# EDGAR Filing Document

**Accession Number:** 0001420040
**File Stem:** 0000910472-26-009752
**Filing Date:** 2026-6
**Character Count:** 300719
**Document Hash:** 7f3daf5a10072c35e539ab450109d859
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-009752.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0000910472-26-009752

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Dunham Funds
- **CENTRAL INDEX KEY:** 0001420040

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22153
- **FILM NUMBER:** 261122168

**BUSINESS ADDRESS:**
- **STREET 1:** 6256 GREENWICH DRIVE
- **STREET 2:** SUITE 550
- **CITY:** SAN DIEGO
- **STATE:** CA
- **ZIP:** 92122
- **BUSINESS PHONE:** 858-964-0500

**MAIL ADDRESS:**
- **STREET 1:** 6256 GREENWICH DRIVE
- **STREET 2:** SUITE 550
- **CITY:** SAN DIEGO
- **STATE:** CA
- **ZIP:** 92122

## Series and Classes Contracts Data

### Dunham Corporate/Government Bond Fund (Series ID: S000020976)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000059523 | Dunham Corporate/Government Bond Fund Class A | DACGX           |
| C000059524 | Dunham Corporate/Government Bond Fund Class C | DCCGX           |
| C000059525 | Dunham Corporate/Government Bond Fund Class N | DNCGX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Dunham Funds

- **b. Investment Company Act file number:** 811-22153

- **c. CIK number of Registrant:** 0001420040

- **d. LEI of Registrant:** 549300FI2C3SP4YCHL80

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

  - **Street Address 1:** 6256 Greenwich Dr

  - **City:** SAN DIEGO

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92122

  - **Telephone number:** 858-964-0500

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

- **a. Name of Series:** Dunham Corporate/Government Bond Fund

- **b. EDGAR series identifier (if any):** S000020976

- **c. LEI of Series:** 549300TMDJ8PGJIEKS74

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $339785795.30

**Total Liabilities:** $3063726.60

**Net Assets:** $336722068.70

**Cash Not Reported:** $540216.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 513.54775400 | **1-Year:** 7672.46288300 | **5-Year:** 40523.08256700 | **10-Year:** 48640.27813500 | **30-Year:** 19391.73128800

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

- **3-Month:** 30.19100400 | **1-Year:** 1522.13417600 | **5-Year:** 7684.37028900 | **10-Year:** 3089.15924300 | **30-Year:** 679.42603800

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000059525 | 1.35%                | -1.85%               | 0.45%                |
| Class ID C000059524 | 1.31%                | -1.85%               | 0.31%                |
| Class ID C000059523 | 1.34%                | -1.87%               | 0.43%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $74653.09                | $2987009.93                                |
| Month 2  | $44900.69                | $-7043027.11                               |
| Month 3  | $80638.61                | $213482.34                                 |

**Designated Index Information**

- **Index Name:** Dunham Corporate/Govt DRP

- **Index Identifier:** DUNHAM CORPORATE/GOVT DRP

### Schedule of Portfolio Investments

| Name                                                                                     | Title                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| OAK-EAGLE ACQUIRECO INC                                                                  | EA 7 1/4 07/01/33                    | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61776.58     | 0.02%             | 2033-07-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8343                            | CUSIP: 3132DWHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    702338 | PA      | $720258.37    | 0.21%             | 2053-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                   | ROP 5.1 09/15/35                     | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    724000 | PA      | $703905.55    | 0.21%             | 2035-09-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4 1/8 02/15/36                     | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $489570.31    | 0.15%             | 2036-02-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| GARTNER INC                                                                              | IT 3 3/4 10/01/30                    | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    800000 | PA      | $733608.69    | 0.22%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| SMURFIT KAPPA TREASURY UNLTD CO                                                          | SW 5.777 04/03/54                    | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    775000 | PA      | $750632.68    | 0.22%             | 2054-04-03      | Fixed         | 5.78%                 | No            | 2                  | On Loan: —       |
| Flutter Entertainment                                                                    | FLTR TL B 1L USD                     | CUSIP: N3313EAJ9<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | US        |    123839 | PA      | $123413.23    | 0.04%             | 2032-06-04      | Variable      | 6.35%                 | No            | 2                  | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DEL CHILE SA                                              | CDEL 5.95 01/08/34                   | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    336000 | PA      | $348443.42    | 0.10%             | 2034-01-08      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| BBVA MEXICO SA TEXAS BRANCH                                                              | BBVASM 8 1/8 01/08/39                | CUSIP: 07336UAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $150617.20    | 0.04%             | 2039-01-08      | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                           | BCRED 5.95 07/16/29                  | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    177000 | PA      | $177196.68    | 0.05%             | 2029-07-16      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| US BANCORP                                                                               | USB 5.424 02/12/36                   | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    631000 | PA      | $643665.91    | 0.19%             | 2036-02-12      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                               | AER 6.95 03/10/55                    | CUSIP: 00774MBK0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    156000 | PA      | $161570.32    | 0.05%             | 2055-03-10      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                                                 | KSA 4 1/2 10/26/46                   | CUSIP: 80413TAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     95000 | PA      | $78476.21     | 0.02%             | 2046-10-26      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                   | FANG 5.9 04/18/64                    | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    583000 | PA      | $563081.20    | 0.17%             | 2064-04-18      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| BRITISH AIRWAYS PLC                                                                      | IAGLN 2.9 03/15/35                   | CUSIP: 11042CAA8<br>LEI: 375X9PSJLLOV7F21O626 | Long             | ABS-O            | CORP              | GB        |    305027 | PA      | $281868.49    | 0.08%             | 2035-03-15      | Fixed         | 2.90%                 | Yes           | 2                  | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                                 | DTV 5 7/8 08/15/27                   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    152000 | PA      | $152205.66    | 0.05%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                                                 | KSA 4 7/8 07/18/33                   | CUSIP: 80413TBD0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    154000 | PA      | $153568.64    | 0.05%             | 2033-07-18      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                               | AER 6 1/2 01/31/56                   | CUSIP: 00774MBQ7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    224000 | PA      | $228178.94    | 0.07%             | 2056-01-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GENESIS ENERGY LP                                                                        | GEL 8 7/8 04/15/30                   | CUSIP: 37185LAN2<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    305000 | PA      | $319647.63    | 0.09%             | 2030-04-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Select Medical                                                                           | SEM TL B 1L USD                      | CUSIP: 816194AY0<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |    182688 | PA      | $182574.23    | 0.05%             | 2031-11-19      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025-1                                     | BLAST 2025-1 C                       | CUSIP: 10806HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465000 | PA      | $468404.45    | 0.14%             | 2029-12-17      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                             | CHTR 4 1/2 08/15/30                  | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $42006.31     | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2017-4                                                          | JPMMT 2017-4 A13                     | CUSIP: 46648UAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    908189 | PA      | $828994.57    | 0.25%             | 2048-11-25      | Floating      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 909175                            | CUSIP: 31411JCL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11163 | PA      | $11510.35     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-8                                                        | VERUS 2023-8 A1                      | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-O            | CORP              | US        |    434405 | PA      | $436959.04    | 0.13%             | 2068-12-25      | Floating      | 6.26%                 | Yes           | 2                  | On Loan: No      |
| Aspire Mortgage Trust 2026-1                                                             | SPIRE 2026-1 A1                      | CUSIP: 04539FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495427 | PA      | $492815.77    | 0.15%             | 2066-01-25      | Floating      | 4.86%                 | Yes           | 2                  | On Loan: No      |
| STATE STREET CORP                                                                        | STT 6.123 11/21/34                   | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    565000 | PA      | $597221.73    | 0.18%             | 2034-11-21      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Blackfin Pipeline                                                                        | BLKFPL TL B 1L USD                   | CUSIP: 09231PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    279300 | PA      | $281861.18    | 0.08%             | 2032-09-29      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| BROOKLYN UNION GAS COMPANY (THE)                                                         | NGGLN 4.866 08/05/32                 | CUSIP: 114259AW4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    271000 | PA      | $265815.27    | 0.08%             | 2032-08-05      | Fixed         | 4.87%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FA1728                            | CUSIP: 3140W14N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2044491 | PA      | $2098036.02   | 0.62%             | 2053-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                     | CHTR 6.484 10/23/45                  | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    725000 | PA      | $668846.72    | 0.20%             | 2045-10-23      | Fixed         | 6.48%                 | No            | 2                  | On Loan: No      |
| EMD FINANCE LLC                                                                          | MRKGR 5 10/15/35                     | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    783000 | PA      | $774462.32    | 0.23%             | 2035-10-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                                            | UHS 5.05 10/15/34                    | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    422000 | PA      | $406392.33    | 0.12%             | 2034-10-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                                                                 | COMPOS 5 5/8 02/01/33                | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4903.60      | 0.00%             | 2033-02-01      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM3                                            | NRZT 2026-NQM3 A1                    | CUSIP: 64832PAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    364284 | PA      | $361886.57    | 0.11%             | 2066-02-25      | Floating      | 4.83%                 | Yes           | 2                  | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4 1/2 11/15/54                     | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3310000 | PA      | $3057353.92   | 0.91%             | 2054-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                                     | PPC 6 1/4 07/01/33                   | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    300288 | PA      | $315206.73    | 0.09%             | 2033-07-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| MIRA TRUST 2023-MILE                                                                     | MIRA 2023-MILE A                     | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    499000 | PA      | $512515.17    | 0.15%             | 2028-06-06      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| MMP CAPITAL 2025-A LLC                                                                   | MMP 2025-A B                         | CUSIP: 55317QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $806868.96    | 0.24%             | 2031-12-15      | Fixed         | 5.72%                 | Yes           | 2                  | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES3                                                            | RCKT 2024-CES3 A1A                   | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    551951 | PA      | $557686.37    | 0.17%             | 2044-05-25      | Floating      | 6.59%                 | Yes           | 2                  | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST 2025-HGLR                                                    | HGMT 2025-HGLR A                     | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    820000 | PA      | $840267.28    | 0.25%             | 2045-02-05      | Floating      | 5.64%                 | Yes           | 2                  | On Loan: No      |
| FHF TRUST 2023-1                                                                         | FHF 2023-1A A2                       | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22969 | PA      | $23040.43     | 0.01%             | 2028-06-15      | Fixed         | 6.57%                 | Yes           | 2                  | On Loan: No      |
| BANK OF NEW YORK MELLON CORP (THE)                                                       | BK 5.834 10/25/33                    | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    486000 | PA      | $514529.13    | 0.15%             | 2033-10-25      | Fixed         | 5.83%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1                                                  | OMFIT 2025-1A B                      | CUSIP: 68270DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630000 | PA      | $631374.28    | 0.19%             | 2038-07-14      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust 2024-1                                      | ARIVO 2024-1A B                      | CUSIP: 039943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    446000 | PA      | $453021.96    | 0.13%             | 2030-06-17      | Fixed         | 6.87%                 | Yes           | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                                     | GLENLN 5.634 04/04/34                | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257064.49    | 0.08%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                          | COLOM 5 5/8 02/26/44                 | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    195000 | PA      | $162093.75    | 0.05%             | 2044-02-26      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2025-RVM1                                                       | OCTL 2025-RVM1 A                     | CUSIP: 67571HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    693911 | PA      | $692511.35    | 0.21%             | 2046-12-20      | Fixed         | 4.48%                 | Yes           | 2                  | On Loan: No      |
| American Axle                                                                            | AXL TL C 1L USD                      | CUSIP: 02406MAW7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |    138600 | PA      | $138773.25    | 0.04%             | 2032-09-20      | Variable      | 7.40%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                          | PM 5 3/8 02/15/33                    | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514503.62    | 0.15%             | 2033-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Del Monte Foods Inc                                                                      | DELMFD PIK-TERM 1L USD               | CUSIP: 24521WAD1<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |    120326 | PA      | $2556.92      | 0.00%             | 2028-08-02      | Variable      | 8.35%                 | No            | 2                  | On Loan: No      |
| A&D MORTGAGE TRUST 2025-NQM2                                                             | ADMT 2025-NQM2 A1                    | CUSIP: 00250EAC0<br>LEI: 9845004ECDEDFFFFC959 | Long             | ABS-O            | CORP              | US        |    504438 | PA      | $508240.84    | 0.15%             | 2070-06-25      | Floating      | 5.79%                 | Yes           | 2                  | On Loan: No      |
| NMEF FUNDING 2025-A LLC                                                                  | NMEF 2025-A B                        | CUSIP: 62919VAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $573312.33    | 0.17%             | 2032-04-25      | Fixed         | 5.18%                 | Yes           | 2                  | On Loan: No      |
| APTIV PLC/APTIV GLOBAL FINANCING DAC                                                     | APTV 6 7/8 12/15/54                  | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     45000 | PA      | $46147.19     | 0.01%             | 2054-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2023-4                                                        | LADAR 2023-4A C                      | CUSIP: 50571AAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    339000 | PA      | $345908.35    | 0.10%             | 2029-03-15      | Fixed         | 6.76%                 | Yes           | 2                  | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                         | TURKEY 7 1/4 05/29/32                | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    143000 | PA      | $146412.38    | 0.04%             | 2032-05-29      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2021-1                                                         | TPMT 2021-1 A2                       | CUSIP: 89179YAW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365000 | PA      | $319020.91    | 0.09%             | 2061-11-25      | Floating      | 2.75%                 | Yes           | 2                  | On Loan: No      |
| ABBOTT LABORATORIES                                                                      | ABT 5 1/2 03/15/56                   | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    257000 | PA      | $248749.26    | 0.07%             | 2056-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BLACKROCK INC                                                                            | BLK 5 1/4 03/14/54                   | CUSIP: 09290DAC5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    546000 | PA      | $512219.79    | 0.15%             | 2054-03-14      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| SODEXO INC                                                                               | SWFP 5.8 08/15/35                    | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    616000 | PA      | $628141.62    | 0.19%             | 2035-08-15      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8309                            | CUSIP: 3132DWGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1474783 | PA      | $1515056.49   | 0.45%             | 2053-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NYMT LOAN TRUST 2022-CP1                                                                 | NYMT 2022-CP1 A1                     | CUSIP: 62955VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800929 | PA      | $754597.79    | 0.22%             | 2061-07-25      | Fixed         | 2.04%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FS4991                            | CUSIP: 3140XLRM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    655520 | PA      | $575794.26    | 0.17%             | 2052-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Light & Wonder (Scientific Games)                                                        | LNW TL B 1L USD                      | CUSIP: 80875AAY7<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    170000 | PA      | $170318.75    | 0.05%             | 2029-04-16      | Variable      | 5.65%                 | No            | 2                  | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                                                | SERBIA 6 1/2 09/26/33                | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    149000 | PA      | $158902.10    | 0.05%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH                                       | BANORT 6 5/8 PERP                    | CUSIP: 05973KAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     82000 | PA      | $80562.17     | 0.02%             | 2170-01-24      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| PMT LOAN TRUST 2024-INV2                                                                 | PMTLT 2024-INV2 A1                   | CUSIP: 73015CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    167578 | PA      | $169694.69    | 0.05%             | 2059-12-25      | Floating      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                                             | UAL 5 3/8 03/01/31                   | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24672.69     | 0.01%             | 2031-03-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER INC                                                               | SWK 6.707 03/15/60                   | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    455000 | PA      | $448294.24    | 0.13%             | 2060-03-15      | Fixed         | 6.71%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WFC 6 1/8 PERP                       | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1012860.53   | 0.30%             | 2174-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2019-GS2                                                   | MCMLT 2019-GS2 A1                    | CUSIP: 59981TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165444 | PA      | $161655.18    | 0.05%             | 2059-08-25      | Floating      | 2.75%                 | Yes           | 2                  | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                                | APODS 5 7/8 08/30/30                 | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    435000 | PA      | $431527.51    | 0.13%             | 2030-08-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                           | MS 5.948 01/19/38                    | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    287000 | PA      | $295812.11    | 0.09%             | 2038-01-19      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                 | CRBG 6 3/8 09/15/54                  | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    537000 | PA      | $534165.97    | 0.16%             | 2054-09-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| FOUNDATION FINANCE TRUST 2023-2                                                          | FFIN 2023-2A A                       | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184259 | PA      | $190545.82    | 0.06%             | 2049-06-15      | Fixed         | 6.53%                 | Yes           | 2                  | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                                | SOBOCN 6.176 10/01/54                | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66282.03     | 0.02%             | 2054-10-01      | Fixed         | 6.18%                 | No            | 2                  | On Loan: No      |
| UKG                                                                                      | ULTI TL B 1L USD                     | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |    128176 | PA      | $123898.65    | 0.04%             | 2031-02-10      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                                      | NEE 6 1/2 08/15/55                   | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    428000 | PA      | $446474.19    | 0.13%             | 2055-08-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                                                                        | STT 6.7 PERP                         | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    337000 | PA      | $347482.72    | 0.10%             | 2174-03-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: —       |
| BLUELINX HOLDINGS INC                                                                    | BXC 6 11/15/29                       | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169985.67    | 0.05%             | 2029-11-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: —       |
| CHARLES SCHWAB CORP (THE)                                                                | SCHW 6.136 08/24/34                  | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $240189.82    | 0.07%             | 2034-08-24      | Fixed         | 6.14%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                 | CRBG 6 7/8 12/15/52                  | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304617.90    | 0.09%             | 2052-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Froneri                                                                                  | ICECR TL B 1L USD                    | CUSIP: G3679YAK8<br>LEI: 213800NRSZ1N2Y6LEX44 | Long             | LON              | CORP              | US        |    381646 | PA      | $379415.53    | 0.11%             | 2031-09-18      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2025-X1                                                | AFFRM 2025-X1 A                      | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16600 | PA      | $16608.11     | 0.00%             | 2030-04-15      | Fixed         | 5.08%                 | Yes           | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                     | OMF 6 1/2 03/15/33                   | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    235000 | PA      | $229593.83    | 0.07%             | 2033-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2024-2                                                     | LBZZ 2024-2A A2                      | CUSIP: 525920AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    138171 | PA      | $139045.34    | 0.04%             | 2029-05-15      | Fixed         | 5.99%                 | Yes           | 2                  | On Loan: No      |
| CAPITAL POWER (US HOLDINGS) INC                                                          | CPXCN 6.189 06/01/35                 | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    631000 | PA      | $649900.60    | 0.19%             | 2035-06-01      | Fixed         | 6.19%                 | Yes           | 2                  | On Loan: No      |
| N/A                                                                                      | MOUNT VERNON LIQUID ASSETS PORTFOLIO | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |         0 | NS      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-1                                                         | TPMT 2024-1 A1                       | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    402182 | PA      | $411425.74    | 0.12%             | 2064-03-25      | Floating      | 4.90%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST 2025-ROIC                                                                       | BX 2025-ROIC C                       | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600250 | PA      | $598855.62    | 0.18%             | 2030-03-15      | Floating      | 5.20%                 | Yes           | 2                  | On Loan: No      |
| CompoSecure/Husky Technologies                                                           | COMPOS TL B 1L USD                   | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70000 | PA      | $70291.90     | 0.02%             | 2033-01-10      | Variable      | 5.94%                 | No            | 2                  | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-CES1                                      | SAN 2025-CES1 A1A                    | CUSIP: 802650AB7<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-O            | CORP              | US        |    463498 | PA      | $461621.03    | 0.14%             | 2055-09-25      | Floating      | 5.04%                 | Yes           | 2                  | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2016-1                                                         | TPMT 2019-2 A2                       | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    955000 | PA      | $873942.37    | 0.26%             | 2058-12-25      | Floating      | 3.75%                 | Yes           | 2                  | On Loan: No      |
| PUGET ENERGY INC                                                                         | PSD 2.379 06/15/28                   | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    419000 | PA      | $400525.91    | 0.12%             | 2028-06-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                         | DB 5.06 04/14/32                     | CUSIP: 25160PAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $594485.77    | 0.18%             | 2032-04-14      | Fixed         | 5.06%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                                                  | BPCEGP 6.915 01/14/46                | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    209000 | PA      | $213915.61    | 0.06%             | 2046-01-14      | Fixed         | 6.92%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 866009                            | CUSIP: 31409BDN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7033 | PA      | $7378.75      | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BX TRUST 2018-BILT                                                                       | BX 2019-OC11 D                       | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $389143.10    | 0.12%             | 2041-12-09      | Fixed         | 4.08%                 | Yes           | 2                  | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                             | CHTR 4 3/4 03/01/30                  | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $170660.68    | 0.05%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| UZBEKISTAN, REPUBLIC OF - MINISTRY OF FINANCE                                            | UZBEK 6.9 02/28/32                   | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    116000 | PA      | $124670.73    | 0.04%             | 2032-02-28      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| AES CORP (THE)                                                                           | AES 7.6 01/15/55                     | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198761.75    | 0.06%             | 2055-01-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                | OXY 6.05 10/01/54                    | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390368.00    | 0.12%             | 2054-10-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4 3/4 05/15/55                     | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1775000 | PA      | $1708264.15   | 0.51%             | 2055-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FA0685                            | CUSIP: 3140W0XP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1332989 | PA      | $1365430.02   | 0.41%             | 2055-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                     | BAC 2.687 04/22/32                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    695000 | PA      | $630946.30    | 0.19%             | 2032-04-22      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR1 TRUST                                                           | FKH 2021-SFR1 D                      | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $128869.26    | 0.04%             | 2028-08-17      | Fixed         | 2.19%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORP                                                                              | ORCL 6 1/4 11/09/32                  | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277267.61    | 0.08%             | 2032-11-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | F 6 1/2 02/07/35                     | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147872.62    | 0.04%             | 2035-02-07      | Fixed         | 6.50%                 | No            | 2                  | On Loan: —       |
| WhiteWater DBR                                                                           | WHIDBR TL B1 1L USD                  | CUSIP: 96616PAD0<br>LEI: 21380025GXMNBTSJP816 | Long             | LON              | CORP              | US        |     73690 | PA      | $74197.31     | 0.02%             | 2031-03-03      | Variable      | 6.55%                 | No            | 2                  | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2013-A                                            | SDART 2025-4 C                       | CUSIP: 802923AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $649983.75    | 0.19%             | 2032-01-15      | Fixed         | 4.52%                 | No            | 2                  | On Loan: No      |
| ARAGORN PARENT CORP                                                                      | DELMFD PIK-TERM 1L USD               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26053 | PA      | $20972.49     | 0.01%             | 2026-06-01      | Variable      | 4.35%                 | No            | 2                  | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2021-C                                                            | OPTN 2021-C A                        | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142861 | PA      | $141025.39    | 0.04%             | 2031-10-08      | Fixed         | 2.18%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG G05888                            | CUSIP: 3128M72V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7463 | PA      | $7681.56      | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ALLIANZ SE                                                                               | ALVGR 5.6 09/03/54                   | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    271000 | PA      | $271172.84    | 0.08%             | 2054-09-03      | Fixed         | 5.60%                 | Yes           | 2                  | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD                                                            | MFCC 2024-2A A                       | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430000 | PA      | $430427.25    | 0.13%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           | 2                  | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4 02/15/34                         | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    890000 | PA      | $874616.21    | 0.26%             | 2034-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EFMT 2025-CES4                                                                           | EFMT 2025-CES4 A1                    | CUSIP: 267954AA3<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-O            | CORP              | US        |    820099 | PA      | $822764.77    | 0.24%             | 2060-06-25      | Floating      | 5.43%                 | Yes           | 2                  | On Loan: No      |
| PMT LOAN TRUST 2025-INV7                                                                 | PMTLT 2025-INV7 A7                   | CUSIP: 73015FAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    703856 | PA      | $710479.95    | 0.21%             | 2056-06-25      | Floating      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                 | AXP 5 5/8 07/28/34                   | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    962000 | PA      | $984069.42    | 0.29%             | 2034-07-28      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 1 3/8 08/15/50                     | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5850000 | PA      | $2830623.06   | 0.84%             | 2050-08-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N1                                                   | CRVNA 2024-N1 B                      | CUSIP: 14687QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495000 | PA      | $497975.74    | 0.15%             | 2030-05-10      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| VERTIV HOLDINGS COMPANY                                                                  | VRT 5.65 03/15/46                    | CUSIP: 92537NAB4<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144813.77    | 0.04%             | 2046-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN CB0534                            | CUSIP: 3140QKSY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2963543 | PA      | $2605452.14   | 0.77%             | 2051-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BX TRUST 2018-BILT                                                                       | BX 2024-XL5 A                        | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    672414 | PA      | $673845.33    | 0.20%             | 2041-03-15      | Floating      | 5.05%                 | Yes           | 2                  | On Loan: No      |
| UBS GROUP AG                                                                             | UBS 4.988 08/05/33                   | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    370000 | PA      | $368302.07    | 0.11%             | 2033-08-05      | Fixed         | 4.99%                 | Yes           | 2                  | On Loan: No      |
| Talen Energy Supply                                                                      | TLN TL B 1L USD                      | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |     89775 | PA      | $90020.53     | 0.03%             | 2032-10-09      | Variable      | 5.65%                 | No            | 2                  | On Loan: No      |
| Univision Communications/Televisa                                                        | UVN TL B 1L USD                      | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    225975 | PA      | $225127.59    | 0.07%             | 2029-01-31      | Variable      | 7.94%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                                                   | PNC 5.575 01/29/36                   | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    395000 | PA      | $404306.43    | 0.12%             | 2036-01-29      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| VISTRA CORP                                                                              | VST 8 PERP                           | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247240.28    | 0.07%             | 2170-04-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                | OXY 6.2 03/15/40                     | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    271000 | PA      | $280184.46    | 0.08%             | 2040-03-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS8360                            | CUSIP: 3140XQJE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1141526 | PA      | $1042442.17   | 0.31%             | 2052-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS4438                            | CUSIP: 3140XK4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    709392 | PA      | $703444.01    | 0.21%             | 2052-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JP MORGAN SEASONED MORTGAGE TRUST 2024-1                                                 | JPSMT 2024-1 A4                      | CUSIP: 61777HAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305067 | PA      | $299236.10    | 0.09%             | 2054-10-25      | Floating      | 4.34%                 | Yes           | 2                  | On Loan: No      |
| Hologic, Inc.                                                                            | HOLX TL B 1L USD                     | CUSIP: 43644ABL2<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | LON              | CORP              | US        |    215000 | PA      | $214060.45    | 0.06%             | 2033-01-14      | Variable      | 5.94%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                                 | TIBX 9 09/30/29                      | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392848.93    | 0.12%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                      | GPN 5.55 11/15/35                    | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    615000 | PA      | $593596.95    | 0.18%             | 2035-11-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| NOKIA OYJ (NOKIA CORP)                                                                   | NOKIA 6 5/8 05/15/39                 | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    195000 | PA      | $205642.71    | 0.06%             | 2039-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| HERC HOLDINGS INC                                                                        | HRI 7 06/15/30                       | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    215000 | PA      | $223791.78    | 0.07%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MEX 6 5/8 01/29/38                   | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $206340.00    | 0.06%             | 2038-01-29      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| RCO X MORTGAGE LLC 2025-1                                                                | RCO 2026-1 A1                        | CUSIP: 74940DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    636394 | PA      | $635073.20    | 0.19%             | 2031-03-25      | Floating      | 5.54%                 | Yes           | 2                  | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2025-CES1                                                     | JPMMT 2025-CES1 A1                   | CUSIP: 46658XAC9<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-O            | CORP              | US        |    224244 | PA      | $225210.90    | 0.07%             | 2055-05-25      | Floating      | 5.67%                 | Yes           | 2                  | On Loan: No      |
| ACADIA HEALTHCARE COMPANY INC                                                            | ACHC 5 1/2 07/01/28                  | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14927.33     | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Quikrete                                                                                 | QUIKHO TL B1 1L USD                  | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    127086 | PA      | $127312.21    | 0.04%             | 2031-04-14      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-1                                              | DRMT 2022-1 A1                       | CUSIP: 24382JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    676175 | PA      | $626197.83    | 0.19%             | 2067-01-25      | Floating      | 2.21%                 | Yes           | 2                  | On Loan: No      |
| ESAB CORP                                                                                | ESAB 5 5/8 04/01/31                  | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50575.40     | 0.02%             | 2031-04-01      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| SIERRA TIMESHARE 2023-2 RECEIVABLES FUNDING LLC                                          | SRFC 2023-2A B                       | CUSIP: 82650BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81127 | PA      | $82916.87     | 0.02%             | 2040-04-20      | Fixed         | 6.28%                 | Yes           | 2                  | On Loan: No      |
| Finbe USA Trust 2025-1                                                                   | FINBE 2025-1A A                      | CUSIP: 317967AA5<br>LEI: 4469000001BR51E83192 | Long             | ABS-O            | CORP              | US        |    283640 | PA      | $283687.44    | 0.08%             | 2028-12-15      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2019-1                                                     | MCMLT 2019-1 M2                      | CUSIP: 59981AAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199632 | PA      | $185864.40    | 0.06%             | 2069-10-25      | Floating      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST 2020-1                                                   | RMLT 2020-1 A1                       | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1475 | PA      | $1472.03      | 0.00%             | 2060-01-26      | Floating      | 2.38%                 | Yes           | 2                  | On Loan: No      |
| TransDigm                                                                                | TDG TL K 1L USD                      | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     79600 | PA      | $79812.93     | 0.02%             | 2030-03-22      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                                            | SOAF 5.65 09/27/47                   | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    135000 | PA      | $109475.58    | 0.03%             | 2047-09-27      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| NY COMMERCIAL MORTGAGE TRUST 2025-299P                                                   | NY 2025-299P A                       | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    610000 | PA      | $633781.22    | 0.19%             | 2047-02-10      | Floating      | 5.85%                 | Yes           | 2                  | On Loan: No      |
| Resideo Technologies                                                                     | REZI TL B 1L USD                     | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    169150 | PA      | $169643.92    | 0.05%             | 2032-08-09      | Variable      | 6.36%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                                                                      | AHTLN 5.95 10/15/33                  | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119462.73    | 0.04%             | 2033-10-15      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| Westinghouse Electric Co                                                                 | WECHOL TL B 1L USD                   | CUSIP: N/A<br>LEI: 5493002M6GRSU1IWMG57       | Long             | LON              | CORP              | US        |    198357 | PA      | $199011.94    | 0.06%             | 2031-01-27      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| ALA TRUST 2025-OANA                                                                      | ALA 2025-OANA A                      | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    610000 | PA      | $613209.76    | 0.18%             | 2030-06-15      | Floating      | 5.40%                 | Yes           | 2                  | On Loan: No      |
| BrightSpring Health Services/PharMerica                                                  | BRIHEA TL B5 1L USD                  | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    146643 | PA      | $147308.52    | 0.04%             | 2031-02-21      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Electronic Arts                                                                          | EA TL B 1L USD                       | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    290000 | PA      | $290435.00    | 0.09%             | 2033-03-24      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                                                | ANGOL 9.244 01/15/31                 | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    126000 | PA      | $134646.26    | 0.04%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP (THE)                                                                | SCHW 4 PERP                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324663.14    | 0.10%             | 2169-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| COSTA RICA, REPUBLIC OF                                                                  | COSTAR 6.55 04/03/34                 | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     34000 | PA      | $36622.25     | 0.01%             | 2034-04-03      | Fixed         | 6.55%                 | Yes           | 2                  | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3 5/8 05/15/53                     | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2610000 | PA      | $2068832.81   | 0.61%             | 2053-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| HERC HOLDINGS INC                                                                        | HRI 5 3/4 03/15/31                   | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25072.40     | 0.01%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| BLOCK INC                                                                                | XYZ 6 1/2 05/15/32                   | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168201.66    | 0.05%             | 2032-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SL3545                            | CUSIP: 31427Q5F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1304036 | PA      | $1146433.38   | 0.34%             | 2053-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FLEX LTD                                                                                 | FLEX 5 3/8 11/13/35                  | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    785000 | PA      | $780186.41    | 0.23%             | 2035-11-13      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                                          | DOMREP 6.95 03/15/37                 | CUSIP: P3579ECW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     67000 | PA      | $69994.90     | 0.02%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| NORTHERN TRUST CORP                                                                      | NTRS 3 3/8 05/08/32                  | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    541000 | PA      | $534151.84    | 0.16%             | 2032-05-08      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ENTERGY TEXAS INC                                                                        | ETR 5.8 09/01/53                     | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    271000 | PA      | $269165.80    | 0.08%             | 2053-09-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD                                                          | BAMCN 5.795 04/24/35                 | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    688000 | PA      | $702060.94    | 0.21%             | 2035-04-24      | Fixed         | 5.79%                 | No            | 2                  | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC                                               | AESOP 2024-2A D                      | CUSIP: 05377RKK9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    556000 | PA      | $562950.43    | 0.17%             | 2028-10-20      | Fixed         | 7.43%                 | Yes           | 2                  | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                                | HASI 6 3/8 07/01/34                  | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    729000 | PA      | $747047.32    | 0.22%             | 2034-07-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                                                             | AVGO 5.15 11/15/31                   | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    209000 | PA      | $214157.61    | 0.06%             | 2031-11-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                                               | IVYCST 8.075 04/01/36                | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     61000 | PA      | $64997.73     | 0.02%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           | 2                  | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2016-4                                                         | TPMT 2016-4 B1                       | CUSIP: 89172UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $131643.94    | 0.04%             | 2056-07-25      | Floating      | 3.91%                 | Yes           | 2                  | On Loan: No      |
| RCKT MORTGAGE TRUST 2023-CES1                                                            | RCKT 2023-CES1 A1A                   | CUSIP: 74935WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    264136 | PA      | $264029.44    | 0.08%             | 2043-06-25      | Floating      | 6.51%                 | Yes           | 2                  | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2025-NQM2                                                     | JPMMT 2025-NQM2 A1                   | CUSIP: 46590SAC1<br>LEI: 529900LIO4UMWFLNQ670 | Long             | ABS-O            | CORP              | US        |    368102 | PA      | $370111.14    | 0.11%             | 2065-09-25      | Floating      | 5.57%                 | Yes           | 2                  | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2024-2                                                      | HGVT 2024-2A A                       | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    167352 | PA      | $170223.96    | 0.05%             | 2038-03-25      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8494                            | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    936061 | PA      | $942276.59    | 0.28%             | 2055-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                                            | SOAF 5 7/8 06/22/30                  | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $204042.29    | 0.06%             | 2030-06-22      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                                            | UHS 2.65 01/15/32                    | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    372000 | PA      | $325846.58    | 0.10%             | 2032-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| MERITAGE HOMES CORP                                                                      | MTH 3 7/8 04/15/29                   | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    434000 | PA      | $422719.15    | 0.13%             | 2029-04-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                                                          | SOLADV 5 5/8 09/30/33                | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263557.50    | 0.08%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| FLUTTER TREASURY DAC                                                                     | FLTR 5 7/8 06/04/31                  | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    720000 | PA      | $717868.80    | 0.21%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WFC 6.491 10/23/34                   | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    583000 | PA      | $631957.52    | 0.19%             | 2034-10-23      | Fixed         | 6.49%                 | No            | 2                  | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2019-RP1                                                   | CMLTI 2019-RP1 A1                    | CUSIP: 17327RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    414114 | PA      | $406438.63    | 0.12%             | 2066-01-25      | Floating      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| IRV TRUST 2025-200P                                                                      | IRV 2025-200P B                      | CUSIP: 45006HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $698729.29    | 0.21%             | 2047-03-14      | Floating      | 5.62%                 | Yes           | 2                  | On Loan: No      |
| APA CORP                                                                                 | APA 6 3/4 02/15/55                   | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    660000 | PA      | $674989.17    | 0.20%             | 2055-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3 7/8 07/31/30                     | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1380000 | PA      | $1373935.55   | 0.41%             | 2030-07-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AQUA FINANCE TRUST 2019-A                                                                | AQFIT 2019-A A                       | CUSIP: 038370AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25841 | PA      | $25151.03     | 0.01%             | 2040-07-16      | Fixed         | 3.14%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2020-4 TRUST                                      | WFMBS 2020-4 A1                      | CUSIP: 95002VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131968 | PA      | $115628.97    | 0.03%             | 2050-07-25      | Floating      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| BROADCOM INC                                                                             | AVGO 3.137 11/15/35                  | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    575000 | PA      | $490378.12    | 0.15%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                            | GBLATL 7.95 10/15/54                 | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105555.87    | 0.03%             | 2054-10-15      | Fixed         | 7.95%                 | Yes           | 2                  | On Loan: No      |
| GUATEMALA, REPUBLIC OF - MINISTRY OF PUBLIC FINANCE                                      | GUATEM 6.6 06/13/36                  | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     71000 | PA      | $76325.00     | 0.02%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           | 2                  | On Loan: No      |
| NIPPON LIFE INSURANCE COMPANY                                                            | NIPLIF 6 1/4 09/13/53                | CUSIP: 654579AM3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $364161.97    | 0.11%             | 2053-09-13      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                                             | WMB 5.15 03/15/34                    | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    521000 | PA      | $521944.62    | 0.16%             | 2034-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                            | C 6.174 05/25/34                     | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    239000 | PA      | $249091.76    | 0.07%             | 2034-05-25      | Fixed         | 6.17%                 | No            | 2                  | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 1 1/4 05/15/50                     | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2405000 | PA      | $1129739.35   | 0.34%             | 2050-05-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SL0627                            | CUSIP: 31427MVV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1123698 | PA      | $1149704.83   | 0.34%             | 2054-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 938574                            | CUSIP: 31412YFP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40081 | PA      | $40972.20     | 0.01%             | 2036-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Harbor Freight                                                                           | HARFRE TL B 1L USD                   | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |     92981 | PA      | $92981.04     | 0.03%             | 2031-06-05      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1                                               | NRZT 2018-1A A1A                     | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    634964 | PA      | $619664.11    | 0.18%             | 2057-12-25      | Floating      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4 1/4 08/15/54                     | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    365000 | PA      | $323288.77    | 0.10%             | 2054-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FS6679                            | CUSIP: 3140XNM50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425375 | PA      | $436915.51    | 0.13%             | 2053-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INC (REIT)                                                                 | IRM 6 1/4 01/15/33                   | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    310000 | PA      | $314907.30    | 0.09%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                           | WES 5 1/4 02/01/50                   | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    787000 | PA      | $667644.36    | 0.20%             | 2050-02-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NYMT LOAN TRUST 2024-CP1                                                                 | NYMT 2024-CP1 A1                     | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340736 | PA      | $316873.69    | 0.09%             | 2068-02-25      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Flutter Entertainment                                                                    | FLTR TL B 1L USD                     | CUSIP: N3313EAG5<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | US        |    190612 | PA      | $190374.23    | 0.06%             | 2030-11-29      | Variable      | 6.05%                 | No            | 2                  | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2014/1                                      | ACAR 2025-1 C                        | CUSIP: 02528DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    595000 | PA      | $598118.28    | 0.18%             | 2031-08-12      | Fixed         | 5.09%                 | Yes           | 2                  | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3 5/8 02/15/53                     | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1950000 | PA      | $1547126.96   | 0.46%             | 2053-02-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Sazerac Company                                                                          | SAZECO TL B 1L USD                   | CUSIP: 80583EAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124688 | PA      | $124765.43    | 0.04%             | 2032-07-09      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| American Airlines                                                                        | AAL TL B 1L USD                      | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    158400 | PA      | $157750.56    | 0.05%             | 2028-04-20      | Variable      | 5.93%                 | No            | 2                  | On Loan: No      |
| METLIFE SECURITIZATION TRUST 2017-1                                                      | MST 2019-1A A1A                      | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12309 | PA      | $12187.99     | 0.00%             | 2058-04-25      | Floating      | 3.75%                 | Yes           | 2                  | On Loan: No      |
| JERSEY MIKE'S FUNDING LLC                                                                | JMIKE 2024-1A A2                     | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420750 | PA      | $425869.85    | 0.13%             | 2055-02-15      | Fixed         | 5.64%                 | Yes           | 2                  | On Loan: No      |
| EOG RESOURCES INC                                                                        | EOG 5.35 01/15/36                    | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147187.87    | 0.04%             | 2036-01-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| KEYSPAN GAS EAST CORP                                                                    | NGGLN 5.994 03/06/33                 | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    381000 | PA      | $399296.64    | 0.12%             | 2033-03-06      | Fixed         | 5.99%                 | Yes           | 2                  | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY                           | PANAMA 8 03/01/38                    | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    162000 | PA      | $192350.70    | 0.06%             | 2038-03-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Truist Insurance Holdings                                                                | TIHLLC TL B 1L USD                   | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250000 | PA      | $248750.00    | 0.07%             | 2031-05-06      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| GIP Pilot Acquisition Partners                                                           | GIPPAP TL B 1L USD                   | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |    259291 | PA      | $260781.62    | 0.08%             | 2030-10-04      | Variable      | 6.28%                 | No            | 2                  | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                                 | PERU 5 3/8 02/08/35                  | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    192000 | PA      | $194016.00    | 0.06%             | 2035-02-08      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BAYPORT POLYMERS LLC                                                                     | BRLS 5.14 04/14/32                   | CUSIP: 073096AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    354000 | PA      | $351461.60    | 0.10%             | 2032-04-14      | Fixed         | 5.14%                 | Yes           | 2                  | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY2                                                       | TPMT 2019-HY2 M1                     | CUSIP: 89177HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $265907.41    | 0.08%             | 2058-05-25      | Floating      | 5.37%                 | Yes           | 2                  | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                                | SOBOCN 5.584 10/01/34                | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94744.60     | 0.03%             | 2034-10-01      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4 1/4 05/15/35                     | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5045000 | PA      | $5008246.37   | 1.49%             | 2035-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| TEXAS CAPITAL BANCSHARES INC                                                             | TCBI 5.301 02/27/32                  | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267899.65    | 0.08%             | 2032-02-27      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                     | POLAND 5 1/8 09/18/34                | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     82000 | PA      | $82710.06     | 0.02%             | 2034-09-18      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST 2019-2                                                 | BHLD 2019-2 A1                       | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72916 | PA      | $71819.80     | 0.02%             | 2049-07-25      | Floating      | 2.88%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORP                                                                              | ORCL 3.85 04/01/60                   | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $43481.47     | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| FS TRUST 2026-ORL                                                                        | FS 2026-ORL A                        | CUSIP: 30343YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001141.50   | 0.30%             | 2041-02-15      | Floating      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Primo Brands (BlueTriton Brands/Nestle Waters NA)                                        | PRMB TL B 1L USD                     | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    255000 | PA      | $256902.30    | 0.08%             | 2031-03-19      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST 2024-FBLU                                                | FMBT 2024-FBLU A                     | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $320588.48    | 0.10%             | 2039-12-15      | Floating      | 5.10%                 | Yes           | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                 | PRU 6 1/2 03/15/54                   | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    330000 | PA      | $340826.97    | 0.10%             | 2054-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                                        | NWL 6 3/8 09/15/27                   | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227075.85    | 0.07%             | 2027-09-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Starwood Mortgage Residential Trust 2022-2                                               | STAR 2021-5 A2                       | CUSIP: 85573QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    667722 | PA      | $579020.78    | 0.17%             | 2066-09-25      | Floating      | 2.18%                 | Yes           | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                             | ATDBCN 5.077 09/29/35                | CUSIP: 01626PAX4<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    775000 | PA      | $767126.43    | 0.23%             | 2035-09-29      | Fixed         | 5.08%                 | Yes           | 2                  | On Loan: No      |
| KAZMUNAYGAS NATIONAL COMPANY JSC                                                         | KZOKZ 5 3/4 04/19/47                 | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     87000 | PA      | $83348.64     | 0.02%             | 2047-04-19      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 5 7/8 01/30/29                | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    206000 | PA      | $209550.27    | 0.06%             | 2029-01-30      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER 2023-A LLC                                                    | EHGVT 2023-A A                       | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140863 | PA      | $144723.04    | 0.04%             | 2038-02-25      | Fixed         | 6.16%                 | Yes           | 2                  | On Loan: No      |
| North American Bancard                                                                   | TL B 1L USD                          | CUSIP: 66345FAB7<br>LEI: 549300G4QOYNTNBXSH82 | Long             | LON              | CORP              | US        |    204303 | PA      | $191407.03    | 0.06%             | 2028-11-24      | Variable      | 6.80%                 | No            | 2                  | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST 2025-1                                                      | VEROS 2025-1 B                       | CUSIP: 92511BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590000 | PA      | $594412.26    | 0.18%             | 2029-07-16      | Fixed         | 5.54%                 | Yes           | 2                  | On Loan: No      |
| Hut 8 DC LLC                                                                             | HUTRBA 6.192 11/15/42                | CUSIP: 44813DAA4<br>LEI: 2549001DBTVKADI7M690 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $282786.85    | 0.08%             | 2042-11-15      | Fixed         | 6.19%                 | Yes           | 2                  | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2019-D                                                          | AJAXM 2019-D A1                      | CUSIP: 00968FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51091 | PA      | $49374.70     | 0.01%             | 2065-09-25      | Floating      | 2.96%                 | Yes           | 2                  | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                     | POLAND 4 7/8 10/04/33                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    210000 | PA      | $210468.69    | 0.06%             | 2033-10-04      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4 3/8 08/15/26                     | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    775000 | PA      | $776412.98    | 0.23%             | 2026-08-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)                              | NGERIA 10 3/8 12/09/34               | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    142000 | PA      | $170446.76    | 0.05%             | 2034-12-09      | Fixed         | 10.38%                | Yes           | 2                  | On Loan: No      |
| Beach Acquisition Bidco LLC                                                              | SKX TL B 1L USD                      | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |     69825 | PA      | $70239.76     | 0.02%             | 2032-06-28      | Variable      | 7.31%                 | No            | 2                  | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2018-2                                              | DRMT 2025-INV1 A1                    | CUSIP: 24382EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    421016 | PA      | $420432.48    | 0.12%             | 2060-11-25      | Floating      | 5.09%                 | Yes           | 2                  | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2025-B                                                   | CMXS 2025-B C                        | CUSIP: 14320BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    705000 | PA      | $706644.69    | 0.21%             | 2031-06-16      | Fixed         | 4.83%                 | No            | 2                  | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 6 3/8 01/30/34                | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     66000 | PA      | $66877.04     | 0.02%             | 2034-01-30      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| META PLATFORMS INC                                                                       | META 5 3/4 11/15/65                  | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    605000 | PA      | $550637.08    | 0.16%             | 2065-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                                         | PHILIP 4 3/4 03/05/35                | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    346000 | PA      | $336688.32    | 0.10%             | 2035-03-05      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                                   | BPLN 4 7/8 PERP                      | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    625000 | PA      | $620036.80    | 0.18%             | 2100-12-22      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| PERTAMINA (PERSERO) PT                                                                   | PERTIJ 6.45 05/30/44                 | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    275000 | PA      | $282324.11    | 0.08%             | 2044-05-30      | Fixed         | 6.45%                 | Yes           | 2                  | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4 5/8 02/15/35                     | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7265000 | PA      | $7419806.91   | 2.20%             | 2035-02-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8350                            | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    408579 | PA      | $419433.57    | 0.12%             | 2053-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP (THE)                                                                | SCHW 4 PERP                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    467000 | PA      | $435074.81    | 0.13%             | 2069-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                               | AER 3.3 01/30/32                     | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    244000 | PA      | $223124.98    | 0.07%             | 2032-01-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| BLOCK INC                                                                                | XYZ 6 08/15/33                       | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89894.79     | 0.03%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| ARROYO MORTGAGE TRUST 2018-2                                                             | ARRW 2019-1 A1                       | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175143 | PA      | $171237.60    | 0.05%             | 2049-01-25      | Floating      | 3.80%                 | Yes           | 2                  | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2013-2                                               | EART 2025-4A B                       | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $699791.33    | 0.21%             | 2030-05-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                      | NSANY 5 5/8 09/29/28                 | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338168.90    | 0.10%             | 2028-09-29      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| HCA INC                                                                                  | HCA 5 1/2 06/01/33                   | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    193000 | PA      | $197543.81    | 0.06%             | 2033-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| RCKT MORTGAGE TRUST 2023-CES2                                                            | RCKT 2023-CES2 A1A                   | CUSIP: 748956AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    411286 | PA      | $412905.65    | 0.12%             | 2043-09-25      | Floating      | 6.81%                 | Yes           | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                               | MIZUHO 2.564 09/13/31                | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    705000 | PA      | $622511.49    | 0.18%             | 2031-09-13      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| MVW 2020-1 LLC                                                                           | MVWOT 2020-1A A                      | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19036 | PA      | $18890.34     | 0.01%             | 2037-10-20      | Fixed         | 1.74%                 | Yes           | 2                  | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC                                  | BHI 5.85 06/15/56                    | CUSIP: 05724BAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $667043.53    | 0.20%             | 2056-06-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                                                                      | AHTLN 5.8 04/15/34                   | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112886.93    | 0.03%             | 2034-04-15      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| ANZ GROUP HOLDINGS LTD                                                                   | ANZ 5.816 06/18/36                   | CUSIP: 052528AV8<br>LEI: 9845005D9C6BAA10BK72 | Long             | DBT              | CORP              | AU        |    694000 | PA      | $710578.06    | 0.21%             | 2036-06-18      | Fixed         | 5.82%                 | Yes           | 2                  | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                            | ENELIM 5 1/2 06/26/34                | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    195000 | PA      | $198052.25    | 0.06%             | 2034-06-26      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| POWERPAY ISSUANCE TRUST 2024-1                                                           | PWRP 2024-1A A                       | CUSIP: 73934RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172477 | PA      | $175639.47    | 0.05%             | 2039-02-18      | Fixed         | 6.53%                 | Yes           | 2                  | On Loan: No      |
| Nexstar Broadcasting                                                                     | NXST TL B 1L USD                     | CUSIP: 65336RBB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    382112 | PA      | $382166.00    | 0.11%             | 2032-06-24      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8409                            | CUSIP: 3132DWKW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    859982 | PA      | $878466.03    | 0.26%             | 2054-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                                                 | UNVR 8 1/2 06/15/30                  | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135886.27    | 0.04%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                              | MFF 2023-1A A                        | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |     63142 | PA      | $63245.73     | 0.02%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-INV1                                                  | CMLTI 2025-INV1 A2                   | CUSIP: 17332GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295812 | PA      | $299548.64    | 0.09%             | 2055-01-25      | Floating      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| COREVEST AMERICAN FINANCE 2019-3 TRUST                                                   | CAFL 2019-3 C                        | CUSIP: 21872NAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $93712.95     | 0.03%             | 2052-10-15      | Fixed         | 3.27%                 | Yes           | 2                  | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST 2026-1                                                  | SCLP 2026-1 C                        | CUSIP: 83408AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    835000 | PA      | $828328.77    | 0.25%             | 2035-12-26      | Fixed         | 4.74%                 | Yes           | 2                  | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2                                             | WLAKE 2024-2A B                      | CUSIP: 96042YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515000 | PA      | $518049.21    | 0.15%             | 2030-03-15      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD                                           | SOBOCN 7 1/2 03/01/55                | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $116900.80    | 0.03%             | 2055-03-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| PR RNO PROPERTY OWNER 1 LLC                                                              | TRACTD 6 1/2 05/01/31                | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198208.25    | 0.06%             | 2031-05-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020-R1                                                         | AOMT 2020-R1 A2                      | CUSIP: 034651AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33845 | PA      | $32811.55     | 0.01%             | 2053-04-25      | Floating      | 1.25%                 | Yes           | 2                  | On Loan: No      |
| Freeport LNG Investments                                                                 | FLIQII TL 1L USD                     | CUSIP: 35670CAE8<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    170000 | PA      | $170478.55    | 0.05%             | 2033-01-31      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES4                                                      | TPMT 2025-CES4 A1A                   | CUSIP: 89170UAA8<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-O            | CORP              | US        |    694659 | PA      | $692386.82    | 0.21%             | 2065-10-25      | Floating      | 5.09%                 | Yes           | 2                  | On Loan: No      |
| MFA 2024-NQM2 TRUST                                                                      | MFRA 2024-NQM2 A1                    | CUSIP: 58004JAA0<br>LEI: 254900MMVXALAH2X8D73 | Long             | ABS-O            | CORP              | US        |    705396 | PA      | $706798.89    | 0.21%             | 2069-08-25      | Floating      | 5.27%                 | Yes           | 2                  | On Loan: No      |
| METLIFE SECURITIZATION TRUST 2017-1                                                      | MST 2017-1A M1                       | CUSIP: 59166BAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $91054.60     | 0.03%             | 2055-04-25      | Floating      | 3.35%                 | Yes           | 2                  | On Loan: No      |
| DRAWBRIDGE SPECIAL OPPORTUNITIES FUND LP / DRAWBRIDGE SPECIAL OPPORTUNITIES FINANCE CORP | DRAWBR 5.95 09/17/30                 | CUSIP: 26150TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $470330.55    | 0.14%             | 2030-09-17      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP INC                                                                            | C 5.174 09/11/36                     | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    583000 | PA      | $578223.10    | 0.17%             | 2036-09-11      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| ENTERGY CORP                                                                             | ETR 7 1/8 12/01/54                   | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    444000 | PA      | $457382.16    | 0.14%             | 2054-12-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| NEW YORK STATE ELECTRIC & GAS CORP                                                       | AGR 5.85 08/15/33                    | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    397000 | PA      | $415574.51    | 0.12%             | 2033-08-15      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                                                 | KSA 3 3/4 01/21/55                   | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    240000 | PA      | $166202.04    | 0.05%             | 2055-01-21      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Atlas Air                                                                                | AAWW TL B 1L USD                     | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    258040 | PA      | $259403.93    | 0.08%             | 2030-03-18      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| SONOCO PRODUCTS COMPANY                                                                  | SON 5 09/01/34                       | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    645000 | PA      | $632780.97    | 0.19%             | 2034-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| ALLY FINANCIAL INC                                                                       | ALLY 8 11/01/31                      | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    710000 | PA      | $793425.28    | 0.24%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Minimax Viking                                                                           | MINVIK TL B 1L USD                   | CUSIP: 55404TAF9<br>LEI: 549300Z5C6IXF1KV0Z78 | Long             | LON              | CORP              | US        |    173691 | PA      | $174776.34    | 0.05%             | 2032-02-19      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                                                                | AMGN 5.65 03/02/53                   | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    876000 | PA      | $843301.56    | 0.25%             | 2053-03-02      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                                             | UAL 4 7/8 03/01/29                   | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257520.91    | 0.08%             | 2029-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                              | IMBLN 5 7/8 07/01/34                 | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    695000 | PA      | $718195.91    | 0.21%             | 2034-07-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                             | INDON 5.1 02/10/54                   | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    304000 | PA      | $280950.52    | 0.08%             | 2054-02-10      | Fixed         | 5.10%                 | No            | 2                  | On Loan: —       |
| EFMT 2025-NQM2                                                                           | EFMT 2025-NQM2 A1                    | CUSIP: 281917AC8<br>LEI: 254900BQMS9ITLPQGJ53 | Long             | ABS-O            | CORP              | US        |    636214 | PA      | $640199.34    | 0.19%             | 2070-06-25      | Floating      | 5.60%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8492                            | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6863045 | PA      | $6778194.31   | 2.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                                             | APO 6 12/15/54                       | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    717000 | PA      | $701809.21    | 0.21%             | 2054-12-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| COMMERCIAL EQUIPMENT FINANCE 2025-1 LLC                                                  | CEFI 2025-1A A                       | CUSIP: 20166TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    554512 | PA      | $555826.27    | 0.17%             | 2031-05-15      | Fixed         | 4.83%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | COOPR 2025-CES2 A1A                  | CUSIP: 12674UAA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    556556 | PA      | $559233.11    | 0.17%             | 2060-06-25      | Floating      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                                                        | NWG 6.475 06/01/34                   | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    626000 | PA      | $648743.93    | 0.19%             | 2034-06-01      | Fixed         | 6.47%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS7751                            | CUSIP: 3140XPTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2037555 | PA      | $1918284.72   | 0.57%             | 2053-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TSC Spv Funding LLC                                                                      | TROP 2024-1A A2                      | CUSIP: 898912AA8<br>LEI: 21380072ODEONQKNZ348 | Long             | ABS-O            | CORP              | US        |    444375 | PA      | $447614.32    | 0.13%             | 2054-08-20      | Fixed         | 6.29%                 | Yes           | 2                  | On Loan: No      |
| CENT TRUST 2025-CITY                                                                     | CENT 2025-CITY A                     | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    665000 | PA      | $668720.08    | 0.20%             | 2040-07-10      | Floating      | 5.09%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                   | US ULTRA BOND CBT Jun26              | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |        -4 | NC      | $3000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Belron                                                                                   | BELRON TL B 1L USD                   | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    210982 | PA      | $212257.10    | 0.06%             | 2031-10-16      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                                     | ROCC 2024-CNTR C                     | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $465372.77    | 0.14%             | 2041-11-13      | Fixed         | 6.47%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST 2018-BILT                                                                       | BX 2019-OC11 B                       | CUSIP: 05606FAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    805000 | PA      | $765809.70    | 0.23%             | 2041-12-09      | Fixed         | 3.60%                 | Yes           | 2                  | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                                 | BAX 3.132 12/01/51                   | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $813732.23    | 0.24%             | 2051-12-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: —       |
| NIPPON LIFE INSURANCE COMPANY                                                            | NIPLIF 6 1/2 04/30/55                | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    246000 | PA      | $259443.41    | 0.08%             | 2055-04-30      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SL2922                            | CUSIP: 31427QG89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2464909 | PA      | $2486148.84   | 0.74%             | 2055-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ASHTON WOODS USA LLC                                                                     | ASHWOO 4 5/8 04/01/30                | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $252416.08    | 0.07%             | 2030-04-01      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4 01/31/29                         | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    370000 | PA      | $370896.10    | 0.11%             | 2029-01-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 962752                            | CUSIP: 31414DBV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7944 | PA      | $8052.25      | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST 2022-2                                           | UACST 2022-2 D                       | CUSIP: 90944KAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120128 | PA      | $120502.74    | 0.04%             | 2028-01-10      | Fixed         | 6.84%                 | Yes           | 2                  | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-OMNI                           | JPMCC 2024-OMNI A                    | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $575819.36    | 0.17%             | 2039-10-05      | Floating      | 5.99%                 | Yes           | 2                  | On Loan: No      |
| RIVERS ENTERPRISE BORROWER LLC / RIVERS ENTERPRISE FINANCE CORP                          | RIVLEN 6 1/4 10/15/30                | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76325.17     | 0.02%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                      | CEG 5 7/8 01/15/66                   | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    650000 | PA      | $625096.97    | 0.19%             | 2066-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Refresco                                                                                 | REFRLN TL B 1L USD                   | CUSIP: N6872PAL5<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | US        |    140000 | PA      | $140831.60    | 0.04%             | 2029-07-12      | Variable      | 6.76%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                          | CVS 5.05 03/25/48                    | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    736000 | PA      | $635230.72    | 0.19%             | 2048-03-25      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                                                             | UBS 7 PERP                           | CUSIP: 902613BW7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    485000 | PA      | $492494.22    | 0.15%             | 2174-07-08      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                               | REPHUN 5 1/2 03/26/36                | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    232000 | PA      | $232778.18    | 0.07%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| M&T BANK CORP                                                                            | MTB 5.4 07/30/35                     | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    693000 | PA      | $694002.15    | 0.21%             | 2035-07-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Dynasty Acquisition Co Inc                                                               | DAEAVI TL B2 1L USD                  | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |     56608 | PA      | $56852.80     | 0.02%             | 2031-10-27      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV2                                                       | JPMMT 2021-INV2 A4                   | CUSIP: 46653TAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1320900 | PA      | $1189313.16   | 0.35%             | 2051-12-25      | Floating      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2013-2                                               | EART 2024-5A B                       | CUSIP: 30165BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    438513 | PA      | $438974.87    | 0.13%             | 2029-04-16      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 6.35 02/12/48                  | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    207000 | PA      | $166521.36    | 0.05%             | 2048-02-12      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| COSTA RICA, REPUBLIC OF                                                                  | COSTAR 7.3 11/13/54                  | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     30000 | PA      | $33843.75     | 0.01%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           | 2                  | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM 5.717 09/14/33                   | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    420000 | PA      | $435919.42    | 0.13%             | 2033-09-14      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY LP                                                       | ATWALD 5 1/4 01/15/33                | CUSIP: 049463AH5<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    810000 | PA      | $792993.18    | 0.24%             | 2033-01-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018-6                                                         | TPMT 2018-6 A2                       | CUSIP: 89176LAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $277788.93    | 0.08%             | 2058-03-25      | Floating      | 3.75%                 | Yes           | 2                  | On Loan: No      |
| HCA INC                                                                                  | HCA 6 04/01/54                       | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    340000 | PA      | $329171.85    | 0.10%             | 2054-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy                                                                           | HILCRP TL B 1L USD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74438 | PA      | $74716.64     | 0.02%             | 2030-02-05      | Variable      | 6.31%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                            | GS 4.939 10/21/36                    | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    305000 | PA      | $296153.58    | 0.09%             | 2036-10-21      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2013-2                                               | EART 2026-2A C                       | CUSIP: 30166WAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    840000 | PA      | $838824.00    | 0.25%             | 2032-08-16      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4 07/31/29                         | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3280000 | PA      | $3287110.94   | 0.98%             | 2029-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| LSEG US FIN CORP                                                                         | LSELN 5 1/4 03/23/36                 | CUSIP: 50222CAF7<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    440000 | PA      | $438399.16    | 0.13%             | 2036-03-23      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CACI International                                                                       | CACI TL B2 1L USD                    | CUSIP: 12718FAQ7<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |     90000 | PA      | $90450.00     | 0.03%             | 2033-02-26      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Carvana Auto Receivables Trust 2023-P3                                                   | CRVNA 2023-N4 C                      | CUSIP: 14688LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $337135.92    | 0.10%             | 2030-02-11      | Fixed         | 6.59%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4805                            | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    565038 | PA      | $546680.97    | 0.16%             | 2052-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TRICON RESIDENTIAL 2021-SFR1                                                             | TCN 2021-SFR1 B                      | CUSIP: 89614YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $159093.17    | 0.05%             | 2038-07-17      | Fixed         | 2.24%                 | Yes           | 2                  | On Loan: No      |
| AlixPartners                                                                             | ALIXPA TL B 1L USD                   | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    169575 | PA      | $169817.49    | 0.05%             | 2032-07-30      | Variable      | 6.35%                 | No            | 2                  | On Loan: No      |
| HARBOUR ENERGY PLC                                                                       | HBRLN 6.327 04/01/35                 | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    669000 | PA      | $688717.14    | 0.20%             | 2035-04-01      | Fixed         | 6.33%                 | Yes           | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                               | COF 2.359 07/29/32                   | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    217000 | PA      | $187305.99    | 0.06%             | 2032-07-29      | Fixed         | 2.36%                 | No            | 2                  | On Loan: No      |
| EOG RESOURCES INC                                                                        | EOG 5.65 12/01/54                    | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    370000 | PA      | $359679.28    | 0.11%             | 2054-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                             | CHTR 6 3/8 09/01/29                  | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14029.86     | 0.00%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MEX 6 05/07/36                       | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    175000 | PA      | $175936.25    | 0.05%             | 2036-05-07      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                          | COLOM 7 3/4 11/07/36                 | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    112000 | PA      | $118384.00    | 0.04%             | 2036-11-07      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                                             | IONCOR 8 3/4 05/01/29                | CUSIP: 42329HAB4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96736.82     | 0.03%             | 2029-05-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| ADT Corp                                                                                 | PRSESE TL B1 1L USD                  | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    150362 | PA      | $150675.32    | 0.04%             | 2030-10-15      | Variable      | 5.69%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                                                            | TDG 6 5/8 03/01/32                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190344.28    | 0.06%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                                    | THC 5 1/2 11/15/32                   | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194575.35    | 0.06%             | 2032-11-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| FLOWSERVE CORP                                                                           | FLS 3 1/2 10/01/30                   | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    665000 | PA      | $628491.90    | 0.19%             | 2030-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2                                                | EFMT 2019-2 A3                       | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    126068 | PA      | $123145.57    | 0.04%             | 2059-11-25      | Floating      | 3.05%                 | Yes           | 2                  | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM3                                            | NRZT 2024-NQM3 A1                    | CUSIP: 647910AC2<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-O            | CORP              | US        |    202640 | PA      | $204457.05    | 0.06%             | 2064-11-25      | Floating      | 5.47%                 | Yes           | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                               | ACGCAP 6 3/8 07/15/30                | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    653000 | PA      | $688860.85    | 0.20%             | 2030-07-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Clarios (Power Solutions)                                                                | POWSOL TL B 1L USD                   | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    203975 | PA      | $205208.03    | 0.06%             | 2032-01-14      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| GENMAB A/S                                                                               | GMABDC 6 1/4 12/15/32                | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |     30000 | PA      | $30803.49     | 0.01%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                     | POLAND 5 3/8 02/12/35                | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    129000 | PA      | $131854.87    | 0.04%             | 2035-02-12      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| LHOME MORTGAGE TRUST 2024-RTL4                                                           | LHOME 2024-RTL4 A1                   | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $426346.91    | 0.13%             | 2039-07-25      | Floating      | 5.92%                 | Yes           | 2                  | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                                    | QUIKHO 6 3/8 03/01/32                | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55807.57     | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WFC 4.897 07/25/33                   | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    292000 | PA      | $291446.03    | 0.09%             | 2033-07-25      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| DICKS SPORTING GOODS INC                                                                 | DKS 4.1 01/15/52                     | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $743554.46    | 0.22%             | 2052-01-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SB8269                            | CUSIP: 3132D6FJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171839 | PA      | $177489.59    | 0.05%             | 2038-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2021-N2                                                   | CRVNA 2021-N2 C                      | CUSIP: 14686KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20190 | PA      | $19862.05     | 0.01%             | 2028-03-10      | Fixed         | 1.07%                 | No            | 2                  | On Loan: No      |
| EL SALVADOR, REPUBLIC OF - MINISTRY OF FINANCE                                           | ELSALV 8 5/8 02/28/29                | CUSIP: 283875BW1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     59000 | PA      | $62894.89     | 0.02%             | 2029-02-28      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                                  | RILIN 2 7/8 01/12/32                 | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    235000 | PA      | $212823.33    | 0.06%             | 2032-01-12      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| TKO Group Holdings (UFC)                                                                 | TKO TL B4 1L USD                     | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    352318 | PA      | $353663.47    | 0.11%             | 2031-11-21      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                     | OMF 6 1/8 05/15/30                   | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64916.72     | 0.02%             | 2030-05-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                 | BLDR 6 3/8 03/01/34                  | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239788.46    | 0.07%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| SUMITOMO LIFE INSURANCE COMPANY                                                          | SUMILF 5 7/8 09/10/55                | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    594000 | PA      | $595403.62    | 0.18%             | 2055-09-10      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| CMS ENERGY CORP                                                                          | CMS 4 3/4 06/01/50                   | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    577000 | PA      | $566981.95    | 0.17%             | 2050-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                | HBAN 6.141 11/18/39                  | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132536.62    | 0.04%             | 2039-11-18      | Fixed         | 6.14%                 | No            | 2                  | On Loan: No      |
| MILLROSE PROPERTIES INC                                                                  | MRP 6 1/4 09/15/32                   | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $261139.58    | 0.08%             | 2032-09-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Gates Industrial (Gates Global)                                                          | GTES TL B5 1L USD                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    201677 | PA      | $202222.31    | 0.06%             | 2031-06-04      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| BANCO DE CREDITO DEL PERU SA                                                             | BCP 6.45 07/30/35                    | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     64000 | PA      | $66030.08     | 0.02%             | 2035-07-30      | Fixed         | 6.45%                 | Yes           | 2                  | On Loan: No      |
| FOUNDATION FINANCE TRUST 2024-2                                                          | FFIN 2024-2A A                       | CUSIP: 35040VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    279007 | PA      | $277530.12    | 0.08%             | 2050-03-15      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 6.95 01/28/60                  | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     70000 | PA      | $58121.35     | 0.02%             | 2060-01-28      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                     | BAC 5.518 10/25/35                   | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1242011.20   | 0.37%             | 2035-10-25      | Fixed         | 5.52%                 | No            | 2                  | On Loan: No      |
| TRICON AMERICAN HOMES 2020-SFR2                                                          | TAH 2020-SFR2 D                      | CUSIP: 89613JAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $191193.10    | 0.06%             | 2027-11-17      | Fixed         | 2.28%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 6 5/8 05/16/36                | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     46000 | PA      | $46553.26     | 0.01%             | 2036-05-16      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                                 | ACI 5 3/4 03/31/34                   | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48734.14     | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| SV RNO PROPERTY OWNER 1 LLC                                                              | TRACTC 5 7/8 03/01/31                | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $265101.46    | 0.08%             | 2031-03-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| FIDELITY COLCHESTER STREET TRUST                                                         | FID-MM GOVT-I                        | CUSIP: 316175108<br>LEI: 549300SHPEJB1OPRCV46 | Long             | STIV             | RF                | US        |  15101834 | PA      | $15101834.01  | 4.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortress Investment Group                                                                | FIG TL B 1L USD                      | CUSIP: 31774BAH7<br>LEI: 5493001RSEZ0X6VJMC68 | Long             | LON              | CORP              | US        |    193776 | PA      | $193826.98    | 0.06%             | 2029-06-27      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                     | NLSN 9.29 04/15/29                   | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    510000 | PA      | $516176.04    | 0.15%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           | 2                  | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2022-NQM3                                                   | IMPRL 2022-NQM3 A1                   | CUSIP: 45276KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187113 | PA      | $186593.86    | 0.06%             | 2067-05-25      | Floating      | 4.38%                 | Yes           | 2                  | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017-1                                                         | TPMT 2017-1 M1                       | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    106543 | PA      | $105462.47    | 0.03%             | 2056-10-25      | Floating      | 3.75%                 | Yes           | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                               | COF 6.377 06/08/34                   | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    490000 | PA      | $518075.19    | 0.15%             | 2034-06-08      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Breezeline (fka Atlantic Broadband)                                                      | CCACN TL B 1L USD                    | CUSIP: 19239BAD0<br>LEI: 549300SM780G0XC48K12 | Long             | LON              | CORP              | US        |    170860 | PA      | $162347.70    | 0.05%             | 2030-09-18      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2024-2                                                | RMIT 2024-2 A                        | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515000 | PA      | $516870.79    | 0.15%             | 2033-12-15      | Fixed         | 5.11%                 | Yes           | 2                  | On Loan: No      |
| ARROYO MORTGAGE TRUST 2020-1                                                             | ARRW 2020-1 A3                       | CUSIP: 04285CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770000 | PA      | $715780.99    | 0.21%             | 2055-03-25      | Fixed         | 3.33%                 | Yes           | 2                  | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES5                                                            | RCKT 2025-CES5 A1A                   | CUSIP: 74942CAA7<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-O            | CORP              | US        |    541497 | PA      | $545808.19    | 0.16%             | 2055-06-25      | Floating      | 5.69%                 | Yes           | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                                                       | RRX 6.4 04/15/33                     | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    606000 | PA      | $644696.78    | 0.19%             | 2033-04-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8418                            | CUSIP: 3132DWK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2447686 | PA      | $2359571.49   | 0.70%             | 2054-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DIRECTV                                                                                  | DTV TL 1L USD                        | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    205960 | PA      | $206812.87    | 0.06%             | 2029-08-02      | Variable      | 9.79%                 | No            | 2                  | On Loan: No      |
| Green Infrastructure Partners                                                            | GEISTP TL B 1L USD                   | CUSIP: 39306DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $90337.50     | 0.03%             | 2032-09-18      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| AQUA FINANCE TRUST 2024-A                                                                | AQFIT 2024-A B                       | CUSIP: 03837DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $508475.51    | 0.15%             | 2050-04-18      | Fixed         | 5.06%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 7.69 01/23/50                  | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     38000 | PA      | $34967.38     | 0.01%             | 2050-01-23      | Fixed         | 7.69%                 | No            | 2                  | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-4                                                         | TPMT 2019-4 A2                       | CUSIP: 89178BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    735000 | PA      | $670572.84    | 0.20%             | 2059-10-25      | Floating      | 3.25%                 | Yes           | 2                  | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                       | MNET 2025-2A A2                      | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $555041.74    | 0.16%             | 2055-08-20      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                                 | PERU 2.783 01/23/31                  | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    122000 | PA      | $112416.90    | 0.03%             | 2031-01-23      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4839                            | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1081345 | PA      | $1016321.65   | 0.30%             | 2052-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM 5.576 07/23/36                   | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    420000 | PA      | $426823.63    | 0.13%             | 2036-07-23      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                         | TURKEY 6.3 03/14/33                  | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     96000 | PA      | $92770.18     | 0.03%             | 2033-03-14      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                             | ENBCN 8 1/2 01/15/2084               | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $376120.80    | 0.11%             | 2084-01-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| BOEING COMPANY (THE)                                                                     | BA 5.93 05/01/60                     | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    618000 | PA      | $599190.50    | 0.18%             | 2060-05-01      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                                                            | BMRN TL B 1L USD                     | CUSIP: 09075UAD6<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2033-01-29      | Variable      | 5.43%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                                                  | HCA 5 1/4 06/15/49                   | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    171000 | PA      | $151368.75    | 0.04%             | 2049-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HUDSON YARDS 2025-SPRL MORTGAGE TRUST                                                    | HY 2025-SPRL A                       | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1095000 | PA      | $1121839.11   | 0.33%             | 2040-01-13      | Floating      | 5.65%                 | Yes           | 2                  | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                                 | NGL 8 3/8 02/15/32                   | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83997.60     | 0.02%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD5856                            | CUSIP: 3132DTQH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1771692 | PA      | $1617110.95   | 0.48%             | 2054-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PMT LOAN TRUST 2024-INV1                                                                 | PMTLT 2024-INV1 A2                   | CUSIP: 73015BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    308120 | PA      | $313488.52    | 0.09%             | 2059-10-25      | Floating      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM 1.953 02/04/32                   | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    710000 | PA      | $626435.52    | 0.19%             | 2032-02-04      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 310041                            | CUSIP: 31374CLW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20479 | PA      | $21501.34     | 0.01%             | 2037-05-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                                                                | SUN 5 3/8 07/15/31                   | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24896.78     | 0.01%             | 2031-07-15      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                                               | IVYCST 8 1/4 01/30/37                | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     97000 | PA      | $104278.51    | 0.03%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| NORTHERN TRUST CORP                                                                      | NTRS 5.117 11/19/40                  | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    290000 | PA      | $284203.03    | 0.08%             | 2040-11-19      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                            | GBLATL 7.95 06/15/33                 | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    198000 | PA      | $217312.56    | 0.06%             | 2033-06-15      | Fixed         | 7.95%                 | Yes           | 2                  | On Loan: —       |
| SBNA AUTO RECEIVABLES TRUST 2024-A                                                       | SBAT 2024-A C                        | CUSIP: 78437PAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    276000 | PA      | $279654.41    | 0.08%             | 2030-01-15      | Fixed         | 5.59%                 | Yes           | 2                  | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                                    | IEP 5 1/4 05/15/27                   | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $218017.78    | 0.06%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4980                            | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    424737 | PA      | $435958.39    | 0.13%             | 2053-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2024-1 LLC                                                    | PEAC 2024-1A B                       | CUSIP: 69433BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435000 | PA      | $443473.10    | 0.13%             | 2030-11-20      | Fixed         | 5.79%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 5.95 01/28/31                  | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    137000 | PA      | $134124.40    | 0.04%             | 2031-01-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                                                  | BPCEGP 7.003 10/19/34                | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    440000 | PA      | $481114.22    | 0.14%             | 2034-10-19      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                           | NRG 7 03/15/33                       | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    401000 | PA      | $436153.67    | 0.13%             | 2033-03-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Cornerstone Generation                                                                   | LGHTGN TL B 1L USD                   | CUSIP: 21924NAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    197415 | PA      | $198190.63    | 0.06%             | 2031-10-28      | Variable      | 8.05%                 | No            | 2                  | On Loan: No      |
| DENTSPLY SIRONA INC                                                                      | XRAY 3 1/4 06/01/30                  | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    737000 | PA      | $682320.51    | 0.20%             | 2030-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3 7/8 08/15/34                     | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1875000 | PA      | $1819921.88   | 0.54%             | 2034-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                      | BPL 6 3/4 02/01/30                   | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144882.22    | 0.04%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                                | APODS 6.9 04/13/29                   | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    360000 | PA      | $371831.92    | 0.11%             | 2029-04-13      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| Ineos Group                                                                              | INEGRP TL B 1L USD                   | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    106337 | PA      | $99291.75     | 0.03%             | 2030-02-19      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                                 | ICLR 6 05/08/34                      | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    605000 | PA      | $618600.18    | 0.18%             | 2034-05-08      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| BERRY GLOBAL INC                                                                         | BERY 5.65 01/15/34                   | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    769000 | PA      | $788701.67    | 0.23%             | 2034-01-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| HF SINCLAIR CORP                                                                         | DINO 6 1/4 01/15/35                  | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    660000 | PA      | $684112.08    | 0.20%             | 2035-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORP                                                                       | BATSLN 7 3/4 10/19/32                | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    309000 | PA      | $354818.18    | 0.11%             | 2032-10-19      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                              | ORCL 6.9 11/09/52                    | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    420000 | PA      | $397827.58    | 0.12%             | 2052-11-09      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-7                                                        | VERUS 2025-7 A1                      | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-O            | CORP              | US        |    291570 | PA      | $292178.72    | 0.09%             | 2070-08-25      | Floating      | 5.13%                 | Yes           | 2                  | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                         | TURKEY 7 5/8 05/15/34                | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    257000 | PA      | $268027.77    | 0.08%             | 2034-05-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| AUGUSTA SPINCO CORP                                                                      | WAT 5.245 03/23/36                   | CUSIP: 051473AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $154428.09    | 0.05%             | 2036-03-23      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                                 | ACI 4 7/8 02/15/30                   | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    510000 | PA      | $499458.96    | 0.15%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| CQP Holdco                                                                               | BLKCQP TL B 1L USD                   | CUSIP: 12657QAF0<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |    230000 | PA      | $230158.70    | 0.07%             | 2032-12-15      | Variable      | 5.40%                 | No            | 2                  | On Loan: No      |
| URUGUAY, REPUBLICA ORIENTAL DEL - MINISTERIO DE ECONOMIA Y FINANZAS                      | URUGUA 5.1 06/18/50                  | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    322000 | PA      | $299894.70    | 0.09%             | 2050-06-18      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-10                                                         | AOMT 2022-5 A1                       | CUSIP: 03464HAA3<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-O            | CORP              | US        |    596984 | PA      | $595263.05    | 0.18%             | 2067-05-25      | Floating      | 4.50%                 | Yes           | 2                  | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2021-N1                                                   | CRVNA 2021-N1 C                      | CUSIP: 14687DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14487 | PA      | $14388.53     | 0.00%             | 2028-01-10      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4 1/4 02/15/54                     | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4875000 | PA      | $4317993.18   | 1.28%             | 2054-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating                                                         | CHTR TL B5 1L USD                    | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    192278 | PA      | $192388.44    | 0.06%             | 2031-11-22      | Variable      | 6.55%                 | No            | 2                  | On Loan: No      |
| ZAXBYS FUNDING LLC                                                                       | ZAXBY 2021-1A A2                     | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    878600 | PA      | $838098.82    | 0.25%             | 2051-07-30      | Fixed         | 3.24%                 | Yes           | 2                  | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-300P                                                  | NYC 2025-300P A                      | CUSIP: 67121TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $796554.88    | 0.24%             | 2042-07-13      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Upstart Securitization Trust 2018-2                                                      | UPST 2025-2 A2                       | CUSIP: 91679EAB4<br>LEI: 549300MM4LHW6AKJUZ51 | Long             | ABS-O            | CORP              | US        |    346976 | PA      | $347768.75    | 0.10%             | 2035-06-20      | Fixed         | 5.22%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA5385                            | CUSIP: 31418E6X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1681845 | PA      | $1580689.67   | 0.47%             | 2054-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                                                 | CHILE 3.1 05/07/41                   | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     86000 | PA      | $66026.50     | 0.02%             | 2041-05-07      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM2                                            | NRZT 2022-NQM2 A1                    | CUSIP: 64831MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    566168 | PA      | $535559.57    | 0.16%             | 2062-03-27      | Floating      | 3.85%                 | Yes           | 2                  | On Loan: No      |
| SPRINT CAPITAL CORP                                                                      | S 8 3/4 03/15/32                     | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    488000 | PA      | $580729.74    | 0.17%             | 2032-03-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| AQUA FINANCE TRUST 2020-A                                                                | AQFIT 2020-AA B                      | CUSIP: 038413AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168521 | PA      | $161149.90    | 0.05%             | 2046-07-17      | Fixed         | 2.79%                 | Yes           | 2                  | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                            | VST 5.7 12/30/34                     | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    292000 | PA      | $295044.10    | 0.09%             | 2034-12-30      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2025-A                                                    | MFIT 2025-AA A                       | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    740000 | PA      | $744680.65    | 0.22%             | 2038-05-20      | Fixed         | 4.98%                 | Yes           | 2                  | On Loan: No      |
| LV TRUST 2024-SHOW                                                                       | LV 2024-SHOW A                       | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    790000 | PA      | $796596.03    | 0.24%             | 2029-10-10      | Floating      | 5.27%                 | Yes           | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                                    | HLT 5 3/4 09/15/33                   | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281943.76    | 0.08%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| MVW 2023-1 LLC                                                                           | MVWOT 2023-1A B                      | CUSIP: 62848PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123210 | PA      | $124033.96    | 0.04%             | 2040-10-20      | Fixed         | 5.42%                 | Yes           | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                                                      | MEDIND 3 7/8 04/01/29                | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    505000 | PA      | $491134.11    | 0.15%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Newly Weds Foods                                                                         | NWFOOD TL B 1L USD                   | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    213388 | PA      | $213854.82    | 0.06%             | 2032-03-08      | Variable      | 6.56%                 | No            | 2                  | On Loan: No      |
| OMNIS FUNDING TRUST                                                                      | RGA 6.722 05/15/55                   | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $620815.01    | 0.18%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                                     | GLENLN 2.85 04/27/31                 | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    306000 | PA      | $278893.21    | 0.08%             | 2031-04-27      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| PALISADES MORTGAGE LOAN TRUST                                                            | PALI 2021-RTL1 A1                    | CUSIP: 69639AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12246 | PA      | $12271.69     | 0.00%             | 2026-06-25      | Floating      | 3.49%                 | Yes           | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                                                                      | AHTLN 5 1/2 08/11/32                 | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    405000 | PA      | $413848.74    | 0.12%             | 2032-08-11      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                          | COLOM 8 3/4 11/14/53                 | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     79000 | PA      | $89921.75     | 0.03%             | 2053-11-14      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH                                       | BANORT 5 7/8 PERP                    | CUSIP: 05973KAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    103000 | PA      | $103108.99    | 0.03%             | 2171-11-24      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                                          | DOMREP 5 1/2 02/22/29                | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $150465.00    | 0.04%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2                                             | WLAKE 2024-1A B                      | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228516 | PA      | $228906.75    | 0.07%             | 2027-11-15      | Fixed         | 5.55%                 | Yes           | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                    | FABSJV 5 7/8 01/25/34                | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    579000 | PA      | $588536.86    | 0.17%             | 2034-01-25      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                   | WCC 5 1/2 04/15/34                   | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184994.09    | 0.05%             | 2034-04-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP INC                                                                            | C 6.27 11/17/33                      | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    335000 | PA      | $358101.13    | 0.11%             | 2033-11-17      | Fixed         | 6.27%                 | No            | 2                  | On Loan: No      |
| ARROYO MORTGAGE TRUST 2019-2                                                             | ARRW 2019-2 A1                       | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41950 | PA      | $40893.92     | 0.01%             | 2049-04-25      | Floating      | 3.35%                 | Yes           | 2                  | On Loan: No      |
| CITADEL FINANCE LLC                                                                      | CITADL 5.15 02/14/31                 | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53721.31     | 0.02%             | 2031-02-14      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                                        | CPS 2024-A C                         | CUSIP: 22411CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    369904 | PA      | $371637.21    | 0.11%             | 2030-04-15      | Fixed         | 5.74%                 | Yes           | 2                  | On Loan: No      |
| FEDEX FREIGHT HOLDING COMPANY INC                                                        | FDX 5 1/4 03/15/36                   | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    820000 | PA      | $798756.28    | 0.24%             | 2036-03-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| SUNOCO LP                                                                                | SUN 5 5/8 07/15/34                   | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44413.13     | 0.01%             | 2034-07-15      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| OBX 2024-HYB2 TRUST                                                                      | OBX 2024-HYB2 A1                     | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251727 | PA      | $251784.95    | 0.07%             | 2053-04-25      | Floating      | 3.70%                 | Yes           | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                         | FN FA2472                            | CUSIP: 3140W2XA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3156372 | PA      | $3128404.76   | 0.93%             | 2054-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BLACK HILLS CORP                                                                         | BKH 6.15 05/15/34                    | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    750000 | PA      | $792933.82    | 0.24%             | 2034-05-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| BLUE OWL FINANCE LLC                                                                     | OWL 6 1/4 04/18/34                   | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    290000 | PA      | $285648.14    | 0.08%             | 2034-04-18      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Entain (fka GVC Holdings)                                                                | ENTLN TL B 1L USD                    | CUSIP: G3168QAB3<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | US        |    109450 | PA      | $109635.52    | 0.03%             | 2032-07-30      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| Formula One                                                                              | FMUONE TL B1 1L USD                  | CUSIP: L2465BAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    205000 | PA      | $205666.25    | 0.06%             | 2031-09-10      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| UNITED AIRLINES INC                                                                      | UAL 5.8 01/15/36                     | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |    509041 | PA      | $529416.19    | 0.16%             | 2036-07-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA5271                            | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2099639 | PA      | $2115723.54   | 0.63%             | 2054-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MFA 2022-NQM2 TRUST                                                                      | MFRA 2022-NQM2 A1                    | CUSIP: 55285QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1004752 | PA      | $987353.36    | 0.29%             | 2067-05-25      | Floating      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| WhiteWater Matterhorn                                                                    | WHITWM TL B 1L USD                   | CUSIP: 96618PAC0<br>LEI: 2138009J7G187M6C4Q91 | Long             | LON              | CORP              | US        |    280000 | PA      | $279924.40    | 0.08%             | 2032-06-16      | Variable      | 5.40%                 | No            | 2                  | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST 2025-1                                                   | PART 2025-1A C                       | CUSIP: 74113UAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    506000 | PA      | $508865.12    | 0.15%             | 2030-02-15      | Fixed         | 5.52%                 | Yes           | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                                | TRPCN 6 3/8 10/17/56                 | CUSIP: 89352HBL2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $55444.95     | 0.02%             | 2056-10-17      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| DEXT ABS 2023-1 LLC                                                                      | DEXT 2023-1 A2                       | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37101 | PA      | $37217.65     | 0.01%             | 2032-03-15      | Fixed         | 5.99%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD5594                            | CUSIP: 3132DTGB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    949687 | PA      | $958709.02    | 0.28%             | 2053-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                    | TFC 5.122 01/26/34                   | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65038.70     | 0.02%             | 2034-01-26      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| GRAY MEDIA INC                                                                           | GTN 7 1/4 08/15/33                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244454.88    | 0.07%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| OMAN, GOVERNMENT OF THE SULTANATE OF                                                     | OMAN 6 1/4 01/25/31                  | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    427000 | PA      | $454032.06    | 0.13%             | 2031-01-25      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                                                       | RPRX 3.35 09/02/51                   | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    483000 | PA      | $318027.09    | 0.09%             | 2051-09-02      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| EXTENDED STAY AMERICA INC                                                                | ESA 2025-ESH A                       | CUSIP: 30227TAA8<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |    433410 | PA      | $434495.69    | 0.13%             | 2042-10-15      | Floating      | 4.95%                 | Yes           | 2                  | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017-4                                                         | TPMT 2017-4 A2                       | CUSIP: 89173UAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590000 | PA      | $563116.71    | 0.17%             | 2057-06-25      | Floating      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Caesars Entertainment Inc                                                                | CZR TL B 1L USD                      | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    213092 | PA      | $207321.77    | 0.06%             | 2030-02-06      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                                | LHX 5.4 07/31/33                     | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    459000 | PA      | $470794.06    | 0.14%             | 2033-07-31      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                                            | SOAF 6 1/8 12/11/37                  | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    165000 | PA      | $157436.07    | 0.05%             | 2037-12-11      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| frontdoor                                                                                | FTDR TL B 1L USD                     | CUSIP: 35905CAK1<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | LON              | CORP              | US        |    118500 | PA      | $119191.45    | 0.04%             | 2031-12-16      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                            | GS 6.45 05/01/36                     | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    324000 | PA      | $345674.21    | 0.10%             | 2036-05-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2016-4                                               | NRZT 2016-4A A1                      | CUSIP: 64829LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    626176 | PA      | $596001.14    | 0.18%             | 2056-11-25      | Floating      | 3.75%                 | Yes           | 2                  | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1                                               | STAR 2020-1 A1                       | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40459 | PA      | $39100.70     | 0.01%             | 2050-02-25      | Floating      | 2.27%                 | Yes           | 2                  | On Loan: No      |
| Shift4 Payments (fka Lighthouse Network)                                                 | FOUR TL B 1L USD                     | CUSIP: 82453JAC2<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |    160000 | PA      | $160833.60    | 0.05%             | 2032-07-06      | Variable      | 5.69%                 | No            | 2                  | On Loan: No      |
| UNITED AIRLINES INC                                                                      | UAL 5.45 02/15/37                    | CUSIP: 90932WAA1<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |    145661 | PA      | $148911.48    | 0.04%             | 2037-02-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 1 7/8 11/15/51                     | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1135000 | PA      | $616358.21    | 0.18%             | 2051-11-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| SNAP INC                                                                                 | SNAP 6 7/8 03/15/34                  | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    165000 | PA      | $159584.98    | 0.05%             | 2034-03-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| UPG HI 2025-2 Issuer Trust                                                               | UPGHI 2026-1 A                       | CUSIP: 90321BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $839951.87    | 0.25%             | 2048-02-25      | Fixed         | 5.03%                 | No            | 2                  | On Loan: No      |
| STAR 2025-SFR5                                                                           | STAR 2025-SFR5 A                     | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    314585 | PA      | $314673.60    | 0.09%             | 2042-02-17      | Floating      | 5.11%                 | Yes           | 2                  | On Loan: No      |
| IQVIA INC                                                                                | IQV 6 1/4 02/01/29                   | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    527000 | PA      | $546949.06    | 0.16%             | 2029-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)                              | NGERIA 8.6308 01/13/36               | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    154000 | PA      | $169140.81    | 0.05%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| SCALELOGIX ABS US ISSUER LLC                                                             | SCLGX 2025-1A A2                     | CUSIP: 80587FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680000 | PA      | $669060.84    | 0.20%             | 2055-07-25      | Fixed         | 5.67%                 | Yes           | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                             | BACR 7.437 11/02/33                  | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    694000 | PA      | $778581.85    | 0.23%             | 2033-11-02      | Fixed         | 7.44%                 | No            | 2                  | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2025-1                                                          | OCTL 2025-1A A2                      | CUSIP: 67580EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    765000 | PA      | $765036.34    | 0.23%             | 2031-02-20      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ET 7 1/8 PERP                        | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123326.04    | 0.04%             | 2169-05-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| QTS FAYETTEVILLE I DC1-2 LLC / QTS TRS FAYETTEVILLE I DCI-2 LLC                          | QTSQST 5.7 04/15/36                  | CUSIP: 74751AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $651980.94    | 0.19%             | 2036-04-15      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                            | GS 5.065 01/21/37                    | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    355000 | PA      | $347269.78    | 0.10%             | 2037-01-21      | Fixed         | 5.07%                 | No            | 2                  | On Loan: —       |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-2                                               | NRZT 2017-2A A3                      | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    459087 | PA      | $445366.86    | 0.13%             | 2057-03-25      | Floating      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| KAZAKHSTAN, REPUBLIC OF - MINISTRY OF FINANCE                                            | KAZAKS 5 1/2 07/01/37                | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    272000 | PA      | $278483.02    | 0.08%             | 2037-07-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN CB6857                            | CUSIP: 3140QSTP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    875622 | PA      | $846811.15    | 0.25%             | 2053-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MEX 5 3/8 03/22/33                   | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    145000 | PA      | $142660.83    | 0.04%             | 2033-03-22      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES XV LLC                                                | AXIS 2025-1A D                       | CUSIP: 03237FAE5<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $606884.16    | 0.18%             | 2032-08-20      | Fixed         | 5.68%                 | Yes           | 2                  | On Loan: No      |
| Iron Mountain                                                                            | IRM TL B 1L USD                      | CUSIP: N/A<br>LEI: 5493009M0X1LQXGBWV02       | Long             | LON              | CORP              | US        |    170743 | PA      | $171063.38    | 0.05%             | 2031-01-31      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| Oryx Southern Delaware Holdings                                                          | ORYSOU TL B 1L USD                   | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    203567 | PA      | $204485.65    | 0.06%             | 2028-10-05      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                          | BRAZIL 6 5/8 03/15/35                | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     67000 | PA      | $69401.95     | 0.02%             | 2035-03-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                                 | FG 6 1/2 06/04/29                    | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    522000 | PA      | $528400.24    | 0.16%             | 2029-06-04      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                          | COLOM 7 1/2 02/02/34                 | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     96000 | PA      | $100656.00    | 0.03%             | 2034-02-02      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| RCKT MORTGAGE TRUST 2020-1                                                               | RCKT 2020-1 A1                       | CUSIP: 749389AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43186 | PA      | $37791.38     | 0.01%             | 2050-02-25      | Floating      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                              | TD 8 1/8 10/31/2082                  | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    449000 | PA      | $467578.44    | 0.14%             | 2082-10-31      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4 11/15/52                         | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4100000 | PA      | $3484439.45   | 1.03%             | 2052-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TACO BELL FUNDING LLC                                                                    | BELL 2025-1A A2I                     | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $743178.08    | 0.22%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           | 2                  | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4 03/31/30                         | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1055000 | PA      | $1056092.09   | 0.31%             | 2030-03-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                                                       | RPRX 5.4 09/02/34                    | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $598388.97    | 0.18%             | 2034-09-02      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| AMERICAN NATIONAL GROUP INC                                                              | ANGINC 7 12/01/55                    | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102733.79    | 0.03%             | 2055-12-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Grifols Worldwide                                                                        | GRFSM TL B 1L                        | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    280000 | PA      | $280824.60    | 0.08%             | 2027-11-08      | Variable      | 5.77%                 | No            | 2                  | On Loan: No      |
| OBX 2024-NQM9 TRUST                                                                      | OBX 2024-NQM9 A1                     | CUSIP: 67119DAA6<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-O            | CORP              | US        |    196708 | PA      | $198425.99    | 0.06%             | 2064-01-25      | Floating      | 6.03%                 | Yes           | 2                  | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4 5/8 05/15/54                     | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5770000 | PA      | $5439013.87   | 1.62%             | 2054-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| CITADEL FINANCE LLC                                                                      | CITADL 4 3/4 02/14/29                | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    440000 | PA      | $433431.43    | 0.13%             | 2029-02-14      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                  | SORT 2020-1 A1                       | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101211 | PA      | $85062.50     | 0.03%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           | 2                  | On Loan: No      |
| DELTA AIR LINES INC                                                                      | DAL 3 5/8 07/30/27                   | CUSIP: 24736XAA6<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | ABS-O            | CORP              | US        |    296951 | PA      | $293593.23    | 0.09%             | 2027-07-30      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                 | PRU 6 3/4 03/01/53                   | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    210000 | PA      | $221155.20    | 0.07%             | 2053-03-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 909220                            | CUSIP: 31411JDZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25169 | PA      | $26508.82     | 0.01%             | 2038-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                   | MRVL 5.3 04/15/36                    | CUSIP: 573874AT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    527000 | PA      | $528143.49    | 0.16%             | 2036-04-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                                          | DOMREP 4 7/8 09/23/32                | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    311000 | PA      | $294159.35    | 0.09%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Construction Partners                                                                    | ROAD TL B 1L USD                     | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    237000 | PA      | $238777.50    | 0.07%             | 2031-10-29      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                            | ENELIM 7 1/2 10/14/32                | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    235000 | PA      | $265581.10    | 0.08%             | 2032-10-14      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2025-B                                                        | CPS 2025-B C                         | CUSIP: 12630SAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $679512.92    | 0.20%             | 2031-07-15      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| MFA TRUST 2022-INV2                                                                      | MFRA 2022-INV2 A1                    | CUSIP: 55285UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    592446 | PA      | $591378.77    | 0.18%             | 2057-07-25      | Floating      | 4.95%                 | Yes           | 2                  | On Loan: No      |
| BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY                             | BHRAIN 7.1 02/03/38                  | CUSIP: 056909AB0<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | CORP              | BH        |    307000 | PA      | $300350.70    | 0.09%             | 2038-02-03      | Fixed         | 7.10%                 | Yes           | 2                  | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                                | ARAMCO 5 1/4 07/17/34                | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    536000 | PA      | $541416.28    | 0.16%             | 2034-07-17      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                              | AVOL 5 3/4 11/15/29                  | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    647000 | PA      | $663053.78    | 0.20%             | 2029-11-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| KENYA, GOVERNMENT OF                                                                     | KENINT 7 7/8 10/09/33                | CUSIP: 491798AP9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    145000 | PA      | $138621.98    | 0.04%             | 2033-10-09      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                                                 | SRILAN 3.6 02/15/38                  | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |    170000 | PA      | $160514.38    | 0.05%             | 2038-02-15      | Floating      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| Live Nation                                                                              | LYV TL B 1L USD                      | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |    224438 | PA      | $224998.59    | 0.07%             | 2032-10-19      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD3238                            | CUSIP: 3132DQS31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    463969 | PA      | $468482.32    | 0.14%             | 2052-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                             | UVN 8 7/8 04/15/33                   | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    435000 | PA      | $437234.36    | 0.13%             | 2033-04-15      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| StandardAero Aviation Holdings                                                           | DAEAVI TL B1 1L USD                  | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    148824 | PA      | $149467.81    | 0.04%             | 2031-10-27      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                                                                        | POST 6 3/8 03/01/33                  | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190009.56    | 0.06%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| RFR TRUST 2025-SGRM                                                                      | RFR 2025-SGRM A                      | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    760000 | PA      | $769064.52    | 0.23%             | 2029-03-11      | Floating      | 5.56%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | F 6.054 11/05/31                     | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90295.26     | 0.03%             | 2031-11-05      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY                           | PANAMA 5.662 02/23/38                | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     62000 | PA      | $62496.00     | 0.02%             | 2038-02-23      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 6.84 01/23/30                  | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     92000 | PA      | $94003.67     | 0.03%             | 2030-01-23      | Fixed         | 6.84%                 | No            | 2                  | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                            | GBLATL 6 3/4 03/15/54                | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    320000 | PA      | $302388.67    | 0.09%             | 2054-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ACM AUTO TRUST 2025-2                                                                    | ACMAT 2025-2A A                      | CUSIP: 00161TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    257635 | PA      | $258079.78    | 0.08%             | 2028-06-20      | Fixed         | 5.55%                 | Yes           | 2                  | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                             | INDON 4.55 01/11/28                  | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $201214.49    | 0.06%             | 2028-01-11      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Energizer Holdings                                                                       | ENR TL B 1L USD                      | CUSIP: 29267YAW2<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |     88785 | PA      | $89080.54     | 0.03%             | 2032-03-13      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                    | TFC 5.867 06/08/34                   | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    515000 | PA      | $536171.66    | 0.16%             | 2034-06-08      | Fixed         | 5.87%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                                                   | PNC 5.423 01/25/41                   | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181531.54    | 0.05%             | 2041-01-25      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| SEMPRA INFRASTRUCTURE PARTNERS LP                                                        | SRE 3 1/4 01/15/32                   | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |    398000 | PA      | $352324.70    | 0.10%             | 2032-01-15      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                             | INDON 4 3/4 09/10/34                 | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    156000 | PA      | $152698.92    | 0.05%             | 2034-09-10      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                 | SVC 4.95 02/15/27                    | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19005.94     | 0.01%             | 2027-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                          | CVS 6 3/4 12/10/54                   | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    306000 | PA      | $317173.56    | 0.09%             | 2054-12-10      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| DT AUTO OWNER TRUST 2023-3                                                               | DTAOT 2023-3A C                      | CUSIP: 23345WAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    152683 | PA      | $153672.59    | 0.05%             | 2029-05-15      | Fixed         | 6.40%                 | Yes           | 2                  | On Loan: No      |
| EL SALVADOR, REPUBLIC OF - MINISTRY OF FINANCE                                           | ELSALV 7.65 06/15/35                 | CUSIP: P01012AN6<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    141000 | PA      | $145060.80    | 0.04%             | 2035-06-15      | Fixed         | 7.65%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FA1378                            | CUSIP: 3140W1Q89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3527773 | PA      | $3325083.30   | 0.99%             | 2055-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2021-4                                                        | FCAT 2024-1 C                        | CUSIP: 33843VAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $332035.84    | 0.10%             | 2030-02-15      | Fixed         | 5.79%                 | Yes           | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                 | PRU 5 1/8 03/01/52                   | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    104000 | PA      | $101410.77    | 0.03%             | 2052-03-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| STELLANTIS FINANCE US INC                                                                | STLA 6.45 03/18/35                   | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    624000 | PA      | $623558.58    | 0.19%             | 2035-03-18      | Fixed         | 6.45%                 | Yes           | 2                  | On Loan: No      |
| TransDigm                                                                                | TDG TL J 1L USD                      | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    190747 | PA      | $191246.83    | 0.06%             | 2031-02-28      | Variable      | 6.80%                 | No            | 2                  | On Loan: No      |
| ALLIANZ SE                                                                               | ALVGR 6.35 09/06/53                  | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    209000 | PA      | $218994.80    | 0.07%             | 2053-09-06      | Fixed         | 6.35%                 | Yes           | 2                  | On Loan: No      |
| DOMINION ENERGY INC                                                                      | D 7 06/01/54                         | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    205000 | PA      | $219240.33    | 0.07%             | 2054-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| IQVIA INC                                                                                | IQV 6 1/4 06/01/32                   | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305764.80    | 0.09%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                      | CPGX 5.439 02/15/35                  | CUSIP: 19828TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    552000 | PA      | $561209.18    | 0.17%             | 2035-02-15      | Fixed         | 5.44%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 735061                            | CUSIP: 31402QTS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4817 | PA      | $4981.73      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS8791                            | CUSIP: 3140XQXV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1024063 | PA      | $1047712.65   | 0.31%             | 2054-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FERRELLGAS ESCROW LLC                                                                    | FGP 5 7/8 04/01/29                   | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $434428.14    | 0.13%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL INFRASTRUCTURE SOLUTIONS INC                                                      | GOINSO 7 1/2 04/15/32                | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    140000 | PA      | $148267.56    | 0.04%             | 2032-04-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| DOMINION ENERGY INC                                                                      | D 6.2 02/15/56                       | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295626.58    | 0.09%             | 2056-02-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| ROCKET COMPANIES INC                                                                     | RKT 6 3/8 08/01/33                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $258406.29    | 0.08%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| UPX HIL 2025-1 ISSUER TRUST                                                              | UPXHI 2025-1 A                       | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    528126 | PA      | $527107.21    | 0.16%             | 2047-01-25      | Fixed         | 5.16%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST 2022-CLS                                                                        | BX 2022-CLS A                        | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $510336.29    | 0.15%             | 2027-10-13      | Fixed         | 5.76%                 | Yes           | 2                  | On Loan: No      |
| DBR LAND HOLDINGS LLC                                                                    | LB 6 1/4 12/01/30                    | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $189496.43    | 0.06%             | 2030-12-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                     | PETMK 5.848 04/03/55                 | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    241000 | PA      | $250345.37    | 0.07%             | 2055-04-03      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| HERC HOLDINGS INC                                                                        | HRI 7 1/4 06/15/33                   | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104782.70    | 0.03%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: —       |
| Playtika                                                                                 | PLTK TL B 1L USD                     | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    267885 | PA      | $258277.42    | 0.08%             | 2028-03-05      | Variable      | 7.94%                 | No            | 2                  | On Loan: No      |
| REACH ABS TRUST 2022-2                                                                   | REACH 2025-2A B                      | CUSIP: 75525QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    670000 | PA      | $670611.31    | 0.20%             | 2032-08-18      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD2026                            | CUSIP: 3132DPHB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1867696 | PA      | $1851843.66   | 0.55%             | 2052-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                                 | LIBMUT 4 1/8 12/15/51                | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    515000 | PA      | $509439.33    | 0.15%             | 2051-12-15      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM2R                                           | NRZT 2021-NQ2R A1                    | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17947 | PA      | $17304.62     | 0.01%             | 2058-09-25      | Floating      | 0.94%                 | Yes           | 2                  | On Loan: No      |
| ASCOT GROUP LTD                                                                          | ASCOTG 4 1/4 12/15/30                | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    425000 | PA      | $397837.08    | 0.12%             | 2030-12-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| HINNT 2025-A LLC                                                                         | HINTT 2025-A B                       | CUSIP: 433403AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    306100 | PA      | $309665.37    | 0.09%             | 2044-03-15      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| MSSG TRUST 2017-237P                                                                     | MSSG 2017-237P A                     | CUSIP: 55375KAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    880000 | PA      | $845548.88    | 0.25%             | 2039-09-13      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                            | GS 5.33 07/23/35                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    203000 | PA      | $203947.93    | 0.06%             | 2035-07-23      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                         | CSCHLD 11 3/4 01/31/29               | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143474.20    | 0.04%             | 2029-01-31      | Fixed         | 11.75%                | Yes           | 2                  | On Loan: No      |
| SS&C Technologies                                                                        | SSNC TL B8 1L USD                    | CUSIP: 78466DBJ2<br>LEI: 529900POY8H7NPPNKK71 | Long             | LON              | CORP              | US        |    304860 | PA      | $305239.27    | 0.09%             | 2031-05-09      | Variable      | 7.34%                 | No            | 2                  | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                                 | NGL 8 1/8 02/15/29                   | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51898.80     | 0.02%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| MOROCCO, KINGDOM OF - MINISTRY OF FINANCE AND FOREIGN INVESTMENT                         | MOROC 3 12/15/32                     | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    157000 | PA      | $137363.59    | 0.04%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST 2021-1                                              | CLAST 2025-1A A                      | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405339 | PA      | $408775.12    | 0.12%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           | 2                  | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2023-1                                                          | AOMT 2023-1 A1                       | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    713369 | PA      | $712234.30    | 0.21%             | 2067-09-26      | Floating      | 4.75%                 | Yes           | 2                  | On Loan: No      |
| VERALTO CORP                                                                             | VLTO 5.45 09/18/33                   | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    699000 | PA      | $716003.22    | 0.21%             | 2033-09-18      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| COSTAR GROUP INC                                                                         | CSGP 2.8 07/15/30                    | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |    866000 | PA      | $787269.54    | 0.23%             | 2030-07-15      | Fixed         | 2.80%                 | Yes           | 2                  | On Loan: No      |
| 180 MEDICAL INC                                                                          | CTECLN 5.3 10/08/35                  | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    915000 | PA      | $896405.28    | 0.27%             | 2035-10-08      | Fixed         | 5.30%                 | Yes           | 2                  | On Loan: No      |
| Medline Industries                                                                       | MEDIND TL B 1L USD                   | CUSIP: 58503UAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    203713 | PA      | $204740.33    | 0.06%             | 2030-10-25      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE SA                                                                      | SOCGEN 6.066 01/19/35                | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    610000 | PA      | $632581.17    | 0.19%             | 2035-01-19      | Fixed         | 6.07%                 | Yes           | 2                  | On Loan: No      |
| MFA 2022-INV1 TRUST                                                                      | MFRA 2022-INV1 A1                    | CUSIP: 55284TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680971 | PA      | $672484.62    | 0.20%             | 2066-04-25      | Floating      | 4.91%                 | Yes           | 2                  | On Loan: No      |
| AQUA FINANCE TRUST 2019-A                                                                | AQFIT 2019-A C                       | CUSIP: 038370AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100029 | PA      | $97860.70     | 0.03%             | 2040-07-16      | Fixed         | 4.01%                 | Yes           | 2                  | On Loan: No      |
| BBCMS TRUST 2018-CBM                                                                     | BBCMS 2018-CBM A                     | CUSIP: 05549RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    613000 | PA      | $597511.64    | 0.18%             | 2037-07-15      | Floating      | 4.95%                 | Yes           | 2                  | On Loan: No      |
| EAGLE MATERIALS INC                                                                      | EXP 5 03/15/36                       | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    750000 | PA      | $721948.88    | 0.21%             | 2036-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                | HBAN 5.709 02/02/35                  | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    475000 | PA      | $486656.53    | 0.14%             | 2035-02-02      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| CIM TRUST 2022-R2                                                                        | CIM 2022-R2 A1                       | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    607140 | PA      | $574957.53    | 0.17%             | 2061-12-25      | Floating      | 3.75%                 | Yes           | 2                  | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                                                                  | MERIDI 6 1/4 04/30/31                | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $114949.15    | 0.03%             | 2031-04-30      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO INC                                            | POWSOL 6 3/4 02/15/30                | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15508.35     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Citadel Enterprise                                                                       | CITSEC TL B 1L USD                   | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    186240 | PA      | $187144.70    | 0.06%             | 2031-10-24      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN BJ9260                            | CUSIP: 3140HBJE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59198 | PA      | $56406.18     | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                                                             | CNC 3 3/8 02/15/30                   | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    485000 | PA      | $450920.84    | 0.13%             | 2030-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                           | MS 5 1/4 04/21/34                    | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    614000 | PA      | $620304.18    | 0.18%             | 2034-04-21      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Tharaldson Hotel Portfolio Trust                                                         | THPT 2023-THL A                      | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    591056 | PA      | $594590.02    | 0.18%             | 2034-12-10      | Floating      | 7.23%                 | Yes           | 2                  | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                                     | ROCC 2024-CNTR A                     | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $172635.34    | 0.05%             | 2041-11-13      | Fixed         | 5.39%                 | Yes           | 2                  | On Loan: No      |
| DP WORLD LTD                                                                             | DPWDU 6.85 07/02/37                  | CUSIP: 23330JAA9<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    128000 | PA      | $137931.06    | 0.04%             | 2037-07-02      | Fixed         | 6.85%                 | Yes           | 2                  | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM 6.254 10/23/34                   | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    480000 | PA      | $515468.52    | 0.15%             | 2034-10-23      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                                  | KGS 6 3/4 10/01/35                   | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187020.90    | 0.06%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025-2                                     | BLAST 2025-2 D                       | CUSIP: 10807HAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560000 | PA      | $567289.30    | 0.17%             | 2031-03-17      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                          | BRAZIL 6 10/20/33                    | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    341000 | PA      | $344751.00    | 0.10%             | 2033-10-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| DT MIDSTREAM INC                                                                         | DTMINC 4 3/8 06/15/31                | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    738000 | PA      | $713462.94    | 0.21%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ET 6 1/2 PERP                        | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175746.73    | 0.05%             | 2169-11-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                               | REPHUN 6 1/4 09/22/32                | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    150000 | PA      | $160329.76    | 0.05%             | 2032-09-22      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Astoria Energy                                                                           | ASTENE TL B 1L USD                   | CUSIP: N/A<br>LEI: 549300BXD26J7I0IPB62       | Long             | LON              | CORP              | US        |    186846 | PA      | $187736.34    | 0.06%             | 2032-06-23      | Variable      | 6.43%                 | No            | 2                  | On Loan: No      |
| OMNICOM GROUP INC                                                                        | OMC 5 3/8 06/15/33                   | CUSIP: 681919BS4<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    693000 | PA      | $693819.83    | 0.21%             | 2033-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2017-4                                                          | JPMMT 2017-4 A3                      | CUSIP: 46648UAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    579597 | PA      | $532101.13    | 0.16%             | 2048-11-25      | Floating      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2017-5                                                          | JPMMT 2017-5 A1                      | CUSIP: 46590YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4854 | PA      | $4856.25      | 0.00%             | 2047-12-15      | Floating      | 4.70%                 | Yes           | 2                  | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2026-ACES1                                                      | JPMMT 2026-ACES1 A1                  | CUSIP: 46664MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    929476 | PA      | $925353.75    | 0.27%             | 2066-04-25      | Floating      | 4.89%                 | Yes           | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                                  | BAH 5.95 08/04/33                    | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    209000 | PA      | $213843.17    | 0.06%             | 2033-08-04      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4 5/8 02/15/55                     | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6235000 | PA      | $5879410.16   | 1.75%             | 2055-02-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| TEXAS CAPITAL BANCSHARES INC                                                             | TCBI 4 05/06/31                      | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199929.00    | 0.06%             | 2031-05-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BrightView Landscapes (fka Brickman)                                                     | BRKMAN TL B 1L USD                   | CUSIP: 10801XAL1<br>LEI: 549300OSAEQC89PVOW06 | Long             | LON              | CORP              | US        |    295000 | PA      | $296475.00    | 0.09%             | 2029-04-20      | Variable      | 6.31%                 | No            | 2                  | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC/ARU FINANCE CORP                                     | ASCRES 6 5/8 07/15/33                | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $282675.80    | 0.08%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Mega Broadband Investments Holdings                                                      | MEGBRO TL B 1L USD                   | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |    272840 | PA      | $265093.00    | 0.08%             | 2027-11-12      | Variable      | 7.56%                 | No            | 2                  | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM                                                               | SCLP 2025-1 A                        | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    154111 | PA      | $154554.07    | 0.05%             | 2034-02-27      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                                                                | CRS 5 5/8 03/01/34                   | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15026.43     | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                                             | FLEXIH 3.363 06/30/31                | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    654000 | PA      | $599487.35    | 0.18%             | 2031-06-30      | Fixed         | 3.36%                 | Yes           | 2                  | On Loan: No      |
| MSCI INC                                                                                 | MSCI 3 5/8 09/01/30                  | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    753000 | PA      | $713057.44    | 0.21%             | 2030-09-01      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2017-1                                                           | FSMT 2017-1 1A3                      | CUSIP: 33850BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16986 | PA      | $15921.19     | 0.00%             | 2047-03-25      | Floating      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN AS7026                            | CUSIP: 3138WGYY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37397 | PA      | $35756.81     | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Del Monte Foods Inc                                                                      | DELMFD TL 1L USD                     | CUSIP: 24521WAC3<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |     52259 | PA      | $2743.62      | 0.00%             | 2028-08-02      | Variable      | 8.57%                 | No            | 2                  | On Loan: No      |
| BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY                             | BHRAIN 5 5/8 05/18/34                | CUSIP: 05675M2J2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     73000 | PA      | $67168.08     | 0.02%             | 2034-05-18      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Hunterstown Power Generation Facility                                                    | KESTRE TL B 1L USD                   | CUSIP: 44579UAD4<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |    185829 | PA      | $186874.75    | 0.06%             | 2031-11-06      | Variable      | 6.93%                 | No            | 2                  | On Loan: No      |
| Endeavor                                                                                 | EDR TL B 1L USD                      | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94288 | PA      | $94794.30     | 0.03%             | 2032-01-28      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| PULTEGROUP INC                                                                           | PHM 4.9 03/01/36                     | CUSIP: 745867AZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    830000 | PA      | $806294.29    | 0.24%             | 2036-03-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                                               | AMNPHA 6 7/8 08/01/32                | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15590.81     | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| FHF ISSUER TRUST 2024-2                                                                  | FHF 2026-1A A2                       | CUSIP: 30345FAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $853773.75    | 0.25%             | 2030-09-16      | Fixed         | 5.41%                 | Yes           | 2                  | On Loan: No      |
| BANCO DE CREDITO E INVERSIONES SA                                                        | BCICI 7 1/2 PERP                     | CUSIP: 05956NAF9<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    120000 | PA      | $127350.00    | 0.04%             | 2173-12-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA5072                            | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439085 | PA      | $443255.66    | 0.13%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                          | TMHC 5 3/4 11/15/32                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20229.54     | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                   | US LONG BOND(CBT) Jun26              | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DIR              | CORP              | US        |        71 | NC      | $-339468.75   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| CCG RECEIVABLES TRUST 2024-1                                                             | CCG 2024-1 B                         | CUSIP: 12515PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465000 | PA      | $470618.04    | 0.14%             | 2032-03-15      | Fixed         | 5.08%                 | Yes           | 2                  | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                         | TURKEY 6 5/8 02/17/45                | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     70000 | PA      | $61711.76     | 0.02%             | 2045-02-17      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2021-P3                                                   | CRVNA 2021-P3 B                      | CUSIP: 14687JAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    755000 | PA      | $747204.55    | 0.22%             | 2027-08-10      | Fixed         | 1.42%                 | No            | 2                  | On Loan: No      |
| Genmab A/S                                                                               | GMABDC TL B 1L USD                   | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | US        |    224250 | PA      | $225917.30    | 0.07%             | 2032-11-18      | Variable      | 6.73%                 | No            | 2                  | On Loan: No      |
| Life Time Fitness                                                                        | LTH TL B 1L USD                      | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    301647 | PA      | $302919.87    | 0.09%             | 2031-11-05      | Variable      | 6.36%                 | No            | 2                  | On Loan: No      |
| SMITH & NEPHEW PLC                                                                       | SNLN 5.4 03/20/34                    | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    776000 | PA      | $788607.60    | 0.23%             | 2034-03-20      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| A&D MORTGAGE TRUST 2023-NQM3                                                             | ADMT 2023-NQM3 A1                    | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360933 | PA      | $361955.08    | 0.11%             | 2068-07-25      | Floating      | 6.73%                 | Yes           | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                         | KMI 6.95 01/15/38                    | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     85000 | PA      | $95094.89     | 0.03%             | 2038-01-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-1                                                 | CAALT 2024-1A A                      | CUSIP: 22537GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266556 | PA      | $267676.24    | 0.08%             | 2034-03-15      | Fixed         | 5.68%                 | Yes           | 2                  | On Loan: No      |
| VIATRIS INC                                                                              | VTRS 2.3 06/22/27                    | CUSIP: 91533BAC4<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       681 | PA      | $662.17       | 0.00%             | 2027-06-22      | Fixed         | 2.30%                 | Yes           | 2                  | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                                                 | CHILE 3 1/4 09/21/2071               | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     81000 | PA      | $50625.00     | 0.02%             | 2071-09-21      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                 | EDF 6.9 05/23/53                     | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    591000 | PA      | $631237.42    | 0.19%             | 2053-05-23      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| ELM TRUST 2024-ELM                                                                       | ELM 2024-ELM A10                     | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    667000 | PA      | $667792.40    | 0.20%             | 2027-06-10      | Floating      | 5.99%                 | Yes           | 2                  | On Loan: No      |
| BLUE OWL FINANCE LLC                                                                     | OWL 3 1/8 06/10/31                   | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    635000 | PA      | $553416.98    | 0.16%             | 2031-06-10      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| MFA 2023-INV2 TRUST                                                                      | MFRA 2023-INV2 A1                    | CUSIP: 59319BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    715204 | PA      | $718898.01    | 0.21%             | 2058-10-25      | Floating      | 6.77%                 | Yes           | 2                  | On Loan: No      |
| ALASKA AIRLINES INC                                                                      | ALK 4.8 08/15/27                     | CUSIP: 01166VAA7<br>LEI: PG4W4UTDTMMEBRGLO537 | Long             | ABS-O            | CORP              | US        |    529613 | PA      | $530057.48    | 0.16%             | 2027-08-15      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                               | ACGCAP 4 7/8 01/28/33                | CUSIP: 05369AAU5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    275000 | PA      | $266582.87    | 0.08%             | 2033-01-28      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2021-3                                                 | GCAR 2021-3A E                       | CUSIP: 36263LAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    565000 | PA      | $564731.85    | 0.17%             | 2028-10-16      | Fixed         | 3.20%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                           | MS 5.424 07/21/34                    | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    777000 | PA      | $792444.48    | 0.24%             | 2034-07-21      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN INC                                                                        | KMI 5.85 06/01/35                    | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    444000 | PA      | $465427.79    | 0.14%             | 2035-06-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CO                                                                            | F 4 3/4 01/15/43                     | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     72000 | PA      | $55649.75     | 0.02%             | 2043-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 7 1/8 01/17/33                | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    106000 | PA      | $112636.02    | 0.03%             | 2033-01-17      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Achv ABS Trust 2024-1PL                                                                  | ACHV 2024-1PL A                      | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25221 | PA      | $25295.80     | 0.01%             | 2031-04-25      | Fixed         | 5.90%                 | Yes           | 2                  | On Loan: No      |
| Del Monte Foods Inc                                                                      | DELMFD TL 1L USD                     | CUSIP: 24521WAB5<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |     22956 | PA      | $11707.74     | 0.00%             | 2028-08-02      | Variable      | 12.47%                | No            | 2                  | On Loan: No      |
| CIPHER COMPUTE LLC                                                                       | CIFR 7 1/8 11/15/30                  | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $295633.35    | 0.09%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| GHANA, REPUBLIC OF                                                                       | GHANA 5 07/03/35                     | CUSIP: V3R60FEN0<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    191000 | PA      | $175947.26    | 0.05%             | 2035-07-03      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                                                 | KSA 5 5/8 01/13/35                   | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    128000 | PA      | $133180.14    | 0.04%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                            | SBGI 8 1/8 02/15/33                  | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    305000 | PA      | $316411.58    | 0.09%             | 2033-02-15      | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| KENYA, GOVERNMENT OF                                                                     | KENINT 9 3/4 02/16/31                | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     76000 | PA      | $80432.19     | 0.02%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                           | BCRED 5 1/4 04/01/30                 | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    340000 | PA      | $329318.71    | 0.10%             | 2030-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| KEYCORP                                                                                  | KEY 6.401 03/06/35                   | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    533000 | PA      | $566970.29    | 0.17%             | 2035-03-06      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                            | JHXAU 6 1/8 07/31/32                 | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    709000 | PA      | $711074.53    | 0.21%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG G01980                            | CUSIP: 3128LXFV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44382 | PA      | $45039.86     | 0.01%             | 2035-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |

### Signature

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

**Name of Applicant:** Dunham Funds

**Signature:** James Colantino

**Name of Signer:** James Colantino

**Title:** Assistant Treasurer