LH3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23000000 | PA      | $23471218.48   | 0.16%             | 2029-11-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-168                                                                                         | CUSIP: 38381D4F4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   74816147 | PA      | $4594399.76    | 0.03%             | 2063-05-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Magnetite XXII Ltd.                                                   | Magnetite Ltd., Series 2019-22A, Class CRR                                                                    | CUSIP: 55954HBA9<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |    5369000 | PA      | $5373150.24    | 0.04%             | 2036-07-15      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2020-M21, Class XA                                                                          | CUSIP: 3136B9L62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   61998159 | PA      | $3028616.25    | 0.02%             | 2032-03-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust, Series 2014-LC18, Class D                                              | CUSIP: 94989AAA3<br>LEI: 5493007CD1Q2V06I4172 | Long             | ABS-MBS          | CORP              | US        |    4952000 | PA      | $4506419.04    | 0.03%             | 2047-12-15      | Variable      | 3.96%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                                            | AMSR Trust, Series 2020-SFR5, Class G                                                                         | CUSIP: 03217JAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7300000 | PA      | $7266156.47    | 0.05%             | 2037-11-17      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Banco del Estado de Chile                                             | Banco del Estado de Chile                                                                                     | CUSIP: N/A<br>LEI: 5493004R4EJC0W0XVQ72       | Long             | DBT              | NUSS              | CL        |    1300000 | PA      | $1384812.00    | 0.01%             | 2029-05-02      | Variable      | 7.95%                 | Yes           |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                              | ADT Security Corp. (The)                                                                                      | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    5796000 | PA      | $5577249.11    | 0.04%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                               | JPMorgan Mortgage Trust, Series 2006-S1, Class 1A1                                                            | CUSIP: 466247M67<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      24311 | PA      | $24564.39      | 0.00%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618J6A51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     545495 | PA      | $562468.17     | 0.00%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-162, Class Z                                                                                | CUSIP: 38383AD43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5054554 | PA      | $3308180.58    | 0.02%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K740, Class X3                               | CUSIP: 3137F72E4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21422537 | PA      | $995597.41     | 0.01%             | 2047-11-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Regatta Funding Ltd.                                                  | Regatta Funding Ltd., Series 2022-2A, Class BR                                                                | CUSIP: 758968AQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7200000 | PA      | $7220311.20    | 0.05%             | 2035-07-20      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-7, Class SG                                                                                 | CUSIP: 38385BH37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   85650282 | PA      | $5553375.86    | 0.04%             | 2055-01-20      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K117, Class X3                               | CUSIP: 3137FX3U0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36500000 | PA      | $4356399.10    | 0.03%             | 2048-10-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618K5ZF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     506840 | PA      | $520874.73     | 0.00%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                             | Republic of Cote d'Ivoire                                                                                     | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |   16300000 | PA      | $15102928.00   | 0.10%             | 2033-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| NRZ Excess Spread-Collateralized Notes                                | NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A                                             | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4663545 | PA      | $4539192.43    | 0.03%             | 2026-11-25      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-192                                                                                         | CUSIP: 38380RNB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   59747871 | PA      | $4084531.75    | 0.03%             | 2062-09-16      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                              | Avis Budget Rental Car Funding AESOP LLC, Series 2023-4A, Class C                                             | CUSIP: 05377RHA5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    3530000 | PA      | $3706072.16    | 0.03%             | 2029-06-20      | Fixed         | 7.24%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2019-132, Class KI                                                                               | CUSIP: 38381Y6X7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     195998 | PA      | $4563.54       | 0.00%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K090, Class X3                               | CUSIP: 3137FLMY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  147080000 | PA      | $11174329.46   | 0.08%             | 2029-10-25      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                           | Adient Global Holdings Ltd.                                                                                   | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    2855000 | PA      | $2973028.56    | 0.02%             | 2033-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EQT Corp.                                                             | EQT Corp.                                                                                                     | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     530000 | PA      | $539696.93     | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Costa Rica                                                | Republic of Costa Rica                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |    2300000 | PA      | $2390850.00    | 0.02%             | 2031-02-19      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Venator Materials LLC                                                 | Venator Materials LLC, 1st Lien Term Loan                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1451194 | PA      | $1378634.20    | 0.01%             | 2026-01-16      | Variable      | 14.32%                | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                    | BMO Mortgage Trust, Series 2022-C1, Class XA                                                                  | CUSIP: 05609MCE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   78611897 | PA      | $1785535.59    | 0.01%             | 2055-02-17      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-91, Class CI                                                                                | CUSIP: 38382TPA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14525827 | PA      | $2479840.50    | 0.02%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2020-BN30, Class E                                                                               | CUSIP: 06541UAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4145008 | PA      | $2980653.28    | 0.02%             | 2053-12-15      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AECOM                                                                 | AECOM                                                                                                         | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    3262000 | PA      | $3329376.61    | 0.02%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2022-52                                                                                          | CUSIP: 38381EU55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  146304410 | PA      | $7268520.15    | 0.05%             | 2064-06-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-9, Class MI                                                                                 | CUSIP: 38382MF61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  138135244 | PA      | $20242932.57   | 0.14%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618JWDY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1114072 | PA      | $1144907.58    | 0.01%             | 2054-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                        | Cascade Funding Mortgage Trust, Series 2021-FRR1, Class CKW1                                                  | CUSIP: 12529YBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8200000 | PA      | $7910991.00    | 0.05%             | 2026-01-29      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                                       | Madison IAQ LLC, 1st Lien Term Loan                                                                           | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    3233204 | PA      | $3236696.00    | 0.02%             | 2028-06-21      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                | Republic of Costa Rica                                                                                        | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    4403000 | PA      | $4671318.82    | 0.03%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| CSMC OA LLC                                                           | CSMC OA LLC, Series 2014-USA, Class D                                                                         | CUSIP: 12649AAN9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   12636000 | PA      | $9287586.36    | 0.06%             | 2037-09-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-124, Class CS                                                                               | CUSIP: 38381PEY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17355350 | PA      | $903863.17     | 0.01%             | 2055-07-20      | Floating      | 0.85%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                               | RHP Hotel Properties LP                                                                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1079837.27    | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class D                                  | CUSIP: 61764PAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1843480.00    | 0.01%             | 2047-12-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Serbia International Bond                                             | Republic of Serbia                                                                                            | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    3400000 | PA      | $3612500.00    | 0.02%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                            | Democratic Socialist Republic of Sri Lanka                                                                    | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |    6600000 | PA      | $4719000.00    | 0.03%             | 2035-06-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                            | Alcoa Nederland Holding BV                                                                                    | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    5909000 | PA      | $6232352.30    | 0.04%             | 2031-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618H4AK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1653905 | PA      | $1716797.72    | 0.01%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 5149, Class ZB                                                                           | CUSIP: 3137H2U77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1186694 | PA      | $755314.76     | 0.01%             | 2051-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-23                                                                                          | CUSIP: 38380NY52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   62917918 | PA      | $2919441.72    | 0.02%             | 2062-04-16      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| TPG Trust                                                             | TPG Trust, Series 2024-WLSC, Class A                                                                          | CUSIP: 872973AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8600000 | PA      | $8590944.20    | 0.06%             | 2029-11-15      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K528, Class X1                               | CUSIP: 3137HFP33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   67000000 | PA      | $1988901.70    | 0.01%             | 2029-07-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| KKR CLO 52 Ltd.                                                       | KKR CLO Ltd., Series 2023-52A, Class CR                                                                       | CUSIP: 48255XAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6600000 | PA      | $6604481.40    | 0.05%             | 2038-07-16      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618GPTL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2134738 | PA      | $2215917.96    | 0.02%             | 2054-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, Connecticut Avenue Securities, Series 2018-C06, Class 2B1                                               | CUSIP: 30711X5V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    2860000 | PA      | $3082536.60    | 0.02%             | 2031-03-25      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                          | American Credit Acceptance Receivables Trust, Series 2022-4, Class E                                          | CUSIP: 02529XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2420000 | PA      | $2510014.56    | 0.02%             | 2030-01-14      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-111                                                                                         | CUSIP: 38380PYF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16357151 | PA      | $972910.26     | 0.01%             | 2062-09-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                             | Commercial Mortgage Trust, Series 2013-CR11, Class D                                                          | CUSIP: 12626LAY8<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |    2660975 | PA      | $2544157.96    | 0.02%             | 2050-08-10      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                     | Credit Acceptance Auto Loan Trust, Series 2023-5A, Class A                                                    | CUSIP: 22535PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7750000 | PA      | $7838324.43    | 0.05%             | 2033-12-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K109, Class X1                               | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38979486 | PA      | $2301559.34    | 0.02%             | 2030-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-195, Class IX                                                                               | CUSIP: 38381ECK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   51353813 | PA      | $4622911.32    | 0.03%             | 2063-08-16      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                     | Republic of Ghana                                                                                             | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    5750240 | PA      | $5498667.00    | 0.04%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                            | Avis Budget Car Rental LLC                                                                                    | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2476000 | PA      | $2465700.09    | 0.02%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ATI, Inc.                                                             | ATI, Inc.                                                                                                     | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    3085000 | PA      | $3080544.64    | 0.02%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2021-BN33, Class E                                                                               | CUSIP: 06541CAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3850000 | PA      | $2585402.05    | 0.02%             | 2064-05-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-25, Class SB                                                                                | CUSIP: 38385DBD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   45927103 | PA      | $3625609.48    | 0.02%             | 2055-02-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KC05, Class B                                                               | CUSIP: 30295SAN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16737000 | PA      | $15203156.05   | 0.10%             | 2029-07-25      | Variable      | 4.31%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                                | Alternative Loan Trust, Series 2006-41CB, Class 2A13                                                          | CUSIP: 02149CBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     455634 | PA      | $211890.11     | 0.00%             | 2037-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                              | Foundation Finance Trust, Series 2019-1A, Class B                                                             | CUSIP: 35041JAB1<br>LEI: 5493002KPTN6JUQ40J20 | Long             | ABS-O            | CORP              | US        |     143946 | PA      | $143653.79     | 0.00%             | 2034-11-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| CGMS Commercial Mortgage Trust                                        | CGMS Commercial Mortgage Trust, Series 2017-B1, Class E                                                       | CUSIP: 17326CAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     809000 | PA      | $533895.59     | 0.00%             | 2050-08-15      | Variable      | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                    | Energy Transfer LP                                                                                            | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     740000 | PA      | $662636.26     | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                | Arab Republic of Egypt                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    2100000 | PA      | $1771224.00    | 0.01%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                       | CSAIL Commercial Mortgage Trust, Series 2021-C20, Class E                                                     | CUSIP: 22945EAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5659000 | PA      | $3656381.20    | 0.03%             | 2054-03-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| NMG Parent LLC                                                        | NMG Parent LLC, Escrow                                                                                        | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          5 | NS      | $62.50         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                   | Audacy, Inc.                                                                                                  | CUSIP: 05070N111<br>LEI: N/A                  | N/A              | DO               |  | US        |       5496 | NS      | $72822.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K136, Class X1                               | CUSIP: 3137H4SK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   98826980 | PA      | $1738890.35    | 0.01%             | 2031-12-25      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                     | INEOS Finance plc                                                                                             | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    8420000 | PA      | $8439467.04    | 0.06%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                       | Palmer Square Loan Funding Ltd., Series 2024-1A, Class A2                                                     | CUSIP: 69703NAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11127000 | PA      | $11142588.93   | 0.08%             | 2032-10-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                              | Republic of South Africa                                                                                      | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    5986000 | PA      | $4542865.19    | 0.03%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                              | PRPM LLC, Series 2024-7, Class A1                                                                             | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5059800 | PA      | $5080074.54    | 0.03%             | 2029-11-25      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Upstart Securitization Trust                                          | Upstart Securitization Trust, Series 2021-5, Class C                                                          | CUSIP: 91679JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5904875 | PA      | $5849042.55    | 0.04%             | 2031-11-20      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LP                                        | Hertz Vehicle Financing LP, Series 2021-2A, Class D                                                           | CUSIP: 42806MAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7000000 | PA      | $6810872.60    | 0.05%             | 2027-12-27      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                      | Multi-Family Connecticut Avenue Securities Trust, Series 2020-01, Class M10                                   | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |   85144583 | PA      | $87279472.38   | 0.60%             | 2050-03-25      | Floating      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| LP LMS Asset Securitization Trust                                     | LP LMS Asset Securitization Trust                                                                             | CUSIP: 50214GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1179517 | PA      | $1173619.29    | 0.01%             | 2028-10-15      | Fixed         | 8.35%                 | No            |                  3 | On Loan: No      |
| Avis Budget Car Rental LLC                                            | Avis Budget Car Rental LLC                                                                                    | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2192553.75    | 0.02%             | 2031-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                        | Morgan Stanley Capital I Trust, Series 2021-L7, Class E                                                       | CUSIP: 61772TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8091000 | PA      | $5115149.62    | 0.04%             | 2054-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-105, Class PA                                                                               | CUSIP: 38381NAN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7991335 | PA      | $8274750.17    | 0.06%             | 2055-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust I LLC                                        | Angel Oak Mortgage Trust I LLC, Series 2019-4, Class B2                                                       | CUSIP: 03463UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4700000 | PA      | $4569954.29    | 0.03%             | 2049-07-26      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                               | RHP Hotel Properties LP                                                                                       | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17206000 | PA      | $17162124.70   | 0.12%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                | Arab Republic of Egypt                                                                                        | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1990000 | PA      | $2053441.20    | 0.01%             | 2033-02-04      | Fixed         | 9.45%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3617G83N1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     258839 | PA      | $268336.13     | 0.00%             | 2048-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                             | Ford Motor Credit Co. LLC                                                                                     | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6033000 | PA      | $6111747.78    | 0.04%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                              | Benchmark Mortgage Trust, Series 2019-B9, Class D                                                             | CUSIP: 08160JAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1304886.00    | 0.01%             | 2052-03-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Escrow Rite Aid                                                       | Escrow Rite Aid                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    1155153 | PA      | $0.01          | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Builders FirstSource, Inc.                                            | Builders FirstSource, Inc.                                                                                    | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    1597000 | PA      | $1665436.88    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                          | Tallgrass Energy Partners LP                                                                                  | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2544588.49    | 0.02%             | 2031-09-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Transocean, Inc.                                                      | Transocean, Inc.                                                                                              | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    2775000 | PA      | $2684370.44    | 0.02%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO Ltd.                                                     | Symphony CLO Ltd., Series 2016-18A, Class CR4                                                                 | CUSIP: 87154GFQ3<br>LEI: 549300JQYSBIW1AM8R32 | Long             | ABS-CBDO         | CORP              | KY        |   13180000 | PA      | $13180000.00   | 0.09%             | 2037-10-23      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                      | Provident Funding Mortgage Trust, Series 2025-3, Class A1                                                     | CUSIP: 74388PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   44236848 | PA      | $44814006.27   | 0.31%             | 2055-08-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                | Lendmark Funding Trust, Series 2025-2A, Class A                                                               | CUSIP: 52603GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19200000 | PA      | $19340136.96   | 0.13%             | 2034-10-20      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                   | American Axle & Manufacturing, Inc.                                                                           | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    5515000 | PA      | $5517211.52    | 0.04%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR Trust                                                     | FHLMC STACR Trust, Series 2018-DNA3, Class B1                                                                 | CUSIP: 35563WBD5<br>LEI: 549300BL200YC56BUV20 | Long             | ABS-MBS          | CORP              | US        |    7685000 | PA      | $8254167.24    | 0.06%             | 2048-09-25      | Floating      | 8.36%                 | Yes           |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                        | Somnigroup International, Inc.                                                                                | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   13265000 | PA      | $12750612.48   | 0.09%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular SA                                    | Millicom International Cellular SA                                                                            | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     900000 | PA      | $904781.25     | 0.01%             | 2029-03-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| vMobo, Inc.                                                           | vMobo, Inc.                                                                                                   | CUSIP: 91834VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9995881 | PA      | $9509681.54    | 0.07%             | 2027-07-18      | Fixed         | 7.46%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K119, Class X1                               | CUSIP: 3137F6GV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34395444 | PA      | $1308075.95    | 0.01%             | 2030-09-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| FHLMC, Multi-Class Certificates                                       | FHLMC, Multi-Class Certificates, Series 2020-RR11, Class BX                                                   | CUSIP: 3137FV2D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14952136 | PA      | $521528.99     | 0.00%             | 2028-12-27      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                      | CSC Holdings LLC                                                                                              | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2844949.98    | 0.02%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                | Cleveland-Cliffs, Inc.                                                                                        | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2571879.36    | 0.02%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 5520, Class SD                                                                           | CUSIP: 3137HK3P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   74746318 | PA      | $5925297.61    | 0.04%             | 2055-03-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2020-M30, Class X                                                                           | CUSIP: 3136BARS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19654072 | PA      | $692098.49     | 0.00%             | 2031-07-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                    | Regional Management Issuance Trust, Series 2021-1, Class D                                                    | CUSIP: 75907VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2600000 | PA      | $2580780.02    | 0.02%             | 2031-03-17      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Radnor RE Ltd.                                                        | Radnor RE Ltd., Series 2022-1, Class M1B                                                                      | CUSIP: 75049XAB8<br>LEI: 254900E0VCENS5C16U77 | Long             | ABS-MBS          | CORP              | BM        |    7640412 | PA      | $7974720.07    | 0.05%             | 2032-09-25      | Floating      | 11.10%                | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                              | PRET LLC, Series 2024-NPL5, Class A1                                                                          | CUSIP: 74143QAA3<br>LEI: 254900YWXIBNNDQF0Y67 | Long             | ABS-O            | CORP              | US        |    3275291 | PA      | $3283128.54    | 0.02%             | 2054-09-25      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Nautical Solutions                                                    | Nautical Solutions                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   22195506 | PA      | $22195505.63   | 0.15%             | 2031-08-01      | Fixed         | 9.20%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2020-M26, Class X3                                                                          | CUSIP: 3136BARE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20485588 | PA      | $316873.12     | 0.00%             | 2028-01-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2020-BN26, Class AS                                                                              | CUSIP: 06540JBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7278419 | PA      | $6505434.89    | 0.04%             | 2063-03-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                           | Block, Inc.                                                                                                   | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1129315.78    | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TRTX Issuer Ltd.                                                      | TRTX Issuer Ltd., Series 2025-FL6, Class A                                                                    | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12950000 | PA      | $12980031.05   | 0.09%             | 2042-09-18      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C31, Class B                                  | CUSIP: 61766RBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1658567.05    | 0.01%             | 2049-11-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| New Albertsons LP                                                     | New Albertsons LP                                                                                             | CUSIP: 013104AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     870000 | PA      | $941602.74     | 0.01%             | 2031-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2024-126, Class AS                                                                               | CUSIP: 38384UVX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20088124 | PA      | $1764932.52    | 0.01%             | 2054-08-20      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                  | FirstKey Homes Trust, Series 2021-SFR1, Class F1                                                              | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7333000 | PA      | $7175297.97    | 0.05%             | 2038-08-17      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Aqua Finance Trust                                                    | Aqua Finance Trust, Series 2020-AA, Class C                                                                   | CUSIP: 038413AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3217334 | PA      | $3138076.95    | 0.02%             | 2046-07-17      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                    | Vertiv Group Corp., 1st Lien Term Loan B-3                                                                    | CUSIP: 92537EAF5<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    2386962 | PA      | $2385315.50    | 0.02%             | 2027-03-02      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                          | American Credit Acceptance Receivables Trust, Series 2023-2, Class E                                          | CUSIP: 02529YAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6100000 | PA      | $6395277.21    | 0.04%             | 2030-02-12      | Fixed         | 9.79%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                              | PRPM LLC, Series 2025-RPL2, Class A1                                                                          | CUSIP: 69392MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5443276 | PA      | $5295598.28    | 0.04%             | 2055-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                                         | Staples, Inc.                                                                                                 | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    2895297 | PA      | $2060880.51    | 0.01%             | 2030-01-15      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                      | CCO Holdings LLC                                                                                              | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6320000 | PA      | $5779360.02    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jonah Energy ABS II LLC                                               | Jonah Energy ABS LLC, Series 2025-1A, Class B                                                                 | CUSIP: 479913AF2<br>LEI: 254900MMTK6TS4MGMV20 | Long             | ABS-O            | CORP              | US        |   23171309 | PA      | $23120331.70   | 0.16%             | 2040-12-10      | Fixed         | 11.25%                | Yes           |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                  | Clear Channel Outdoor Holdings, Inc.                                                                          | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   11141000 | PA      | $11316784.81   | 0.08%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-150                                                                                         | CUSIP: 38381DD56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31588742 | PA      | $2387704.56    | 0.02%             | 2063-11-16      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADG93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   27540971 | PA      | $28831241.35   | 0.20%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K739, Class X3                               | CUSIP: 3137F64S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   39674788 | PA      | $1868638.87    | 0.01%             | 2048-11-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                   | Exeter Automobile Receivables Trust, Series 2023-4A, Class D                                                  | CUSIP: 30166TAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5166625.50    | 0.04%             | 2029-12-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                   | Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class 3A5                                                 | CUSIP: 17307GBU1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      29970 | PA      | $29639.41      | 0.00%             | 2033-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2017-KF40, Class B                                                               | CUSIP: 30306JAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     124254 | PA      | $118687.89     | 0.00%             | 2027-11-25      | Floating      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Series 2021-MN1, Class M1                                                                              | CUSIP: 35563FAA9<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |     372694 | PA      | $371570.72     | 0.00%             | 2051-01-25      | Floating      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                    | DT Midstream, Inc.                                                                                            | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4149000 | PA      | $4032321.82    | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                             | Republic of Turkiye (The)                                                                                     | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    6763000 | PA      | $7106560.40    | 0.05%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                 | FMC GMSR Issuer Trust, Series 2021-GT1, Class A                                                               | CUSIP: 30259RAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25000000 | PA      | $23965670.00   | 0.16%             | 2026-07-25      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                                       | Western Funding Auto Loan Trust, Series 2025-1, Class D                                                       | CUSIP: 958250AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3205000 | PA      | $3253902.21    | 0.02%             | 2036-01-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Upstart Pass-Through Trust                                            | Upstart Pass-Through Trust, Series 2022-PT4, Class A                                                          | CUSIP: 91683RAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     877937 | PA      | $877937.01     | 0.01%             | 2030-05-20      | Variable      | 18.53%                | Yes           |                  3 | On Loan: No      |
| Antero Resources Corp.                                                | Antero Resources Corp.                                                                                        | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    4344000 | PA      | $4430749.68    | 0.03%             | 2029-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618N5MS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  317635442 | PA      | $326999337.82  | 2.24%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                   | Ascent Resources Utica Holdings LLC                                                                           | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3560000 | PA      | $3624104.92    | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 5164, Class J                                                                            | CUSIP: 3137H3Q47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9047315 | PA      | $8076305.42    | 0.06%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                 | Westlake Automobile Receivables Trust, Series 2023-1A, Class D                                                | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     438000 | PA      | $450279.20     | 0.00%             | 2028-11-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Par Pharmaceutical, Inc.                                              | Par Pharmaceutical, Inc.                                                                                      | CUSIP: 698ESCAA8<br>LEI: 549300KK5WR4MGN4YT97 | Long             | DBT              | CORP              | US        |    7330000 | PA      | $0.07          | 0.00%             | 2027-04-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                         | Bridgecrest Lending Auto Securitization Trust, Series 2025-1, Class D                                         | CUSIP: 10806HAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10237000 | PA      | $10430282.75   | 0.07%             | 2030-11-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Magnetite XXII Ltd.                                                   | Magnetite Ltd., Series 2019-22A, Class BRR                                                                    | CUSIP: 55954HAY8<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |    8820000 | PA      | $8819347.32    | 0.06%             | 2036-07-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                   | Petroleos Mexicanos                                                                                           | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    8805000 | PA      | $9832015.20    | 0.07%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                        | Structured Adjustable Rate Mortgage Loan Trust, Series 2007-9, Class 1A1                                      | CUSIP: 86364JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1461357 | PA      | $1313049.30    | 0.01%             | 2037-10-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2020-BN26, Class E                                                                               | CUSIP: 06540JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5520000 | PA      | $3627488.98    | 0.02%             | 2063-03-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Upstart Pass-Through Trust                                            | Upstart Pass-Through Trust, Series 2021-PT1, Class A                                                          | CUSIP: 91682VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     417288 | PA      | $359899.98     | 0.00%             | 2027-09-20      | Variable      | 25.48%                | Yes           |                  3 | On Loan: No      |
| N/A                                                                   | Forward Foreign Currency Contract                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-91838.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                  | NOVA Chemicals Corp.                                                                                          | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    2915000 | PA      | $2798452.27    | 0.02%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Home Partners of America Trust                                        | Home Partners of America Trust, Series 2021-3, Class F                                                        | CUSIP: 43730XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14097203 | PA      | $12990615.21   | 0.09%             | 2041-01-17      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2018-4                                                                                           | CUSIP: 38380JLG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4011426 | PA      | $139575.57     | 0.00%             | 2059-10-16      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                              | Republic of South Africa                                                                                      | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1420000 | PA      | $1077659.30    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                     | Republic of Ghana                                                                                             | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     114240 | PA      | $109670.40     | 0.00%             | 2026-07-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | U.S. Treasury 2 Year Note                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       4563 | NC      | $1303518.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-89, Class IA                                                                                | CUSIP: 38380PTL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   38536221 | PA      | $2696271.51    | 0.02%             | 2062-04-16      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618JM5T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     750302 | PA      | $771068.11     | 0.01%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 5413, Class KS                                                                           | CUSIP: 3137HCVR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17113289 | PA      | $1311167.14    | 0.01%             | 2054-05-25      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| Accelerated LLC                                                       | Accelerated LLC, Series 2021-1H, Class B                                                                      | CUSIP: 00439KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1123388 | PA      | $1052286.38    | 0.01%             | 2040-10-20      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multi-Family Structured Credit Risk                             | FHLMC, Multi-Family Structured Credit Risk, Series 2022-MN4, Class M2                                         | CUSIP: 35563HAB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2263980.20    | 0.02%             | 2052-05-25      | Floating      | 10.85%                | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                          | GS Mortgage Securities Trust, Series 2019-GSA1, Class XB                                                      | CUSIP: 36261PAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   39035000 | PA      | $483628.04     | 0.00%             | 2052-11-10      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                           | Endo Finance Holdings, Inc.                                                                                   | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1341000 | PA      | $1427637.99    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA/FHLMC                                                            | FNMA/FHLMC UMBS, Single Family, 30 Year                                                                       | CUSIP: 01F0506A9<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -270200000 | PA      | $-266261659.37 | -1.83%            | 2055-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                       | Citigroup, Inc., Series EE                                                                                    | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    7630000 | PA      | $7691833.52    | 0.05%             | 2030-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                              | Benchmark Mortgage Trust, Series 2018-B2, Class XA                                                            | CUSIP: 08161CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32238884 | PA      | $250953.92     | 0.00%             | 2051-02-15      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd.                                                     | Symphony CLO Ltd., Series 2022-32A, Class BR                                                                  | CUSIP: 87168NAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2415000 | PA      | $2415000.00    | 0.02%             | 2035-10-23      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Claire's Boutiques, Inc.                                              | Claire's Boutiques, Inc., 1st Lien Term Loan                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3617 | PA      | $1229.93       | 0.00%             | 2026-05-15      | Variable      | 11.60%                | No            |                  3 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-11, Class IX                                                                                | CUSIP: 38380RRQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24235370 | PA      | $1905050.32    | 0.01%             | 2062-12-16      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                                     | Petco Health & Wellness Co., Inc., 1st Lien Term Loan                                                         | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    4150147 | PA      | $3996259.61    | 0.03%             | 2028-03-03      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt ARD LLC                                                  | Mallinckrodt ARD LLC                                                                                          | CUSIP: 292CNT011<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36870 | NS      | $3615564.38    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| CCO Holdings LLC                                                      | CCO Holdings LLC                                                                                              | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12566000 | PA      | $12757455.58   | 0.09%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| US Auto Funding Trust                                                 | US Auto Funding Trust, Series 2022-1A, Class A                                                                | CUSIP: 90355FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100383 | PA      | $100142.46     | 0.00%             | 2025-04-15      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2025-73, Class Z                                                                          | CUSIP: 3136BW5D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11000000 | PA      | $10903750.00   | 0.07%             | 2055-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Series 2021-MN1, Class B1                                                                              | CUSIP: 35563FAC5<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |    2100455 | PA      | $2319286.28    | 0.02%             | 2051-01-25      | Floating      | 12.10%                | Yes           |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                     | Alumina Pty. Ltd.                                                                                             | CUSIP: 02220AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    1526000 | PA      | $1550612.85    | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Bapco Energies BSC Closed                                             | Bapco Energies BSC Closed                                                                                     | CUSIP: 67778NAA6<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    2200000 | PA      | $2268134.00    | 0.02%             | 2027-10-25      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Aeropuerto Internacional de Tocumen SA                                | Aeropuerto Internacional de Tocumen SA                                                                        | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | NUSS              | PA        |    1530000 | PA      | $1168155.00    | 0.01%             | 2061-08-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                                         | Organon & Co.                                                                                                 | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11722000 | PA      | $11225526.41   | 0.08%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                   | Citigroup Commercial Mortgage Trust, Series 2019-GC43, Class E                                                | CUSIP: 17328HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9287000 | PA      | $5400972.79    | 0.04%             | 2052-11-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                               | Genesee & Wyoming, Inc., 1st Lien Term Loan                                                                   | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    8571693 | PA      | $8529777.09    | 0.06%             | 2031-04-10      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2020-M10, Class X6                                                                          | CUSIP: 3136B9EF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17315529 | PA      | $519730.80     | 0.00%             | 2028-08-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                          | GS Mortgage Securities Trust, Series 2019-GC42, Class D                                                       | CUSIP: 36257UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11880000 | PA      | $8580236.15    | 0.06%             | 2052-09-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2020-K739, Class D                                                               | CUSIP: 30289SAS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12500000 | PA      | $10381860.00   | 0.07%             | 2053-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                      | CCO Holdings LLC                                                                                              | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12859000 | PA      | $12759137.01   | 0.09%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                             | Ford Motor Credit Co. LLC                                                                                     | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5510000 | PA      | $5500841.61    | 0.04%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 42 Ltd.                            | Neuberger Berman Loan Advisers CLO Ltd., Series 2021-42A, Class CR                                            | CUSIP: 64133WAS4<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |   19900000 | PA      | $19974923.50   | 0.14%             | 2036-07-16      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| BX                                                                    | BX, Series 2021-MFM1, Class E                                                                                 | CUSIP: 05608VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2275000 | PA      | $2275710.94    | 0.02%             | 2034-01-15      | Floating      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                          | Antero Midstream Partners LP                                                                                  | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9019000 | PA      | $8965202.57    | 0.06%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GCB144A Endo                                                          | GCB144A Endo                                                                                                  | CUSIP: 292ESCB09<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1520000 | PA      | $0.02          | 0.00%             | 2029-04-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| American Credit Acceptance Receivables Trust                          | American Credit Acceptance Receivables Trust, Series 2022-3, Class E                                          | CUSIP: 02528GAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3047584.50    | 0.02%             | 2028-10-13      | Fixed         | 8.08%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2017-KL1E, Class BE                                                              | CUSIP: 35708RAN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9625000 | PA      | $8979374.25    | 0.06%             | 2027-02-25      | Variable      | 4.04%                 | Yes           |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                                          | Banco Mercantil del Norte SA                                                                                  | CUSIP: N/A<br>LEI: 549300QTVYRPFHS0J362       | Long             | DBT              | CORP              | MX        |    9900000 | PA      | $10037115.00   | 0.07%             | 2029-06-27      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                                    | Ballyrock CLO Ltd., Series 2021-17A, Class A2                                                                 | CUSIP: 05876LAE3<br>LEI: 254900J6ILFT5YJVHO91 | Long             | ABS-CBDO         | CORP              | KY        |    9000000 | PA      | $9014454.00    | 0.06%             | 2034-10-20      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| BANK5                                                                 | BANK5, Series 2023-5YR4, Class A3                                                                             | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6665225 | PA      | $7049078.93    | 0.05%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                  | LHOME Mortgage Trust, Series 2024-RTL1, Class A1                                                              | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2925000 | PA      | $2947279.73    | 0.02%             | 2029-01-25      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-30, Class SC                                                                                | CUSIP: 38385C7C6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   49491003 | PA      | $4483949.25    | 0.03%             | 2055-02-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2020-M10, Class X3                                                                          | CUSIP: 3136B9DY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   45319929 | PA      | $1265563.55    | 0.01%             | 2028-11-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2022-134                                                                                         | CUSIP: 38381HLT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   28729365 | PA      | $1172195.42    | 0.01%             | 2064-06-16      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                     | EMRLD Borrower LP                                                                                             | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16831000 | PA      | $17285874.61   | 0.12%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR Trust                                                     | FHLMC STACR Trust, Series 2019-HQA2, Class B2                                                                 | CUSIP: 35564MBE4<br>LEI: 549300NKHCH87PYOHD44 | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $4177021.10    | 0.03%             | 2049-04-25      | Floating      | 15.71%                | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-112                                                                                         | CUSIP: 38381MUH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  137979297 | PA      | $7036875.15    | 0.05%             | 2066-03-16      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA UMBS, 30 Year                                                                                            | CUSIP: 3140XNWC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9877623 | PA      | $10284066.82   | 0.07%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | CDSCMBX                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   12500000 | PA      | $-1845992.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STReAM 2008 BV                                                        | STReAM 2008 BV                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |    5183522 | PA      | $5183522.24    | 0.04%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shift4 Payments LLC                                                   | Shift4 Payments LLC                                                                                           | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7661000 | PA      | $7943422.77    | 0.05%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K095, Class X3                               | CUSIP: 3137FNAH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   91253142 | PA      | $6590420.54    | 0.05%             | 2047-08-25      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                | Alternative Loan Trust, Series 2005-23CB, Class A7                                                            | CUSIP: 12667GLH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13707 | PA      | $10976.83      | 0.00%             | 2035-07-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K537, Class X1                               | CUSIP: 3137HKPH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  296450000 | PA      | $1872793.23    | 0.01%             | 2030-02-25      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust, Series 2016-C32, Class D                                               | CUSIP: 94989YAJ2<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3680509.20    | 0.03%             | 2059-01-15      | Variable      | 3.79%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | CDSCMBX                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    8000000 | PA      | $-723575.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                           | Adient Global Holdings Ltd.                                                                                   | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    3430000 | PA      | $3611951.21    | 0.02%             | 2031-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                       | Live Nation Entertainment, Inc.                                                                               | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    2690000 | PA      | $2616348.88    | 0.02%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                           | Hashemite Kingdom of Jordan                                                                                   | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    8800000 | PA      | $8672664.00    | 0.06%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                | Tenet Healthcare Corp.                                                                                        | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   14222000 | PA      | $14230319.87   | 0.10%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                 | United Airlines, Inc.                                                                                         | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    8142000 | PA      | $8115326.73    | 0.06%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                   | Exeter Automobile Receivables Trust, Series 2022-4A, Class E                                                  | CUSIP: 30166BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1138000 | PA      | $1168217.20    | 0.01%             | 2030-03-15      | Fixed         | 8.23%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd.                                             | Madison Park Funding Ltd., Series 2020-45A, Class BRR                                                         | CUSIP: 55820BAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16950000 | PA      | $16961627.70   | 0.12%             | 2034-07-15      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KC04, Class X1                               | CUSIP: 3137FMCG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38330105 | PA      | $389694.51     | 0.00%             | 2026-12-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KF73, Class B                                                               | CUSIP: 30313BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5259525 | PA      | $4861470.56    | 0.03%             | 2029-11-25      | Floating      | 6.91%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2019-BN18, Class E                                                                               | CUSIP: 065402AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2150000 | PA      | $1181027.47    | 0.01%             | 2062-05-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FTF                                                                   | FTF                                                                                                           | CUSIP: N/A<br>LEI: 549300881VLD4ANNI662       | Long             | ABS-MBS          | CORP              | US        |    2433528 | PA      | $1825145.94    | 0.01%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| CCO Holdings LLC                                                      | CCO Holdings LLC                                                                                              | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   40603000 | PA      | $38433207.35   | 0.26%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                     | Credit Acceptance Auto Loan Trust, Series 2024-1A, Class A                                                    | CUSIP: 22537GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6805000 | PA      | $6880048.94    | 0.05%             | 2034-03-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                   | Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class E                                                | CUSIP: 29425AAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4330000 | PA      | $2128247.83    | 0.01%             | 2058-09-10      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Bastion Funding I LLC                                                 | Bastion Funding I LLC, Series 2023-1A, Class C                                                                | CUSIP: 07030UAE2<br>LEI: 549300NX3WVP5ASDEU57 | Long             | ABS-O            | CORP              | US        |    3904706 | PA      | $3904705.51    | 0.03%             | 2038-04-25      | Fixed         | 11.73%                | Yes           |                  3 | On Loan: No      |
| Hertz Corp. (The)                                                     | Hertz Corp. (The), Escrow                                                                                     | CUSIP: 428ESCAD9<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $232000.00     | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K093, Class X3                               | CUSIP: 3137FMCU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  136527499 | PA      | $9883990.21    | 0.07%             | 2047-05-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                             | Ford Motor Credit Co. LLC                                                                                     | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5460000 | PA      | $5441981.73    | 0.04%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| AI Candelaria -spain- SA                                              | AI Candelaria -spain- SA                                                                                      | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |    3974000 | PA      | $3485198.00    | 0.02%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                            | Democratic Socialist Republic of Sri Lanka                                                                    | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     285660 | PA      | $239240.25     | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2024-56                                                                                          | CUSIP: 38381LCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10902643 | PA      | $809775.26     | 0.01%             | 2065-11-16      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                   | Petroleos Mexicanos                                                                                           | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   14950000 | PA      | $14008150.00   | 0.10%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                             | Seagate Data Storage Technology Pte. Ltd.                                                                     | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    3545000 | PA      | $3765481.28    | 0.03%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Identity Digital Ltd.                                                 | Identity Digital Ltd.                                                                                         | CUSIP: N/A<br>LEI: 5493005BN677T7KORE19       | Long             | DBT              | CORP              | IE        |   13000000 | PA      | $13227500.00   | 0.09%             | 2065-03-20      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| Saks Global Enterprises LLC                                           | Saks Global Enterprises LLC                                                                                   | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |    2374464 | PA      | $937675.83     | 0.01%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 50 Ltd.                            | Neuberger Berman Loan Advisers CLO Ltd., Series 2022-50A, Class CR                                            | CUSIP: 64134VAU0<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |    5971928 | PA      | $5970249.89    | 0.04%             | 2036-07-23      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                       | CSAIL Commercial Mortgage Trust, Series 2015-C2, Class B                                                      | CUSIP: 12634NAY4<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    4067647 | PA      | $3905022.52    | 0.03%             | 2057-06-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 43 Ltd.                                   | Octagon Investment Partners Ltd., Series 2019-1A, Class BR                                                    | CUSIP: 67573LAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9332000 | PA      | $9355777.94    | 0.06%             | 2032-10-25      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-152, Class X3                              | CUSIP: 3137H9MB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2625000 | PA      | $642376.35     | 0.00%             | 2055-11-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd.                                  | Greenko Wind Projects Mauritius Ltd.                                                                          | CUSIP: N/A<br>LEI: 254900MSUXE1FF83DP82       | Long             | DBT              | CORP              | MU        |    1400000 | PA      | $1423786.00    | 0.01%             | 2028-09-27      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                          | Antero Midstream Partners LP                                                                                  | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4674000 | PA      | $4686881.54    | 0.03%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FREMF                                                                 | FREMF, Series 20K-1517, Class C                                                                               | CUSIP: 30315VAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18000000 | PA      | $8234582.40    | 0.06%             | 2035-08-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                            | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class B                                          | CUSIP: 46647TAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $949453.40     | 0.01%             | 2050-03-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                        | Morgan Stanley Capital I Trust, Series 2021-L5, Class E                                                       | CUSIP: 61691YBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4234285 | PA      | $2985850.10    | 0.02%             | 2054-05-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KF72, Class B                                                               | CUSIP: 30314JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2706383 | PA      | $2634166.76    | 0.02%             | 2026-11-25      | Floating      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | Audacy, Inc.                                                                                                  | CUSIP: 05070N137<br>LEI: N/A                  | N/A              | DO               |  | US        |       1110 | NS      | $17.21         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Anchor Mortgage Trust                                                 | Anchor Mortgage Trust                                                                                         | CUSIP: 03332JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5074951.00    | 0.03%             | 2031-03-25      | Variable      | 8.23%                 | No            |                  3 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 19K-1510, Class X2B                                                              | CUSIP: 30265DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   81410434 | PA      | $490546.71     | 0.00%             | 2034-01-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2019-BN20, Class XA                                                                              | CUSIP: 06540AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   48597842 | PA      | $1360156.40    | 0.01%             | 2062-09-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2012-89                                                                                          | CUSIP: 38378BXV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6040776 | PA      | $60.41         | 0.00%             | 2053-12-16      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2018-M15, Class X                                                                           | CUSIP: 3136B3YT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6297868 | PA      | $147676.20     | 0.00%             | 2036-01-25      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                      | Gray Media, Inc.                                                                                              | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    6940000 | PA      | $5208886.40    | 0.04%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                       | Republic Finance Issuance Trust, Series 2024-B, Class A                                                       | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17753000 | PA      | $18102817.54   | 0.12%             | 2037-11-20      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                   | Herc Holdings, Inc.                                                                                           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    1933000 | PA      | $2011777.48    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LOANDEPOT GMSR Master Trust                                           | LOANDEPOT GMSR Master Trust, Series 2025-GT2, Class A                                                         | CUSIP: 53946TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11350000 | PA      | $11387258.65   | 0.08%             | 2030-07-16      | Floating      | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Berry Global, Inc.                                                    | Berry Global, Inc.                                                                                            | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    5576000 | PA      | $5568898.96    | 0.04%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                    | Banco Bilbao Vizcaya Argentaria SA                                                                            | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    4345000 | PA      | $4802584.99    | 0.03%             | 2029-03-19      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-69, Class SW                                                                                | CUSIP: 38385FAU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   26874270 | PA      | $1342528.33    | 0.01%             | 2055-04-20      | Floating      | 0.78%                 | No            |                  2 | On Loan: No      |
| Great Ajax Operating Partnership LP                                   | Great Ajax Operating Partnership LP, Series QIB                                                               | CUSIP: 38982GAA4<br>LEI: 549300IMX0KE8QJMZ613 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10781194.82   | 0.07%             | 2027-09-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 5520, Class SE                                                                           | CUSIP: 3137HK3Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38201871 | PA      | $2825971.96    | 0.02%             | 2055-03-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADHB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31901386 | PA      | $33167181.76   | 0.23%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                        | Entegris, Inc.                                                                                                | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    3568000 | PA      | $3469204.93    | 0.02%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2018-KW07, Class C                                                               | CUSIP: 30297NAG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12089138 | PA      | $9293678.37    | 0.06%             | 2031-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd.                                                | HUB International Ltd., 1st Lien Term Loan                                                                    | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6134897 | PA      | $6145142.39    | 0.04%             | 2030-06-20      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                       | Gulfport Energy Operating Corp.                                                                               | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    3459000 | PA      | $3538792.21    | 0.02%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                               | RHP Hotel Properties LP                                                                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1027000 | PA      | $1060755.44    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HMFD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7802826 | PA      | $8018790.22    | 0.05%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                     | CD Mortgage Trust, Series 2019-CD8, Class E                                                                   | CUSIP: 12515BAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1910000 | PA      | $1062659.63    | 0.01%             | 2057-08-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K082, Class X3                               | CUSIP: 3137FJKH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   49000000 | PA      | $3144129.10    | 0.02%             | 2046-10-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                                | Shutterfly Finance LLC                                                                                        | CUSIP: 82568NAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8614819 | PA      | $8076392.81    | 0.06%             | 2027-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-181                                                                                         | CUSIP: 38381EBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  135056166 | PA      | $9358028.24    | 0.06%             | 2063-07-16      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| CARS-DB4 LP                                                           | CARS-DB4 LP, Series 2020-1A, Class B3                                                                         | CUSIP: 12510HAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4510000 | PA      | $4102954.91    | 0.03%             | 2050-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                                | Alternative Loan Trust, Series 2004-18CB, Class 5A1                                                           | CUSIP: 12667FQU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14082 | PA      | $14791.39      | 0.00%             | 2034-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C21, Class B                                  | CUSIP: 61764XBM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2453306 | PA      | $2323281.18    | 0.02%             | 2048-03-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                  | NOVA Chemicals Corp.                                                                                          | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    2880000 | PA      | $3016918.08    | 0.02%             | 2028-11-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies BV                                               | Sensata Technologies BV                                                                                       | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   10512000 | PA      | $10068671.12   | 0.07%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                   | Citigroup Commercial Mortgage Trust, Series 2016-C2, Class D                                                  | CUSIP: 17291CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1394208.75    | 0.01%             | 2049-08-10      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                          | GS Mortgage Securities Trust, Series 2020-GSA2, Class D                                                       | CUSIP: 36264KBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18158167 | PA      | $12798373.64   | 0.09%             | 2053-12-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Citi Asset Receivables Trust I                                        | Citi Asset Receivables Trust I, Series 2025-3, Class CERT                                                     | CUSIP: 17302FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   47758688 | PA      | $48322240.93   | 0.33%             | 2031-06-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FHLMC                                                                 | FHLMC STACR REMIC Trust, Series 2021-DNA7, Class B1                                                           | CUSIP: 35564KND7<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |   27000000 | PA      | $27773093.70   | 0.19%             | 2041-11-25      | Floating      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Goat Holdco LLC                                                       | Goat Holdco LLC                                                                                               | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2414000 | PA      | $2455882.90    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Armenia                                                   | Republic of Armenia                                                                                           | CUSIP: 042207AD2<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    2760000 | PA      | $2475720.00    | 0.02%             | 2031-02-02      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                               | Civitas Resources, Inc.                                                                                       | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    5157000 | PA      | $5305119.35    | 0.04%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KW09, Class X2B                                                             | CUSIP: 30298GAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20000000 | PA      | $60514.00      | 0.00%             | 2029-06-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Trust, Inc.                                              | Arbor Realty Trust, Inc., Series QIB                                                                          | CUSIP: 038923AX6<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $14094416.01   | 0.10%             | 2026-09-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K109, Class X3                               | CUSIP: 3137FTG35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13770000 | PA      | $1848158.45    | 0.01%             | 2048-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                            | AMSR Trust, Series 2022-SFR1, Class E2                                                                        | CUSIP: 00179WAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9913000 | PA      | $9719524.01    | 0.07%             | 2039-03-17      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2019-BN20, Class D                                                                               | CUSIP: 06540AAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6721000 | PA      | $3844233.89    | 0.03%             | 2062-09-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                              | Sierra Timeshare Receivables Funding LLC, Series 2021-2A, Class D                                             | CUSIP: 82652RAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     506117 | PA      | $499151.78     | 0.00%             | 2038-09-20      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2020-K115, Class X2B                                                             | CUSIP: 302673AL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   60800000 | PA      | $242610.24     | 0.00%             | 2053-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                       | CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class AS                                                   | CUSIP: 12595JAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6663864.90    | 0.05%             | 2050-11-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K759, Class X3                               | CUSIP: 3137HJZV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4588679 | PA      | $1254668.27    | 0.01%             | 2057-02-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K130, Class X1                               | CUSIP: 3137H1YX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29828252 | PA      | $1453339.83    | 0.01%             | 2031-06-25      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust, Series 2015-C29, Class D                                               | CUSIP: 94989KBC6<br>LEI: 549300NYO16WLNMVJJ46 | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4224555.90    | 0.03%             | 2048-06-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2019-M28, Class XA2                                                                         | CUSIP: 3136B7GF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13341920 | PA      | $89080.00      | 0.00%             | 2030-02-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                      | Provident Funding Mortgage Trust, Series 2025-2, Class A1                                                     | CUSIP: 74389DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13581063 | PA      | $13775231.14   | 0.09%             | 2055-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| IRV Trust                                                             | IRV Trust, Series 2025-200P, Class D                                                                          | CUSIP: 45006HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4037604.80    | 0.03%             | 2047-03-14      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                      | Gray Media, Inc.                                                                                              | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    5177000 | PA      | $5100197.13    | 0.03%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                   | Petroleos Mexicanos                                                                                           | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    3200000 | PA      | $3135488.00    | 0.02%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Grene 2023-Senior                                                     | Grene 2023-Senior                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |    3123704 | PA      | $3143695.98    | 0.02%             | 2061-01-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class C                                  | CUSIP: 61764PBZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1171299 | PA      | $1131990.18    | 0.01%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                 | WR Grace Holdings LLC                                                                                         | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    7879000 | PA      | $7815604.62    | 0.05%             | 2027-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Service Corp. International                                           | Service Corp. International                                                                                   | CUSIP: 817565BT0<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     535000 | PA      | $555075.53     | 0.00%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd.                                             | Madison Park Funding Ltd., Series 2020-45A, Class CRR                                                         | CUSIP: 55820BAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5100000 | PA      | $5100948.60    | 0.03%             | 2034-07-15      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K743, Class X3                               | CUSIP: 3137H14E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $353569.00     | 0.00%             | 2049-06-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2016-56, Class ST                                                                         | CUSIP: 3136ATAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3985313 | PA      | $483175.75     | 0.00%             | 2046-08-25      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618J6CG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     909443 | PA      | $934615.45     | 0.01%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | U.S. Treasury 10 Year Note                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       4601 | NC      | $2367671.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO Ltd.                               | Neuberger Berman Loan Advisers CLO Ltd., Series 2019-34A, Class BR2                                           | CUSIP: 64132YBJ0<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |   11435000 | PA      | $11428859.41   | 0.08%             | 2039-07-20      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                | OCP SA                                                                                                        | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    2160000 | PA      | $2231906.40    | 0.02%             | 2054-05-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                             | First Student Bidco, Inc.                                                                                     | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2655000 | PA      | $2517061.86    | 0.02%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                | Lendmark Funding Trust, Series 2021-2A, Class C                                                               | CUSIP: 52604DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1100000 | PA      | $1033978.55    | 0.01%             | 2032-04-20      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | Forward Foreign Currency Contract                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2284.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, STRIPS, Series 421, Class 7                                                                             | CUSIP: 31397VEB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19777 | PA      | $611.14        | 0.00%             | 2030-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                    | Chemours Co. (The)                                                                                            | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    7871000 | PA      | $7579087.44    | 0.05%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2017-36, Class SL                                                                                | CUSIP: 38376MNL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5443126 | PA      | $801369.13     | 0.01%             | 2047-03-16      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-148                                                                                         | CUSIP: 38381DQ86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   64819906 | PA      | $5403413.32    | 0.04%             | 2063-10-16      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618H3JE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1360652 | PA      | $1412396.63    | 0.01%             | 2054-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                           | Allied Universal Holdco LLC                                                                                   | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3817000 | PA      | $3725218.71    | 0.03%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                        | Morgan Stanley Capital I Trust, Series 2020-L4, Class D                                                       | CUSIP: 61770KAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7175000 | PA      | $5336560.51    | 0.04%             | 2053-02-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                                   | Republic of Ecuador                                                                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |   11100000 | PA      | $10001100.00   | 0.07%             | 2030-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC STACR REMIC Trust, Series 2023-DNA2, Class B1                                                           | CUSIP: 35564KW70<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | CORP              | US        |    3350000 | PA      | $3789687.50    | 0.03%             | 2043-04-25      | Floating      | 11.95%                | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, Single Family, 30 Year                                                                               | CUSIP: 21H030690<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -432200000 | PA      | $-382681259.83 | -2.62%            | 2055-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                     | Standard Building Solutions, Inc.                                                                             | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    4266000 | PA      | $4353925.50    | 0.03%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RR Ltd.                                                               | RR Ltd., Series 2024-35A, Class A2                                                                            | CUSIP: 74988DAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4021164.00    | 0.03%             | 2040-01-15      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2020-K113, Class D                                                               | CUSIP: 30315KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26843404 | PA      | $17835858.20   | 0.12%             | 2053-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance issuance Trust                                        | Mariner Finance issuance Trust, Series 2024-BA, Class C                                                       | CUSIP: 56847GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3246000 | PA      | $3338366.23    | 0.02%             | 2038-11-20      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                        | Carnival Corp.                                                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    7362000 | PA      | $7483473.00    | 0.05%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                                    | Republic of Angola                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |   11400000 | PA      | $10787250.00   | 0.07%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2014-88, Class AJ                                                                                | CUSIP: 38378N7C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4866594 | PA      | $4334273.11    | 0.03%             | 2055-03-16      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-165, Class ZJ                                                                               | CUSIP: 38383AAH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5045617 | PA      | $3076690.29    | 0.02%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                              | PRPM LLC, Series 2024-8, Class A2                                                                             | CUSIP: 74448KAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2010016.60    | 0.01%             | 2029-12-25      | Variable      | 8.84%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                               | FHLMC STACR REMIC Trust, Series 2021-DNA5, Class B2                                                           | CUSIP: 35564KJB6<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |   19900000 | PA      | $23710179.37   | 0.16%             | 2034-01-25      | Floating      | 9.85%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                            | JPMBB Commercial Mortgage Securities Trust, Series 2013-C15, Class E                                          | CUSIP: 46640NAR9<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $1594560.00    | 0.01%             | 2045-11-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                              | PRET LLC, Series 2025-NPL4, Class A1                                                                          | CUSIP: 74136UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22010448 | PA      | $22261994.50   | 0.15%             | 2055-04-25      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KF60, Class B                                                               | CUSIP: 30308HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     401140 | PA      | $397508.85     | 0.00%             | 2026-02-25      | Floating      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| SES GLOBAL Americas Holdings, Inc.                                    | SES GLOBAL Americas Holdings, Inc.                                                                            | CUSIP: 78413KAB8<br>LEI: 5299000YGN3VJ3R60481 | Long             | DBT              | CORP              | US        |     110000 | PA      | $83357.27      | 0.00%             | 2044-03-25      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                          | GS Mortgage Securities Trust, Series 2015-GC30, Class D                                                       | CUSIP: 36250GAX3<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $2440000.00    | 0.02%             | 2050-05-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 20 Times Square Trust                                                 | 20 Times Square Trust, Series 2018-20TS, Class F                                                              | CUSIP: 90137LAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $537000.00     | 0.00%             | 2035-05-15      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KL05, Class CHG                                                             | CUSIP: 30311NAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10000000 | PA      | $8982695.00    | 0.06%             | 2029-02-25      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                                        | Univision Communications, Inc.                                                                                | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   12524000 | PA      | $12998997.75   | 0.09%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                    | United Rentals North America, Inc.                                                                            | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    3160000 | PA      | $3273064.80    | 0.02%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                      | NRG Energy, Inc.                                                                                              | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    7275000 | PA      | $6710535.66    | 0.05%             | 2031-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                              | Benchmark Mortgage Trust, Series 2019-B15, Class E                                                            | CUSIP: 08160KAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9150000 | PA      | $4992143.01    | 0.03%             | 2072-12-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                      | Barings CLO Ltd., Series 2022-3A, Class A2R                                                                   | CUSIP: 06762VAH9<br>LEI: 549300P3XUH38MXFT836 | Long             | ABS-CBDO         | CORP              | KY        |    5250000 | PA      | $5254630.50    | 0.04%             | 2037-10-20      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| EchoStar Corp.                                                        | EchoStar Corp.                                                                                                | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    9910000 | PA      | $10665637.50   | 0.07%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM Mortgage Trust, Series 2024-CBM, Class B                                                                 | CUSIP: 12674GAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5976000 | PA      | $6120216.42    | 0.04%             | 2041-12-10      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| James Hardie International Finance DAC                                | James Hardie International Finance DAC                                                                        | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |    2000000 | PA      | $1975049.26    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                             | Commercial Mortgage Trust, Series 2014-LC17, Class D                                                          | CUSIP: 12592MAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2113036 | PA      | $2028556.96    | 0.01%             | 2047-10-10      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| University of California                                              | University of California, Taxable Limited Project, Series 2015J                                               | CUSIP: 91412GXY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     100000 | PA      | $88847.29      | 0.00%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | U.S. Treasury 5 Year Note                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       7910 | NC      | $3602067.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Angola                                                    | Republic of Angola                                                                                            | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    3620000 | PA      | $3425425.00    | 0.02%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-167                                                                                         | CUSIP: 38381D2W9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   63028797 | PA      | $4486093.50    | 0.03%             | 2063-12-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                  | Republic of Colombia                                                                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2010000 | PA      | $2156730.00    | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                            | Outfront Media Capital LLC                                                                                    | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2979377.45    | 0.02%             | 2029-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 5148, Class PZ                                                                           | CUSIP: 3137H2V35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6496568 | PA      | $4103408.52    | 0.03%             | 2051-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                     | GLS Auto Receivables Issuer Trust, Series 2022-2A, Class E                                                    | CUSIP: 36265NAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10680000 | PA      | $10669903.13   | 0.07%             | 2029-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                     | Hertz Corp. (The)                                                                                             | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    8351000 | PA      | $8678392.60    | 0.06%             | 2029-07-15      | Fixed         | 12.62%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KG02, Class X1                               | CUSIP: 3137FPHS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23726143 | PA      | $723652.12     | 0.00%             | 2029-08-25      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Anchor Mortgage Trust                                                 | Anchor Mortgage Trust                                                                                         | CUSIP: 03332JAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7731204.00    | 0.05%             | 2031-03-25      | Variable      | 10.14%                | No            |                  3 | On Loan: No      |
| Sirius XM Radio LLC                                                   | Sirius XM Radio LLC                                                                                           | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    7925000 | PA      | $7889230.51    | 0.05%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K147, Class X3                               | CUSIP: 3137H8C74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15000000 | PA      | $3050085.00    | 0.02%             | 2050-06-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                   | Citigroup Mortgage Loan Trust, Inc., Series 2004-NCM2, Class 3CB2                                             | CUSIP: 17307GHE1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |       5587 | PA      | $5576.18       | 0.00%             | 2019-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618J7B74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5955370 | PA      | $6120205.86    | 0.04%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                     | Lamar Media Corp.                                                                                             | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2441000 | PA      | $2408100.93    | 0.02%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                                       | Moran Foods LLC, 1st Lien Term Loan                                                                           | CUSIP: 61647DAY8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     311726 | PA      | $311726.24     | 0.00%             | 2029-01-02      | Variable      | 12.73%                | No            |                  3 | On Loan: No      |
| GNMA                                                                  | GNMA II, Other                                                                                                | CUSIP: 3618FUSR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     319841 | PA      | $328676.72     | 0.00%             | 2063-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KC06, Class B                                                               | CUSIP: 30312MAL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7609000 | PA      | $7368396.57    | 0.05%             | 2026-09-25      | Variable      | 3.96%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class B                              | CUSIP: 46590RAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1859609.20    | 0.01%             | 2049-08-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                              | Comstock Resources, Inc.                                                                                      | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   12446000 | PA      | $12269830.60   | 0.08%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2023-46                                                                                          | CUSIP: 38381H5Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19753208 | PA      | $1522589.12    | 0.01%             | 2065-07-16      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2024-110, Class AS                                                                               | CUSIP: 38384QUB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18424365 | PA      | $1948575.54    | 0.01%             | 2054-07-20      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K740, Class X1                               | CUSIP: 3137F72D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  113927882 | PA      | $1397291.29    | 0.01%             | 2027-09-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618N5GR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   57100064 | PA      | $58782002.52   | 0.40%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                               | Banque Ouest Africaine de Developpement                                                                       | CUSIP: 06675QAE3<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | US        |    4800000 | PA      | $4872000.00    | 0.03%             | 2055-02-13      | Variable      | 8.20%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-40                                                                                          | CUSIP: 38380RE71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   47196324 | PA      | $2897349.27    | 0.02%             | 2063-02-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                             | FHLMC Seasoned Credit Risk Transfer Trust, Series 2021-2, Class BXS                                           | CUSIP: 35563P4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4889897 | PA      | $3626112.07    | 0.02%             | 2060-11-25      | Variable      | 13.09%                | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                | Santander Drive Auto Receivables Trust, Series 2024-3, Class D                                                | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12824000 | PA      | $13223881.82   | 0.09%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| MV24 Capital BV                                                       | MV24 Capital BV                                                                                               | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    3229531 | PA      | $3165263.53    | 0.02%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                              | PRET LLC, Series 2024-NPL7, Class A1                                                                          | CUSIP: 74136TAA6<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |   10683163 | PA      | $10694061.29   | 0.07%             | 2054-10-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Lendingpoint Asset Securitization Trust                               | Lendingpoint Asset Securitization Trust, Series 2022-A, Class D                                               | CUSIP: 52605AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17865664 | PA      | $10438457.11   | 0.07%             | 2029-06-15      | Fixed         | 4.54%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                            | iHeartCommunications, Inc.                                                                                    | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    8809804 | PA      | $7548124.22    | 0.05%             | 2029-05-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| OnDeck Asset Securitization Trust IV LLC                              | OnDeck Asset Securitization Trust LLC, Series 2024-2A, Class A                                                | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3100000 | PA      | $3107510.37    | 0.02%             | 2031-10-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust, Series 2017-C38, Class D                                               | CUSIP: 95001MAP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $3289465.80    | 0.02%             | 2050-07-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 19K-1514, Class C                                                                | CUSIP: 30315AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13000000 | PA      | $6214640.90    | 0.04%             | 2034-10-25      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618N5JF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11469999 | PA      | $11811234.58   | 0.08%             | 2055-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Magnetite XXVII Ltd.                                                  | Magnetite Ltd., Series 2020-27A, Class ER                                                                     | CUSIP: 55955FAE5<br>LEI: 5493003N6WY184N72D84 | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $6972952.00    | 0.05%             | 2034-10-20      | Floating      | 10.59%                | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-23, Class SE                                                                                | CUSIP: 38385DZN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31066046 | PA      | $2288216.22    | 0.02%             | 2055-02-20      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-22, Class AS                                                                                | CUSIP: 38385CX29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   34568466 | PA      | $2229209.78    | 0.02%             | 2055-02-20      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                | Cleveland-Cliffs, Inc.                                                                                        | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    1862000 | PA      | $1887580.16    | 0.01%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                     | Altar Bidco, Inc., 1st Lien Term Loan B                                                                       | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2778517 | PA      | $2771570.34    | 0.02%             | 2029-02-01      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-6                                                                                           | CUSIP: 38380NP78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12833017 | PA      | $735748.95     | 0.01%             | 2062-10-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                              | WESCO Distribution, Inc.                                                                                      | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    5329000 | PA      | $5486615.83    | 0.04%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-120                                                                                         | CUSIP: 38380PV76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7819359 | PA      | $455927.27     | 0.00%             | 2062-05-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                      | Jaguar Land Rover Automotive plc                                                                              | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $989918.20     | 0.01%             | 2027-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                 | WR Grace Holdings LLC                                                                                         | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    4019000 | PA      | $4007746.80    | 0.03%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                 | Coinbase Global, Inc.                                                                                         | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     982000 | PA      | $878933.60     | 0.01%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                       | CoreCivic, Inc.                                                                                               | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    4965000 | PA      | $5254797.12    | 0.04%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-169                                                                                         | CUSIP: 38380RFW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  349558277 | PA      | $21925903.10   | 0.15%             | 2062-07-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                  | Republic of Colombia                                                                                          | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     860000 | PA      | $888595.00     | 0.01%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2011-79, Class SD                                                                         | CUSIP: 3136A0WN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2585747 | PA      | $317398.40     | 0.00%             | 2041-08-25      | Floating      | 1.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | CDSCMBX                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    7500000 | PA      | $-720767.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2021-BN33, Class D                                                                               | CUSIP: 06541CAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3700000 | PA      | $2746300.21    | 0.02%             | 2064-05-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp.                                                    | Chord Energy Corp.                                                                                            | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    3081000 | PA      | $3159922.90    | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-28                                                                                          | CUSIP: 38380N3R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16877757 | PA      | $952541.81     | 0.01%             | 2061-11-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KW09, Class C                                                               | CUSIP: 30298GAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22210000 | PA      | $16295752.40   | 0.11%             | 2029-06-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2020-K105, Class D                                                               | CUSIP: 302975BJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33000000 | PA      | $21780359.70   | 0.15%             | 2053-03-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Rite Aid Corp.                                                        | Rite Aid Corp.                                                                                                | CUSIP: 767ESCAC0<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | USGA              | US        |    3890000 | PA      | $0.04          | 0.00%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2019-53, Class IA                                                                                | CUSIP: 38380M4K4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4192884 | PA      | $209151.13     | 0.00%             | 2061-06-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618H4BF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1227673 | PA      | $1274357.88    | 0.01%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-89, Class SC                                                                                | CUSIP: 38385GEN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29794258 | PA      | $3069577.29    | 0.02%             | 2055-05-20      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                    | BMO Mortgage Trust, Series 2024-5C7, Class A3                                                                 | CUSIP: 09660WAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7289317.00    | 0.05%             | 2057-11-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust                               | LendingPoint Asset Securitization Trust, Series 2020-REV1, Class D                                            | CUSIP: 52606YAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6500000 | PA      | $1343474.60    | 0.01%             | 2028-10-15      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 21K-F116, Class CS                                                               | CUSIP: 30320XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22944095 | PA      | $22820768.46   | 0.16%             | 2028-06-25      | Floating      | 10.74%                | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HKLD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2782293 | PA      | $2888098.62    | 0.02%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Loan Certificate Issuer Trust                             | LendingClub Loan Certificate Issuer Trust, Series 2022-P4, Class CERT                                         | CUSIP: 52608CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $1488560.00    | 0.01%             | 2037-06-15      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2020-K118, Class X2A                                                             | CUSIP: 30316TAN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  249041350 | PA      | $957962.46     | 0.01%             | 2053-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust                       | Multi-Family Connecticut Avenue Securities Trust, Series 2025-01, Class M1                                    | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20395598 | PA      | $20500865.85   | 0.14%             | 2055-05-25      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol SA                                                          | Ecopetrol SA                                                                                                  | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     855000 | PA      | $629493.75     | 0.00%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                            | Democratic Socialist Republic of Sri Lanka                                                                    | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     310770 | PA      | $285908.40     | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2013-182, Class MS                                                                               | CUSIP: 38378PFB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6458191 | PA      | $745875.83     | 0.01%             | 2043-12-20      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2020-KF74, Class B                                                               | CUSIP: 30313MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     742375 | PA      | $734992.39     | 0.01%             | 2027-01-25      | Floating      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                                           | Commonwealth of the Bahamas                                                                                   | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    6247000 | PA      | $6450027.50    | 0.04%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADUJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   86494460 | PA      | $88889453.93   | 0.61%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                            | JPMBB Commercial Mortgage Securities Trust, Series 2015-C33, Class C                                          | CUSIP: 46645JAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3350000 | PA      | $3178656.21    | 0.02%             | 2048-12-15      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                       | 1261229 BC Ltd., 1st Lien Term Loan                                                                           | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    4535000 | PA      | $4468244.80    | 0.03%             | 2030-10-08      | Variable      | 10.57%                | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                    | BMO Mortgage Trust, Series 2024-C9, Class XA                                                                  | CUSIP: 05593MAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   80058183 | PA      | $5113884.55    | 0.04%             | 2057-07-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                      | CSC Holdings LLC, 1st Lien Term Loan                                                                          | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    3432160 | PA      | $3418740.20    | 0.02%             | 2028-01-18      | Variable      | 8.86%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                           | Crescent Energy Finance LLC                                                                                   | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    9041000 | PA      | $9407874.74    | 0.06%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2017-BNK6, Class D                                                                               | CUSIP: 060352AV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3195000 | PA      | $2657306.74    | 0.02%             | 2060-07-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Venator Materials LLC                                                 | Venator Materials LLC, 1st Lien Term Loan                                                                     | CUSIP: L9632YAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2373183 | PA      | $1661228.40    | 0.01%             | 2028-10-12      | Variable      | 14.32%                | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2025-11, Class SB                                                                         | CUSIP: 3136BUZ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31735995 | PA      | $2462627.56    | 0.02%             | 2055-03-25      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618H03N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     290110 | PA      | $301517.76     | 0.00%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                  | Frontier Communications Holdings LLC                                                                          | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9233000 | PA      | $9230363.98    | 0.06%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2024-52, Class A                                                                                 | CUSIP: 38381J8E0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4871212 | PA      | $4816184.74    | 0.03%             | 2056-03-16      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2018-KW06, Class B                                                               | CUSIP: 30306WAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6326000 | PA      | $6093756.09    | 0.04%             | 2028-06-25      | Variable      | 4.43%                 | Yes           |                  2 | On Loan: No      |
| SBALR Commercial Mortgage Trust                                       | SBALR Commercial Mortgage Trust, Series 2020-RR1, Class XA                                                    | CUSIP: 78397EAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   77838392 | PA      | $3188400.66    | 0.02%             | 2053-02-13      | Variable      | 1.36%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO Ltd.                                                     | Symphony CLO Ltd., Series 2021-29A, Class BR                                                                  | CUSIP: 87168GAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14225000 | PA      | $14225000.00   | 0.10%             | 2035-10-15      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                               | Civitas Resources, Inc.                                                                                       | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1555909.28    | 0.01%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                        | Anywhere Real Estate Group LLC                                                                                | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2487000 | PA      | $2304254.49    | 0.02%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                     | Credit Acceptance Auto Loan Trust, Series 2023-3A, Class B                                                    | CUSIP: 224936AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2295000 | PA      | $2351426.94    | 0.02%             | 2033-10-17      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3617HX4Y0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      72902 | PA      | $70457.25      | 0.00%             | 2049-04-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                                 | OneMain Direct Auto Receivables Trust, Series 2025-1A, Class D                                                | CUSIP: 682684AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7104000 | PA      | $7304602.75    | 0.05%             | 2037-07-14      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                      | Gray Media, Inc.                                                                                              | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   13176000 | PA      | $14341430.38   | 0.10%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | CDSCMBX                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   20000000 | PA      | $-1734002.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA UMBS, 30 Year                                                                                            | CUSIP: 3140QS4W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19805057 | PA      | $20744449.43   | 0.14%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                            | FHLMC UMBS, 30 Year                                                                                           | CUSIP: 3132DTUC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38376578 | PA      | $39414023.67   | 0.27%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                 | California Infrastructure and Economic Development Bank, Brightline West Passenger Rail Project, Series 2025A | CUSIP: 13034A6B1<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    9900000 | PA      | $9098031.69    | 0.06%             | 2065-01-01      | Variable      | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Termocandelaria Power SA                                              | Termocandelaria Power SA                                                                                      | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |    3440000 | PA      | $3543200.00    | 0.02%             | 2031-09-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                         | UBS Commercial Mortgage Trust, Series 2017-C3, Class AS                                                       | CUSIP: 90276GAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3874211.60    | 0.03%             | 2050-08-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                   | Exeter Automobile Receivables Trust, Series 2022-1A, Class E                                                  | CUSIP: 30167JAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1330000 | PA      | $1308360.90    | 0.01%             | 2029-10-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                 | Clydesdale Acquisition Holdings, Inc.                                                                         | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    6262000 | PA      | $6433986.64    | 0.04%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | Euro-Buxl 30 Year Bond                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -795 | NC      | $4205600.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HIN Timeshare Trust                                                   | HIN Timeshare Trust, Series 2020-A, Class B                                                                   | CUSIP: 40439HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     696428 | PA      | $673770.08     | 0.00%             | 2039-10-09      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                              | Lumen Technologies, Inc.                                                                                      | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    1064365 | PA      | $1078093.74    | 0.01%             | 2032-10-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Block, Inc.                                                           | Block, Inc.                                                                                                   | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    3031000 | PA      | $3098292.38    | 0.02%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd.                                             | Madison Park Funding Ltd., Series 2019-37A, Class D1A                                                         | CUSIP: 55817EBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2003688.00    | 0.01%             | 2037-04-15      | Floating      | 8.07%                 | Yes           |                  2 | On Loan: No      |
| ReadyCap Holdings LLC                                                 | ReadyCap Holdings LLC, Series QIB                                                                             | CUSIP: 755763AC3<br>LEI: 549300W908MAGNC9E420 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19121416.20   | 0.13%             | 2026-10-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Venator Materials LLC                                                 | Venator Materials LLC, 1st Lien Term Loan B                                                                   | CUSIP: L9632YAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1448341 | PA      | $1375923.84    | 0.01%             | 2026-07-16      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                        | EchoStar Corp.                                                                                                | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    4807074 | PA      | $4742515.00    | 0.03%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 5151, Class KZ                                                                           | CUSIP: 3137H3G97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4555407 | PA      | $2906008.64    | 0.02%             | 2051-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-88                                                                                          | CUSIP: 38381DET3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   90637144 | PA      | $5539597.22    | 0.04%             | 2062-09-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                         | SM Energy Co.                                                                                                 | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    2864000 | PA      | $2858835.64    | 0.02%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                          | GS Mortgage Securities Trust, Series 2019-GC40, Class E                                                       | CUSIP: 36257HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4950000 | PA      | $3183843.96    | 0.02%             | 2052-07-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2020-K739, Class X2B                                                             | CUSIP: 30289SAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31000000 | PA      | $52200.90      | 0.00%             | 2053-11-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Series 2021-MN2, Class B1                                                                              | CUSIP: 35563JAC7<br>LEI: 549300OXOJE8K5OHDX86 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1999984.00    | 0.01%             | 2041-07-25      | Floating      | 9.85%                 | Yes           |                  2 | On Loan: No      |
| PRM5 Trust                                                            | PRM5 Trust, Series 2025-PRM5, Class A                                                                         | CUSIP: 693980AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8695000 | PA      | $8679845.48    | 0.06%             | 2033-03-10      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                             | Commercial Mortgage Trust, Series 2015-LC23, Class D                                                          | CUSIP: 12636FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1725594.60    | 0.01%             | 2048-10-10      | Variable      | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                   | Nexstar Media, Inc.                                                                                           | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    9936000 | PA      | $9753319.68    | 0.07%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Honduras                                                  | Republic of Honduras                                                                                          | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    3660000 | PA      | $3899730.00    | 0.03%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                        | Raven Acquisition Holdings LLC                                                                                | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2981000 | PA      | $3036789.42    | 0.02%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| IRV Trust                                                             | IRV Trust, Series 2025-200P, Class B                                                                          | CUSIP: 45006HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27350000 | PA      | $27418670.38   | 0.19%             | 2047-03-14      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                     | Credit Acceptance Auto Loan Trust, Series 2024-1A, Class C                                                    | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7860000 | PA      | $8099042.25    | 0.06%             | 2034-07-17      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Upstart Pass-Through Trust                                            | Upstart Pass-Through Trust, Series 2021-PT4, Class A                                                          | CUSIP: 91683GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     346805 | PA      | $309300.42     | 0.00%             | 2030-01-20      | Variable      | 20.47%                | Yes           |                  3 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2025-69, Class Z                                                                          | CUSIP: 3136BWD29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12500717 | PA      | $12343286.47   | 0.08%             | 2055-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARS-DB4 LP                                                           | CARS-DB4 LP, Series 2020-1A, Class B2                                                                         | CUSIP: 12510HAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4290000 | PA      | $4162261.39    | 0.03%             | 2050-02-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                        | Carnival Corp.                                                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    9648000 | PA      | $9907569.79    | 0.07%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K095, Class XAM                              | CUSIP: 3137FNAJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9000000 | PA      | $396917.10     | 0.00%             | 2029-06-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2024-128, Class SA                                                                               | CUSIP: 38384UML0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31604243 | PA      | $2846101.18    | 0.02%             | 2054-08-20      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| BMARK                                                                 | BMARK, Series 2023-V4, Class A3                                                                               | CUSIP: 081926AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28900000 | PA      | $30775630.23   | 0.21%             | 2056-11-15      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                   | Starwood Mortgage Residential Trust, Series 2020-INV1, Class B2                                               | CUSIP: 85573EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1150000 | PA      | $980686.88     | 0.01%             | 2055-11-25      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                   | Citigroup Commercial Mortgage Trust, Series 2016-P6, Class D                                                  | CUSIP: 17291EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1416457.00    | 0.01%             | 2049-12-10      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618J6BD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     864213 | PA      | $898196.68     | 0.01%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                     | CD Mortgage Trust, Series 2016-CD1, Class C                                                                   | CUSIP: 12514MBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2001759.00    | 0.01%             | 2049-08-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | CDS                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    7721000 | PA      | $-196965.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Esab Corp.                                                            | Esab Corp.                                                                                                    | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2663074.26    | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bond                                    | Sultanate of Oman Government Bond                                                                             | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    6200000 | PA      | $6833578.00    | 0.05%             | 2051-01-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-161, Class X3                              | CUSIP: 3137HB3A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8038000 | PA      | $2680884.40    | 0.02%             | 2033-11-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K092, Class X3                               | CUSIP: 3137FLYY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  103000000 | PA      | $7576319.50    | 0.05%             | 2047-05-25      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-5                                                                                           | CUSIP: 38380RSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6089321 | PA      | $480286.08     | 0.00%             | 2061-01-16      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| ACC Trust                                                             | ACC Trust, Series 2022-1, Class D                                                                             | CUSIP: 00091HAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9131000 | PA      | $91.31         | 0.00%             | 2028-10-20      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 4212, Class MI                                                                           | CUSIP: 3137B2RB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     737642 | PA      | $62030.20      | 0.00%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-23, Class SL                                                                                | CUSIP: 38385DYZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   55886112 | PA      | $4265708.66    | 0.03%             | 2055-02-20      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, Single Family, 30 Year                                                                               | CUSIP: 21H042695<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -659000000 | PA      | $-634602080.24 | -4.35%            | 2055-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CFIN 2022-RTL1 Issuer LLC                                             | CFIN 2022-RTL1 Issuer LLC, Class A                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    4474093 | PA      | $4474092.77    | 0.03%             | 2027-08-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2022-210                                                                                         | CUSIP: 38381HL25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   33925088 | PA      | $2095919.11    | 0.01%             | 2064-07-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                               | FHLMC STACR REMIC Trust, Series 2021-DNA1, Class B2                                                           | CUSIP: 35564KBE8<br>LEI: 5493000IT1PBTE7DAT80 | Long             | ABS-MBS          | CORP              | US        |    9000000 | PA      | $9962082.90    | 0.07%             | 2051-01-25      | Floating      | 9.10%                 | Yes           |                  2 | On Loan: No      |
| FNMA/FHLMC                                                            | FNMA/FHLMC UMBS, Single Family, 30 Year                                                                       | CUSIP: 01F0226A8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -132900000 | PA      | $-110320033.50 | -0.76%            | 2055-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-145                                                                                         | CUSIP: 38380P2T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   33988992 | PA      | $1788612.92    | 0.01%             | 2063-03-16      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                     | CD Mortgage Trust, Series 2017-CD4, Class D                                                                   | CUSIP: 12515DAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3550000 | PA      | $2998666.19    | 0.02%             | 2050-05-10      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Shackleton CLO Ltd.                                                   | Shackleton CLO Ltd., Series 2019-15A, Class BR                                                                | CUSIP: 81883MAN3<br>LEI: 549300O6RVX5OXLL7335 | Long             | ABS-CBDO         | CORP              | KY        |    3650623 | PA      | $3653977.92    | 0.03%             | 2032-01-15      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| New Evhc Physical Equity                                              | New Evhc Physical Equity                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        982 | NS      | $16841.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2018-BN14, Class XB                                                                              | CUSIP: 06035RAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  132263000 | PA      | $348050.08     | 0.00%             | 2060-09-15      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer, Inc.                                               | BCPE Pequod Buyer, Inc., 1st Lien Term Loan                                                                   | CUSIP: 05624AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4923660 | PA      | $4928042.06    | 0.03%             | 2031-11-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC STACR REMIC Trust, Series 2022-DNA5, Class M2                                                           | CUSIP: 35564KYW3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |   12000000 | PA      | $13155000.00   | 0.09%             | 2042-06-25      | Floating      | 11.10%                | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                          | American Credit Acceptance Receivables Trust, Series 2024-2, Class D                                          | CUSIP: 02531BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9856000 | PA      | $10139930.66   | 0.07%             | 2030-04-12      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                                    | MIWD Holdco II LLC, 1st Lien Term Loan                                                                        | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |    2977444 | PA      | $2989085.41    | 0.02%             | 2031-03-28      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HTWN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     429329 | PA      | $446101.75     | 0.00%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                        | Cascade Funding Mortgage Trust, Series 2021-FRR1, Class AK99                                                  | CUSIP: 12529YCG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $6396744.00    | 0.04%             | 2029-09-29      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                 | Lehman Mortgage Trust, Series 2007-7, Class 5A7                                                               | CUSIP: 52519BBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10942039 | PA      | $4758649.08    | 0.03%             | 2037-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                            | JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class C                                          | CUSIP: 46644YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $3918050.00    | 0.03%             | 2048-08-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HAJS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3136575 | PA      | $3259695.98    | 0.02%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                       | Madison IAQ LLC                                                                                               | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   11416000 | PA      | $11098312.13   | 0.08%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2018-K156, Class X2A                                                             | CUSIP: 302957AL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  147329006 | PA      | $742022.54     | 0.01%             | 2036-07-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2020-KSG1, Class X2A                                                             | CUSIP: 30316JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  133860308 | PA      | $504225.01     | 0.00%             | 2030-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2016-90, Class IN                                                                         | CUSIP: 3136AUMX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     251175 | PA      | $40053.30      | 0.00%             | 2046-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-150                                                                                         | CUSIP: 38380RBL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   81203945 | PA      | $5701410.15    | 0.04%             | 2062-12-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                    | BMO Mortgage Trust, Series 2023-C7, Class A5                                                                  | CUSIP: 05593FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10900000 | PA      | $11711661.96   | 0.08%             | 2056-12-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                             | Republic of Cote d'Ivoire                                                                                     | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1488000 | PA      | $1478253.60    | 0.01%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Grene Energy Senio                                                    | Grene Energy Senio                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     268791 | PA      | $220059.40     | 0.00%             | 2061-01-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Kenya                                                     | Republic of Kenya                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |    3500000 | PA      | $3392270.00    | 0.02%             | 2032-05-22      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                | Arab Republic of Egypt                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    6200000 | PA      | $6311600.00    | 0.04%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                               | Belron Finance 2019 LLC, 1st Lien Term Loan                                                                   | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    1835181 | PA      | $1842980.10    | 0.01%             | 2031-10-16      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 4919, Class SH                                                                           | CUSIP: 3137FPA39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8251732 | PA      | $942498.75     | 0.01%             | 2049-09-25      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K070, Class X3                               | CUSIP: 3137FCJN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42244907 | PA      | $1800701.83    | 0.01%             | 2044-12-25      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                  | LHOME Mortgage Trust, Series 2025-RTL1, Class A1                                                              | CUSIP: 50205UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4975000 | PA      | $5010775.72    | 0.03%             | 2040-01-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                         | Bridgecrest Lending Auto Securitization Trust, Series 2024-2, Class E                                         | CUSIP: 10805MAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $10561578.00   | 0.07%             | 2031-01-15      | Fixed         | 8.21%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                                    | Vodafone Group plc                                                                                            | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    3300000 | PA      | $3482080.80    | 0.02%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-42                                                                                          | CUSIP: 38381MBQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  156482560 | PA      | $7492384.98    | 0.05%             | 2065-11-16      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618JSF82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9972852 | PA      | $10248889.96   | 0.07%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                  | LHOME Mortgage Trust, Series 2024-RTL3, Class A1                                                              | CUSIP: 50205GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13810000 | PA      | $13964962.01   | 0.10%             | 2029-05-25      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Transocean, Inc.                                                      | Transocean, Inc.                                                                                              | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    1143750 | PA      | $1210872.11    | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | CDSCMBX                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   10000000 | PA      | $-802356.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                           | INEOS Quattro Finance 2 plc                                                                                   | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    2005000 | PA      | $2009655.91    | 0.01%             | 2029-03-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                                    | Ballyrock CLO Ltd., Series 2020-2A, Class A2R                                                                 | CUSIP: 05875DAL6<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |    4420000 | PA      | $4428548.28    | 0.03%             | 2031-10-20      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 5052, Class EI                                                                           | CUSIP: 3137F7HC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24360167 | PA      | $4114195.95    | 0.03%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2020-M4, Class 1X2                                                                          | CUSIP: 3136B8TR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13144669 | PA      | $181429.30     | 0.00%             | 2028-02-25      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                                 | Telenet Finance Luxembourg Notes SARL                                                                         | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |    2400000 | PA      | $2384926.54    | 0.02%             | 2028-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                          | GS Mortgage Securities Trust, Series 2020-GC45, Class XA                                                      | CUSIP: 36258YBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   69481499 | PA      | $1509874.66    | 0.01%             | 2053-02-13      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                     | GLS Auto Receivables Issuer Trust, Series 2024-4A, Class D                                                    | CUSIP: 36270YAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12035000 | PA      | $12338142.39   | 0.08%             | 2030-07-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                       | Hertz Vehicle Financing LLC, Series 2023-4A, Class D                                                          | CUSIP: 42806MCH0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    3200000 | PA      | $3348091.20    | 0.02%             | 2030-03-25      | Fixed         | 9.44%                 | Yes           |                  2 | On Loan: No      |
| Compass Minerals International, Inc.                                  | Compass Minerals International, Inc.                                                                          | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1354550.58    | 0.01%             | 2030-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-23, Class IA                                                                                | CUSIP: 38382NVT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   68100400 | PA      | $10221563.60   | 0.07%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ACC Trust                                                             | ACC Trust, Series 2021-1, Class D                                                                             | CUSIP: 00091KAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5190251 | PA      | $1648693.03    | 0.01%             | 2027-03-22      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SREIT Trust                                                           | SREIT Trust, Series 2021-MFP, Class G                                                                         | CUSIP: 78472UAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10904940 | PA      | $10899553.61   | 0.07%             | 2038-11-15      | Floating      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                            | JPMDB Commercial Mortgage Securities Trust, Series 2019-COR6, Class D                                         | CUSIP: 48129RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9875000 | PA      | $4923472.56    | 0.03%             | 2052-11-13      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                                              | Foundation Finance Trust, Series 2019-1A, Class C                                                             | CUSIP: 35041JAC9<br>LEI: 5493002KPTN6JUQ40J20 | Long             | ABS-O            | CORP              | US        |    3055000 | PA      | $3053617.92    | 0.02%             | 2034-11-15      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K120, Class X3                               | CUSIP: 3137F72S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38372365 | PA      | $4488922.05    | 0.03%             | 2048-11-25      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                | Lendmark Funding Trust, Series 2024-2A, Class A                                                               | CUSIP: 52590AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4646000 | PA      | $4647260.00    | 0.03%             | 2034-02-21      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-162, Class NZ                                                                               | CUSIP: 38383AD76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4927490 | PA      | $3054599.74    | 0.02%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                   | NuStar Logistics LP                                                                                           | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    6497000 | PA      | $6531732.96    | 0.04%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Series 2023-MN7, Class M2                                                                              | CUSIP: 35563QAB3<br>LEI: 529900NYZHC090WEXH18 | Long             | ABS-MBS          | USGSE             | US        |   10000000 | PA      | $10429317.00   | 0.07%             | 2043-09-25      | Floating      | 10.05%                | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                            | FHLMC UMBS, 30 Year                                                                                           | CUSIP: 3132E0ZE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15636340 | PA      | $16402095.14   | 0.11%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust, Series 2017-RB1, Class D                                               | CUSIP: 95000TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $886487.55     | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                | OCP SA                                                                                                        | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |    2500000 | PA      | $1969650.00    | 0.01%             | 2051-06-23      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2020-M33, Class X                                                                           | CUSIP: 3136BBAL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28379735 | PA      | $584015.22     | 0.00%             | 2028-06-25      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                                | Cascade MH Asset Trust, Series 2022-MH1, Class A                                                              | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8242787 | PA      | $8022068.79    | 0.05%             | 2054-08-25      | Variable      | 4.25%                 | Yes           |                  3 | On Loan: No      |
| Matador Resources Co.                                                 | Matador Resources Co.                                                                                         | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    7148000 | PA      | $7200839.80    | 0.05%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                              | Lumen Technologies, Inc.                                                                                      | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    2412040 | PA      | $2363799.20    | 0.02%             | 2030-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                          | BX Commercial Mortgage Trust, Series 2024-MF, Class A                                                         | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7942527 | PA      | $7952455.44    | 0.05%             | 2039-02-15      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                  | LHOME Mortgage Trust, Series 2023-RTL2, Class A1                                                              | CUSIP: 50205BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2173109 | PA      | $2174198.47    | 0.01%             | 2028-06-25      | Variable      | 8.00%                 | Yes           |                  3 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 19K-1511, Class C                                                                | CUSIP: 30309KAN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18000000 | PA      | $8749816.20    | 0.06%             | 2034-04-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                     | Affirm Asset Securitization Trust, Series 2024-B, Class D                                                     | CUSIP: 00835AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5300000 | PA      | $5299756.20    | 0.04%             | 2029-09-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Upstart Pass-Through Trust                                            | Upstart Pass-Through Trust, Series 2021-ST9, Class CERT                                                       | CUSIP: 91683MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2830000 | PA      | $681039.50     | 0.00%             | 2029-11-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 5578, Class ZC                                                                           | CUSIP: 3137HMVR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15265000 | PA      | $15036025.00   | 0.10%             | 2055-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                              | Lumen Technologies, Inc., 1st Lien Term Loan B-1                                                              | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    2339039 | PA      | $2323460.72    | 0.02%             | 2029-04-16      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KF58, Class B                                                               | CUSIP: 302986AC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     337716 | PA      | $335401.02     | 0.00%             | 2026-01-25      | Floating      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Repo Buyer RRI Trust                                                  | Repo Buyer RRI Trust                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |    4305759 | PA      | $3756774.66    | 0.03%             | 2055-04-14      | Fixed         | 3.06%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2024-110, Class SC                                                                               | CUSIP: 38384QTR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20848388 | PA      | $1831101.40    | 0.01%             | 2054-07-20      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-144                                                                                         | CUSIP: 38381DP87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29326937 | PA      | $1795494.77    | 0.01%             | 2063-04-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HPG30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     403135 | PA      | $416271.66     | 0.00%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                             | Commercial Mortgage Trust, Series 2015-CR25, Class D                                                          | CUSIP: 12593PBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $940020.00     | 0.01%             | 2048-08-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                             | Ford Motor Credit Co. LLC                                                                                     | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2816000 | PA      | $2991750.39    | 0.02%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                      | Barings CLO Ltd., Series 2022-1A, Class B                                                                     | CUSIP: 06760DAC2<br>LEI: 54930077KYY3RXLTEG63 | Long             | ABS-CBDO         | CORP              | KY        |    2600000 | PA      | $2605709.60    | 0.02%             | 2035-04-15      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Brightstar Lottery plc                                                | Brightstar Lottery plc                                                                                        | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    3480000 | PA      | $3514914.84    | 0.02%             | 2027-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                             | Ford Motor Credit Co. LLC                                                                                     | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2081546.68    | 0.01%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                             | Republic of Serbia                                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |    1300000 | PA      | $1331200.00    | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1510, Class X3                             | CUSIP: 3137FL2P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     200000 | PA      | $42967.76      | 0.00%             | 2037-01-25      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                       | Permian Resources Operating LLC                                                                               | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2300496.80    | 0.02%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                       | Hertz Vehicle Financing LLC, Series 2023-2A, Class D                                                          | CUSIP: 42806MBZ1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    4600000 | PA      | $4800594.96    | 0.03%             | 2029-09-25      | Fixed         | 9.40%                 | Yes           |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                   | DBGS Mortgage Trust, Series 2018-C1, Class D                                                                  | CUSIP: 23307DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $705997.50     | 0.00%             | 2051-10-15      | Variable      | 3.04%                 | Yes           |                  2 | On Loan: No      |
| Republic of Costa Rica                                                | Republic of Costa Rica                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |    1000000 | PA      | $1040310.00    | 0.01%             | 2044-04-04      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                     | Credit Acceptance Auto Loan Trust, Series 2024-1A, Class B                                                    | CUSIP: 22537GAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5988000 | PA      | $6101824.10    | 0.04%             | 2034-05-15      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Series 2021-MN3, Class B1                                                                              | CUSIP: 35563GAC3<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | USGSE             | US        |    3500000 | PA      | $3710883.75    | 0.03%             | 2051-11-25      | Floating      | 11.20%                | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                               | RHP Hotel Properties LP                                                                                       | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1934976.84    | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618H96T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     895795 | PA      | $921685.90     | 0.01%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                                | Marlette Funding Trust, Series 2023-3A, Class D                                                               | CUSIP: 57109RAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3590000 | PA      | $3712500.13    | 0.03%             | 2033-09-15      | Fixed         | 8.04%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                                   | Expand Energy Corp.                                                                                           | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1124000 | PA      | $1094026.97    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                   | American Axle & Manufacturing, Inc.                                                                           | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    9610000 | PA      | $9071287.43    | 0.06%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                  | Republic of Paraguay                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    5475000 | PA      | $5398350.00    | 0.04%             | 2044-08-11      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                | Lendmark Funding Trust, Series 2025-2A, Class C                                                               | CUSIP: 52603GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13600000 | PA      | $13707399.20   | 0.09%             | 2034-10-20      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                              | Boost Newco Borrower LLC, 1st Lien Term Loan B-2                                                              | CUSIP: 92943EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2393985 | PA      | $2394583.53    | 0.02%             | 2031-01-31      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                           | Federal Republic of Nigeria                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    5400000 | PA      | $5408424.00    | 0.04%             | 2027-11-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                | Velocity Commercial Capital Loan Trust, Series 2018-2, Class M3                                               | CUSIP: 92259BAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     139678 | PA      | $130044.13     | 0.00%             | 2048-10-26      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618N5C80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   94270371 | PA      | $97102637.08   | 0.67%             | 2054-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust, Series 2019-C52, Class XA                                              | CUSIP: 95002MAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13890302 | PA      | $669598.66     | 0.00%             | 2052-08-15      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KF67, Class B                                                               | CUSIP: 30298NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2354681 | PA      | $2235162.05    | 0.02%             | 2029-08-25      | Floating      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| BMD2 Re-Remic Trust                                                   | BMD2 Re-REMIC Trust, Series 2019-FRR1, Class 3AB                                                              | CUSIP: 055631EU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10499000 | PA      | $8986615.90    | 0.06%             | 2052-05-25      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 5387, Class KB                                                                           | CUSIP: 3137HBSQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9906690 | PA      | $10453482.82   | 0.07%             | 2054-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618K5XX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1163905 | PA      | $1196192.21    | 0.01%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 4149                                                                                     | CUSIP: 3137AXRF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     160323 | PA      | $10298.61      | 0.00%             | 2033-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                           | IQVIA, Inc.                                                                                                   | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    2703000 | PA      | $2700516.48    | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q014, Class X                                | CUSIP: 3137F72J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5149759 | PA      | $747193.41     | 0.01%             | 2055-10-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                       | TransDigm, Inc.                                                                                               | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   18017000 | PA      | $18446399.16   | 0.13%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618F9X88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     986159 | PA      | $1023661.20    | 0.01%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HSHV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     828877 | PA      | $864008.04     | 0.01%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                  | FirstKey Homes Trust, Series 2022-SFR2, Class F1                                                              | CUSIP: 33767PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $9668272.00    | 0.07%             | 2039-07-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple      | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                              | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    2523813 | PA      | $2593798.16    | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                                    | FS Luxembourg Sarl                                                                                            | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    2510000 | PA      | $2560651.80    | 0.02%             | 2033-06-25      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618H96M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     429170 | PA      | $447357.95     | 0.00%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                             | Vistra Operations Co. LLC                                                                                     | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   13831000 | PA      | $13793653.53   | 0.09%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618GREW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1658985 | PA      | $1722072.42    | 0.01%             | 2054-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                          | Fibercop SpA, Series 2033                                                                                     | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    3705000 | PA      | $3637202.06    | 0.02%             | 2033-11-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Altice France Holding SA                                              | Altice France Holding SA                                                                                      | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    2265000 | PA      | $815330.31     | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                         | SM Energy Co.                                                                                                 | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $2437402.22    | 0.02%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HCFT                                                                  | HCFT                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6930000.00    | 0.05%             | 2026-01-13      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| Visio Trust                                                           | Visio Trust, Series 2019-2, Class B1                                                                          | CUSIP: 92837DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     820000 | PA      | $762008.86     | 0.01%             | 2054-11-25      | Variable      | 3.91%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                            | Outfront Media Capital LLC                                                                                    | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4908000 | PA      | $4868131.33    | 0.03%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Series 2025-MN10, Class M2                                                                             | CUSIP: 35563UAB4<br>LEI: 529900M14O2Z3FO2N217 | Long             | ABS-MBS          | USGSE             | US        |    6900000 | PA      | $6885053.91    | 0.05%             | 2045-02-25      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K116, Class X3                               | CUSIP: 3137FWHW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23000000 | PA      | $2872881.70    | 0.02%             | 2047-09-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                  | Xerox Holdings Corp.                                                                                          | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    4240000 | PA      | $2751260.82    | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HAN76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     542359 | PA      | $562984.16     | 0.00%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                               | FHLMC STACR REMIC Trust, Series 2022-DNA4, Class M1B                                                          | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4152095.20    | 0.03%             | 2042-05-25      | Floating      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618N5EX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  187763630 | PA      | $193294481.57  | 1.32%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                                 | Miter Brands Acquisition Holdco, Inc.                                                                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3510000 | PA      | $3618329.13    | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618J92E5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2066724 | PA      | $2123928.10    | 0.01%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                | Velocity Commercial Capital Loan Trust, Series 2019-1, Class A                                                | CUSIP: 92257CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     904235 | PA      | $871918.24     | 0.01%             | 2049-03-25      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class X3                               | CUSIP: 3137FL6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   94986525 | PA      | $6790672.16    | 0.05%             | 2047-02-25      | Variable      | 2.43%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                              | Venture Global LNG, Inc.                                                                                      | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2335000 | PA      | $2567131.69    | 0.02%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Stagwell Global LLC                                                   | Stagwell Global LLC                                                                                           | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    7015000 | PA      | $6766062.20    | 0.05%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                    | BMO Mortgage Trust, Series 2023-5C1, Class A3                                                                 | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   39786000 | PA      | $41929200.21   | 0.29%             | 2056-08-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                     | HSBC Holdings plc                                                                                             | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6831000 | PA      | $6334742.20    | 0.04%             | 2030-12-17      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                         | Novelis Corp.                                                                                                 | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    3134000 | PA      | $3166192.42    | 0.02%             | 2033-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                                    | Republic of Angola                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    3200000 | PA      | $3149000.00    | 0.02%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                                 | Cantor Commercial Real Estate Lending, Series 2019-CF2, Class E                                               | CUSIP: 12528YAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2300000 | PA      | $1785803.03    | 0.01%             | 2052-11-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-56                                                                                          | CUSIP: 38380PGL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   44191622 | PA      | $2911383.83    | 0.02%             | 2061-11-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Series 2023-MN7, Class B1                                                                              | CUSIP: 35563QAC1<br>LEI: 529900NYZHC090WEXH18 | Long             | ABS-MBS          | USGSE             | US        |   11000000 | PA      | $12152559.10   | 0.08%             | 2043-09-25      | Floating      | 13.20%                | Yes           |                  2 | On Loan: No      |
| Octagon 64 Ltd.                                                       | Octagon Ltd., Series 2022-1A, Class DR                                                                        | CUSIP: 67579ABE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14900000 | PA      | $14872420.10   | 0.10%             | 2037-07-21      | Floating      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                          | Royal Caribbean Cruises Ltd.                                                                                  | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   10377000 | PA      | $10709894.16   | 0.07%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618JWEK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     630153 | PA      | $647595.03     | 0.00%             | 2054-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-120, Class SH                                                                               | CUSIP: 38381N7N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4863050 | PA      | $5122977.74    | 0.04%             | 2055-07-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Mariner Finance issuance Trust                                        | Mariner Finance issuance Trust, Series 2024-BA, Class A                                                       | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $10192728.00   | 0.07%             | 2038-11-20      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                 | Westlake Automobile Receivables Trust, Series 2024-1A, Class D                                                | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2304000 | PA      | $2349143.42    | 0.02%             | 2029-10-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                             | Commercial Mortgage Trust, Series 2018-COR3, Class D                                                          | CUSIP: 12595VAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3250000 | PA      | $1262869.40    | 0.01%             | 2051-05-10      | Variable      | 2.97%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust                                                | Marlette Funding Trust, Series 2022-2A, Class D                                                               | CUSIP: 57107LAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3823000 | PA      | $3869723.94    | 0.03%             | 2032-08-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2019-BN16, Class F                                                                               | CUSIP: 065405AQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $1404476.40    | 0.01%             | 2052-02-15      | Variable      | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                     | Republic of Kenya                                                                                             | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    8350000 | PA      | $8253474.00    | 0.06%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K101, Class X3                               | CUSIP: 3137FQ4C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   81000000 | PA      | $5637996.90    | 0.04%             | 2029-10-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                  | FirstKey Homes Trust, Series 2022-SFR1, Class F2                                                              | CUSIP: 33768NAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5559000 | PA      | $4894205.30    | 0.03%             | 2039-05-19      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FNMA                                                                  | FNMA, Connecticut Avenue Securities, Series 2018-C04, Class 2B1                                               | CUSIP: 30711XR30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    4250000 | PA      | $4646544.98    | 0.03%             | 2030-12-25      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                    | BMO Mortgage Trust, Series 2024-5C7, Class XA                                                                 | CUSIP: 09660WAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   91971386 | PA      | $3194037.49    | 0.02%             | 2057-11-15      | Variable      | 1.14%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                     | Republic of Kenya                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |    2200000 | PA      | $2314818.00    | 0.02%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-70                                                                                          | CUSIP: 38380PLS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   47301039 | PA      | $2599012.34    | 0.02%             | 2062-04-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | CDSCMBX                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    7500000 | PA      | $-444308.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2023-108                                                                                         | CUSIP: 38381JMN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  211275843 | PA      | $7523194.74    | 0.05%             | 2059-08-16      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                             | Commercial Mortgage Trust, Series 2013-CR13, Class E                                                          | CUSIP: 12630BAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $165750.00     | 0.00%             | 2046-11-10      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                    | Energy Transfer LP                                                                                            | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     430000 | PA      | $379076.72     | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                             | Towd Point Mortgage Trust, Series 2021-R1, Class A2C                                                          | CUSIP: 89179TAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30000000 | PA      | $25318230.00   | 0.17%             | 2060-11-30      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                              | EquipmentShare.com, Inc.                                                                                      | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     920000 | PA      | $990940.28     | 0.01%             | 2032-05-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                             | Republic of Uzbekistan International Bond                                                                     | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    1494000 | PA      | $1595965.50    | 0.01%             | 2028-10-12      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-1, Class SV                                                                                 | CUSIP: 38385CJT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   44546417 | PA      | $2581090.69    | 0.02%             | 2055-01-20      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                                      | Cooper-Standard Automotive, Inc.                                                                              | CUSIP: 216762AJ3<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |     968879 | PA      | $891368.68     | 0.01%             | 2027-05-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                       | Nordstrom, Inc.                                                                                               | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    2705000 | PA      | $2382834.50    | 0.02%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR Trust                                                     | FHLMC STACR Trust, Series 2019-DNA4, Class B2                                                                 | CUSIP: 35565ABE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5590038.00    | 0.04%             | 2049-10-25      | Floating      | 10.71%                | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618GSHU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1568830 | PA      | $1630412.80    | 0.01%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618J14Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     364118 | PA      | $378053.52     | 0.00%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, Connecticut Avenue Securities, Series 2017-C03, Class 1B1                                               | CUSIP: 30711XJW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    7377000 | PA      | $7852137.08    | 0.05%             | 2029-10-25      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                         | WaMu Mortgage Pass-Through Certificates Trust, Series 2004-S2, Class 2A4                                      | CUSIP: 92922FQK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37524 | PA      | $37922.97      | 0.00%             | 2034-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-150, Class X1                              | CUSIP: 3137H9CB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24942428 | PA      | $531336.07     | 0.00%             | 2032-09-25      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618H8UB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     318121 | PA      | $327459.42     | 0.00%             | 2044-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                              | Benchmark Mortgage Trust, Series 2019-B9, Class F                                                             | CUSIP: 08160JBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $2444658.00    | 0.02%             | 2052-03-15      | Variable      | 3.91%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                 | Dominion Energy, Inc.                                                                                         | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2650508.46    | 0.02%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-1, Class SL                                                                                 | CUSIP: 38385CGD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22730894 | PA      | $1807060.65    | 0.01%             | 2055-01-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                            | Builders FirstSource, Inc.                                                                                    | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    3928000 | PA      | $3692004.97    | 0.03%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Senegal                                                   | Republic of Senegal                                                                                           | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |   16000000 | PA      | $11870080.00   | 0.08%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                          | Islamic Republic of Pakistan                                                                                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |    3100000 | PA      | $3101550.00    | 0.02%             | 2025-09-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                        | BNP Paribas SA                                                                                                | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    5030000 | PA      | $5193661.06    | 0.04%             | 2030-05-20      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2023-K752, Class X2A                                                             | CUSIP: 30333RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  216670606 | PA      | $802807.93     | 0.01%             | 2060-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular SA                                    | Millicom International Cellular SA                                                                            | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | LU        |    3240000 | PA      | $3214687.50    | 0.02%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| WEC US Holdings, Inc.                                                 | WEC US Holdings, Inc., 1st Lien Term Loan                                                                     | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    2729323 | PA      | $2728859.32    | 0.02%             | 2031-01-27      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, Connecticut Avenue Securities, Series 2017-C06, Class 1B1                                               | CUSIP: 30711XQW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    7255000 | PA      | $7734973.39    | 0.05%             | 2030-02-25      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-142, Class XI                                                                               | CUSIP: 38382XTB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   56232769 | PA      | $10047631.82   | 0.07%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                              | Venture Global LNG, Inc.                                                                                      | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    7788000 | PA      | $8069948.96    | 0.06%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                       | CSAIL Commercial Mortgage Trust, Series 2019-C18, Class XB                                                    | CUSIP: 12597DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   61932000 | PA      | $405858.98     | 0.00%             | 2052-12-15      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                             | Commercial Mortgage Trust, Series 2015-LC21, Class D                                                          | CUSIP: 12593FBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4200000 | PA      | $3762192.00    | 0.03%             | 2048-07-10      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                              | Benchmark Mortgage Trust, Series 2024-V7, Class A3                                                            | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27131000 | PA      | $28764923.78   | 0.20%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                     | Republic of Ghana                                                                                             | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    2178000 | PA      | $2082712.50    | 0.01%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                        | JELD-WEN, Inc.                                                                                                | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    2803000 | PA      | $2757750.05    | 0.02%             | 2027-12-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2018-KW07, Class B                                                               | CUSIP: 30297NAE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $903466.90     | 0.01%             | 2031-10-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                | Lendmark Funding Trust, Series 2025-1A, Class A                                                               | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7615000 | PA      | $7711641.20    | 0.05%             | 2034-09-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                               | SS&C Technologies, Inc.                                                                                       | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1468339.67    | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                | Arab Republic of Egypt                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1700000 | PA      | $1448196.00    | 0.01%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                    | Vail Resorts, Inc.                                                                                            | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    6762000 | PA      | $7004013.87    | 0.05%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2020-M47, Class X1                                                                          | CUSIP: 3136BCHA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   51871552 | PA      | $582304.85     | 0.00%             | 2032-10-25      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                       | Madison IAQ LLC                                                                                               | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    4169000 | PA      | $4127494.27    | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                  | FirstKey Homes Trust, Series 2020-SFR1, Class F2                                                              | CUSIP: 33767MAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9000000 | PA      | $8975253.60    | 0.06%             | 2037-08-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-158                                                                                         | CUSIP: 38380RCM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   52493278 | PA      | $3032326.69    | 0.02%             | 2062-09-16      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                            | Democratic Socialist Republic of Sri Lanka                                                                    | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |    1020416 | PA      | $970670.62     | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                   | Hilton Domestic Operating Co., Inc.                                                                           | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    8187000 | PA      | $8355103.67    | 0.06%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2016-43, Class MI                                                                         | CUSIP: 3136ASWZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     225048 | PA      | $36658.02      | 0.00%             | 2045-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MV24 Capital BV                                                       | MV24 Capital BV                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |    2196960 | PA      | $2153240.50    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                          | American Credit Acceptance Receivables Trust, Series 2022-2, Class E                                          | CUSIP: 02530BAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12853000 | PA      | $12877059.53   | 0.09%             | 2028-06-13      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                                 | JetBlue Airways Corp.                                                                                         | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7288000 | PA      | $7242042.60    | 0.05%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2020-K115, Class X2A                                                             | CUSIP: 302673AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  268740365 | PA      | $1018929.09    | 0.01%             | 2053-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| US Foods, Inc.                                                        | US Foods, Inc.                                                                                                | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    1498000 | PA      | $1543399.89    | 0.01%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                                   | Expand Energy Corp.                                                                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    5996000 | PA      | $6056481.65    | 0.04%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                             | Commercial Mortgage Trust, Series 2014-CR20, Class D                                                          | CUSIP: 12592LAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3700000 | PA      | $2786396.00    | 0.02%             | 2047-11-10      | Fixed         | 3.22%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                          | American Credit Acceptance Receivables Trust, Series 2024-4, Class D                                          | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11581000 | PA      | $11724876.55   | 0.08%             | 2031-08-12      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2022-149                                                                                         | CUSIP: 38381HNW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   47929707 | PA      | $1863324.87    | 0.01%             | 2064-06-16      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                           | QXO Building Products, Inc., 1st Lien Term Loan B                                                             | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     848111 | PA      | $855133.47     | 0.01%             | 2032-04-30      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco, Inc.                                                   | Phoenix Newco, Inc., 1st Lien Term Loan                                                                       | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    3995780 | PA      | $3997857.39    | 0.03%             | 2028-11-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Centrais Eletricas Brasileiras SA                                     | Centrais Eletricas Brasileiras SA                                                                             | CUSIP: 15234VAA5<br>LEI: 254900I8KYDELP4B4Z08 | Long             | DBT              | CORP              | BR        |    4730000 | PA      | $4763985.05    | 0.03%             | 2035-01-11      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, Single Family, 30 Year                                                                               | CUSIP: 21H052694<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        | 1226670313 | PA      | $1235674637.37 | 8.47%             | 2055-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                   | Petroleos Mexicanos                                                                                           | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    7100000 | PA      | $6956864.00    | 0.05%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                          | Ecopetrol SA                                                                                                  | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    2480000 | PA      | $2686832.00    | 0.02%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA UMBS, 30 Year                                                                                            | CUSIP: 3140W2D73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38630374 | PA      | $39665640.93   | 0.27%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                            | Democratic Socialist Republic of Sri Lanka                                                                    | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     571560 | PA      | $479395.95     | 0.00%             | 2038-02-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-117, Class NI                                                                               | CUSIP: 38382WFH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   47705936 | PA      | $8159151.09    | 0.06%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                              | NGL Energy Operating LLC                                                                                      | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2403000 | PA      | $2451196.97    | 0.02%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-41, Class SE                                                                                | CUSIP: 38385EMP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15590114 | PA      | $1724912.00    | 0.01%             | 2055-03-20      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HAK95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2925967 | PA      | $3006953.66    | 0.02%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2021-KHG3, Class BFX                                                             | CUSIP: 30323AAN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11071000 | PA      | $9987139.14    | 0.07%             | 2028-09-25      | Variable      | 2.48%                 | Yes           |                  2 | On Loan: No      |
| Jetblue Airways Corp.                                                 | Jetblue Airways Corp., 1st Lien Term Loan                                                                     | CUSIP: G5112TAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3744219 | PA      | $3530798.26    | 0.02%             | 2029-08-13      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2021-BN35, Class XB                                                                              | CUSIP: 06540CBM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40000000 | PA      | $1265880.00    | 0.01%             | 2064-06-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| NYMT Loan Trust                                                       | NYMT Loan Trust, Series 2024-BPL3, Class A1                                                                   | CUSIP: 67119RAA5<br>LEI: 254900Q6RDCV3HGA6340 | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2997927.30    | 0.02%             | 2039-09-25      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| ReadyCap Lending Small Business Loan Trust                            | ReadyCap Lending Small Business Loan Trust, Series 2019-2, Class A                                            | CUSIP: 75576QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1248348 | PA      | $1247438.61    | 0.01%             | 2044-12-27      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                             | Republic of Cote d'Ivoire                                                                                     | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   10750000 | PA      | $10655937.50   | 0.07%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K724, Class X3                               | CUSIP: 3137BTU58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      95480 | PA      | $18.95         | 0.00%             | 2044-12-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HSJB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     434784 | PA      | $453212.65     | 0.00%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                  | FirstKey Homes Trust, Series 2022-SFR3, Class F1                                                              | CUSIP: 33768EAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9500000 | PA      | $8948458.50    | 0.06%             | 2038-07-17      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                | Cleveland-Cliffs, Inc.                                                                                        | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    1522000 | PA      | $1513091.73    | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| DaVita, Inc.                                                          | DaVita, Inc.                                                                                                  | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $1992839.51    | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                                | Shutterfly Finance LLC                                                                                        | CUSIP: 82568NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     961040 | PA      | $970650.40     | 0.01%             | 2027-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C31, Class C                                  | CUSIP: 61766RBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $893857.00     | 0.01%             | 2049-11-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                | Lendmark Funding Trust, Series 2025-1A, Class D                                                               | CUSIP: 52604QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4400000 | PA      | $4500560.24    | 0.03%             | 2034-09-20      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K094, Class X3                               | CUSIP: 3137FMU34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   35331062 | PA      | $2595872.05    | 0.02%             | 2047-07-25      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KW10, Class X2A                                                             | CUSIP: 30298XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  122960555 | PA      | $371943.38     | 0.00%             | 2032-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2023-28                                                                                          | CUSIP: 38381HX48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24585821 | PA      | $1655970.63    | 0.01%             | 2065-02-16      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K091, Class X3                               | CUSIP: 3137FLNC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   81933000 | PA      | $6299492.44    | 0.04%             | 2046-04-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618K5ZE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2284564 | PA      | $2347964.34    | 0.02%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2023-26                                                                                          | CUSIP: 38381JBM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   58435731 | PA      | $3832934.02    | 0.03%             | 2065-04-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HKKT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2690846 | PA      | $2796472.55    | 0.02%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-133                                                                                         | CUSIP: 38381DXB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   85403777 | PA      | $5649536.69    | 0.04%             | 2063-07-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                            | iHeartCommunications, Inc.                                                                                    | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   12993120 | PA      | $10309463.83   | 0.07%             | 2030-08-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K053, Class X1                               | CUSIP: 3137BN6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   47841483 | PA      | $72345.89      | 0.00%             | 2025-12-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2020-K118, Class X2B                                                             | CUSIP: 30316TAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   50947305 | PA      | $206229.60     | 0.00%             | 2053-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                   | Iron Mountain, Inc.                                                                                           | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    2955000 | PA      | $2924097.50    | 0.02%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                                    | Republic of Angola                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     800000 | PA      | $735539.36     | 0.01%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                             | Commercial Mortgage Trust, Series 2015-CR22, Class D                                                          | CUSIP: 12592XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4173500 | PA      | $3313358.34    | 0.02%             | 2048-03-10      | Variable      | 3.89%                 | Yes           |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                       | Republic Finance Issuance Trust, Series 2024-A, Class A                                                       | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9326000 | PA      | $9436395.59    | 0.06%             | 2032-08-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| ACCO Brands Corp.                                                     | ACCO Brands Corp.                                                                                             | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |   10192000 | PA      | $9142332.04    | 0.06%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, STRIPS, Series 3, Class 23                                                                              | CUSIP: 38381GBR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   30700673 | PA      | $1719575.42    | 0.01%             | 2045-09-16      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                              | Comstock Resources, Inc.                                                                                      | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    5380000 | PA      | $5049240.29    | 0.03%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Toorak Mortgage Trust                                                 | Toorak Mortgage Trust, Series 2024-2, Class A1                                                                | CUSIP: 89055KAA0<br>LEI: 254900ZRJRVK75Z6JJ57 | Long             | ABS-MBS          | CORP              | US        |    9500000 | PA      | $9533619.55    | 0.07%             | 2031-10-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                                            | Edgewell Personal Care Co.                                                                                    | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |   15230000 | PA      | $15155380.62   | 0.10%             | 2028-06-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Acrc                                                                  | Acrc                                                                                                          | CUSIP: N/A<br>LEI: 549300VGHLH24T0B8529       | Long             | DBT              | CORP              | GB        |   23333333 | PA      | $22687000.01   | 0.16%             | 2026-11-15      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| CoreVest American Finance Trust                                       | CoreVest American Finance Trust, Series 2019-3, Class XA                                                      | CUSIP: 21872NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3608563 | PA      | $9334.99       | 0.00%             | 2052-10-15      | Variable      | 2.15%                 | Yes           |                  2 | On Loan: No      |
| MH Sub I LLC                                                          | MH Sub I LLC, 1st Lien Term Loan                                                                              | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    1976873 | PA      | $1705053.15    | 0.01%             | 2031-12-31      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| RAAC Trust                                                            | RAAC Trust, Series 2005-SP1, Class 4A1                                                                        | CUSIP: 76112BQY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22913 | PA      | $23003.70      | 0.00%             | 2034-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                | Sequoia Mortgage Trust, Series 2025-7, Class A1                                                               | CUSIP: 81749VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14821525 | PA      | $15033428.56   | 0.10%             | 2055-08-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                          | GS Mortgage Securities Trust, Series 2020-GC47, Class XA                                                      | CUSIP: 36258RBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   80296486 | PA      | $3394052.15    | 0.02%             | 2053-05-12      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                       | CoreWeave, Inc.                                                                                               | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    5128000 | PA      | $5146383.88    | 0.04%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CommScope LLC                                                         | CommScope LLC                                                                                                 | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    5432000 | PA      | $5366816.00    | 0.04%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue | Regents of the University of California, Medical Center Pooled, Series 2009F                                  | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     255000 | PA      | $270659.45     | 0.00%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                       | Republic Finance Issuance Trust, Series 2021-A, Class D                                                       | CUSIP: 76042UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     930000 | PA      | $907664.75     | 0.01%             | 2031-12-22      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                                | Cascade MH Asset Trust, Series 2019-MH1, Class A                                                              | CUSIP: 14732FAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4409665 | PA      | $4233136.00    | 0.03%             | 2044-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K097, Class X3                               | CUSIP: 3137FNX88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   93876048 | PA      | $6610019.07    | 0.05%             | 2046-09-25      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2025-55, Class SC                                                                         | CUSIP: 3136BWSE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39980895 | PA      | $3727602.78    | 0.03%             | 2055-07-25      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                      | Altice France SA                                                                                              | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    3500000 | PA      | $3080000.00    | 0.02%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618J3DT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     935515 | PA      | $961408.21     | 0.01%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pike Corp.                                                            | Pike Corp.                                                                                                    | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    1218000 | PA      | $1303402.51    | 0.01%             | 2031-01-31      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2024-190, Class CS                                                                               | CUSIP: 38385AFC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23211173 | PA      | $1790403.10    | 0.01%             | 2054-11-20      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                      | Fair Isaac Corp.                                                                                              | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    2019000 | PA      | $2046090.94    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2015-104                                                                                         | CUSIP: 38379KXU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6041653 | PA      | $6950.92       | 0.00%             | 2055-05-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2017-39, Class ST                                                                         | CUSIP: 3136AWHF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1023245 | PA      | $124234.03     | 0.00%             | 2047-05-25      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| Transocean Poseidon Ltd.                                              | Transocean Poseidon Ltd.                                                                                      | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     116550 | PA      | $116814.80     | 0.00%             | 2027-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                            | Verus Securitization Trust, Series 2023-1, Class A1                                                           | CUSIP: 92539BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     874573 | PA      | $874012.13     | 0.01%             | 2067-12-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2020-K109, Class D                                                               | CUSIP: 30314RAS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25000000 | PA      | $16500377.50   | 0.11%             | 2053-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                      | Goodyear Tire & Rubber Co. (The)                                                                              | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    1357000 | PA      | $1380529.02    | 0.01%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                   | Carlyle US CLO Ltd., Series 2021-7A, Class CR                                                                 | CUSIP: 14316WAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7500000 | PA      | $7515570.00    | 0.05%             | 2040-04-15      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                                        | DISH DBS Corp.                                                                                                | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19231000 | PA      | $18702147.50   | 0.13%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                        | 1011778 BC ULC                                                                                                | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    4740000 | PA      | $4431988.16    | 0.03%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Morocco                                                    | Kingdom of Morocco                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |     900000 | PA      | $961200.00     | 0.01%             | 2033-09-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                  | Clear Channel Outdoor Holdings, Inc.                                                                          | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    8254000 | PA      | $8027710.81    | 0.06%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2018-BN13, Class D                                                                               | CUSIP: 06539LAJ9<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1458237.20    | 0.01%             | 2061-08-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CD Mortgage Trust                                                     | CD Mortgage Trust, Series 2019-CD8, Class XB                                                                  | CUSIP: 12515BAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   78512000 | PA      | $1907496.15    | 0.01%             | 2057-08-15      | Variable      | 0.84%                 | Yes           |                  2 | On Loan: No      |
| NRZ FHT Excess LLC                                                    | NRZ FHT Excess LLC, Series 2020-FHT1, Class A                                                                 | CUSIP: 62955MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1871343 | PA      | $1863572.95    | 0.01%             | 2025-11-25      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Vallourec SACA                                                        | Vallourec SACA                                                                                                | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2123968.00    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KW09, Class X2A                                                             | CUSIP: 30298GAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  241536671 | PA      | $591861.46     | 0.00%             | 2029-05-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                | Tenet Healthcare Corp.                                                                                        | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    4884000 | PA      | $4958759.39    | 0.03%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                                        | Rite Aid Corp., Escrow                                                                                        | CUSIP: 767ESCAG1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | USGA              | US        |    3300955 | PA      | $0.03          | 0.00%             | 2025-10-18      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                              | Benchmark Mortgage Trust, Series 2018-B8, Class D                                                             | CUSIP: 08162UAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3050000 | PA      | $2191957.53    | 0.02%             | 2052-01-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                     | Republic of Kenya                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |    3200000 | PA      | $3228000.00    | 0.02%             | 2028-02-28      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust, Series 2021-C59, Class D                                               | CUSIP: 95003CBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $1837215.25    | 0.01%             | 2054-04-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| STACR Trust                                                           | STACR Trust, Series 2018-HRP2, Class B1                                                                       | CUSIP: 35564ACB5<br>LEI: 549300YG8OJES76WL398 | Long             | ABS-MBS          | CORP              | US        |    2825000 | PA      | $3037365.99    | 0.02%             | 2047-02-25      | Floating      | 8.66%                 | Yes           |                  2 | On Loan: No      |
| Central Parent LLC                                                    | Central Parent LLC, 1st Lien Term Loan                                                                        | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2779000 | PA      | $2318964.34    | 0.02%             | 2029-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Upstart Pass-Through Trust                                            | Upstart Pass-Through Trust, Series 2022-PT2, Class A                                                          | CUSIP: 91679YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1057363 | PA      | $1057362.94    | 0.01%             | 2030-02-20      | Variable      | 16.30%                | Yes           |                  3 | On Loan: No      |
| Community Health Systems, Inc.                                        | Community Health Systems, Inc.                                                                                | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    4360000 | PA      | $3716438.28    | 0.03%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SBALR Commercial Mortgage Trust                                       | SBALR Commercial Mortgage Trust, Series 2020-RR1, Class D                                                     | CUSIP: 78397EAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9750000 | PA      | $3975129.60    | 0.03%             | 2053-02-13      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Republic of Namibia                                                   | Republic of Namibia                                                                                           | CUSIP: N/A<br>LEI: 549300T6Y4CWK77SML15       | Long             | DBT              | NUSS              | NA        |    4900000 | PA      | $4877558.00    | 0.03%             | 2025-10-29      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                  | LHOME Mortgage Trust, Series 2023-RTL3, Class A1                                                              | CUSIP: 50205TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10035873.00   | 0.07%             | 2028-08-25      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CoreVest American Finance Trust                                       | CoreVest American Finance Trust, Series 2019-3, Class XB                                                      | CUSIP: 21872NAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   53875000 | PA      | $2497014.66    | 0.02%             | 2052-10-15      | Variable      | 1.51%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                         | UBS Commercial Mortgage Trust, Series 2017-C2, Class C                                                        | CUSIP: 90276CAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7250000 | PA      | $6827151.73    | 0.05%             | 2050-08-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                              | Benchmark Mortgage Trust, Series 2024-V9, Class A3                                                            | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15500000 | PA      | $16144948.80   | 0.11%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618K52C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     466904 | PA      | $482225.67     | 0.00%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                                 | Spectrum Brands, Inc.                                                                                         | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     783000 | PA      | $626400.00     | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                    | Dominican Republic Government Bond                                                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1300000 | PA      | $1358500.00    | 0.01%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Anchor Mortgage Trust                                                 | Anchor Mortgage Trust, Series 2025-RTL1, Class A1                                                             | CUSIP: 03290CAA4<br>LEI: 254900S7O2LYCU17JI96 | Long             | ABS-MBS          | CORP              | US        |    4100000 | PA      | $4121947.71    | 0.03%             | 2040-05-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                              | PRET LLC, Series 2024-NPL9, Class A1                                                                          | CUSIP: 74143TAA7<br>LEI: 25490072TKR6YZ7BOH19 | Long             | ABS-MBS          | CORP              | US        |    9578342 | PA      | $9644010.91    | 0.07%             | 2054-12-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| CWABS, Inc. Asset-Backed Certificates Trust                           | CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-4, Class M1                                          | CUSIP: 1266715K8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     106871 | PA      | $112179.88     | 0.00%             | 2034-07-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                          | MASTR Alternative Loan Trust, Series 2003-5, Class 30B1                                                       | CUSIP: 576434FU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20003 | PA      | $10630.55      | 0.00%             | 2033-08-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KX04, Class XFX                              | CUSIP: 3137FWHN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   69550259 | PA      | $2966221.19    | 0.02%             | 2034-01-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-91, Class IU                                                                                | CUSIP: 38380PSK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18596164 | PA      | $1070023.27    | 0.01%             | 2062-05-16      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KG06, Class X1                               | CUSIP: 3137H4C73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   56047385 | PA      | $1475817.32    | 0.01%             | 2031-10-25      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                                      | Cooper-Standard Automotive, Inc.                                                                              | CUSIP: 216762AH7<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    4608989 | PA      | $4827407.97    | 0.03%             | 2027-03-31      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KF67, Class C                                                               | CUSIP: 30298NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7064043 | PA      | $6149137.90    | 0.04%             | 2029-08-25      | Floating      | 10.46%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K081, Class X3                               | CUSIP: 3137FJEL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29425000 | PA      | $1809340.31    | 0.01%             | 2046-09-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                     | Rocket Cos., Inc.                                                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4440000 | PA      | $4568538.00    | 0.03%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                      | Bombardier, Inc.                                                                                              | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    2142000 | PA      | $2236618.57    | 0.02%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2019-BN21, Class E                                                                               | CUSIP: 06540BAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8600000 | PA      | $5711610.88    | 0.04%             | 2052-10-17      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                    | United Rentals North America, Inc.                                                                            | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   10050000 | PA      | $9994559.18    | 0.07%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                     | Credit Acceptance Auto Loan Trust, Series 2024-3A, Class C                                                    | CUSIP: 22535LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5320000 | PA      | $5394639.07    | 0.04%             | 2035-01-16      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Penske Automotive Group, Inc.                                         | Penske Automotive Group, Inc.                                                                                 | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    6411000 | PA      | $6112823.75    | 0.04%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                          | American Credit Acceptance Receivables Trust, Series 2025-3, Class C                                          | CUSIP: 02528EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22230000 | PA      | $22401171.00   | 0.15%             | 2032-07-12      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Tierra Mojada Luxembourg II SARL                                      | Tierra Mojada Luxembourg II SARL                                                                              | CUSIP: 30260LAA3<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |    8223713 | PA      | $7885513.11    | 0.05%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Magnetite Ltd.                                                        | Magnetite Ltd., Series 2016-17A, Class BR2                                                                    | CUSIP: 55954EBA6<br>LEI: 5493003SVWF9GG13MZ22 | Long             | ABS-CBDO         | CORP              | KY        |    6164000 | PA      | $6196490.44    | 0.04%             | 2037-04-20      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                          | BX Commercial Mortgage Trust, Series 2024-AIR2, Class A                                                       | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3357130 | PA      | $3363420.76    | 0.02%             | 2041-10-15      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| OnDeck Asset Securitization Trust IV LLC                              | OnDeck Asset Securitization Trust LLC, Series 2024-2A, Class B                                                | CUSIP: 67108SAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1900000 | PA      | $1910047.20    | 0.01%             | 2031-10-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K087, Class X3                               | CUSIP: 3137FKUS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   87707499 | PA      | $5826339.01    | 0.04%             | 2046-01-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2020-KF75, Class B                                                               | CUSIP: 30294SAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1852358 | PA      | $1720576.86    | 0.01%             | 2029-12-25      | Floating      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Series 2023-MN7, Class M1                                                                              | CUSIP: 35563QAA5<br>LEI: 529900NYZHC090WEXH18 | Long             | ABS-MBS          | USGSE             | US        |    3583857 | PA      | $3646668.98    | 0.02%             | 2043-09-25      | Floating      | 7.95%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2019-120, Class DS                                                                               | CUSIP: 38381YSU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7084107 | PA      | $919021.18     | 0.01%             | 2049-09-20      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                    | BMO Mortgage Trust, Series 2024-5C6, Class A3                                                                 | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10200000 | PA      | $10509477.18   | 0.07%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer Ltd.                                                     | BSPRT Issuer Ltd., Series 2021-FL7, Class D                                                                   | CUSIP: 05602CAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8700000 | PA      | $8581297.20    | 0.06%             | 2038-12-15      | Floating      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                             | Commercial Mortgage Trust, Series 2016-DC2, Class C                                                           | CUSIP: 12594CBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2465319.75    | 0.02%             | 2049-02-10      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | CDSCMBX                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    5000000 | PA      | $-364204.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 5562, Class Z                                                                            | CUSIP: 3137HLYX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7487460 | PA      | $7428251.77    | 0.05%             | 2055-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Loan Certificate Issuer Trust                             | LendingClub Loan Certificate Issuer Trust, Series 2022-P5, Class CERT                                         | CUSIP: 52606UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $5616960.00    | 0.04%             | 2037-07-15      | Fixed         | 12.86%                | Yes           |                  3 | On Loan: No      |
| 1261229 BC Ltd.                                                       | 1261229 BC Ltd.                                                                                               | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    8833000 | PA      | $9171754.38    | 0.06%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                        | Cascade Funding Mortgage Trust, Series 2021-FRR1, Class DKW1                                                  | CUSIP: 12529YBQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2383277.50    | 0.02%             | 2026-02-28      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Alternative Loan Trust                                       | JPMorgan Alternative Loan Trust, Series 2006-S3, Class A4                                                     | CUSIP: 46628VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     786178 | PA      | $773245.47     | 0.01%             | 2036-08-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                              | Sierra Timeshare Receivables Funding LLC, Series 2022-2A, Class D                                             | CUSIP: 82650TAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1302759 | PA      | $1339102.14    | 0.01%             | 2040-06-20      | Fixed         | 9.22%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                             | Commercial Mortgage Trust, Series 2016-CR28, Class E                                                          | CUSIP: 12593YAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3587500 | PA      | $2885376.74    | 0.02%             | 2049-02-10      | Variable      | 4.24%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 5565, Class SA                                                                           | CUSIP: 3137HMGY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   57343243 | PA      | $4015173.90    | 0.03%             | 2055-08-25      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                               | GFL Environmental, Inc.                                                                                       | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    3840000 | PA      | $3778589.57    | 0.03%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FGI Operating Co. LLC                                                 | FGI Operating Co. LLC, 1st Lien Term Loan                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37418 | PA      | $374.18        | 0.00%             | 2025-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                   | CDS                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   31878000 | PA      | $-762317.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC, Multi-Class Certificates                                       | FHLMC, Multi-Class Certificates, Series 2020-RR05, Class X                                                    | CUSIP: 3137FRV24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38620000 | PA      | $2226562.72    | 0.02%             | 2029-01-27      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                          | Scotts Miracle-Gro Co. (The)                                                                                  | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $3120079.06    | 0.02%             | 2026-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2020-K109, Class X2B                                                             | CUSIP: 30314RAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   65781399 | PA      | $247548.56     | 0.00%             | 2053-05-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                             | Republic of Turkiye (The)                                                                                     | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1600000 | PA      | $1643200.00    | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-114                                                                                         | CUSIP: 38380PT20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   71408785 | PA      | $4006104.25    | 0.03%             | 2062-09-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2018-K75, Class D                                                                | CUSIP: 30296PAW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30000000 | PA      | $23746935.00   | 0.16%             | 2051-04-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA UMBS, 30 Year                                                                                            | CUSIP: 3140XQ3V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24428265 | PA      | $25642940.13   | 0.18%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LFT CRE Ltd.                                                          | LFT CRE Ltd., Series 2021-FL1, Class D                                                                        | CUSIP: 50203JAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   22600000 | PA      | $22335534.80   | 0.15%             | 2039-06-15      | Floating      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                   | Citigroup Commercial Mortgage Trust, Series 2017-C4, Class D                                                  | CUSIP: 17326FAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5452500 | PA      | $4675182.33    | 0.03%             | 2050-10-12      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-25, Class BS                                                                                | CUSIP: 38385DAV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   43506790 | PA      | $3851316.73    | 0.03%             | 2055-02-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, Single Family, 30 Year                                                                               | CUSIP: 21H060697<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        | 1051240000 | PA      | $1072083313.93 | 7.35%             | 2055-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                        | Morgan Stanley Capital I Trust, Series 2018-MP, Class D                                                       | CUSIP: 61691DAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $783546.70     | 0.01%             | 2040-07-11      | Variable      | 4.42%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | U.S. Treasury Long Bond                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -2599 | NC      | $-878583.56    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WESCO Distribution, Inc.                                              | WESCO Distribution, Inc.                                                                                      | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    6396000 | PA      | $6494990.89    | 0.04%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                | OCP SA                                                                                                        | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    2130000 | PA      | $2201221.88    | 0.02%             | 2036-03-01      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I                                              | Morgan Stanley Capital I, Series 2017-HR2, Class C                                                            | CUSIP: 61691NAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $1144488.36    | 0.01%             | 2050-12-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-127, Class PZ                                                                               | CUSIP: 38381PP49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20401500 | PA      | $20189087.74   | 0.14%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                     | Credit Acceptance Auto Loan Trust, Series 2024-2A, Class A                                                    | CUSIP: 22536VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9942000 | PA      | $10142120.53   | 0.07%             | 2034-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                  | AmeriGas Partners LP                                                                                          | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2433000 | PA      | $2510812.21    | 0.02%             | 2028-06-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| RCO X Mortgage LLC                                                    | RCO X Mortgage LLC, Series 2025-1, Class A1                                                                   | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17358415 | PA      | $17488796.25   | 0.12%             | 2030-01-25      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC STACR REMIC Trust, Series 2022-HQA1, Class B2                                                           | CUSIP: 35564KUL1<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | CORP              | US        |    8900000 | PA      | $10023625.00   | 0.07%             | 2042-03-25      | Floating      | 15.35%                | Yes           |                  2 | On Loan: No      |
| Azule Energy Finance plc                                              | Azule Energy Finance plc                                                                                      | CUSIP: N/A<br>LEI: 2138006X6O82RJSQDB63       | Long             | DBT              | CORP              | GB        |    2300000 | PA      | $2323000.00    | 0.02%             | 2030-01-23      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| CFIN Issuer LLC                                                       | CFIN Issuer LLC, Series 2022-RTL1, Class AA                                                                   | CUSIP: 12531CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1957855 | PA      | $1943170.90    | 0.01%             | 2026-02-16      | Variable      | 4.75%                 | Yes           |                  3 | On Loan: No      |
| Angel Oak Mortgage Trust                                              | Angel Oak Mortgage Trust, Series 2020-1, Class B1                                                             | CUSIP: 03464RAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1550000 | PA      | $1413625.11    | 0.01%             | 2059-12-25      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 4657, Class QI                                                                           | CUSIP: 3137BVPS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     156790 | PA      | $9004.31       | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2024-25, Class ZB                                                                         | CUSIP: 3136BRTR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10436316 | PA      | $10530148.21   | 0.07%             | 2054-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                         | SDR Commercial Mortgage Trust, Series 2024-DSNY, Class A                                                      | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15540000 | PA      | $15539998.45   | 0.11%             | 2039-05-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HAJP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2913153 | PA      | $3023933.20    | 0.02%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                     | Rocket Cos., Inc.                                                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2368000 | PA      | $2457332.94    | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                             | Vistra Operations Co. LLC                                                                                     | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2461000 | PA      | $2405399.61    | 0.02%             | 2029-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                   | Sirius XM Radio LLC                                                                                           | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   18709000 | PA      | $18682294.77   | 0.13%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                   | Connecticut Avenue Securities Trust, Series 2019-R06, Class 2B1                                               | CUSIP: 20754JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23706624 | PA      | $24269127.93   | 0.17%             | 2039-09-25      | Floating      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K735, Class X3                               | CUSIP: 3137FMU91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   40000000 | PA      | $583308.00     | 0.00%             | 2047-05-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII LLC                               | Bayview Opportunity Master Fund LLC, Series 2024-CAR1, Class C                                                | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     964827 | PA      | $968422.57     | 0.01%             | 2031-12-26      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                          | GS Mortgage Securities Trust, Series 2020-GSA2, Class E                                                       | CUSIP: 36264KAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $2425280.80    | 0.02%             | 2053-12-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Block, Inc.                                                           | Block, Inc.                                                                                                   | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    3630000 | PA      | $3353412.15    | 0.02%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                         | Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class D                                         | CUSIP: 10806EAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17000000 | PA      | $17178217.80   | 0.12%             | 2030-08-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Series 2024-MN9, Class B1                                                                              | CUSIP: 355917AC9<br>LEI: 529900KWKEUIIIV9P337 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2065779.80    | 0.01%             | 2044-10-25      | Floating      | 10.35%                | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                                | Alternative Loan Trust, Series 2005-64CB, Class 1A15                                                          | CUSIP: 12668AA21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     240046 | PA      | $214024.86     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                             | Republic of Cote d'Ivoire                                                                                     | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    1700000 | PA      | $1707973.00    | 0.01%             | 2033-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618J6A85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     491656 | PA      | $512494.82     | 0.00%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MYT Holding LLC                                                       | MYT Holding LLC, Series A                                                                                     | CUSIP: 55406N202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      13909 | NS      | $16806.66      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CoreVest American Finance Trust                                       | CoreVest American Finance Trust, Series 2019-1, Class E                                                       | CUSIP: 21872FAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1493000 | PA      | $1470258.33    | 0.01%             | 2052-03-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                     | Clarios Global LP                                                                                             | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6810000 | PA      | $6838649.67    | 0.05%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-128, Class AW                                                                               | CUSIP: 38381MZC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13984063 | PA      | $13886524.51   | 0.10%             | 2054-03-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | CDSCMBX                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   10000000 | PA      | $-768691.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Amer Sports Co.                                                       | Amer Sports Co.                                                                                               | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    3975000 | PA      | $4147435.50    | 0.03%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | CDI                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  227611000 | PA      | $-6231615.35   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2020-M31, Class X1                                                                          | CUSIP: 3136BASF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   90321432 | PA      | $1519974.21    | 0.01%             | 2032-10-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                | Tenet Healthcare Corp.                                                                                        | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    5911000 | PA      | $6143651.05    | 0.04%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                       | Hertz Vehicle Financing LLC, Series 2023-1A, Class C                                                          | CUSIP: 42806MBU2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    3990000 | PA      | $4022468.63    | 0.03%             | 2027-06-25      | Fixed         | 6.91%                 | Yes           |                  2 | On Loan: No      |
| LendingClub Loan Certificate Issuer Trust                             | LendingClub Loan Certificate Issuer Trust, Series 2022-NP6, Class CERT                                        | CUSIP: 52607PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $5272610.00    | 0.04%             | 2037-07-15      | Fixed         | 25.46%                | Yes           |                  3 | On Loan: No      |
| RAMP Trust                                                            | RAMP Trust, Series 2002-RS2, Class AI5                                                                        | CUSIP: 760985JL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      27957 | PA      | $27770.96      | 0.00%             | 2032-03-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 4612, Class QI                                                                           | CUSIP: 3137BRSR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     178354 | PA      | $17296.07      | 0.00%             | 2044-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US Auto Funding                                                       | US Auto Funding, Series 2021-1A, Class C                                                                      | CUSIP: 90355EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2288434 | PA      | $1943759.58    | 0.01%             | 2026-05-15      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| DailyPay Securitization Trust 2025-1                                  | DailyPay Securitization Trust, Series 2025-1A, Class A                                                        | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2690000 | PA      | $2706945.12    | 0.02%             | 2028-06-26      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618N5VT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13000000 | PA      | $13419623.10   | 0.09%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                              | Republic of South Africa                                                                                      | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    4478000 | PA      | $4509346.00    | 0.03%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2020-M19, Class X1                                                                          | CUSIP: 3136B9G76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28958948 | PA      | $421839.20     | 0.00%             | 2030-05-25      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                  | NOVA Chemicals Corp.                                                                                          | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   16405000 | PA      | $16446406.22   | 0.11%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KC05, Class X1                               | CUSIP: 3137FPJQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  142465496 | PA      | $1680793.68    | 0.01%             | 2027-06-25      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                         | Novelis Corp.                                                                                                 | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2525706.47    | 0.02%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| New Albertsons LP                                                     | New Albertsons LP                                                                                             | CUSIP: 01310QDB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8000 | PA      | $8180.42       | 0.00%             | 2028-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Stifel SBA IO Trust                                                   | Stifel SBA Trust, Series 2025-2A, Class A1                                                                    | CUSIP: 86063EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  149332319 | PA      | $9183937.60    | 0.06%             | 2036-08-25      | Variable      | 2.54%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2019-144                                                                                         | CUSIP: 38380NSZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13850986 | PA      | $803685.44     | 0.01%             | 2062-01-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Series 2024-MN8, Class M2                                                                              | CUSIP: 35563RAB1<br>LEI: 529900XKEN78GROIG538 | Long             | ABS-MBS          | USGSE             | US        |   12025000 | PA      | $12567412.88   | 0.09%             | 2044-05-25      | Floating      | 8.60%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust, Series 2022-C62, Class C                                               | CUSIP: 95003MBX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2172336.75    | 0.01%             | 2055-04-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K108, Class X3                               | CUSIP: 3137FTBQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   63492000 | PA      | $8337566.27    | 0.06%             | 2048-04-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Dryden CLO Ltd.                                                       | Dryden CLO Ltd., Series 2019-80A, Class BR                                                                    | CUSIP: 26245JAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2540000 | PA      | $2538730.00    | 0.02%             | 2033-01-17      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2024-195                                                                                         | CUSIP: 38381LR46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  226832794 | PA      | $8650064.44    | 0.06%             | 2061-07-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                          | Rockies Express Pipeline LLC                                                                                  | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    2278000 | PA      | $2379546.41    | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Empresas Publicas de Medellin ESP                                     | Empresas Publicas de Medellin ESP                                                                             | CUSIP: N/A<br>LEI: 549300SU25TO8EMXB434       | Long             | DBT              | NUSS              | CO        |    2800000 | PA      | $2627800.00    | 0.02%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                             | Commercial Mortgage Trust, Series 2014-UBS2, Class D                                                          | CUSIP: 12591UAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1865355 | PA      | $1309068.86    | 0.01%             | 2047-03-10      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                   | Newell Brands, Inc.                                                                                           | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    3566000 | PA      | $3480912.39    | 0.02%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                        | ZF North America Capital, Inc.                                                                                | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    4511000 | PA      | $4398675.65    | 0.03%             | 2030-04-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                   | Citigroup Commercial Mortgage Trust, Series 2016-P4, Class C                                                  | CUSIP: 29429EAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3623568 | PA      | $3374786.50    | 0.02%             | 2049-07-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2016-M12, Class X2                                                                          | CUSIP: 3136AULA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   59990035 | PA      | $6286.96       | 0.00%             | 2026-09-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Altice France Holding SA                                              | Altice France Holding SA                                                                                      | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    9038000 | PA      | $3253680.00    | 0.02%             | 2027-05-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Guara Norte SARL                                                      | Guara Norte SARL                                                                                              | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |    3288281 | PA      | $3169081.01    | 0.02%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                             | Commercial Mortgage Trust, Series 2014-LC15, Class D                                                          | CUSIP: 12591TAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1108567 | PA      | $1087282.61    | 0.01%             | 2047-04-10      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                          | GS Mortgage Securities Trust, Series 2013-GC13, Class B                                                       | CUSIP: 36198EAS4<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1455015.00    | 0.01%             | 2046-07-10      | Variable      | 4.01%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | CDS                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   44000000 | PA      | $-1004645.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                  | Howard Midstream Energy Partners LLC                                                                          | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1878000 | PA      | $1908684.51    | 0.01%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K107, Class X1                               | CUSIP: 3137FRZC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   87567021 | PA      | $5083291.87    | 0.03%             | 2030-01-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                | Arab Republic of Egypt                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1200000 | PA      | $1075800.00    | 0.01%             | 2031-02-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC STACR REMIC Trust, Series 2024-DNA1, Class M2                                                           | CUSIP: 35564NBA0<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |    8500000 | PA      | $8611463.05    | 0.06%             | 2044-02-25      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                            | Sensata Technologies, Inc.                                                                                    | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1227039.35    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| KKR Financial CLO Ltd.                                                | KKR Financial CLO Ltd., Series 2013-1A, Class A2R2                                                            | CUSIP: 48249VAY7<br>LEI: 549300ZUUB37M3VWNC17 | Long             | ABS-CBDO         | CORP              | KY        |    4560301 | PA      | $4560073.36    | 0.03%             | 2029-04-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Standard Industries, Inc.                                             | Standard Industries, Inc.                                                                                     | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15864000 | PA      | $15716234.77   | 0.11%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                        | Anywhere Real Estate Group LLC                                                                                | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2760000 | PA      | $2931839.89    | 0.02%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | CDI                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  227610000 | PA      | $-6094319.71   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Panama                                                    | Republic of Panama                                                                                            | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1800000 | PA      | $1810800.00    | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618NHHP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4627775 | PA      | $4728191.88    | 0.03%             | 2055-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | CDS                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   15935000 | PA      | $-336309.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                         | SM Energy Co.                                                                                                 | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    2826000 | PA      | $2854200.65    | 0.02%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2025-7, Class SE                                                                          | CUSIP: 3136BUWE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31165540 | PA      | $2582844.17    | 0.02%             | 2055-02-25      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                   | Exeter Automobile Receivables Trust, Series 2023-1A, Class E                                                  | CUSIP: 30168BAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4350000 | PA      | $4948179.38    | 0.03%             | 2030-09-16      | Fixed         | 12.07%                | Yes           |                  2 | On Loan: No      |
| PRET Trust                                                            | PRET Trust, Series 2025-NPL1, Class A1                                                                        | CUSIP: 74143VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31054335 | PA      | $31322097.47   | 0.21%             | 2055-02-25      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Impac CMB Trust                                                       | Impac CMB Trust, Series 2005-1, Class 1A2                                                                     | CUSIP: 45254NMM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      97251 | PA      | $93235.66      | 0.00%             | 2035-04-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                      | NCR Atleos Corp.                                                                                              | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    6357000 | PA      | $6893034.95    | 0.05%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                 | Arroyo Mortgage Trust, Series 2019-3, Class M1                                                                | CUSIP: 04285AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $929091.20     | 0.01%             | 2048-10-25      | Variable      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| MRCD MARK Mortgage Trust                                              | MRCD MARK Mortgage Trust, Series 2019-PARK, Class J                                                           | CUSIP: 55348UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20000000 | PA      | $7152000.00    | 0.05%             | 2036-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1521, Class X1                             | CUSIP: 3137H2NZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17810609 | PA      | $1336068.21    | 0.01%             | 2036-08-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                              | AthenaHealth Group, Inc.                                                                                      | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    4880000 | PA      | $4786973.05    | 0.03%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                   | Exeter Automobile Receivables Trust, Series 2025-4A, Class D                                                  | CUSIP: 30167KAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10895000 | PA      | $10966633.54   | 0.08%             | 2032-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                      | CSC Holdings LLC                                                                                              | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    4770000 | PA      | $2241326.65    | 0.02%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Magnetite Ltd.                                                        | Magnetite Ltd., Series 2016-17A, Class AR2                                                                    | CUSIP: 55954EAY5<br>LEI: 5493003SVWF9GG13MZ22 | Long             | ABS-CBDO         | CORP              | KY        |    6500000 | PA      | $6527826.50    | 0.04%             | 2037-04-20      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HKK44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1771081 | PA      | $1838433.47    | 0.01%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Moran Foods Backstop Equity                                           | Moran Foods Backstop Equity                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        | 9333313900 | NS      | $9333.31       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OneMain Finance Corp.                                                 | OneMain Finance Corp.                                                                                         | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    2392000 | PA      | $2418355.06    | 0.02%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                  | FirstKey Homes Trust, Series 2022-SFR2, Class F2                                                              | CUSIP: 33767PAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6941000 | PA      | $6681373.98    | 0.05%             | 2039-07-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                          | American Credit Acceptance Receivables Trust, Series 2023-3, Class E                                          | CUSIP: 02530EAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6400000 | PA      | $6751452.80    | 0.05%             | 2031-10-14      | Fixed         | 9.54%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust, Series 2015-NXS2, Class D                                              | CUSIP: 94989MAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2225750 | PA      | $1546293.07    | 0.01%             | 2058-07-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                         | Six Flags Entertainment Corp.                                                                                 | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4453834.08    | 0.03%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                               | VZ Secured Financing BV                                                                                       | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    1738000 | PA      | $1543341.57    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SGUS LLC                                                              | SGUS LLC                                                                                                      | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1013084 | PA      | $890484.10     | 0.01%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                            | Progress Residential Trust, Series 2022-SFR1, Class F                                                         | CUSIP: 74333YAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10211000 | PA      | $9930473.20    | 0.07%             | 2041-02-17      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2020-89, Class GI                                                                         | CUSIP: 3136BC5D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   44484722 | PA      | $7549493.26    | 0.05%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2020-M37, Class X                                                                           | CUSIP: 3136BBGX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   84361295 | PA      | $3053457.06    | 0.02%             | 2032-04-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                    | Dominican Republic Government Bond                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    8400000 | PA      | $8500800.00    | 0.06%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Series 2024-MN8, Class M1                                                                              | CUSIP: 35563RAA3<br>LEI: 529900XKEN78GROIG538 | Long             | ABS-MBS          | USGSE             | US        |    4464220 | PA      | $4513085.94    | 0.03%             | 2044-05-25      | Floating      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                               | Quikrete Holdings, Inc., 1st Lien Term Loan B-3                                                               | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6773025 | PA      | $6768825.72    | 0.05%             | 2032-02-10      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| ReadyCap Holdings LLC                                                 | ReadyCap Holdings LLC, Series QIB                                                                             | CUSIP: 755763AE9<br>LEI: 549300W908MAGNC9E420 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $16860015.54   | 0.12%             | 2028-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                            | Flagship Credit Auto Trust, Series 2022-3, Class E                                                            | CUSIP: 33845PAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $2430772.00    | 0.02%             | 2029-10-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Dana, Inc.                                                            | Dana, Inc.                                                                                                    | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    1969000 | PA      | $1946727.07    | 0.01%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                      | NRG Energy, Inc.                                                                                              | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    4053000 | PA      | $4107565.54    | 0.03%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K102, Class X3                               | CUSIP: 3137FQKF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   69791338 | PA      | $4791140.46    | 0.03%             | 2046-12-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                    | Subway Funding LLC, Series 2024-1A, Class A23                                                                 | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2558665 | PA      | $2633390.81    | 0.02%             | 2054-07-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 4585, Class JI                                                                           | CUSIP: 3137BPGA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     197102 | PA      | $23726.04      | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust I LLC                                        | Angel Oak Mortgage Trust I LLC, Series 2018-3, Class B1                                                       | CUSIP: 03464NAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $958394.20     | 0.01%             | 2048-09-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                    | BMO Mortgage Trust, Series 2025-5C11, Class XA                                                                | CUSIP: 096941AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   48253067 | PA      | $2316412.60    | 0.02%             | 2058-07-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                            | Axalta Coating Systems LLC                                                                                    | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    6840000 | PA      | $6461611.20    | 0.04%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Aqua Finance Trust                                                    | Aqua Finance Trust, Series 2019-A, Class C                                                                    | CUSIP: 038370AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3363040 | PA      | $3297679.14    | 0.02%             | 2040-07-16      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| FARM Mortgage Trust                                                   | FARM Mortgage Trust, Series 2021-1, Class B                                                                   | CUSIP: 30768WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1352615 | PA      | $1019305.26    | 0.01%             | 2051-07-25      | Variable      | 3.23%                 | Yes           |                  2 | On Loan: No      |
| Fibercop SpA                                                          | Fibercop SpA                                                                                                  | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    2137000 | PA      | $2172467.79    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2023-117, Class ZM                                                                               | CUSIP: 38384CFG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2787978 | PA      | $2747042.26    | 0.02%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2024-30, Class SC                                                                                | CUSIP: 38384JKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20334204 | PA      | $1914416.46    | 0.01%             | 2054-02-20      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                         | Calpine Corp.                                                                                                 | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1091761.55    | 0.01%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                             | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class BRR                                          | CUSIP: 14311NBA1<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |    8000000 | PA      | $8026872.00    | 0.06%             | 2032-07-20      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                | Chart Industries, Inc.                                                                                        | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    8982000 | PA      | $9413935.40    | 0.06%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27, Class E                                  | CUSIP: 61765XAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2075845.50    | 0.01%             | 2047-12-15      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Trust, Inc.                                              | Arbor Realty Trust, Inc., Series QIB                                                                          | CUSIP: 038923AQ1<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18820627.40   | 0.13%             | 2027-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2019-M31, Class X                                                                           | CUSIP: 3136B7T84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28925621 | PA      | $850216.56     | 0.01%             | 2028-09-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | Forward Foreign Currency Contract                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-40621.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LendingClub Loan Certificate Issuer Trust                             | LendingClub Loan Certificate Issuer Trust, Series 2022-NP3, Class CERT                                        | CUSIP: 52606XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $3081000.00    | 0.02%             | 2037-05-15      | Fixed         | 25.22%                | Yes           |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                              | Benchmark Mortgage Trust, Series 2018-B1, Class C                                                             | CUSIP: 08162PBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5140000 | PA      | $4194953.43    | 0.03%             | 2051-01-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, Connecticut Avenue Securities, Series 2018-C06, Class 1B1                                               | CUSIP: 30711X3M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   16560000 | PA      | $18046339.49   | 0.12%             | 2031-03-25      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-108                                                                                         | CUSIP: 38380PWY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32610643 | PA      | $1877208.81    | 0.01%             | 2062-06-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                       | JH North America Holdings, Inc.                                                                               | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    1382000 | PA      | $1397084.53    | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, REMIC, Series 5580, Class Z                                                                            | CUSIP: 3137HMYG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5515481 | PA      | $5129998.52    | 0.04%             | 2055-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADH68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   51371464 | PA      | $52819866.83   | 0.36%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jonah Energy Abs I LLC                                                | Jonah Energy ABS LLC, Series 2022-1, Class C                                                                  | CUSIP: 47987EAE7<br>LEI: 2549003KXV9PPFRCPA79 | Long             | ABS-O            | CORP              | US        |   17500000 | PA      | $17671500.00   | 0.12%             | 2039-08-10      | Fixed         | 12.66%                | Yes           |                  3 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-41, Class BS                                                                                | CUSIP: 38385EKP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  105102149 | PA      | $5467729.10    | 0.04%             | 2055-03-20      | Floating      | 0.95%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread-Collateralized Notes                                | NRZ Excess Spread-Collateralized Notes, Series 2021-FHT1, Class A                                             | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10987706 | PA      | $10781162.50   | 0.07%             | 2026-07-25      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | Forward Foreign Currency Contract                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-672703.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                          | Ecopetrol SA                                                                                                  | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     974000 | PA      | $984908.80     | 0.01%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                             | Vistra Operations Co. LLC                                                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2761000 | PA      | $2897688.83    | 0.02%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                           | Hertz Vehicle Financing LLC, Series 2022-2A, Class D                                                          | CUSIP: 42806MAR0<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $9735435.00    | 0.07%             | 2028-06-26      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                              | PRPM LLC, Series 2025-4, Class A1                                                                             | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6753812 | PA      | $6796934.74    | 0.05%             | 2030-06-25      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                              | RB Global Holdings, Inc.                                                                                      | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    2490000 | PA      | $2548587.21    | 0.02%             | 2028-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                   | Medline Borrower LP                                                                                           | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    9752000 | PA      | $9657190.08    | 0.07%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DBJPM Mortgage Trust                                                  | DBJPM Mortgage Trust, Series 2017-C6, Class D                                                                 | CUSIP: 23312JAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1442838.24    | 0.01%             | 2050-06-10      | Variable      | 3.37%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                   | Citigroup Commercial Mortgage Trust, Series 2014-GC25, Class D                                                | CUSIP: 17322YAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3750000 | PA      | $2055000.00    | 0.01%             | 2047-10-10      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                   | Citigroup Commercial Mortgage Trust, Series 2015-P1, Class D                                                  | CUSIP: 17324DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1372628 | PA      | $1324585.59    | 0.01%             | 2048-09-15      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                         | Six Flags Entertainment Corp.                                                                                 | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   12577000 | PA      | $12543527.57   | 0.09%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618KFBT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2381622 | PA      | $2483359.14    | 0.02%             | 2055-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                          | GS Mortgage Securities Trust, Series 2020-GC45, Class D                                                       | CUSIP: 36258YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2372467.50    | 0.02%             | 2053-02-13      | Variable      | 2.85%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2023-179                                                                                         | CUSIP: 38381JZQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  362173273 | PA      | $15284400.23   | 0.10%             | 2063-09-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2024-161                                                                                         | CUSIP: 38381LA77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  118520685 | PA      | $6521434.75    | 0.04%             | 2064-06-16      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADKG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9211717 | PA      | $9483479.67    | 0.07%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2020-M22, Class X                                                                           | CUSIP: 3136B9H59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   70840102 | PA      | $1903933.99    | 0.01%             | 2031-03-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                          | GS Mortgage Securities Trust, Series 2015-GC32, Class D                                                       | CUSIP: 36250PAM7<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |     789938 | PA      | $770276.78     | 0.01%             | 2048-07-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HPGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1923046 | PA      | $1999836.91    | 0.01%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread-Collateralized Notes                                | NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1, Class A                                             | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2716697 | PA      | $2699302.52    | 0.02%             | 2025-12-25      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2012-93, Class FS                                                                         | CUSIP: 3136A8JC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1280822 | PA      | $124368.68     | 0.00%             | 2032-09-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                                    | Istanbul Metropolitan Municipality                                                                            | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |    2870000 | PA      | $3131026.50    | 0.02%             | 2028-12-06      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                               | American Airlines, Inc.                                                                                       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9810625 | PA      | $9864769.84    | 0.07%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Areit Frn                                                             | Areit Frn                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   29000000 | PA      | $28710000.00   | 0.20%             | 2025-10-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| EquipmentShare.com, Inc.                                              | EquipmentShare.com, Inc.                                                                                      | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   12485000 | PA      | $13222813.56   | 0.09%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                  | Frontier Communications Holdings LLC                                                                          | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9797000 | PA      | $9771550.33    | 0.07%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                   | CDSCMBX                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   12500000 | PA      | $-341661.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K099, Class X3                               | CUSIP: 3137FPJK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   49100000 | PA      | $3298267.95    | 0.02%             | 2047-10-25      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2019-32, Class PI                                                                         | CUSIP: 3136B4YN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     700751 | PA      | $132323.19     | 0.00%             | 2048-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                        | MSWF Commercial Mortgage Trust, Series 2023-2, Class A5                                                       | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   37271633 | PA      | $40288268.52   | 0.28%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                   | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2015-JP1, Class C                                 | CUSIP: 46590KAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4647000 | PA      | $4444822.04    | 0.03%             | 2049-01-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                          | MH Sub I LLC, 1st Lien Term Loan                                                                              | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    2920839 | PA      | $2703412.11    | 0.02%             | 2028-05-03      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2016-108, Class SM                                                                               | CUSIP: 38379YYJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2151747 | PA      | $312912.25     | 0.00%             | 2046-08-20      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                  | Colorado Health Facilities Authority, Vail Valley Medical Centre Project                                      | CUSIP: 19648A4N2<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |     175000 | PA      | $150866.80     | 0.00%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                            | FHLMC UMBS, 30 Year                                                                                           | CUSIP: 3132DUUV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   66502411 | PA      | $68483168.42   | 0.47%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2017-M8, Class X                                                                            | CUSIP: 3136AW7K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37025419 | PA      | $47551.75      | 0.00%             | 2027-05-25      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                          | American Credit Acceptance Receivables Trust, Series 2023-4, Class D                                          | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6700000 | PA      | $6965573.93    | 0.05%             | 2030-09-12      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2017-6, Class SB                                                                          | CUSIP: 3136AVDL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83708 | PA      | $10348.14      | 0.00%             | 2047-02-25      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                            | FHLMC UMBS, 30 Year                                                                                           | CUSIP: 3142GQAD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23438187 | PA      | $24591161.30   | 0.17%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                      | Grupo Nutresa SA                                                                                              | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    3900000 | PA      | $4315740.00    | 0.03%             | 2035-05-12      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust                                      | Onemain Financial Issuance Trust, Series 2025-1A, Class D                                                     | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5300000 | PA      | $5390849.42    | 0.04%             | 2038-07-14      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                      | Altice France SA                                                                                              | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    7300000 | PA      | $6259750.00    | 0.04%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-126                                                                                         | CUSIP: 38381DTB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14572175 | PA      | $969718.49     | 0.01%             | 2063-05-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2020-M6, Class XD                                                                           | CUSIP: 3136B8UU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5606192 | PA      | $111814.94     | 0.00%             | 2030-02-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                           | Federal Republic of Nigeria                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    4700000 | PA      | $4277000.00    | 0.03%             | 2038-02-23      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                 | Prestige Brands, Inc.                                                                                         | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    4743000 | PA      | $4712495.87    | 0.03%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Global Infrastructure Solutions, Inc.                                 | Global Infrastructure Solutions, Inc.                                                                         | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1153264.85    | 0.01%             | 2029-06-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA ACES, Series 2020-M10, Class X1                                                                          | CUSIP: 3136B9DS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  104629697 | PA      | $5976186.74    | 0.04%             | 2030-12-25      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                             | Seagate Data Storage Technology Pte. Ltd.                                                                     | CUSIP: 81180LAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    5160000 | PA      | $4618200.00    | 0.03%             | 2029-07-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Montenegro                                                | Republic of Montenegro                                                                                        | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    5923000 | PA      | $6244678.13    | 0.04%             | 2031-03-12      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-105, Class PZ                                                                               | CUSIP: 38381NAY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7330710 | PA      | $6630988.19    | 0.05%             | 2055-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-178, Class SA                                                                               | CUSIP: 38381D5B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   76746956 | PA      | $4084542.05    | 0.03%             | 2061-10-16      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| WE Soda Investments Holding plc                                       | WE Soda Investments Holding plc                                                                               | CUSIP: N/A<br>LEI: 984500SE38C07DB47A90       | Long             | DBT              | CORP              | GB        |    2400000 | PA      | $2514750.00    | 0.02%             | 2028-10-06      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                                | ON Semiconductor Corp.                                                                                        | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   10381000 | PA      | $10087394.18   | 0.07%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd.                                             | Madison Park Funding Ltd., Series 2021-52A, Class B                                                           | CUSIP: 55822BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11660000 | PA      | $11701661.18   | 0.08%             | 2035-01-22      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                  | FirstKey Homes Trust, Series 2022-SFR1, Class F1                                                              | CUSIP: 33768NAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12700000 | PA      | $11292343.43   | 0.08%             | 2039-05-19      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Cascade Funding Mortgage Trust                                        | Cascade Funding Mortgage Trust, Series 2021-FRR1, Class CK54                                                  | CUSIP: 12529YAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6700000 | PA      | $6428844.30    | 0.04%             | 2026-02-28      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                                         | Organon & Co.                                                                                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11300000 | PA      | $9682787.17    | 0.07%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2003-76, Class SB                                                                         | CUSIP: 31393D5Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1005677 | PA      | $101847.33     | 0.00%             | 2033-08-25      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                              | Bausch Health Cos., Inc.                                                                                      | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   14402000 | PA      | $11042445.46   | 0.08%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC                                                        | 1011778 BC ULC                                                                                                | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1410000 | PA      | $1372450.57    | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                     | Credit Acceptance Auto Loan Trust, Series 2022-3A, Class D                                                    | CUSIP: 22534QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22000000 | PA      | $22471372.00   | 0.15%             | 2033-04-18      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                              | Avis Budget Rental Car Funding AESOP LLC, Series 2023-8A, Class D                                             | CUSIP: 05377RJY1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3586051.06    | 0.02%             | 2030-02-20      | Fixed         | 7.52%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                  | BANK, Series 2020-BN26, Class D                                                                               | CUSIP: 06540JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3250000 | PA      | $2415150.08    | 0.02%             | 2063-03-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Diamond Foreign Asset Co.                                             | Diamond Foreign Asset Co.                                                                                     | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    2300000 | PA      | $2439570.90    | 0.02%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Oportun Funding Trust                                                 | Oportun Funding Trust, Series 2024-3, Class B                                                                 | CUSIP: 68377NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3167000 | PA      | $3174171.04    | 0.02%             | 2029-08-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Series 2021-MN3, Class M2                                                                              | CUSIP: 35563GAB5<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | USGSE             | US        |   18800000 | PA      | $19449564.44   | 0.13%             | 2051-11-25      | Floating      | 8.35%                 | Yes           |                  2 | On Loan: No      |
| Air Canada Pass-Through Trust                                         | Air Canada Pass-Through Trust, Series 2020-2, Class B                                                         | CUSIP: 00909UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     347830 | PA      | $348671.07     | 0.00%             | 2025-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                   | Carlyle US CLO Ltd., Series 2018-4A, Class D2R                                                                | CUSIP: 14315RAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3500563.50    | 0.02%             | 2037-10-17      | Floating      | 9.02%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                  | FirstKey Homes Trust, Series 2020-SFR2, Class F1                                                              | CUSIP: 33767JAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15000000 | PA      | $14900895.00   | 0.10%             | 2037-10-19      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                       | TransDigm, Inc.                                                                                               | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    6502000 | PA      | $6695070.39    | 0.05%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                               | GFL Environmental, Inc.                                                                                       | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    8785000 | PA      | $9170942.62    | 0.06%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR Trust                                                     | FHLMC STACR Trust, Series 2019-DNA1, Class B2                                                                 | CUSIP: 35563KBE9<br>LEI: 5493007222WHFWMBOC78 | Long             | ABS-MBS          | CORP              | US        |    8135000 | PA      | $10095604.15   | 0.07%             | 2049-01-25      | Floating      | 15.21%                | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                             | OBX Trust, Series 2023-NQM7, Class A1                                                                         | CUSIP: 67117XAA4<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-MBS          | CORP              | US        |    4211261 | PA      | $4259270.78    | 0.03%             | 2063-04-25      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| LendingClub Loan Certificate Issuer Trust                             | LendingClub Loan Certificate Issuer Trust, Series 2021-NP1, Class CERT                                        | CUSIP: 52604NAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     900000 | PA      | $2963610.00    | 0.02%             | 2036-12-15      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Lendingpoint Asset Securitization Trust                               | Lendingpoint Asset Securitization Trust, Series 2022-C, Class C                                               | CUSIP: 525919AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1230589 | PA      | $1206191.45    | 0.01%             | 2030-02-15      | Fixed         | 8.68%                 | Yes           |                  2 | On Loan: No      |
| Upstart Pass-Through Trust                                            | Upstart Pass-Through Trust, Series 2021-PT3, Class A                                                          | CUSIP: 91680JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     928079 | PA      | $828701.41     | 0.01%             | 2029-12-20      | Variable      | 21.56%                | Yes           |                  3 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K089, Class X3                               | CUSIP: 3137FL6S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  132506354 | PA      | $9496240.12    | 0.07%             | 2046-01-25      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                     | Brink's Co. (The)                                                                                             | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    3370000 | PA      | $3340994.41    | 0.02%             | 2027-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                   | Connecticut Avenue Securities Trust, Series 2020-R01, Class 1B1                                               | CUSIP: 20754CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10860000 | PA      | $11126457.70   | 0.08%             | 2040-01-25      | Floating      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| North Texas Tollway Authority                                         | North Texas Tollway Authority, First Tier, Series 2009B                                                       | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     131000 | PA      | $143594.89     | 0.00%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                              | Benchmark Mortgage Trust, Series 2023-V3, Class A3                                                            | CUSIP: 08163VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     278000 | PA      | $292624.22     | 0.00%             | 2056-07-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                           | Hashemite Kingdom of Jordan                                                                                   | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    1000000 | PA      | $1039666.20    | 0.01%             | 2028-01-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Upstart Pass-Through Trust                                            | Upstart Pass-Through Trust, Series 2022-PT1, Class A                                                          | CUSIP: 91680KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1071559 | PA      | $1071558.99    | 0.01%             | 2030-02-20      | Variable      | 20.10%                | Yes           |                  3 | On Loan: No      |
| Harriman Park CLO Ltd.                                                | Harriman Park CLO Ltd., Series 2020-1A, Class CRR                                                             | CUSIP: 413717BG3<br>LEI: 549300BI9STOGTECXV18 | Long             | ABS-CBDO         | CORP              | KY        |    5700000 | PA      | $5712329.10    | 0.04%             | 2038-07-20      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                      | Goodyear Tire & Rubber Co. (The)                                                                              | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    2316000 | PA      | $2198224.68    | 0.02%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                | Tenet Healthcare Corp.                                                                                        | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    5745000 | PA      | $5679804.02    | 0.04%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2021-112                                                                                         | CUSIP: 38381DQY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16553736 | PA      | $1255667.06    | 0.01%             | 2063-10-16      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                              | Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class B1                                             | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10651336 | PA      | $10732498.88   | 0.07%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                          | GS Mortgage Securities Trust, Series 2020-GC45, Class E                                                       | CUSIP: 36258YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $5014261.00    | 0.03%             | 2053-02-13      | Variable      | 2.85%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                                            | AMSR Trust, Series 2020-SFR5, Class F                                                                         | CUSIP: 03217JAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18177000 | PA      | $18049871.88   | 0.12%             | 2037-11-17      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                      | Bombardier, Inc.                                                                                              | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1545000 | PA      | $1606585.25    | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                         | Voya CLO Ltd., Series 2019-4A, Class BR                                                                       | CUSIP: 92918BAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8000000 | PA      | $8025016.00    | 0.06%             | 2035-01-15      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                           | Caesars Entertainment, Inc.                                                                                   | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    5860000 | PA      | $6059931.48    | 0.04%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CoreVest American Finance Trust                                       | CoreVest American Finance Trust, Series 2019-3, Class D                                                       | CUSIP: 21872NAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8689000 | PA      | $8151850.36    | 0.06%             | 2052-10-15      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA II, 30 Year                                                                                              | CUSIP: 3618HAP33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1464095 | PA      | $1519773.79    | 0.01%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                               | FHLMC STACR REMIC Trust, Series 2021-DNA7, Class B2                                                           | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    5050000 | PA      | $5375119.00    | 0.04%             | 2041-11-25      | Floating      | 12.15%                | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2020-38                                                                                          | CUSIP: 38380PCQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10177132 | PA      | $600401.93     | 0.00%             | 2062-04-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                                | Buckhorn Park CLO Ltd., Series 2019-1A, Class ARR                                                             | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17200000 | PA      | $17187203.20   | 0.12%             | 2034-07-18      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| UKG, Inc.                                                             | UKG, Inc., 1st Lien Term Loan                                                                                 | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    6538277 | PA      | $6532850.31    | 0.04%             | 2031-02-10      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1B                                                          | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10293800.00   | 0.07%             | 2042-04-25      | Floating      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Ltd.                                 | Bioceanico Sovereign Certificate Ltd.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    2515764 | PA      | $2013944.31    | 0.01%             | 2034-06-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                              | PRET LLC, Series 2024-NPL8, Class A1                                                                          | CUSIP: 69392DAA0<br>LEI: 254900IGILCZGVE9SS90 | Long             | ABS-MBS          | CORP              | US        |    8229044 | PA      | $8242344.07    | 0.06%             | 2054-11-25      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                                   | Buckeye Partners LP                                                                                           | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $3082403.06    | 0.02%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LendingClub Loan Certificate Issuer Trust                             | LendingClub Loan Certificate Issuer Trust, Series 2022-NP1, Class CERT                                        | CUSIP: 52606QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     855000 | PA      | $3117672.00    | 0.02%             | 2037-03-16      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Ford Motor Credit Co. LLC                                             | Ford Motor Credit Co. LLC                                                                                     | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   12200000 | PA      | $12081011.81   | 0.08%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Dryden CLO Ltd.                                                       | Dryden CLO Ltd., Series 2022-109A, Class BR                                                                   | CUSIP: 26248KAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $3997776.00    | 0.03%             | 2038-04-15      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                                | Alternative Loan Trust, Series 2005-23CB, Class A16                                                           | CUSIP: 12667GMX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38268 | PA      | $31096.62      | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| P2                                                                    | P2                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   25000000 | PA      | $24970000.00   | 0.17%             | 2031-12-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Government of Mongolia                                                | State of Mongolia                                                                                             | CUSIP: 60937LAE5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    5600000 | PA      | $4963000.00    | 0.03%             | 2031-07-07      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                  | GNMA, Series 2025-70, Class EZ                                                                                | CUSIP: 38385FSG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8235846 | PA      | $7359175.70    | 0.05%             | 2055-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust                       | Multi-Family Connecticut Avenue Securities Trust, Series 2025-01, Class B1                                    | CUSIP: 62549CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $2479783.20    | 0.02%             | 2055-05-25      | Floating      | 9.55%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust                                                | Marlette Funding Trust, Series 2022-3A, Class C                                                               | CUSIP: 57109NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     476503 | PA      | $477948.25     | 0.00%             | 2032-11-15      | Fixed         | 6.89%                 | Yes           |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                 | FMC GMSR Issuer Trust, Series 2021-GT2, Class B                                                               | CUSIP: 30259RAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19140000 | PA      | $18171950.48   | 0.12%             | 2026-10-25      | Variable      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| BHMS Commercial Mortgage Trust                                        | BHMS Commercial Mortgage Trust, Series 2025-ATLS, Class A                                                     | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21450000 | PA      | $21517031.25   | 0.15%             | 2042-08-15      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K124, Class XAM                              | CUSIP: 3137F9Z38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17689000 | PA      | $777937.46     | 0.01%             | 2031-01-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2018-KW06, Class C                                                               | CUSIP: 30306WAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12000000 | PA      | $9783891.60    | 0.07%             | 2028-06-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                        | Carnival Corp.                                                                                                | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   12650000 | PA      | $12814032.55   | 0.09%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Mallinckrodt plc                                                      | Mallinckrodt plc                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      64590 | NS      | $6333856.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2025-47, Class SM                                                                         | CUSIP: 3136BWKR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   98149628 | PA      | $7903724.54    | 0.05%             | 2055-06-25      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                   | DT Auto Owner Trust, Series 2022-3A, Class E                                                                  | CUSIP: 23345RAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8500000 | PA      | $8933026.55    | 0.06%             | 2029-07-16      | Fixed         | 10.99%                | Yes           |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                            | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class D                                          | CUSIP: 46647TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4669000 | PA      | $3619117.45    | 0.02%             | 2050-03-15      | Variable      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                               | Civitas Resources, Inc.                                                                                       | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    7268000 | PA      | $7566300.52    | 0.05%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                               | GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1                                                           | CUSIP: 362341RX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65016 | PA      | $62686.83      | 0.00%             | 2035-09-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                 | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K148, Class X3                               | CUSIP: 3137H8UC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18414000 | PA      | $4199542.88    | 0.03%             | 2054-08-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                        | PMT Loan Trust, Series 2025-INV6, Class A2                                                                    | CUSIP: 69382MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27902702 | PA      | $28301626.61   | 0.19%             | 2056-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                               | Civitas Resources, Inc.                                                                                       | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    5035000 | PA      | $5228933.10    | 0.04%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                       | CSAIL Commercial Mortgage Trust, Series 2018-CX11, Class C                                                    | CUSIP: 12652UBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6734000 | PA      | $6359787.58    | 0.04%             | 2051-04-15      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                             | Ford Motor Credit Co. LLC                                                                                     | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     500000 | PA      | $490434.80     | 0.00%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLMC                                                            | FNMA/FHLMC UMBS, Single Family, 30 Year                                                                       | CUSIP: 01F0326A7<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -70540000 | PA      | $-63698259.80  | -0.44%            | 2055-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                | Santander Drive Auto Receivables Trust, Series 2025-3, Class D                                                | CUSIP: 80288JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19270000 | PA      | $19426936.81   | 0.13%             | 2031-09-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                 | Albertsons Cos., Inc.                                                                                         | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11897000 | PA      | $11893342.86   | 0.08%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                            | Garda World Security Corp.                                                                                    | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    1868000 | PA      | $1948288.71    | 0.01%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                        | PMT Loan Trust, Series 2025-J1, Class A1                                                                      | CUSIP: 729910AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   63006306 | PA      | $63907106.82   | 0.44%             | 2055-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Baytex Energy Corp.                                                   | Baytex Energy Corp.                                                                                           | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    7875000 | PA      | $8038130.63    | 0.06%             | 2030-04-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                          | Royal Caribbean Cruises Ltd.                                                                                  | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    3651000 | PA      | $3745820.12    | 0.03%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                       | WFRBS Commercial Mortgage Trust, Series 2014-C22, Class D                                                     | CUSIP: 92890KAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1440000 | PA      | $555436.80     | 0.00%             | 2057-09-15      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                  | FNMA, REMIC, Series 2025-57, Class Z                                                                          | CUSIP: 3136BWPN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7701615 | PA      | $7648297.12    | 0.05%             | 2055-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                   | Iron Mountain, Inc.                                                                                           | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     489000 | PA      | $500389.36     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                             | Commercial Mortgage Trust, Series 2014-CR14, Class C                                                          | CUSIP: 12630DBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $950010.00     | 0.01%             | 2047-02-10      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF Mortgage Trust, Series 2019-KF71, Class B                                                               | CUSIP: 30314GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2915310 | PA      | $2722894.43    | 0.02%             | 2029-10-25      | Floating      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                              | Benchmark Mortgage Trust, Series 2024-V5, Class A3                                                            | CUSIP: 08163XAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4132621 | PA      | $4312480.52    | 0.03%             | 2057-01-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** JPMorgan Trust I

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer