# EDGAR Filing Document

**Accession Number:** 0000356476
**File Stem:** 0001145549-25-052213
**Filing Date:** 2025-8
**Character Count:** 469520
**Document Hash:** 69c8ebbad398015604d2011d845989ba
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-052213.hdr.sgml**: 20250821

**ACCESSION NUMBER**: 0001145549-25-052213

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250821

**DATE AS OF CHANGE**: 20250821

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EMPOWER FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000356476

**ORGANIZATION NAME:**
- **EIN:** 840876044
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03364
- **FILM NUMBER:** 251239038

**BUSINESS ADDRESS:**
- **STREET 1:** 8515 E ORCHARD ROAD
- **CITY:** GREENWOOD VILLAGE
- **STATE:** CO
- **ZIP:** 80111
- **BUSINESS PHONE:** 303-737-3000

**MAIL ADDRESS:**
- **STREET 1:** 8515 E ORCHARD ROAD
- **CITY:** GREENWOOD VILLAGE
- **STATE:** CO
- **ZIP:** 80111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GREAT-WEST FUNDS INC
- **DATE OF NAME CHANGE:** 20121005

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MAXIM SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Empower Core Strategies: Flexible Bond Fund (Series ID: S000061889)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000200580 | Institutional Class | MXEDX           |
| C000204662 | Investor Class      | MXEWX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EMPOWER FUNDS, INC.

- **b. Investment Company Act file number:** 811-03364

- **c. CIK number of Registrant:** 0000356476

- **d. LEI of Registrant:** RUYOMHMDMSPQ01U66388

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

  - **Street Address 1:** 8515 E Orchard Road

  - **City:** Greenwood Village

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80111

  - **Telephone number:** 866-831-7129

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

- **a. Name of Series:** Empower Core Strategies: Flexible Bond Fund

- **b. EDGAR series identifier (if any):** S000061889

- **c. LEI of Series:** 5493000U67VU8VXLGQ82

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $1345065967.04

**Total Liabilities:** $27582019.86

**Net Assets:** $1317483947.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 577.886470647529 | **1-Year:** 17531.867084706800 | **5-Year:** 123053.460504455158 | **10-Year:** 186661.406014606786 | **30-Year:** 16941.449817778508

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

- **3-Month:** 178.721609523367 | **1-Year:** 8188.428617484472 | **5-Year:** 28260.593500159604 | **10-Year:** 9136.506199623770 | **30-Year:** 2461.349513841210

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000200580 | 0.50%                | -0.40%               | 1.60%                |
| Class ID C000204662 | 0.34%                | -0.34%               | 1.61%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-9932946.80             | $1650822.03                                |
| Month 2  | $-11114258.09            | $-4993403.61                               |
| Month 3  | $-10724706.26            | $14457763.01                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** 5493000U67VU8VXLGQ82

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Dreyfus Instl Resv                                                                     | Dreyfus Instl Resv PFD GOVT INSTL                                                 | CUSIP: 26200X100<br>LEI: 549300FG0OZ5YKPLK622 | Long             | STIV             | RF                | US        |   6355044 | PA      | $6355043.81   | 0.48%             | 2025-07-01      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-BOND 30YR                                                                    | CUSIP: 00002USU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |        47 | NC      | $233663.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-BOND 30YR                                                                    | CUSIP: 00002USU5<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |      -113 | NC      | $-391979.51   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-NOTE 10YR                                                                    | CUSIP: 00002TYU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |        49 | NC      | $94859.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-NOTE 10YR                                                                    | CUSIP: 00002TYU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |       715 | NC      | $1157492.05   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-BOND ULTRA                                                                   | CUSIP: 00002WNU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |        42 | NC      | $244812.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-BOND ULTRA                                                                   | CUSIP: 00002WNU5<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |      -116 | NC      | $-428671.53   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-NOTE ULTRA 10Y                                                               | CUSIP: 0002UXYU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |        30 | NC      | $98671.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-NOTE ULTRA 10Y                                                               | CUSIP: 0002UXYU5<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |     -1451 | NC      | $-3272539.28  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-NOTE 5YR                                                                     | CUSIP: 00002FVU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |       155 | NC      | $238554.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-NOTE 5YR                                                                     | CUSIP: 00002FVU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |      3489 | NC      | $3767512.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-NOTE 2YR                                                                     | CUSIP: 00002TUU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |       117 | NC      | $106031.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-NOTE 2YR                                                                     | CUSIP: 00002TUU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |       571 | NC      | $491521.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA                                                                        | BANK OF AMERICA                                                                   | CUSIP: 888888743<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |         1 | NC      | $2451310.93   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                            | BNP PARIBAS                                                                       | CUSIP: 888888744<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |         1 | NC      | $511761.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS INVESTMENT BANK                                                                    | UBS INVESTMENT BANK                                                               | CUSIP: 888888745<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |         1 | NC      | $109869.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                              | AER 3.4 10/29/33                                                                  | CUSIP: 00774MAY1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1470000 | NS      | $1296302.83   | 0.10%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                  | ATH 2.55 11/19/30 144A                                                            | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    230000 | NS      | $205007.20    | 0.02%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VIII LLC                                                                   | CLIF 2025-R A                                                                     | CUSIP: 12572DAA2<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    700000 | NS      | $690900.00    | 0.05%             | 2050-06-21      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                      | CSCHLD 4.625 12/01/30 144a                                                        | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   7410000 | NS      | $3446064.12   | 0.26%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                   | DISH 5.75 12/01/28 144A                                                           | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1625000 | NS      | $1406640.63   | 0.11%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                        | EQT 3.625 05/15/31 144A                                                           | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    480000 | NS      | $444907.33    | 0.03%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QE6387                                                                         | CUSIP: 3133BGCY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2768690 | NS      | $2655269.25   | 0.20%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BM5832                                                                         | CUSIP: 3140JAPS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153978 | NS      | $149517.25    | 0.01%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BV4143                                                                         | CUSIP: 3140MHS91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1778749 | NS      | $1552778.88   | 0.12%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB6878                                                                         | CUSIP: 3140QSUC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2065419 | NS      | $2103289.50   | 0.16%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                    | FYBR 2023-1 C                                                                     | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770000 | NS      | $809879.49    | 0.06%             | 2053-08-20      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA7705                                                                         | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7123872 | NS      | $6055407.50   | 0.46%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT REC TR 2024-2                                                          | GSAR 2024-2A C                                                                    | CUSIP: 379924AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | NS      | $159394.77    | 0.01%             | 2030-06-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                             | LADAR 2024-1A B                                                                   | CUSIP: 501689AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $101372.35    | 0.01%             | 2029-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| LEGACY MTG TR 2021-GS4                                                                 | LMAT 2021-GS4 A1                                                                  | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140792 | NS      | $140766.14    | 0.01%             | 2060-11-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                       | MMC 5 03/15/35                                                                    | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1845000 | NS      | $1844414.50   | 0.14%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust                                     | MSBAM 2013-C12 C                                                                  | CUSIP: 61762XAZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15591 | NS      | $14771.90     | 0.00%             | 2046-10-17      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                       | BCULC 5.625 09/15/29 144A                                                         | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    220000 | NS      | $223107.05    | 0.02%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-7 LLC                                                                        | PRPM 2024-7 A1                                                                    | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    368213 | NS      | $368104.38    | 0.03%             | 2029-12-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| RCO X MORTGAGE LLC 2025-1                                                              | RCO 2025-1 A1                                                                     | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1401654 | NS      | $1411173.25   | 0.11%             | 2030-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-2                                          | SDART 2025-2 C                                                                    | CUSIP: 80287NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | NS      | $955443.31    | 0.07%             | 2031-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Slam 2024-1 Ltd. / Slam 2024-1 LLC                                                     | SLAM 2024-1A A                                                                    | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    790594 | NS      | $788479.38    | 0.06%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd.                                                    | Teva Pharmaceutical Industries Ltd. SPONSORED ADS                                 | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |     40700 | NS      | $682132.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                                                           | B 0 12/18/25                                                                      | CUSIP: 912797QZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7020000 | NS      | $6882466.50   | 0.52%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 4.375 01/31/32                                                                  | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19100000 | NS      | $19552878.94  | 1.48%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 4.625 02/15/35                                                                  | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11100000 | NS      | $11452078.50  | 0.87%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                      | VENTGL 6.25 01/15/30 144A                                                         | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    405000 | NS      | $417706.88    | 0.03%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wave 2017-1 Llc                                                                        | WAAV 2017-1A A                                                                    | CUSIP: 94353WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1164729 | NS      | $1129810.99   | 0.09%             | 2042-11-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE SECURITIZATION TRUST VI                                                  | WESTF 2021-A A                                                                    | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    749623 | NS      | $696818.75    | 0.05%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V                                         | TEVA 7.375 09/15/29                                                               | CUSIP: N8539TAN4<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |   1235000 | NS      | $1645711.38   | 0.12%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALTDE 2025-1 TRUST                                                                     | ALTDE 2025-1A A                                                                   | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    719838 | NS      | $733970.31    | 0.06%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ARES LXII CLO LTD                                                                      | ARES 2021-62A B                                                                   | CUSIP: 00192WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3850000 | NS      | $3857700.00   | 0.29%             | 2034-01-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                              | AER 3.3 01/30/32                                                                  | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   2835000 | NS      | $2568481.13   | 0.19%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Advanced Energy Industries, Inc.                                                       | AEIS 2.5 09/15/28                                                                 | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |    133000 | NS      | $159320.70    | 0.01%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                                      | AYR 6.5 07/18/28 144A                                                             | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1905000 | NS      | $1988854.37   | 0.15%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Apidos Clo Xxxvii Ltd / Llc                                                            | APID 2021-37A B                                                                   | CUSIP: 03769HAC1<br>LEI: 549300OGB01ASKLNI660 | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | NS      | $3404437.00   | 0.26%             | 2034-10-23      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                   | AHTLN 5.55 05/30/33 144A                                                          | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    470000 | NS      | $474665.50    | 0.04%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                               | AESOP 2024-1A C                                                                   | CUSIP: 05377RJA3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    150000 | NS      | $154420.92    | 0.01%             | 2030-06-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                      | BMARK 2018-B2 A5                                                                  | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    920000 | NS      | $902146.56    | 0.07%             | 2051-02-17      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZA                                                    | BLAST 2025-2 C                                                                    | CUSIP: 10807HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | NS      | $959272.50    | 0.07%             | 2031-03-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                      | BRO 5.55 06/23/35                                                                 | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    280000 | NS      | $285526.38    | 0.02%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CAFL 2023-RTL1 ISSUER LLC                                                              | CAFL 2023-RTL1 A1                                                                 | CUSIP: 124762AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990000 | NS      | $998395.38    | 0.08%             | 2030-12-28      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                             | CDW 5.55 08/22/34                                                                 | CUSIP: 12513GBL2<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |   1735000 | NS      | $1730203.00   | 0.13%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                             | CSMC 2014-USA C                                                                   | CUSIP: 12649AAL3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $82895.00     | 0.01%             | 2037-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                             | CSMC 2021-RPL4 A1                                                                 | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    731192 | NS      | $728244.50    | 0.06%             | 2060-12-27      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N3                                                 | CRVNA 2024-N3 E                                                                   | CUSIP: 14687WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1285000 | NS      | $1303995.38   | 0.10%             | 2032-04-12      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                               | T 5.375 08/15/35                                                                  | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1875000 | NS      | $1909225.00   | 0.14%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 TRUST                                                                     | AASET 2021-2A A                                                                   | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    683689 | NS      | $636383.56    | 0.05%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST                                               | CLAST 2019-1A A                                                                   | CUSIP: 14855MAA6<br>LEI: 5493003ADMTNWVTVWM43 | Long             | ABS-O            | CORP              | US        |    371723 | NS      | $352213.02    | 0.03%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                          | CNC 2.5 03/01/31                                                                  | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1155000 | NS      | $994439.73    | 0.08%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citadel LP                                                                             | CITADL 6 01/23/30 144A                                                            | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    345000 | NS      | $356695.53    | 0.03%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                                          | CBSLT 2020-1 A                                                                    | CUSIP: 20268BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22152 | NS      | $20099.62     | 0.00%             | 2051-10-25      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Aaset 2025-1 Ltd / Aaset 2025-1 LLC                                                    | AASET 2025-1A A                                                                   | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    560917 | NS      | $571125.06    | 0.04%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                              | AER 6.15 09/30/30                                                                 | CUSIP: 00774MBE4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1285000 | NS      | $1370358.13   | 0.10%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                              | AER 4.95 09/10/34                                                                 | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1640000 | NS      | $1604201.98   | 0.12%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2                                                    | AFFRM 2024-X2 D                                                                   | CUSIP: 00833QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | NS      | $181341.61    | 0.01%             | 2029-12-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2                                                    | AFFRM 2024-A 1D                                                                   | CUSIP: 00834BAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | NS      | $105971.39    | 0.01%             | 2029-02-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd. / Aircastle Ireland DAC                                                 | AYR 5.75 10/01/31 144A                                                            | CUSIP: 00929JAA4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    450000 | NS      | $462370.08    | 0.04%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                   | ACAFP V6.251 01/10/35 144A                                                        | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1490000 | NS      | $1549311.00   | 0.12%             | 2035-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cyberark Software Ltd.                                                                 | CYBR 0 06/15/30                                                                   | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |    300000 | NS      | $308250.00    | 0.02%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aag FH UK PLC / Global Auto Holdings PLC                                               | GLOBAU 11.5 08/15/29 144A                                                         | CUSIP: 00033YAA4<br>LEI: 984500ADEF1BB0584352 | Long             | DBT              | CORP              | GB        |    680000 | NS      | $665352.00    | 0.05%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AASET 2021-1 TRUST                                                                     | AASET 2021-1A A                                                                   | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    376737 | NS      | $357976.97    | 0.03%             | 2041-11-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Aaset 2024-2 Ltd.                                                                      | AASET 2024-2A A                                                                   | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1427317 | NS      | $1449385.00   | 0.11%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2                                                    | AFFRM 2024-A B                                                                    | CUSIP: 00834BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    660000 | NS      | $663303.56    | 0.05%             | 2029-02-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                                      | AYR 4.25 06/15/26                                                                 | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     20000 | NS      | $19910.18     | 0.00%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc.                                                              | ALSN 3.75 01/30/31 144A                                                           | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    705000 | NS      | $646172.20    | 0.05%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Agl Clo 23 Ltd. / Agl Clo 23 LLC                                                       | AGL 2022-23A BR                                                                   | CUSIP: 00119EAS6<br>LEI: 54930001FYWQPYWEPQ30 | Long             | ABS-CBDO         | CORP              | JE        |    650000 | NS      | $651970.81    | 0.05%             | 2038-04-20      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2                                                    | AFFRM 2024-X2 A                                                                   | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124682 | NS      | $124744.56    | 0.01%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                     | ET 6.55 12/01/33                                                                  | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    930000 | NS      | $1009015.84   | 0.08%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                     | ET 5.6 09/01/34                                                                   | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2530000 | NS      | $2569503.50   | 0.20%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd. / Aircastle Ireland DAC                                                 | AYR 5.25 03/15/30 144A                                                            | CUSIP: 00929JAB2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    335000 | NS      | $337760.25    | 0.03%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Altice USA Inc.                                                                        | Altice USA Inc. CL A                                                              | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |    285795 | NS      | $611601.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2                                        | AMCAR 2023-2 C                                                                    | CUSIP: 03065UAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | NS      | $1541170.00   | 0.12%             | 2029-07-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                                    | ANTHOL 2.75 01/15/27                                                              | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   1385000 | NS      | $1329047.68   | 0.10%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                            | AKERBP 4 01/15/31 144A                                                            | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1010000 | NS      | $959276.41    | 0.07%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                            | AKERBP 5.125 10/01/34 144A                                                        | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    785000 | NS      | $753700.17    | 0.06%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-4                                    | ACAR 2023-4 D                                                                     | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | NS      | $934280.00    | 0.07%             | 2030-09-12      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-3                                    | ACAR 2023-3 C                                                                     | CUSIP: 02530EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1032294 | NS      | $1038191.19   | 0.08%             | 2029-10-12      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-1                                             | EART 2025-1A D                                                                    | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3845000 | NS      | $3917499.00   | 0.30%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FG G08786                                                                         | CUSIP: 3128MJ2U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16315 | NS      | $15902.35     | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                       | ALIANT 6.5 10/01/31 144A                                                          | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    665000 | NS      | $677368.35    | 0.05%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                         | CUSIP: 01F050676<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5800000 | NS      | $5683421.00   | 0.43%             | 2055-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR RC2515                                                                         | CUSIP: 3133L8YL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1809303 | NS      | $1702385.50   | 0.13%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNA 2023-M5 2A2                                                                   | CUSIP: 3136BQCS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   4206108 | NS      | $4232016.00   | 0.32%             | 2028-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FHR 4769 QL                                                                       | CUSIP: 3137FEGP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3051185 | NS      | $2834422.25   | 0.22%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FHMS K136 A2                                                                      | CUSIP: 3137H4SH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2140000 | NS      | $1882845.85   | 0.14%             | 2031-11-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL2 TRUST                                                                   | ATLX 2024-RPL2 A1                                                                 | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    392062 | NS      | $376120.50    | 0.03%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2024-1CON                                                     | BHG 2024-1CON C                                                                   | CUSIP: 08862HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | NS      | $107723.12    | 0.01%             | 2035-04-17      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BJ0626                                                                         | CUSIP: 3140H1VU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6340 | NS      | $5803.43      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB2558                                                                         | CUSIP: 3140QMZY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3346950 | NS      | $2810081.00   | 0.21%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                | AAL 3.75 10/15/25                                                                 | CUSIP: 023771S41<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-O            | CORP              | US        |     10114 | NS      | $10044.07     | 0.00%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                | AAL 3.7 10/15/25 B                                                                | CUSIP: 02377DAA0<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-O            | CORP              | US        |      1461 | NS      | $1452.24      | 0.00%             | 2027-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-10                                                       | AOMT 2024-10 A1                                                                   | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-O            | CORP              | US        |   1058196 | NS      | $1055856.25   | 0.08%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                   | ELV 5.2 02/15/35                                                                  | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    695000 | NS      | $702274.06    | 0.05%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| The Boeing Company                                                                     | BA 6.858 05/01/54                                                                 | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    720000 | NS      | $788195.44    | 0.06%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                           | AVGO 3.137 11/15/35 144A                                                          | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1800000 | NS      | $1518190.59   | 0.12%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST                                                                     | AQFIT 2021-A B                                                                    | CUSIP: 03842VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | NS      | $191237.00    | 0.01%             | 2046-07-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                             | ACGCAP 6.25 04/15/28 144A                                                         | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    885000 | NS      | $921639.75    | 0.07%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                               | AESOP 2023-8A C                                                                   | CUSIP: 05377RHP2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    275000 | NS      | $290504.97    | 0.02%             | 2030-02-20      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                               | AESOP 2023-4A D                                                                   | CUSIP: 05377RJS4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | DBT              | CORP              | US        |    180000 | NS      | $180000.00    | 0.01%             | 2025-01-31      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB2858                                                                         | CUSIP: 3140QNE81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3454233 | NS      | $2895386.25   | 0.22%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB3236                                                                         | CUSIP: 3140QNS29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3503844 | NS      | $3064573.75   | 0.23%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                  | AL V4.65 PERP B                                                                   | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    640000 | NS      | $636310.80    | 0.05%             | 2500-12-31      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                | AAL 3.6 10/15/29 A                                                                | CUSIP: 02377CAA2<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-O            | CORP              | US        |      3106 | NS      | $2865.63      | 0.00%             | 2031-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS1341                                                                         | CUSIP: 3140XGP37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3383833 | NS      | $3067046.75   | 0.23%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS9666                                                                         | CUSIP: 3140XRW43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    850969 | NS      | $840324.00    | 0.06%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA5020                                                                         | CUSIP: 31418ESJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3256074 | NS      | $3256471.00   | 0.25%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR RJ3010                                                                         | CUSIP: 3142GTKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1535633 | NS      | $1513291.00   | 0.11%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                | AAL 3.25 10/15/28                                                                 | CUSIP: 023771S25<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-O            | CORP              | US        |    113599 | NS      | $106460.66    | 0.01%             | 2030-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                | AAL 3.85 02/15/28 B                                                               | CUSIP: 02379DAA8<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-O            | CORP              | US        |     13069 | NS      | $12388.59     | 0.00%             | 2029-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                             | AMT 5.9 11/15/33                                                                  | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2275000 | NS      | $2400134.00   | 0.18%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                                    | ANTHOL 3.75 07/15/27                                                              | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   2160000 | NS      | $2076899.38   | 0.16%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                             | CSMC 2014-USA B                                                                   | CUSIP: 12649AAJ8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-O            | CORP              | US        |    600000 | NS      | $524370.00    | 0.04%             | 2037-09-17      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CAL FUNDING IV LIMITED                                                                 | CAI 2020-1A A                                                                     | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    359597 | NS      | $339294.28    | 0.03%             | 2045-09-25      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                           | Apollo Global Management Inc 6.75% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |      2850 | NS      | $214254.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Applebees's Funding LLC / IHOP Funding LLC                                             | DIN 2025-1A A2                                                                    | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2365000 | NS      | $2365000.00   | 0.18%             | 2055-06-05      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                         | APP 5.125 12/01/29                                                                | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    700000 | NS      | $709111.25    | 0.05%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                         | APP 5.5 12/01/34                                                                  | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2075000 | NS      | $2106738.34   | 0.16%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2022-DNA4 M1B                                                               | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1120000 | NS      | $1163820.00   | 0.09%             | 2042-05-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp II                                                         | GSMS 2013-PEMB A                                                                  | CUSIP: 36197VAA6<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $258000.00    | 0.02%             | 2033-03-07      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-1                                                         | CARMX 2022-1 D                                                                    | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $294477.53    | 0.02%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2023-4                                                         | CARMX 2023-4 D                                                                    | CUSIP: 14318XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $313662.41    | 0.02%             | 2030-04-15      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                       | AJG 5.15 02/15/35                                                                 | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    365000 | NS      | $365172.13    | 0.03%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ashland Inc.                                                                           | ASH 3.375 09/01/31 144A                                                           | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    650000 | NS      | $579198.00    | 0.04%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 785379                                                                         | CUSIP: 3622AA2L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2983979 | NS      | $2521267.50   | 0.19%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                   | GLENLN 2.625 09/23/31 144A                                                        | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    300000 | NS      | $263354.47    | 0.02%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2021-NRD                                                                     | BPR 2021-NRD E                                                                    | CUSIP: 05592CAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | NS      | $180587.41    | 0.01%             | 2038-12-15      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-A                                                    | BX 2022-AHP B                                                                     | CUSIP: 05610FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1910000 | NS      | $1904031.25   | 0.14%             | 2039-01-18      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                   | CCL 6 05/01/29 144A                                                               | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    685000 | NS      | $692152.75    | 0.05%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                   | CCL 5.75 12/01/27                                                                 | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    164000 | NS      | $360718.00    | 0.03%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                    | GPN 5.4 08/15/32                                                                  | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1085000 | NS      | $1107502.89   | 0.08%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Global Payments Inc                                                                    | GPN 1.5 03/01/31                                                                  | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    308000 | NS      | $275044.00    | 0.02%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2022-1                                                           | HPEFS 2022-1A D                                                                   | CUSIP: 40441RAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100316 | NS      | $100180.30    | 0.01%             | 2029-11-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                                  | HP 5.5 12/01/34 144A                                                              | CUSIP: 423452AK7<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   2465000 | NS      | $2247292.83   | 0.17%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Holcim Finance US LLC                                                                  | AMRZ 5.4 04/07/35 144A                                                            | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    540000 | NS      | $547917.06    | 0.04%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ISLAND FINANCE TR 2025-1                                                               | ISLN 2025-1A A                                                                    | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | NS      | $107083.03    | 0.01%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust 2019-A                                                              | AQFIT 2019-A C                                                                    | CUSIP: 038370AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    209875 | NS      | $205012.11    | 0.02%             | 2040-07-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                   | AHTLN 5.8 04/15/34 144A                                                           | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    285000 | NS      | $291684.63    | 0.02%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                                | JBSSBZ 3.75 12/01/31                                                              | CUSIP: 46590XAM8<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |   2075000 | NS      | $1930772.38   | 0.15%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a.r.l./JBS USA Food Co /JBS USA Foods Group Holdings Inc.        | JBSSBZ 5.5 01/15/36 144A                                                          | CUSIP: 472140AE2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    260000 | NS      | $260382.20    | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                               | AESOP 2023-1A D                                                                   | CUSIP: 05377RJQ8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    270000 | NS      | $274754.69    | 0.02%             | 2029-04-20      | Fixed         | 7.59%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                               | AESOP 2023-2A D                                                                   | CUSIP: 05377RKG8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    255000 | NS      | $256540.25    | 0.02%             | 2027-10-20      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TR 2024-3                                                         | LADAR 2024-3A D                                                                   | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $100108.22    | 0.01%             | 2032-02-17      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| LAUREL RD PRIME STD LN 2020-A                                                          | LRK 2020-A A2FX                                                                   | CUSIP: 51889CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    177308 | NS      | $164593.79    | 0.01%             | 2050-11-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                           | AVOL 5.375 05/30/30 144A                                                          | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    485000 | NS      | $494050.75    | 0.04%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                    | AXON 6.125 03/15/30 144A                                                          | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    255000 | NS      | $262231.81    | 0.02%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5                             | MSBAM 2012-CKSV A2                                                                | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    163746 | NS      | $155346.01    | 0.01%             | 2030-10-18      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                              | MTDR 6.5 04/15/32 144A                                                            | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     45000 | NS      | $45023.44     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRU                                                    | MLANE 2023-B A                                                                    | CUSIP: 60510MAT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    840000 | NS      | $840792.31    | 0.06%             | 2028-11-15      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                 | MSI 5.55 08/15/35                                                                 | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1325000 | NS      | $1350964.38   | 0.10%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                   | AHTLN 5.95 10/15/33 144A                                                          | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2210000 | NS      | $2289068.81   | 0.17%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                   | AHTLN 5.5 08/11/32 144A                                                           | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    290000 | NS      | $293692.13    | 0.02%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST 2022-RPL                                                    | BINOM 2022-RPL1 M1                                                                | CUSIP: 05552CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1090000 | NS      | $884665.25    | 0.07%             | 2061-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2021-NRD                                                                     | BPR 2021-NRD F                                                                    | CUSIP: 05592CAQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1185000 | NS      | $1120453.38   | 0.09%             | 2038-12-15      | Floating      | 10.85%                | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024-4                                    | ACAR 2024-4 D                                                                     | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $300747.03    | 0.02%             | 2031-08-12      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025-1                                    | ACAR 2025-1 D                                                                     | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | NS      | $1510734.50   | 0.11%             | 2031-08-12      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                   | NCLH 0.875 04/15/30                                                               | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    387000 | NS      | $413848.15    | 0.03%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST                                              | NAVSL 2021-A B                                                                    | CUSIP: 63942BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    720000 | NS      | $571669.84    | 0.04%             | 2069-05-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| NetApp Inc.                                                                            | NTAP 5.7 03/17/35                                                                 | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    620000 | NS      | $636717.10    | 0.05%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                          | OC 5.7 06/15/34                                                                   | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   2765000 | NS      | $2871735.77   | 0.22%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                    | AVTR 4.625 07/15/28 144A                                                          | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    400000 | NS      | $392783.63    | 0.03%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                             | ACGCAP 6.375 07/15/30 144A                                                        | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    945000 | NS      | $1001971.75   | 0.08%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                      | PAA 4.3 01/31/43                                                                  | CUSIP: 72650RBC5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    115000 | NS      | $91360.49     | 0.01%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PRET LLC 2024-NPL4                                                                     | PRET 2024-NPL4 A1                                                                 | CUSIP: 74143RAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    321907 | NS      | $322410.44    | 0.02%             | 2054-07-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V5.872 09/15/34                                                               | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3055000 | NS      | $3223819.25   | 0.24%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                           | BHCCN 4.875 06/01/28 144A                                                         | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1920000 | NS      | $1619606.38   | 0.12%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXXVII                                                     | BSP 2024-37A B                                                                    | CUSIP: 08182TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    610000 | NS      | $611294.44    | 0.05%             | 2038-01-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bloom Energy Corporation                                                               | BE 3 06/01/28                                                                     | CUSIP: 093712AK3<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |     81000 | NS      | $119799.00    | 0.01%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                                    | ANTHOL 3.95 07/15/26                                                              | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    260000 | NS      | $255755.66    | 0.02%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                                    | ANTHOL 7.95 08/11/28                                                              | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    795000 | NS      | $839760.25    | 0.06%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                               | AESOP 2023-5A D                                                                   | CUSIP: 05377RKJ2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    250000 | NS      | $252414.94    | 0.02%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                    | AXON 6.25 03/15/33 144A                                                           | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    125000 | NS      | $128707.71    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                   | CCL 6.125 02/15/33 144A                                                           | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1770000 | NS      | $1810979.00   | 0.14%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                   | CEMEX 3.875 07/11/31 144A                                                         | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   2980000 | NS      | $2747190.36   | 0.21%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| BLUEMOUNTAIN CLO XXXIII LTD                                                            | BLUEM 2021-33A B                                                                  | CUSIP: 09630MAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2900000 | NS      | $2904828.50   | 0.22%             | 2034-11-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                     | BA 5.15 05/01/30                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2020000 | NS      | $2056561.04   | 0.16%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Citadel LP                                                                             | CITADL 6.375 01/23/32 144A                                                        | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    260000 | NS      | $271498.34    | 0.02%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                                                    | COIN 0.25 04/01/30                                                                | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    122000 | NS      | $159271.00    | 0.01%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXVIII LTD                                                 | BSP 2022-28A BR                                                                   | CUSIP: 08179KAQ6<br>LEI: 549300VHDAICRAGZNJ35 | Long             | ABS-CBDO         | CORP              | JE        |   1400000 | NS      | $1402833.63   | 0.11%             | 2037-10-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2025-1CON                                                     | BHG 2025-1CON B                                                                   | CUSIP: 08860AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | NS      | $206537.59    | 0.02%             | 2036-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Bbsg Mortgage Trust 2016-Mrp                                                           | BBSG 2016-MRP A                                                                   | CUSIP: 055287AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1645000 | NS      | $1245853.13   | 0.09%             | 2036-06-05      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2022-STAR                                                                    | BPR 2022-STAR A                                                                   | CUSIP: 055980AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1145000 | NS      | $1145194.63   | 0.09%             | 2039-08-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V5.518 10/25/35                                                               | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    225000 | NS      | $225002.04    | 0.02%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V5.744 02/12/36                                                               | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2850000 | NS      | $2895993.50   | 0.22%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                     | BA 6.388 05/01/31                                                                 | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    515000 | NS      | $553467.56    | 0.04%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                        | BAMCN 5.795 04/24/35                                                              | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    315000 | NS      | $323225.22    | 0.02%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                 | COLOM 8 04/20/33                                                                  | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2065000 | NS      | $2135065.50   | 0.16%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER                                                             | CMDC 2025-1A A2                                                                   | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    655000 | NS      | $661607.19    | 0.05%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER                                                             | CMDC 2025-1A A3                                                                   | CUSIP: 20469BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | NS      | $352820.69    | 0.03%             | 2050-02-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Corporate Office Properties LP                                                         | CDP 2.75 04/15/31                                                                 | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    145000 | NS      | $128251.40    | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-VLT6                                                                     | BX 2025-VLT6 A                                                                    | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3060000 | NS      | $3058087.50   | 0.23%             | 2042-03-17      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                      | CSCHLD 4.5 11/15/31 144a                                                          | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    400000 | NS      | $281473.96    | 0.02%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-2                                               | CAALT 2024-2A C                                                                   | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | NS      | $363437.06    | 0.03%             | 2034-10-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                           | UBS V6.537 08/12/33 144A                                                          | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1260000 | NS      | $1370485.16   | 0.10%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                   | DISH 5.25 12/01/26 144A                                                           | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2885000 | NS      | $2618137.50   | 0.20%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-6                                             | EART 2022-6A C                                                                    | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    274586 | NS      | $275888.28    | 0.02%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                   | RKTRM 2.875 10/15/26 144A                                                         | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   2360000 | NS      | $2301636.08   | 0.17%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEAS LLC 2024-1                                                          | SCFET 2024-1A C                                                                   | CUSIP: 783896AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | NS      | $118856.28    | 0.01%             | 2032-09-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                         | APP 5.375 12/01/31                                                                | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    460000 | NS      | $468084.11    | 0.04%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                       | AJG 5.45 07/15/34                                                                 | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    495000 | NS      | $506049.50    | 0.04%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-5                                             | EART 2023-5A D                                                                    | CUSIP: 30168DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1320000 | NS      | $1372449.38   | 0.10%             | 2030-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SB0630                                                                         | CUSIP: 3132CWVX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2966983 | NS      | $2782134.50   | 0.21%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                       | AJG 5 02/15/32                                                                    | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    140000 | NS      | $141887.69    | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Aviation Capital Group LLC                                                             | ACGCAP 6.75 10/25/28 144A                                                         | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    635000 | NS      | $674928.00    | 0.05%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD2771                                                                         | CUSIP: 3132DQCG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3441554 | NS      | $3468451.50   | 0.26%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QA4287                                                                         | CUSIP: 31339UXQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     10239 | NS      | $8971.03      | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM 2024-CBM MORTGAGE TRUST                                                           | COMM 2024-CBM A2                                                                  | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $203394.56    | 0.02%             | 2041-12-12      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Permian Resources Corp                                                                 | PR 3.25 04/01/28                                                                  | CUSIP: 15136AAA0<br>LEI: 529900NXUJPOKU7OJ511 | Long             | DBT              | CORP              | US        |     66000 | NS      | $159093.00    | 0.01%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR RB5141                                                                         | CUSIP: 3133KYWA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3042920 | NS      | $2619357.00   | 0.20%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR RB5142                                                                         | CUSIP: 3133KYWB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2905550 | NS      | $2589383.00   | 0.20%             | 2042-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BO5210                                                                         | CUSIP: 3140K0YG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5000 | NS      | $4381.20      | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BO6225                                                                         | CUSIP: 3140K14K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5359 | NS      | $4694.92      | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BQ1463                                                                         | CUSIP: 3140KLTV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7546 | NS      | $6328.27      | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BV4137                                                                         | CUSIP: 3140MHS34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3190191 | NS      | $2676182.25   | 0.20%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS0754                                                                         | CUSIP: 3140XFZU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2672460 | NS      | $2461460.50   | 0.19%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS0970                                                                         | CUSIP: 3140XGCG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2749814 | NS      | $2492387.75   | 0.19%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS7518                                                                         | CUSIP: 3140XPK81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1423246 | NS      | $1462062.75   | 0.11%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2021-1                                                      | FCAT 2021-1 D                                                                     | CUSIP: 33843WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    209788 | NS      | $206821.23    | 0.02%             | 2027-03-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE 2021-3 TRUST                                                 | CAFL 2021-3 D                                                                     | CUSIP: 21873NAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | NS      | $196933.64    | 0.01%             | 2054-10-19      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2                                                    | CAALT 2024-1A C                                                                   | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | NS      | $335110.38    | 0.03%             | 2034-07-17      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                    | FYBR 2024-1 C                                                                     | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1085000 | NS      | $1217925.13   | 0.09%             | 2054-06-20      | Fixed         | 11.16%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA7535                                                                         | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1936590 | NS      | $1715058.75   | 0.13%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA8947                                                                         | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1610891 | NS      | $1589961.50   | 0.12%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                            | GSMS 2014-GC22 B                                                                  | CUSIP: 36253BAZ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $173628.41    | 0.01%             | 2047-06-12      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                     | CYRUS 2025-1A A2                                                                  | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $203855.20    | 0.02%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                                | DTV 8.875 02/01/30 144A                                                           | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | NS      | $313788.71    | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                           | GSMS 2020-GC47 A4                                                                 | CUSIP: 36258RAZ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | NS      | $1346709.00   | 0.10%             | 2053-05-14      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC / GD Finance Co Inc                                     | GDDY 5.25 12/01/27 144A                                                           | CUSIP: 38016LAA3<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |    610000 | NS      | $609168.50    | 0.05%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EWC MASTER ISSUER LLC                                                                  | WAX 2022-1A A2                                                                    | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174600 | NS      | $172020.44    | 0.01%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                         | SATS 3.875 11/30/30                                                               | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1230951 | NS      | $1449444.75   | 0.11%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2024-5                                             | EART 2024-5A D                                                                    | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | NS      | $400249.75    | 0.03%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                                                   | ESA 2021-ESH D                                                                    | CUSIP: 30227FAJ9<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |   1012119 | NS      | $1013383.87   | 0.08%             | 2038-07-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SB0627                                                                         | CUSIP: 3132CWVU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2912146 | NS      | $2735945.50   | 0.21%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD3469                                                                         | CUSIP: 3132DQ2A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3130766 | NS      | $3168953.75   | 0.24%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 5.6 04/01/34                                                                  | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2025000 | NS      | $2071873.44   | 0.16%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                        | HERTZ 2023-1A 1D                                                                  | CUSIP: 42806MCJ6<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    420000 | NS      | $424769.19    | 0.03%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                               | IHRT 7 01/15/31 144A                                                              | CUSIP: 45174HBK2<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     88000 | NS      | $64460.00     | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                         | JHXAU 6.125 07/31/32 144A                                                         | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   1220000 | NS      | $1240256.88   | 0.09%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| KKR CLO 2021-31 LTD                                                                    | KKR 31A B                                                                         | CUSIP: 48254NAE1<br>LEI: 5493005MGEI63K1CMN61 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | NS      | $2252754.00   | 0.17%             | 2034-04-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc.                                                      | LNW 7.5 09/01/31 144A                                                             | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    245000 | NS      | $256370.94    | 0.02%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                      | MCAIRH 5.2 03/27/28 144A                                                          | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    775000 | NS      | $783635.81    | 0.06%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V5.831 04/19/35                                                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1345000 | NS      | $1409101.63   | 0.11%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QD7594                                                                         | CUSIP: 3133B5NK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3186771 | NS      | $2668366.00   | 0.20%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR RA5662                                                                         | CUSIP: 3133KMJF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3460372 | NS      | $3032389.50   | 0.23%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                                              | NSLT 2021-DA C                                                                    | CUSIP: 64034YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | NS      | $167399.69    | 0.01%             | 2062-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nutanix Inc                                                                            | NTNX 0.25 10/01/27                                                                | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |    174000 | NS      | $244818.00    | 0.02%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FHR 5238 BC                                                                       | CUSIP: 3137H8F22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3385842 | NS      | $3313059.00   | 0.25%             | 2049-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BH4019                                                                         | CUSIP: 3140GSPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20499 | NS      | $19457.57     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BM3635                                                                         | CUSIP: 3140J8BD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2121111 | NS      | $1990011.00   | 0.15%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BZ2251                                                                         | CUSIP: 3140NWQD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1540000 | NS      | $1577752.88   | 0.12%             | 2030-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 20                                                    | OMFIT 2022-S1 D                                                                   | CUSIP: 68267HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770000 | NS      | $760956.38    | 0.06%             | 2035-05-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND II LLC                                                              | EQS 2025-1M A                                                                     | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    505000 | NS      | $504848.50    | 0.04%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB4377                                                                         | CUSIP: 3140QP2K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3591828 | NS      | $3352852.50   | 0.25%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FM1300                                                                         | CUSIP: 3140X4NS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12766 | NS      | $12363.76     | 0.00%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PSBDC 1A                                                                               | ABS FLOAT SER.1A CL.A                                                             | CUSIP: 696928AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1795000 | NS      | $1803775.75   | 0.14%             | 2037-07-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                             | PPC 3.5 03/01/32                                                                  | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1905000 | NS      | $1714981.25   | 0.13%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                     | POST 4.5 09/15/31 144A                                                            | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    460000 | NS      | $426976.28    | 0.03%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TST 2020-SFR3                                                     | PROG 2021-SFR4 E1                                                                 | CUSIP: 74333EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $98120.94     | 0.01%             | 2038-05-19      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS0755                                                                         | CUSIP: 3140XFZV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2499438 | NS      | $2297467.25   | 0.17%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA4179                                                                         | CUSIP: 31418DUD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216772 | NS      | $199271.91    | 0.02%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RES TR 2021-SFR5                                                              | PROG 2021-SFR5 E1                                                                 | CUSIP: 74333FAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | NS      | $222715.13    | 0.02%             | 2038-07-19      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-2 LLC                                                                        | PRPM 2024-2 A1                                                                    | CUSIP: 74448BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    785924 | NS      | $787349.38    | 0.06%             | 2029-03-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| RCO VII MORTGAGE LLC 2025-3                                                            | RCO 2025-3 A1                                                                     | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    627826 | NS      | $622196.19    | 0.05%             | 2030-05-27      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| RCO IX MORTGAGE LLC 2025-2                                                             | RCO 2025-2 A1                                                                     | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1471408 | NS      | $1473632.13   | 0.11%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| REPUBLIC FINAN ISSUANCE 2024-B                                                         | REPS 2024-B C                                                                     | CUSIP: 76042GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | NS      | $497522.53    | 0.04%             | 2037-11-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Smbc Aviation Capital Finance                                                          | SMBCAC 5.1 04/01/30 144A                                                          | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    830000 | NS      | $842012.88    | 0.06%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SLAM 2025-1 LTD                                                                        | SLAM 2025-1A A                                                                    | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | NS      | $274551.81    | 0.02%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-3                                          | SDART 2023-3 B                                                                    | CUSIP: 80285XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | NS      | $1558180.63   | 0.12%             | 2028-07-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                               | SRFC 2021-1A C                                                                    | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16128 | NS      | $15836.05     | 0.00%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                 | STANLN V3.265 02/18/36 144A                                                       | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    385000 | NS      | $346950.59    | 0.03%             | 2036-02-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-4                                          | SDART 2023-4 B                                                                    | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | NS      | $1418261.75   | 0.11%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Shenton Aircraft Invesment 1 Limited                                                   | SHNTN 2015-1A A                                                                   | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-O            | CORP              | KY        |    203000 | NS      | $197060.66    | 0.01%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STREAM INNOV ISSUE TR 2024-1                                                           | STRE 2024-1A A                                                                    | CUSIP: 86324CAA9<br>LEI: 7437000ZP669LKUTZ738 | Long             | ABS-O            | CORP              | US        |     70589 | NS      | $73287.56     | 0.01%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS V ISS 2021-A                                                            | SNVA 2021-A B                                                                     | CUSIP: 86746EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    322005 | NS      | $146305.42    | 0.01%             | 2048-02-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Topbuild Corporation                                                                   | BLD 4.125 02/15/32 144A                                                           | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    390000 | NS      | $361644.13    | 0.03%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                              | TPMT 2019-4 M1                                                                    | CUSIP: 89178BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | NS      | $122755.43    | 0.01%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                       | Paramount Global CLASS B COM                                                      | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     38572 | NS      | $497578.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Operating LP                                                         | WES 5.3 03/01/48                                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    850000 | NS      | $709329.62    | 0.05%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA5038                                                                         | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3403546 | NS      | $3342893.00   | 0.25%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR RJ2855                                                                         | CUSIP: 3142GTE51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3337842 | NS      | $3285308.00   | 0.25%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4                                           | WLAKE 2023-4A D                                                                   | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1335000 | NS      | $1389973.75   | 0.11%             | 2029-07-16      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                             | CORPORATE TERM LOAN                                                               | CUSIP: BL4749950<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | NS      | $251250.00    | 0.02%             | 2031-10-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                   | FKH 2021-SFR1 E1                                                                  | CUSIP: 33767WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535000 | NS      | $516395.91    | 0.04%             | 2038-08-19      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2023-B                                                    | FORDL 2023-B D                                                                    | CUSIP: 34529NAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | NS      | $455491.94    | 0.03%             | 2028-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP HOLDINGS                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL4755205<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219450 | NS      | $218992.89    | 0.02%             | 2031-09-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Shimao Group Holdings Ltd.                                                             | SHIMAO 5.2 01/16/27                                                               | CUSIP: G81269AE5<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    200000 | NS      | $10006.00     | 0.00%             | 2027-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bausch Plus Lomb Corp.                                                                 | BLCOCN 8.375 10/01/28 144A                                                        | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     25000 | NS      | $26093.75     | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 9 LTD                                                                  | BGCLO 2024-9A A1                                                                  | CUSIP: 09077WAA6<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |   1335000 | NS      | $1337161.38   | 0.10%             | 2037-10-22      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                              | SUNAC 6.5 09/30/27 144A                                                           | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |    372280 | NS      | $45138.94     | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                              | SUNAC 7.25 09/30/30 144A                                                          | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |    264233 | NS      | $32038.25     | 0.00%             | 2030-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                               | AESOP 2021-2A C                                                                   | CUSIP: 05377RET7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    450000 | NS      | $430616.84    | 0.03%             | 2028-02-20      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                               | AESOP 2023-3A D                                                                   | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    260000 | NS      | $262223.56    | 0.02%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Fortiva Retail Credit Master Note B                                                    | FRCMT 2024-ONE B                                                                  | CUSIP: 34962AAW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1380000 | NS      | $1400942.88   | 0.11%             | 2029-11-15      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2023-2                                                        | FFIN 2023-2A B                                                                    | CUSIP: 35042RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    244705 | NS      | $255827.77    | 0.02%             | 2049-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2023-B                                                        | BHG 2023-B B                                                                      | CUSIP: 08862GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780000 | NS      | $809643.50    | 0.06%             | 2036-12-17      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Biomarin Pharmaceutical Inc.                                                           | Biomarin Pharmaceutical Inc. COM USD0.001                                         | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     29162 | NS      | $1603035.13   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Uzbekistan (The Republic of)                                                           | UZBEK 3.9 10/19/31 REGS                                                           | CUSIP: Y000WRAE8<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   1210000 | NS      | $1065627.13   | 0.08%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                           | UZBEK 5.375 05/29/27 144A                                                         | CUSIP: Y000WRAM0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   1125000 | NS      | $1357505.88   | 0.10%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                     | BA 5.805 05/01/50                                                                 | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4455000 | NS      | $4272348.52   | 0.32%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                     | BA 5.93 05/01/60                                                                  | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    115000 | NS      | $109314.63    | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA8268                                                                         | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    898413 | NS      | $867380.88    | 0.07%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 CN5422                                                                         | CUSIP: 3617F5AX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1624074 | NS      | $1607966.38   | 0.12%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                     | BA 7.008 05/01/64                                                                 | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    685000 | NS      | $752367.75    | 0.06%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                           | AVGO 3.419 04/15/33 144A                                                          | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    975000 | NS      | $884255.50    | 0.07%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                        | BALN 5.3 03/26/34 144A                                                            | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1680000 | NS      | $1717417.15   | 0.13%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BGC Group Inc                                                                          | BGC 6.15 04/02/30 144A                                                            | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    805000 | NS      | $816192.81    | 0.06%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                           | AVGO 3.187 11/15/36 144A                                                          | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1070000 | NS      | $887019.75    | 0.07%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2023-1                                                           | CCG 2023-1 A2                                                                     | CUSIP: 12512XAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    408281 | NS      | $410396.00    | 0.03%             | 2030-09-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                            | GLPI 3.25 01/15/32                                                                | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    620000 | NS      | $545671.00    | 0.04%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GITSIT MORTGAGE LOAN TRUST 2024-NPL1                                                   | GITST 2024-NPL1 A1                                                                | CUSIP: 375925AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    258397 | NS      | $258406.66    | 0.02%             | 2054-06-25      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| GITSIT MORTGAGE LOAN TRUST 2024-NPL1                                                   | GITST 2025-NPL1 A1                                                                | CUSIP: 375926AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1838182 | NS      | $1838334.00   | 0.14%             | 2055-02-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                   | GLENLN 6.375 10/06/30 144A                                                        | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3150000 | NS      | $3380743.00   | 0.26%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                      | CSCHLD 5.75 01/15/30 144A                                                         | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | NS      | $98917.14     | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                      | CSCHLD 4.125 12/01/30 144A                                                        | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    600000 | NS      | $423307.55    | 0.03%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                     | BX 2024-VLT4 A                                                                    | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580000 | NS      | $579818.75    | 0.04%             | 2041-06-17      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-VLT5                                                               | BX 2024-VLT5 B                                                                    | CUSIP: 05614JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | NS      | $106894.00    | 0.01%             | 2046-11-16      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                            | GBLATL 3.125 06/15/31 144A                                                        | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | NS      | $599509.88    | 0.05%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 5.45 09/15/34                                                                 | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    385000 | NS      | $388331.91    | 0.03%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance Llc                                                                   | OWL 6.25 04/18/34                                                                 | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   2055000 | NS      | $2114505.75   | 0.16%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                     | BA 5.705 05/01/40                                                                 | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1810000 | NS      | $1788169.04   | 0.14%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                      | HLT 3.625 02/15/32 144A                                                           | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    110000 | NS      | $99644.34     | 0.01%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                            | HST 5.5 04/15/35                                                                  | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   1975000 | NS      | $1954829.04   | 0.15%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                         | JHXAU 5.875 01/31/31 144A                                                         | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    854000 | NS      | $861457.13    | 0.07%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V6.5 PERP OO                                                                  | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2450000 | NS      | $2530296.25   | 0.19%             | 2500-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MAPS TRUST                                                                             | MAPSL 2021-1A A                                                                   | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    488470 | NS      | $460182.41    | 0.03%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NPL1 LLC                                                                      | MFRA 2024-NPL1 A1                                                                 | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    631779 | NS      | $633474.71    | 0.05%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                      | CSCHLD 3.375 02/15/31 144A                                                        | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1640000 | NS      | $1136338.07   | 0.09%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CVS Lease Backed Pass Thru Ctf                                                         | CVSPAS 4.704 01/10/36 144A                                                        | CUSIP: 12665UAA2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    662732 | NS      | $634880.00    | 0.05%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V5.511 01/24/36                                                               | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    595000 | NS      | $611787.63    | 0.05%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2024-1CON                                                     | BHG 2024-1CON B                                                                   | CUSIP: 08862HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | NS      | $394146.47    | 0.03%             | 2035-04-17      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| CVS Lease Backed Pass Thru Ctf                                                         | CVSPAS 4.163 08/11/36 144A                                                        | CUSIP: 12665VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    232360 | NS      | $214847.27    | 0.02%             | 2036-08-11      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-1                                                         | CARMX 2024-1 D                                                                    | CUSIP: 14318WAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $102564.33    | 0.01%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRU                                                    | MLANE 2024-B A                                                                    | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    695000 | NS      | $700524.56    | 0.05%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                   | NCLH 5.875 03/15/26 144A                                                          | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    141000 | NS      | $141176.24    | 0.01%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ncl Finance Limited                                                                    | NCLH 6.125 03/15/28 144A                                                          | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    195000 | NS      | $198172.27    | 0.02%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST                                              | NAVSL 2021-A A                                                                    | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    201714 | NS      | $183840.50    | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024                                                    | CRVNA 2024-N1 D                                                                   | CUSIP: 14687QAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $204971.81    | 0.02%             | 2030-05-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2023-P3                                                 | CRVNA 2023-N1 D                                                                   | CUSIP: 14688FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2430000 | NS      | $2478357.75   | 0.19%             | 2029-07-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC                                                  | USRE 2021-1 A1                                                                    | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | NS      | $296568.69    | 0.02%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL8 LLC                                                                     | PRET 2024-NPL8 A1                                                                 | CUSIP: 69392DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    734595 | NS      | $734916.69    | 0.06%             | 2054-11-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                              | PHILIP 2.65 12/10/45                                                              | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    800000 | NS      | $519054.28    | 0.04%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL6 LLC                                                                     | PRET 2025-NPL6 A1                                                                 | CUSIP: 740936AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495000 | NS      | $495033.72    | 0.04%             | 2055-06-25      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| PRETIUM MTGE CR PTNR 2025-NPL3                                                         | CMO ADJ SER.2025-NPL3 CL.A1                                                       | CUSIP: 74143HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    526212 | NS      | $530669.25    | 0.04%             | 2055-04-25      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                  | RCL 5.625 09/30/31 144A                                                           | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1515000 | NS      | $1524255.25   | 0.12%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2023-3 RECEIVABLES                                                    | SRFC 2023-3A C                                                                    | CUSIP: 826944AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    256375 | NS      | $264463.28    | 0.02%             | 2040-09-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                              | XYZ 3.5 06/01/31                                                                  | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    530000 | NS      | $486152.19    | 0.04%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                           | SNPS 5.7 04/01/55                                                                 | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1015000 | NS      | $1009172.25   | 0.08%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                       | TEVA 4.1 10/01/46                                                                 | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   5775000 | NS      | $4153099.99   | 0.32%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2023-P3                                                 | CRVNA 2023-N4 D                                                                   | CUSIP: 14688LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $209405.41    | 0.02%             | 2030-02-11      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2018-1                                            | CLAST 2018-1 B                                                                    | CUSIP: 14856CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    641918 | NS      | $587284.13    | 0.04%             | 2043-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV B.V.                                        | TEVA 5.75 12/01/30                                                                | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    220000 | NS      | $223945.69    | 0.02%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                 | TNL 4.5 12/01/29 144A                                                             | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    210000 | NS      | $202956.41    | 0.02%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                     | The Boeing Company 6% SER A DEP SHS REPSTG 1/20TH INT MANDATORY CONV PFD          | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |     19988 | NS      | $1363981.14   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                     | BA 6.528 05/01/34                                                                 | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    495000 | NS      | $537831.56    | 0.04%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                          | CNC 3 10/15/30                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1010000 | NS      | $902456.25    | 0.07%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 4.8 03/01/50                                                                 | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2540000 | NS      | $2032173.39   | 0.15%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2021-SFR1 TRUST                                                     | TCN 2021-SFR1 E2                                                                  | CUSIP: 89614YAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535000 | NS      | $519157.63    | 0.04%             | 2038-07-19      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                                                          | UBSCM 2018-C14 C                                                                  | CUSIP: 90278KBF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $93190.48     | 0.01%             | 2051-12-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 4.25 01/15/28                                                                   | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32000000 | NS      | $32413750.00  | 2.46%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 3.75 04/30/27                                                                   | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44260000 | NS      | $44253084.00  | 3.36%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                           | UZBEK 6.9 02/28/32 144A                                                           | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   1885000 | NS      | $1937004.25   | 0.15%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| VOLT XCVII LLC 2021-NPL6                                                               | VOLT 2021-NPL6 A1                                                                 | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101036 | NS      | $100936.10    | 0.01%             | 2051-04-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc.                                                                        | BWA 5.4 08/15/34                                                                  | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    570000 | NS      | $576426.50    | 0.04%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Bridgecrest Lending Auto Securitization Trust 2023-1                                   | BLAST 2023-1 D                                                                    | CUSIP: 108056AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2035000 | NS      | $2142875.25   | 0.16%             | 2029-08-15      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                     | VEGLPL 7.5 05/01/33 144A                                                          | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    975000 | NS      | $1044052.44   | 0.08%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                     | VEGLPL 7.75 05/01/35 144A                                                         | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    980000 | NS      | $1060773.50   | 0.08%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Viper Energy Inc.                                                                      | VNOM 7.375 11/01/31 144A                                                          | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    445000 | NS      | $472182.91    | 0.04%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VSTRONG AUTO REC 2024-A                                                                | VSTRG 2024-A B                                                                    | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $101485.25    | 0.01%             | 2030-07-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                       | YUM 4.625 01/31/32                                                                | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    400000 | NS      | $385108.88    | 0.03%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                    | CORPORATE TERM LOAN                                                               | CUSIP: BL4809515<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1277102 | NS      | $1274973.63   | 0.10%             | 2031-06-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL4978526<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    337028 | NS      | $337870.47    | 0.03%             | 2030-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL4985331<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43821 | NS      | $43776.69     | 0.00%             | 2028-08-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL4985349<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2780929 | NS      | $2776293.00   | 0.21%             | 2031-01-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                           | ENOIGA 5.875 03/30/31                                                             | CUSIP: M4R2A7AB4<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    625000 | NS      | $575000.00    | 0.04%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                          | BKO 2.2 03/11/27 2Y                                                               | CUSIP: D2S1KZAA8<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    880000 | NS      | $1042559.44   | 0.08%             | 2027-03-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Central China Real Estate Ltd.                                                         | CENCHI 7.25 07/16/24                                                              | CUSIP: G20768AF7<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    615000 | NS      | $26137.50     | 0.00%             | 2024-07-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                              | KAISAG 11.7 11/11/25                                                              | CUSIP: G52132CG3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    200000 | NS      | $8500.00      | 0.00%             | 2025-11-11      | Fixed         | 11.70%                | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                              | SUNAC 7 09/30/29 144A                                                             | CUSIP: G8569ABP0<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    561128 | NS      | $68036.78     | 0.01%             | 2029-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                      | YUZHOU 8.3 05/27/25                                                               | CUSIP: G9884TAQ4<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    310000 | NS      | $22475.00     | 0.00%             | 2025-05-27      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                  | ROMANI 6.25 09/10/34 144A                                                         | CUSIP: X7360WDK5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1425000 | NS      | $1693665.04   | 0.13%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Logan Group Company Ltd                                                                | LOGPH 4.85 12/14/26                                                               | CUSIP: G5631SAC1<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |    405000 | NS      | $26859.60     | 0.00%             | 2026-12-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                           | UZBEK 3.7 11/25/30 REGS                                                           | CUSIP: Y000WRAD0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    400000 | NS      | $356597.26    | 0.03%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Central China Real Estate Ltd.                                                         | CENCHI 7.25 04/28/25                                                              | CUSIP: G20769AK4<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    190000 | NS      | $8075.00      | 0.00%             | 2025-04-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V                                         | TEVA 7.875 09/15/31                                                               | CUSIP: N8539TAP9<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |   1045000 | NS      | $1464947.88   | 0.11%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 3.95 06/30/62                                                                | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1935000 | NS      | $1246752.13   | 0.09%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 6.55 06/01/34                                                                | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    660000 | NS      | $704192.13    | 0.05%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2024-2                                   | BLAST 2024-2 D                                                                    | CUSIP: 10805MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1430000 | NS      | $1466209.51   | 0.11%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| British Airways PLC                                                                    | IAGLN 3.35 06/15/29 144A                                                          | CUSIP: 11043XAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |      2239 | NS      | $2130.56      | 0.00%             | 2030-12-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                            | CQP 4 03/01/31                                                                    | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2115000 | NS      | $2012595.48   | 0.15%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                            | CQP 5.95 06/30/33                                                                 | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1565753.00   | 0.12%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                    | CHILE 5.65 01/13/37                                                               | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    600000 | NS      | $618060.00    | 0.05%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                                      | CHH 5.85 08/01/34                                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    315000 | NS      | $317457.28    | 0.02%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                             | CDW 3.569 12/01/31                                                                | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1875000 | NS      | $1725794.09   | 0.13%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                                                              | CNO 5.25 05/30/29                                                                 | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    155000 | NS      | $156358.42    | 0.01%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                            | CLR 5.75 01/15/31 144A                                                            | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   6920000 | NS      | $6986319.92   | 0.53%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                            | CLR 2.875 04/01/32 144A                                                           | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1845000 | NS      | $1551058.93   | 0.12%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Comm 2012-LTRT                                                                         | COMM 2012-LTRT A2                                                                 | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68219 | NS      | $65476.14     | 0.00%             | 2030-10-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                             | CSMC 2014-USA D                                                                   | CUSIP: 12649AAN9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $151290.00    | 0.01%             | 2037-09-17      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                     | CNQCN 5.4 12/15/34 144A                                                           | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   3400000 | NS      | $3377948.69   | 0.26%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CARLYLE US 2021-3S CLO LTD                                                             | CGMS 2021-3SA A2                                                                  | CUSIP: 14315DAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | NS      | $2001472.00   | 0.15%             | 2034-04-17      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                           | UBS V3.869 01/12/29 144A                                                          | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | NS      | $246141.80    | 0.02%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                           | UBS V9.016 11/15/33 144A                                                          | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1315000 | NS      | $1625839.63   | 0.12%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| D.R. Horton, Inc.                                                                      | DHI 5.5 10/15/35                                                                  | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    500000 | NS      | $509127.47    | 0.04%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                                                            | DDOG 0 12/01/29                                                                   | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |    533000 | NS      | $509281.50    | 0.04%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                   | CCL 4 08/01/28 144A                                                               | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    220000 | NS      | $215325.00    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N3                                                 | CRVNA 2024-N3 D                                                                   | CUSIP: 14687WAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | NS      | $400569.41    | 0.03%             | 2030-12-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST 2023-DC                                                   | DC 2023-DC C                                                                      | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1210000 | NS      | $1266957.00   | 0.10%             | 2040-09-12      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                 | FANG 5.55 04/01/35                                                                | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    110000 | NS      | $111194.20    | 0.01%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                          | WBD 6.35 06/01/40                                                                 | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    350000 | NS      | $243124.00    | 0.02%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                                           | DASH 0 05/15/30                                                                   | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |    179000 | NS      | $193920.62    | 0.01%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                   | CEMEX S.A.B. de C.V. SPON ADR REP 10 ORD SHS                                      | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |    219089 | NS      | $1518286.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                   | CEMEX 5.2 09/17/30 144A                                                           | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    640000 | NS      | $638496.81    | 0.05%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                           | DRIVE 2025-1 D                                                                    | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | NS      | $1061764.38   | 0.08%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                           | DRIVE 2021-2 D                                                                    | CUSIP: 262104AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    802716 | NS      | $796519.69    | 0.06%             | 2029-03-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                        | EQT 7 02/01/30                                                                    | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1290000 | NS      | $1398410.75   | 0.11%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                         | EPR 3.6 11/15/31                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    395000 | NS      | $358800.28    | 0.03%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                   | CEMEX V5.125 PERP 144A                                                            | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   1645000 | NS      | $1617988.97   | 0.12%             | 2500-12-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                          | CNC 3.375 02/15/30                                                                | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    985000 | NS      | $907218.01    | 0.07%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                         | SATS 10.75 11/30/29 .                                                             | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   9747212 | NS      | $10039628.00  | 0.76%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ELARA HGV TMSHR ISS LLC 2021-A                                                         | EHGVT 2021-A C                                                                    | CUSIP: 28416LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29928 | NS      | $28303.42     | 0.00%             | 2035-08-27      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                           | AVGO 3.469 04/15/34 144A                                                          | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2130000 | NS      | $1902714.64   | 0.14%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Caixabank S.A.                                                                         | CABKSM V5.581 07/03/36 144A                                                       | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    465000 | NS      | $469769.50    | 0.04%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                   | CCL 5.75 03/01/27 144A                                                            | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    915000 | NS      | $922554.89    | 0.07%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                   | CCL 5.75 03/15/30 144A                                                            | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1665000 | NS      | $1693171.75   | 0.13%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 6.384 10/23/35                                                               | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    320000 | NS      | $336098.68    | 0.03%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 5.25 04/01/53                                                                | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    780000 | NS      | $662681.87    | 0.05%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 6.65 02/01/34                                                                | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    295000 | NS      | $315897.95    | 0.02%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                    | CHILE 3.1 01/22/61                                                                | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1575000 | NS      | $952528.50    | 0.07%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                  | CIVI 8.375 07/01/28 144A                                                          | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    295000 | NS      | $302053.75    | 0.02%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                  | CIVI 8.625 11/01/30 144A                                                          | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    390000 | NS      | $395942.81    | 0.03%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Entegris Escrow Corp.                                                                  | ENTG 4.75 04/15/29 144A                                                           | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   2315000 | NS      | $2289327.88   | 0.17%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EVERBRIGHT SOLAR TRUST 2024-A                                                          | EVBRT 2024-A A                                                                    | CUSIP: 29977FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    576143 | NS      | $559522.69    | 0.04%             | 2054-06-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FG G15601                                                                         | CUSIP: 3128MENS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2200 | NS      | $2152.78      | 0.00%             | 2029-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FG G08737                                                                         | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36284 | NS      | $32142.79     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2021                                                    | CRVNA 2021-N4 D                                                                   | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135525 | NS      | $131665.16    | 0.01%             | 2028-09-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                   | CEMEX V7.2 PERP 144A                                                              | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    370000 | NS      | $373792.50    | 0.03%             | 2500-12-31      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FG C91891                                                                         | CUSIP: 3128P8C41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30329 | NS      | $28761.81     | 0.00%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD0618                                                                         | CUSIP: 3132DMVK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1878592 | NS      | $1647612.75   | 0.13%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER II LLC                                                      | CMPDC 2025-1A A1                                                                  | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    655000 | NS      | $655000.00    | 0.05%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R01                                           | CAS 2023-R01 1M2                                                                  | CUSIP: 207932AB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    476000 | NS      | $501995.50    | 0.04%             | 2042-12-26      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE TRUST                                                        | CAFL 2021-1 C                                                                     | CUSIP: 21873LAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | NS      | $140173.77    | 0.01%             | 2054-04-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                     | CYRUS 2024-3A A2                                                                  | CUSIP: 23284BAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515000 | NS      | $490211.91    | 0.04%             | 2049-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                   | STLD 5.25 05/15/35                                                                | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    810000 | NS      | $810859.94    | 0.06%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUNRUN DEMETER ISSUER 2021-2 LLC                                                       | SUNRN 2021-2A A                                                                   | CUSIP: 86772HAA5<br>LEI: 54930007SJ77CI66U531 | Long             | ABS-O            | CORP              | US        |    106279 | NS      | $94044.11     | 0.01%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                       | DUK 5.45 06/15/34                                                                 | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1120000 | NS      | $1150330.50   | 0.09%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                         | ECOPET 8.375 01/19/36                                                             | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    645000 | NS      | $622338.88    | 0.05%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                          | CNC 4.625 12/15/29                                                                | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1130000 | NS      | $1099074.61   | 0.08%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                    | CHILE 3.25 09/21/71                                                               | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2170000 | NS      | $1314694.50   | 0.10%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD3279                                                                         | CUSIP: 3132DQUC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4150053 | NS      | $4191241.75   | 0.32%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8011                                                                         | CUSIP: 3132DV3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7247 | NS      | $6602.61      | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                     | ET 5.7 04/01/35                                                                   | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    685000 | NS      | $697736.55    | 0.05%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                             | EVRG 4.5 12/15/27                                                                 | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    263000 | NS      | $307578.50    | 0.02%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                    | EART 2021-3A D                                                                    | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1657343 | NS      | $1628986.75   | 0.12%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2024-4                                             | EART 2024-4A D                                                                    | CUSIP: 30166UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | NS      | $1122843.75   | 0.09%             | 2030-12-16      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                    | CHILE 4.34 03/07/42                                                               | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    435000 | NS      | $376105.34    | 0.03%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| COREVEST AMCR FIN TR 2020-2                                                            | CAFL 2020-2 C                                                                     | CUSIP: 21872VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590000 | NS      | $583701.50    | 0.04%             | 2052-05-17      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-2                                             | EART 2023-2A D                                                                    | CUSIP: 30168CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680000 | NS      | $692064.31    | 0.05%             | 2029-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                      | EXPE 5.4 02/15/35                                                                 | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   2885000 | NS      | $2904885.86   | 0.22%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                | FHLBDN 0 07/01/25                                                                 | CUSIP: 313385HP4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3900000 | NS      | $3900000.00   | 0.30%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                              | FFCB 4.5 03/13/26                                                                 | CUSIP: 3133EP5K7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   8000000 | NS      | $8020154.00   | 0.61%             | 2026-03-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                                                   | ESA 2021-ESH C                                                                    | CUSIP: 30227FAG5<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |    351668 | NS      | $351888.16    | 0.03%             | 2038-07-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| FREED ABS Trust 2021-3FP                                                               | FREED 2021-3FP D                                                                  | CUSIP: 30322MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75103 | NS      | $74780.97     | 0.01%             | 2028-11-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR RA5257                                                                         | CUSIP: 3133KLZW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4184858 | NS      | $3329906.00   | 0.25%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR RA6310                                                                         | CUSIP: 3133KNAK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3574860 | NS      | $3244272.25   | 0.25%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR RC1421                                                                         | CUSIP: 3133L7SJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12941 | NS      | $12129.35     | 0.00%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNA 2018-M2 A2                                                                    | CUSIP: 3136B0YM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1962709 | NS      | $1909763.80   | 0.14%             | 2028-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FHMS K064 A1                                                                      | CUSIP: 3137BXQX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    496800 | NS      | $490796.41    | 0.04%             | 2026-10-25      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                 | FHMS K517 A2                                                                      | CUSIP: 3137HC2C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2950000 | NS      | $3059580.75   | 0.23%             | 2029-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                 | FAIRIC 6 05/15/33 144A                                                            | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1055000 | NS      | $1064669.88   | 0.08%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SB8016                                                                         | CUSIP: 3132D53Z3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     38467 | NS      | $37105.39     | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                 | FHMS K539 A2                                                                      | CUSIP: 3137HKXJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2800000 | NS      | $2825320.00   | 0.21%             | 2030-01-25      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BR0773                                                                         | CUSIP: 3140KX2F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3191206 | NS      | $2587181.25   | 0.20%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BV4145                                                                         | CUSIP: 3140MHTB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3562084 | NS      | $3125605.00   | 0.24%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BV4147                                                                         | CUSIP: 3140MHTD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3248290 | NS      | $2837866.25   | 0.22%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BW9840                                                                         | CUSIP: 3140N25A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3434776 | NS      | $3308027.00   | 0.25%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BZ3103                                                                         | CUSIP: 3140NXNV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1600000 | NS      | $1640102.88   | 0.12%             | 2030-02-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FM1153                                                                         | CUSIP: 3140X4H74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13473 | NS      | $12996.20     | 0.00%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FM4765                                                                         | CUSIP: 3140X8JK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3814971 | NS      | $3068254.25   | 0.23%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FM5103                                                                         | CUSIP: 3140X8U54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2655429 | NS      | $2153045.75   | 0.16%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS0605                                                                         | CUSIP: 3140XFU74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3432376 | NS      | $2882867.50   | 0.22%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS1158                                                                         | CUSIP: 3140XGJC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2769845 | NS      | $2514055.25   | 0.19%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS8004                                                                         | CUSIP: 3140XP3N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1552076 | NS      | $1592969.50   | 0.12%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA4512                                                                         | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2991300 | NS      | $2489086.50   | 0.19%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA4541                                                                         | CUSIP: 31418EBK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3078390 | NS      | $2741508.00   | 0.21%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2                                                    | CAALT 2024-3A C                                                                   | CUSIP: 22535LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | NS      | $283082.13    | 0.02%             | 2035-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                                                    | DTAOT 2021-2A D                                                                   | CUSIP: 23345EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    547887 | NS      | $545920.75    | 0.04%             | 2027-02-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA5553                                                                         | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3311523 | NS      | $3312145.25   | 0.25%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST 2022-1                                                | FIAOT 2022-1A D                                                                   | CUSIP: 32057KAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | NS      | $393907.81    | 0.03%             | 2028-06-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST 20                                                    | FIAOT 2022-2A D                                                                   | CUSIP: 32058KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | NS      | $436936.22    | 0.03%             | 2028-10-15      | Fixed         | 8.71%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                   | FKH 2021-SFR2 E1                                                                  | CUSIP: 33767TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360000 | NS      | $345562.84    | 0.03%             | 2038-09-17      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                   | FKH 2021-SFR2 E2                                                                  | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | NS      | $215973.86    | 0.02%             | 2038-09-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Fluor Corporation                                                                      | FLR 1.125 08/15/29                                                                | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    195000 | NS      | $255840.00    | 0.02%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FORD CR AUTO OWNER 2025-REV1                                                           | FORDR 2025-1 A                                                                    | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2350000 | NS      | $2396811.00   | 0.18%             | 2037-08-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-1                                                        | FFIN 2025-1A D                                                                    | CUSIP: 35040WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495000 | NS      | $492739.00    | 0.04%             | 2050-04-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| FREED ABS TRUST 2022-1FP                                                               | FREED 2022-1FP D                                                                  | CUSIP: 35633KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135099 | NS      | $134187.83    | 0.01%             | 2029-03-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                          | FREMOR 9.125 05/15/31 144A                                                        | CUSIP: 35641AAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | NS      | $190694.73    | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                 | GFLCN 4.375 08/15/29 144A                                                         | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    465000 | NS      | $451532.47    | 0.03%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA4382                                                                         | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16113 | NS      | $14912.25     | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA5019                                                                         | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20656 | NS      | $19073.42     | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA8099                                                                         | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2960945 | NS      | $2701388.50   | 0.21%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA7766                                                                         | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7451660 | NS      | $6069501.00   | 0.46%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA7883                                                                         | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6733112 | NS      | $6149124.50   | 0.47%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA8199                                                                         | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3491684 | NS      | $3188842.00   | 0.24%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp II                                                         | GSMS 2013-PEMB B                                                                  | CUSIP: 36197VAC2<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-O            | CORP              | US        |    250000 | NS      | $178750.00    | 0.01%             | 2033-03-07      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST                                                      | GCAR 2021-1A D                                                                    | CUSIP: 36261AAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47323 | NS      | $47263.97     | 0.00%             | 2027-01-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| GLS AUTO REC ISSUER TR 2024-1                                                          | GCAR 2024-1A D                                                                    | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | NS      | $408176.09    | 0.03%             | 2029-12-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2                                                    | GSAR 2024-4A D                                                                    | CUSIP: 36271BAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $100806.08    | 0.01%             | 2031-10-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Gls Auto Select Receivables Issuer Trust 2025-1                                        | GSAR 2025-1A C                                                                    | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | NS      | $66149.54     | 0.01%             | 2031-03-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Gls Auto Select Receivables Issuer Trust 2025-1                                        | GSAR 2025-1A D                                                                    | CUSIP: 36271FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | NS      | $71576.19     | 0.01%             | 2032-04-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2023-4                                               | GCAR 2023-4A D                                                                    | CUSIP: 362929AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    595000 | NS      | $618635.56    | 0.05%             | 2029-08-15      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                    | GPN 2.9 05/15/30                                                                  | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    320000 | NS      | $294204.90    | 0.02%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPT 2024-1                                                              | GDLP 2024-1A A                                                                    | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    229625 | NS      | $232238.28    | 0.02%             | 2046-10-22      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 5.125 06/15/39                                                                | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    735000 | NS      | $691252.38    | 0.05%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HINNT TR LLC 2024-A                                                                    | HINTT 2024-A A                                                                    | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107169 | NS      | $108956.18    | 0.01%             | 2043-03-16      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2025-Bms                          | JPMCC 2025-BMS A                                                                  | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | NS      | $497500.00    | 0.04%             | 2042-01-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2025-Bms                          | JPMCC 2025-BMS B                                                                  | CUSIP: 46596CAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $298900.88    | 0.02%             | 2042-01-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a.r.l./JBS USA Food Co /JBS USA Foods Group Holdings Inc.        | JBSSBZ 5.95 04/20/35 144A                                                         | CUSIP: 472140AA0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    705000 | NS      | $730365.90    | 0.06%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Jazz Investments I LTD                                                                 | JAZZ 3.125 09/15/30                                                               | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    140000 | NS      | $148400.00    | 0.01%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                          | JEF 6.2 04/14/34                                                                  | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1635000 | NS      | $1710239.00   | 0.13%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Ltd                                                           | KSTRL 2018-1A A                                                                   | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     82463 | NS      | $80821.31     | 0.01%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                             | LADAR 2024-1A C                                                                   | CUSIP: 501689AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $101725.71    | 0.01%             | 2029-06-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Labrador Aviation Finance Limited                                                      | LAFL 2016-1A A1                                                                   | CUSIP: 50543LAA0<br>LEI: 549300FTBC83WH0X4750 | Long             | ABS-O            | CORP              | US        |    199439 | NS      | $193950.31    | 0.01%             | 2042-01-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TR 2024-3                                                         | LADAR 2024-3A C                                                                   | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $100419.65    | 0.01%             | 2030-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES 2023-4                                                            | LADAR 2023-4A D                                                                   | CUSIP: 50571AAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | NS      | $152150.97    | 0.01%             | 2031-04-15      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| LEGACY MTG ASST TR 2020-RPL1                                                           | LMAT 2020-RPL1 A2                                                                 | CUSIP: 52474HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    875000 | NS      | $790506.88    | 0.06%             | 2059-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                             | LDOS 5.75 03/15/33                                                                | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   2355000 | NS      | $2453445.71   | 0.19%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                             | LDOS 5.4 03/15/32                                                                 | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    205000 | NS      | $209233.80    | 0.02%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LEX 2024-BBG MORTGAGE TRUST                                                            | LEX 2024-BBG A                                                                    | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $201046.95    | 0.02%             | 2033-10-14      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                      | MCAIRH 6.4 03/26/29 144A                                                          | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    130000 | NS      | $135714.02    | 0.01%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MARATHON CLO 2021-16 LTD                                                               | MCLO 2021-16A A2R                                                                 | CUSIP: 56580KAW5<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | NS      | $2250000.00   | 0.17%             | 2034-04-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2024-A                                                  | MFIT 2024-AA D                                                                    | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | NS      | $134122.59    | 0.01%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| MARLETTE FDG TST 2018-3                                                                | MFT 2024-1A D                                                                     | CUSIP: 57108VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    555000 | NS      | $569900.00    | 0.04%             | 2034-07-17      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                           | MAR 5.3 05/15/34                                                                  | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1025000 | NS      | $1037408.63   | 0.08%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                              | MTDR 6.875 04/15/28 144A                                                          | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    350000 | NS      | $356903.00    | 0.03%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| DT AUTO OWNER TRUST 2023-3                                                             | DTAOT 2023-3A B                                                                   | CUSIP: 23345WAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1990000 | NS      | $1998131.75   | 0.15%             | 2028-03-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST 2023-3                                                             | DTAOT 2023-3A D                                                                   | CUSIP: 23345WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    845000 | NS      | $879577.56    | 0.07%             | 2029-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST                                             | MFCC 2024-2A A                                                                    | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1075000 | NS      | $1084467.00   | 0.08%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC.                                                    | MNET 2024-1A A2                                                                   | CUSIP: 59170JAG3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    160000 | NS      | $163497.63    | 0.01%             | 2054-04-20      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V5.948 01/19/38                                                                | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2070000 | NS      | $2129507.00   | 0.16%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust                                     | MSBAM 2016-C30 C                                                                  | CUSIP: 61766NBG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    785000 | NS      | $691175.69    | 0.05%             | 2049-09-17      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                 | MSI 5.4 04/15/34                                                                  | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1730000 | NS      | $1764346.38   | 0.13%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                    | NAVI 5 03/15/27                                                                   | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    665000 | NS      | $662298.25    | 0.05%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                           | SNPS 5.15 04/01/35                                                                | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    865000 | NS      | $871867.31    | 0.07%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                     | TMUS 5.75 01/15/34                                                                | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1105000 | NS      | $1157266.75   | 0.09%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 4.5 12/31/31                                                                    | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | NS      | $18559688.00  | 1.41%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                | VENLNG 8.375 06/01/31 144A                                                        | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    255000 | NS      | $264852.09    | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E                                       | NAVSL 2021-EA B                                                                   | CUSIP: 63942EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | NS      | $166846.09    | 0.01%             | 2069-12-16      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-F                                       | NAVSL 2021-FA B                                                                   | CUSIP: 63942GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    505000 | NS      | $344251.19    | 0.03%             | 2070-02-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                                | DTV 10 02/15/31 144A                                                              | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | NS      | $931990.50    | 0.07%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                          | WBD 3.625 05/15/30                                                                | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     60000 | NS      | $48582.00     | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SB8069                                                                         | CUSIP: 3132D56E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     87500 | NS      | $80436.41     | 0.01%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD0559                                                                         | CUSIP: 3132DMTQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1915533 | NS      | $1560219.88   | 0.12%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM LLC                                                         | ELFI 2021-A B                                                                     | CUSIP: 28628BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55596 | NS      | $45739.68     | 0.00%             | 2046-12-26      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                            | OVV 6.5 08/15/34                                                                  | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    170000 | NS      | $176429.56    | 0.01%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-2                                             | EART 2025-2A C                                                                    | CUSIP: 30168JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | NS      | $758412.44    | 0.06%             | 2031-07-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLE                                                    | ESART 2025-1 A3                                                                   | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | NS      | $1204952.88   | 0.09%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD1692                                                                         | CUSIP: 3132DN2Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    852223 | NS      | $843128.44    | 0.06%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD1741                                                                         | CUSIP: 3132DN5A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3182994 | NS      | $3149025.75   | 0.24%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-3                                             | EART 2023-3A D                                                                    | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | NS      | $347161.94    | 0.03%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                | FHLB 1.75 01/19/29                                                                | CUSIP: 3130AQKH5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   4000000 | NS      | $3717332.00   | 0.28%             | 2029-01-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUS                                                    | NAVSL 2023-BA B                                                                   | CUSIP: 63942TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560000 | NS      | $603608.13    | 0.05%             | 2072-03-15      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RTL1                                          | NRMLT 2024-RTL1 A1                                                                | CUSIP: 64831PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1205000 | NS      | $1214245.88   | 0.09%             | 2039-03-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Northern Oil And Gas, Inc.                                                             | NOG 8.125 03/01/28 144A                                                           | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     10000 | NS      | $10088.86     | 0.00%             | 2028-03-01      | Fixed         | 8.12%                 | 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        |    522308 | NS      | $482843.22    | 0.04%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SB8079                                                                         | CUSIP: 3132D56Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    220121 | NS      | $202348.70    | 0.02%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD1709                                                                         | CUSIP: 3132DN3S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2943714 | NS      | $2966718.50   | 0.23%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST SERIES 2024-BPL2                                                       | NYMT 2024-BPL2 A1                                                                 | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-O            | CORP              | US        |    960000 | NS      | $970287.25    | 0.07%             | 2039-05-25      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST SERIES 2025-R1Q & NYMT LOAN TRUST SERIES 2025-R1T                      | NYMT 2025-R1 A                                                                    | CUSIP: 67120XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    222689 | NS      | $222684.48    | 0.02%             | 2030-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD1545                                                                         | CUSIP: 3132DNWE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1896355 | NS      | $1714705.00   | 0.13%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD3835                                                                         | CUSIP: 3132E0HL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3639920 | NS      | $3739547.75   | 0.28%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                       | BCULC 4 10/15/30 144A                                                             | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |   1420000 | NS      | $1323253.41   | 0.10%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST                                                       | OMFIT 2021-1A D                                                                   | CUSIP: 68269MAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | NS      | $317661.81    | 0.02%             | 2036-06-16      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| PK ALIFT Loan Funding 3 LP                                                             | PKAIR 2024-1 A1                                                                   | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    266697 | NS      | $269988.03    | 0.02%             | 2039-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| PRPM LLC 2024-5                                                                        | PRPM 2024-5 A1                                                                    | CUSIP: 69381KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149971 | NS      | $150067.36    | 0.01%             | 2029-09-25      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD3936                                                                         | CUSIP: 3132E0LR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3425355 | NS      | $3545206.00   | 0.27%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FG Q47884                                                                         | CUSIP: 3132WMXN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20748 | NS      | $19681.55     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                       | PCG 3.25 06/01/31                                                                 | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | NS      | $89740.02     | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                            | PNW 4.75 06/15/27                                                                 | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     89000 | NS      | $96387.00     | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QA3869                                                                         | CUSIP: 31339UJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    441187 | NS      | $401758.88    | 0.03%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QD9178                                                                         | CUSIP: 3133B7FT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3367279 | NS      | $2941889.75   | 0.22%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QF0207                                                                         | CUSIP: 3133BMGQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2360288 | NS      | $2270146.75   | 0.17%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                 | FHMS K753 A2                                                                      | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3160000 | NS      | $3185649.75   | 0.24%             | 2030-10-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Inc.                                                                    | PLNT 2019-1A A2                                                                   | CUSIP: 72703PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    557550 | NS      | $530826.47    | 0.04%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Inc.                                                                    | PLNT 2022-1A A2II                                                                 | CUSIP: 72703PAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96750 | NS      | $89288.11     | 0.01%             | 2051-12-05      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FG V84392                                                                         | CUSIP: 3132L92Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2403 | NS      | $2339.85      | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FG Q54463                                                                         | CUSIP: 3132XW5Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23737 | NS      | $22437.41     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                 | FHMS K522 A2                                                                      | CUSIP: 3137HDJJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2780000 | NS      | $2840750.50   | 0.22%             | 2029-05-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                 | FHMS K533 A2                                                                      | CUSIP: 3137HHW23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3100000 | NS      | $3104667.25   | 0.24%             | 2029-12-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FG Q59234                                                                         | CUSIP: 3132Y3HL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6010 | NS      | $5701.16      | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QE6386                                                                         | CUSIP: 3133BGCX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2751120 | NS      | $2652185.25   | 0.20%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                 | FHR 5544 ME                                                                       | CUSIP: 3137HLW81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3344360 | NS      | $3326176.25   | 0.25%             | 2049-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FHR 5559 BA                                                                       | CUSIP: 3137HMBD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1610000 | NS      | $1605975.00   | 0.12%             | 2052-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES 2023                                                         | PART 2023-2A D                                                                    | CUSIP: 74113VAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $208421.77    | 0.02%             | 2029-08-15      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                                             | PROG 2021-SFR6 E1                                                                 | CUSIP: 74333HAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $291952.66    | 0.02%             | 2038-07-19      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QE8508                                                                         | CUSIP: 3133BJNZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3105016 | NS      | $2991495.50   | 0.23%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QF5381                                                                         | CUSIP: 3133BS6S6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2157716 | NS      | $2184039.00   | 0.17%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                                             | PROG 2021-SFR6 E2                                                                 | CUSIP: 74333HAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | NS      | $150916.94    | 0.01%             | 2038-07-19      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                             | PROG 2021-SFR7 E1                                                                 | CUSIP: 74333PAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365000 | NS      | $336249.09    | 0.03%             | 2040-08-17      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                                             | PROG 2021-SFR9 E1                                                                 | CUSIP: 74333QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | NS      | $154399.67    | 0.01%             | 2040-11-19      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TST 2020-SFR3                                                     | PROG 2021-SFR3 E1                                                                 | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | NS      | $162242.27    | 0.01%             | 2038-05-19      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                               | VST 5.7 12/30/34 144A                                                             | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    280000 | NS      | $285123.69    | 0.02%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                         | WES 5.45 04/01/44                                                                 | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    125000 | NS      | $108964.55    | 0.01%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                         | WES 5.5 08/15/48                                                                  | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     95000 | NS      | $81344.18     | 0.01%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBLE RECV 2024-2                                                         | WLAKE 2024-2A D                                                                   | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $203709.23    | 0.02%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2025-1                                                                 | REACH 2025-1A C                                                                   | CUSIP: 75525PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | NS      | $176595.09    | 0.01%             | 2032-08-16      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Redwood Funding Trust 2025-1                                                           | RFT 2025-1 A                                                                      | CUSIP: 757912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    951386 | NS      | $965314.44    | 0.07%             | 2055-05-27      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QN3521                                                                         | CUSIP: 3133G94E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    118669 | NS      | $109089.02    | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNA 2018-M3 A2                                                                    | CUSIP: 3136B1LF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   3789826 | NS      | $3628903.00   | 0.28%             | 2030-02-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC FINAN ISSUANCE 2024-B                                                         | REPS 2024-B A                                                                     | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | NS      | $147153.83    | 0.01%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                  | URUGUA 9.75 07/20/33                                                              | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  42375000 | NS      | $1118792.97   | 0.08%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BM5493                                                                         | CUSIP: 3140JAC71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5293 | NS      | $5009.53      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BP2797                                                                         | CUSIP: 3140KADB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23221 | NS      | $19516.34     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                        | WHR 6.5 06/15/33                                                                  | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    225000 | NS      | $225720.52    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL4070472<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    344879 | NS      | $339447.28    | 0.03%             | 2028-01-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO                                                           | CORPORATE TERM LOAN                                                               | CUSIP: BL4679231<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1157005 | NS      | $1159969.25   | 0.09%             | 2030-11-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS HOLDINGS INC                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL5004520<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230925 | NS      | $1231232.75   | 0.09%             | 2032-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                 | FHMS K532 A2                                                                      | CUSIP: 3137HHUX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3200000 | NS      | $3207535.75   | 0.24%             | 2029-11-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                 | FHMS K535 A2                                                                      | CUSIP: 3137HJDN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3040000 | NS      | $3100689.00   | 0.24%             | 2029-11-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                 | FHMS K760 A2                                                                      | CUSIP: 3137HKDD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2480000 | NS      | $2508115.00   | 0.19%             | 2032-01-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                 | FHMS K537 A2                                                                      | CUSIP: 3137HKPF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1860000 | NS      | $1877616.38   | 0.14%             | 2030-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| ROC MTG TR 2024-RTL1                                                                   | ROC 2024-RTL1 A1                                                                  | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1055000 | NS      | $1054436.88   | 0.08%             | 2039-10-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                  | RCL 6.25 03/15/32 144A                                                            | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    490000 | NS      | $503661.19    | 0.04%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC 2024-1                                                                 | SEB4P 2021-1A A2                                                                  | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199500 | NS      | $195777.81    | 0.01%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Smbc Aviation Capital Finance                                                          | SMBCAC 5.45 05/03/28 144A                                                         | CUSIP: 78448TAH5<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    680000 | NS      | $695159.38    | 0.05%             | 2028-05-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                | SMB 2021-A A2A2                                                                   | CUSIP: 78448YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    303603 | NS      | $301142.09    | 0.02%             | 2053-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                       | SMB 2020-A A2A                                                                    | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    321771 | NS      | $309894.76    | 0.02%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BZ2490                                                                         | CUSIP: 3140NWXU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | NS      | $1533507.13   | 0.12%             | 2029-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CA4716                                                                         | CUSIP: 3140QCG26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6284 | NS      | $6054.21      | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB2804                                                                         | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3434643 | NS      | $2882513.25   | 0.22%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB4290                                                                         | CUSIP: 3140QPXU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2385100 | NS      | $2348871.25   | 0.18%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FM1129                                                                         | CUSIP: 3140X4HF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1773026 | NS      | $1583143.00   | 0.12%             | 2049-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS3116                                                                         | CUSIP: 3140XJPA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3309946 | NS      | $3274929.00   | 0.25%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS6202                                                                         | CUSIP: 3140XM3L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3467894 | NS      | $3563359.75   | 0.27%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA5139                                                                         | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1105795 | NS      | $1125417.25   | 0.09%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA5698                                                                         | CUSIP: 31418FKL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3490216 | NS      | $3339586.75   | 0.25%             | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SL1068                                                                         | CUSIP: 31427NFJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2787858 | NS      | $2900843.75   | 0.22%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                   | FKH 2020-SFR2 F1                                                                  | CUSIP: 33767JAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1015000 | NS      | $1004074.13   | 0.08%             | 2037-10-19      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2021-2                                                      | FCAT 2021-2 D                                                                     | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | NS      | $302493.47    | 0.02%             | 2027-06-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                             | FCAT 2020-4 D                                                                     | CUSIP: 33845XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99580 | NS      | $98856.96     | 0.01%             | 2027-02-16      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| FOCUS BRANDS FUNDING LLC                                                               | FOCUS 2023-2 A2                                                                   | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    492500 | NS      | $519773.31    | 0.04%             | 2053-10-30      | Fixed         | 8.24%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2024-2                                                        | FFIN 2024-2A D                                                                    | CUSIP: 35040VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97321 | NS      | $98190.59     | 0.01%             | 2050-03-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-1                                                        | FFIN 2025-1A B                                                                    | CUSIP: 35040WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    695000 | NS      | $699664.94    | 0.05%             | 2050-04-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Freshpet Inc                                                                           | FRPT 3 04/01/28                                                                   | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |    109000 | NS      | $135378.00    | 0.01%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                    | FYBR 2023-1 A2                                                                    | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1880000 | NS      | $1909710.00   | 0.14%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA5018                                                                         | CUSIP: 36179TSF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15946 | NS      | $14302.65     | 0.00%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA8878                                                                         | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1500702 | NS      | $1478976.63   | 0.11%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 786258                                                                         | CUSIP: 3622ABZX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3503673 | NS      | $3262736.00   | 0.25%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                   | GLENLN 5.7 05/08/33 144A                                                          | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3075000 | NS      | $3179189.91   | 0.24%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2024-1                                               | GSAR 2024-1A D                                                                    | CUSIP: 37988XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | NS      | $51642.22     | 0.00%             | 2031-01-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management 15-2019 LLC                                                        | HLM 15A-19 A1R                                                                    | CUSIP: 40439DAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2550000 | NS      | $2550943.50   | 0.19%             | 2035-01-22      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants, Inc.                                                                  | HNGRY 2021-1A A2                                                                  | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    288000 | NS      | $262569.66    | 0.02%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                           | HESM 4.25 02/15/30 144A                                                           | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | NS      | $254790.30    | 0.02%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA 2021-2 TRUST                                                  | HPA 2021-2 E1                                                                     | CUSIP: 43732VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1267089 | NS      | $1214347.50   | 0.09%             | 2038-12-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2023-2                                                           | HPEFS 2023-2A D                                                                   | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | NS      | $259089.56    | 0.02%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Itron, Inc.                                                                            | ITRI 1.375 07/15/30                                                               | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |    133000 | NS      | $158137.00    | 0.01%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JACK IN THE BOX FUNDING LLC                                                            | JACK 2019-1A A2II                                                                 | CUSIP: 466365AB9<br>LEI: 5493002OJW26P0SUUP68 | Long             | ABS-O            | CORP              | US        |    478750 | NS      | $471776.34    | 0.04%             | 2049-08-25      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                                | JBSSBZ 6.75 03/15/34                                                              | CUSIP: 47214BAC2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    330000 | NS      | $360249.44    | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                          | JEF 5.875 07/21/28                                                                | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1445000 | NS      | $1498602.38   | 0.11%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kyrgyzstan (Republic of)                                                               | KYRGYZ 7.75 06/03/30 144A                                                         | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |   1105000 | NS      | $1088064.38   | 0.08%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES 2023-4                                                            | LADAR 2023-4A C                                                                   | CUSIP: 50571AAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | NS      | $269001.78    | 0.02%             | 2029-03-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 2021-GS2                                                   | LMAT 2021-GS2 A1                                                                  | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    319927 | NS      | $319853.03    | 0.02%             | 2061-04-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                        | MVWOT 2021-1WA C                                                                  | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    231212 | NS      | $220010.44    | 0.02%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                      | MCAIRH 6.5 03/26/31 144A                                                          | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    275000 | NS      | $291036.34    | 0.02%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                              | WBD 5.05 03/15/42                                                                 | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    450000 | NS      | $265230.00    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MARATHON CLO 2021-16 LTD                                                               | MCLO 2021-16A A2                                                                  | CUSIP: 56580KAE5<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | NS      | $2250000.00   | 0.17%             | 2034-04-17      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2023-4                                                          | MFT 2023-4A B                                                                     | CUSIP: 57108UAB0<br>LEI: 549300J7CH2COR8VWE03 | Long             | ABS-O            | CORP              | US        |    580000 | NS      | $605533.63    | 0.05%             | 2033-12-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| MARLETTE FDG TST 2018-3                                                                | MFT 2024-1A B                                                                     | CUSIP: 57108VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | NS      | $176463.75    | 0.01%             | 2034-07-17      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                           | MAR 5.5 04/15/37                                                                  | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1390000 | NS      | $1390230.25   | 0.11%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                            | MFF 2023-1A A                                                                     | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |         0 | NS      | $0.01         | 0.00%             | 2036-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                                    | MTH 5.65 03/15/35                                                                 | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   2380000 | NS      | $2386759.25   | 0.18%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                                          | MCMLT 2021-NMR1 M2                                                                | CUSIP: 59982HAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | NS      | $657107.50    | 0.05%             | 2060-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                 | MINAU 8 11/01/27 144A                                                             | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     35000 | NS      | $35163.10     | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRU                                                    | MLANE 2024-A B                                                                    | CUSIP: 60510MBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    620000 | NS      | $624875.44    | 0.05%             | 2029-08-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRU                                                    | MLANE 2025-A A                                                                    | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    595000 | NS      | $596266.56    | 0.05%             | 2030-05-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V2.484 09/16/36                                                                | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3145000 | NS      | $2672417.00   | 0.20%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V5.424 07/21/34 MTN                                                            | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    445000 | NS      | $455859.13    | 0.03%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                   | NCLH 8.125 01/15/29 144A                                                          | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     40000 | NS      | $42167.24     | 0.00%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                       | NRG 4.45 06/15/29 144A                                                            | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    395000 | NS      | $388611.07    | 0.03%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                                              | NSLT 2021-BA B                                                                    | CUSIP: 64034QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | NS      | $325635.84    | 0.02%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                                              | NSLT 2021-DA D                                                                    | CUSIP: 64034YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $85610.73     | 0.01%             | 2062-04-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND I LLC                                                               | EQS 2024-2M A                                                                     | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    932273 | NS      | $945560.00    | 0.07%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                            | PAYX 5.6 04/15/35                                                                 | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    500000 | NS      | $516830.88    | 0.04%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                     | POST 2.5 08/15/27                                                                 | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    308000 | NS      | $351582.00    | 0.03%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS RES TR 2021-SFR5                                                              | PROG 2021-SFR5 E2                                                                 | CUSIP: 74333FAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $96861.14     | 0.01%             | 2038-07-19      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TST 2020-SFR3                                                     | PROG 2021-SFR3 E2                                                                 | CUSIP: 74333VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | NS      | $137714.30    | 0.01%             | 2038-05-19      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Quicken Lns Llc/Quicken Lns Co-Issuer Inc                                              | RKTRM 3.625 03/01/29 144A                                                         | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    220000 | NS      | $209057.14    | 0.02%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                  | QUIKHO 6.375 03/01/32 144A                                                        | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   2120000 | NS      | $2180038.25   | 0.17%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                   | RKTRM 4 10/15/33 144A                                                             | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   3115000 | NS      | $2786891.28   | 0.21%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                          | SM 6.75 08/01/29 144A                                                             | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    705000 | NS      | $702408.20    | 0.05%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc.                                                      | LNW 7.25 11/15/29 144A                                                            | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     35000 | NS      | $36058.95     | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                  | RCL 5.5 04/01/28 144A                                                             | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1840000 | NS      | $1862895.12   | 0.14%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                  | RCL 6 02/01/33 144A                                                               | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1900000 | NS      | $1936626.33   | 0.15%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING 2022-2 LLC                                                       | SCFET 2022-2A C                                                                   | CUSIP: 78397WAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    620000 | NS      | $623296.56    | 0.05%             | 2032-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC 2024-1                                                                 | SEB4P 2024-1A A2                                                                  | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935000 | NS      | $956152.62    | 0.07%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                     | STX 4.091 06/01/29                                                                | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    125000 | NS      | $119538.76    | 0.01%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                                                                   | SFD 3 10/15/30 144A                                                               | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   1020000 | NS      | $926547.77    | 0.07%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                            | SBAT 2024-A D                                                                     | CUSIP: 78437PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $102029.58    | 0.01%             | 2030-04-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Smb Private Education Loan Trust 2021-D                                                | SMB 2021-D B                                                                      | CUSIP: 78449MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | NS      | $280561.97    | 0.02%             | 2053-03-17      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-E                                                | SMB 2021-E B                                                                      | CUSIP: 78450MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | NS      | $593655.38    | 0.05%             | 2051-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO REC TR 2021 -3                                                    | SDART 2021-3 D                                                                    | CUSIP: 80287EAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20610 | NS      | $20526.77     | 0.00%             | 2027-09-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                                                          | SNOW 0 10/01/29                                                                   | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |    198000 | NS      | $308088.00    | 0.02%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                             | S 8.75 03/15/32                                                                   | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1410000 | NS      | $1710457.19   | 0.13%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-4                                          | SDART 2023-4 C                                                                    | CUSIP: 802927AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | NS      | $820490.50    | 0.06%             | 2031-12-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Sea Ltd.                                                                               | SEALTD 2.375 12/01/25                                                             | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |    178000 | NS      | $316178.59    | 0.02%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                     | STX 3.5 06/01/28                                                                  | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     92000 | NS      | $165462.00    | 0.01%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                               | ST 4.375 02/15/30 144A                                                            | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     25000 | NS      | $23867.61     | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS 2024-2 2024                                                         | STRE 2024-2A A                                                                    | CUSIP: 86324EAA5<br>LEI: 7437000ZP669LKUTZ738 | Long             | ABS-O            | CORP              | US        |    355335 | NS      | $359276.03    | 0.03%             | 2045-02-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIO ISSUE LLC 2024-A                                                         | SNVA 2024-A A                                                                     | CUSIP: 86745CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1106899 | NS      | $1023900.19   | 0.08%             | 2051-02-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS X ISSUER LLC                                                            | SNVA 2022-C C                                                                     | CUSIP: 86744WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1147284 | NS      | $475037.19    | 0.04%             | 2049-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                    | SYF V5.45 03/06/31                                                                | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    420000 | NS      | $423661.84    | 0.03%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS III ISSUER LLC                                                          | SNVA 2019-AA A                                                                    | CUSIP: 86745LAA0<br>LEI: 549300JK1Y1VVC3JU540 | Long             | ABS-O            | CORP              | US        |    113626 | NS      | $104023.54    | 0.01%             | 2046-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                    | SYF V5.935 08/02/30                                                               | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1035000 | NS      | $1063440.69   | 0.08%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| TVC MORTGAGE TRUST 2024-RRTL1                                                          | TVC 2024-RRTL1 A1                                                                 | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1240000 | NS      | $1238708.50   | 0.09%             | 2039-08-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Thrust Engine Leasing 2021 Dac / Thrust Engine Leasing 2021 Statutory Trust            | THRST 2021-1A A                                                                   | CUSIP: 88603UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    428228 | NS      | $417316.56    | 0.03%             | 2040-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| TOORAK MTG TR 2024-RRTL1                                                               | TRK 2024-RRTL1 A1                                                                 | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | NS      | $251524.38    | 0.02%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Towd Pt Mtg Tr 2017-3                                                                  | TPMT 2017-3 A2                                                                    | CUSIP: 89169DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86850 | NS      | $85277.03     | 0.01%             | 2057-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                                                   | TRFIG 2024-1A A1                                                                  | CUSIP: 892725AW2<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |   1790000 | NS      | $1783573.00   | 0.14%             | 2027-05-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                                                   | TRFIG 2024-1A B                                                                   | CUSIP: 892725AZ5<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |    280000 | NS      | $283635.44    | 0.02%             | 2027-05-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                  | TRGP 5.5 02/15/35                                                                 | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    315000 | NS      | $316103.50    | 0.02%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                  | TRGP 5.55 08/15/35                                                                | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2790000 | NS      | $2804115.38   | 0.21%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                  | UBER 0.875 12/01/28 2028                                                          | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    180000 | NS      | $256770.00    | 0.02%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                       | UCGIM V5.861 06/19/32 144A                                                        | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    770000 | NS      | $776030.83    | 0.06%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Company LLC                                                | TEVA 6.15 02/01/36                                                                | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    270000 | NS      | $277588.36    | 0.02%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                       | TEVA 3.15 10/01/26                                                                | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    269000 | NS      | $263775.01    | 0.02%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 4.75 05/15/55                                                                   | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30700000 | NS      | $30527313.00  | 2.32%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 4.25 11/15/34                                                                   | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8100000 | NS      | $8126578.00   | 0.62%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 4 03/31/30                                                                      | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35130000 | NS      | $35456600.00  | 2.69%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                           | UZBEK 7.85 10/12/28 144A                                                          | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    710000 | NS      | $756568.13    | 0.06%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                         | VARNO 6.5 05/22/35 144A                                                           | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    205000 | NS      | $212001.45    | 0.02%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VCAT 2025-NPL3 LLC                                                                     | VCAT 2025-NPL3 A1                                                                 | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1183023 | NS      | $1183784.38   | 0.09%             | 2055-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Vertex Inc                                                                             | VERX 0.75 05/01/29                                                                | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |    132000 | NS      | $157808.36    | 0.01%             | 2029-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Vivint Solar Fin V 2018                                                                | VSLR 2018-1A A                                                                    | CUSIP: 92854VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    399328 | NS      | $378049.38    | 0.03%             | 2048-04-30      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BP6474                                                                         | CUSIP: 3140KEFQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129023 | NS      | $108391.45    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BQ4965                                                                         | CUSIP: 3140KQQT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222889 | NS      | $204896.06    | 0.02%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                                       | WFRBS 2014-C20 B                                                                  | CUSIP: 92890FAY2<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-O            | CORP              | US        |    169309 | NS      | $150431.05    | 0.01%             | 2047-05-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                                         | WFCM 2013-LC12 B                                                                  | CUSIP: 94988QAQ4<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-O            | CORP              | US        |      9600 | NS      | $9191.96      | 0.00%             | 2046-07-17      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                       | FN BV9958                                                                         | CUSIP: 3140MQB40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3595229 | NS      | $3366794.00   | 0.26%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                       | FN BW0024                                                                         | CUSIP: 3140MRA23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3033690 | NS      | $2838902.50   | 0.22%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                       | TEVA 5.125 05/09/29                                                               | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    275000 | NS      | $276584.28    | 0.02%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Teva Pharmaceutical Finance Netherlands III B.V.                                       | TEVA 7.875 09/15/29                                                               | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1270000 | NS      | $1385407.50   | 0.11%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB1791                                                                         | CUSIP: 3140QL7D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3031639 | NS      | $2549284.00   | 0.19%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB3034                                                                         | CUSIP: 3140QNLQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4201422 | NS      | $3386810.75   | 0.26%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRU                                                    | WFCM 2025-5C3 A3                                                                  | CUSIP: 95004JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3148000 | NS      | $3324016.75   | 0.25%             | 2058-01-17      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                                  | WDC 4.75 02/15/26                                                                 | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    217000 | NS      | $216429.04    | 0.02%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                          | WMB 5.15 03/15/34                                                                 | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    680000 | NS      | $678437.69    | 0.05%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                  | CHTR 6.55 05/01/37                                                                | CUSIP: 88732JAJ7<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    260000 | NS      | $268533.00    | 0.02%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES TRUST                                                            | TAH 2020-SFR2 E1                                                                  | CUSIP: 89613JAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $94576.78     | 0.01%             | 2039-11-17      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Trinet Group Inc                                                                       | TNET 3.5 03/01/29 144A                                                            | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    305000 | NS      | $286624.66    | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB3914                                                                         | CUSIP: 3140QPK48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3548398 | NS      | $3306650.75   | 0.25%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB4843                                                                         | CUSIP: 3140QQLZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3044564 | NS      | $3059721.25   | 0.23%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                        | WHR 6.125 06/15/30                                                                | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    210000 | NS      | $211845.64    | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                                  | WHISPI 5.7 09/30/31 144A                                                          | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    365000 | NS      | $372094.28    | 0.03%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust Iv                                                      | WESTF 2018-A B                                                                    | CUSIP: 97064EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    151736 | NS      | $148997.41    | 0.01%             | 2043-09-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TRUST VII                                                     | WESTF 2023-A A                                                                    | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    223209 | NS      | $229885.50    | 0.02%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc.                                                                | TYL 0.25 03/15/26                                                                 | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |    123000 | NS      | $151167.00    | 0.01%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                           | UBS V5.699 02/08/35 144A                                                          | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1760000 | NS      | $1828103.25   | 0.14%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                 | TNL 4.625 03/01/30 144A                                                           | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    755000 | NS      | $723854.74    | 0.05%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL4609857<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | NS      | $160066.72    | 0.01%             | 2028-04-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                       | UCGIM V5.459 06/30/35 144A                                                        | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    600000 | NS      | $596530.74    | 0.05%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                       | UCGIM V3.127 06/03/32 144A                                                        | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1000000 | NS      | $905596.48    | 0.07%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL4763878<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    732859 | NS      | $733643.75    | 0.06%             | 2031-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                    | CORPORATE TERM LOAN                                                               | CUSIP: BL4809531<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282775 | NS      | $282421.66    | 0.02%             | 2028-02-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FA1487                                                                         | CUSIP: 3140W1UM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1701270 | NS      | $1672555.38   | 0.13%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS0818                                                                         | CUSIP: 3140XF4C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2409338 | NS      | $2259245.25   | 0.17%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS1310                                                                         | CUSIP: 3140XGN47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3261961 | NS      | $3046995.75   | 0.23%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS2966                                                                         | CUSIP: 3140XJJL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2944377 | NS      | $2907090.25   | 0.22%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS4717                                                                         | CUSIP: 3140XLG36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4451695 | NS      | $3584488.50   | 0.27%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CC0102                                                                         | CUSIP: 3140Y6DG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3270586 | NS      | $3289488.25   | 0.25%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA5060                                                                         | CUSIP: 31418ETS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3606234 | NS      | $3597404.25   | 0.27%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA5188                                                                         | CUSIP: 31418EXS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3453352 | NS      | $3306255.50   | 0.25%             | 2053-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                           | ENOIGA 5.375 03/30/28                                                             | CUSIP: M4R2A7AC2<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    825000 | NS      | $784781.25    | 0.06%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                              | KAISAG 9.95 07/23/25                                                              | CUSIP: G52132BZ2<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    200000 | NS      | $8500.00      | 0.00%             | 2025-07-23      | Fixed         | 9.95%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                            | FMCN 9.375 03/01/29 144A                                                          | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1810000 | NS      | $1921038.13   | 0.15%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR2 TRUST                                                         | FKH 2022-SFR2 D                                                                   | CUSIP: 33767PAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635000 | NS      | $622028.25    | 0.05%             | 2039-07-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                   | URI 6.125 03/15/34 144A                                                           | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1405000 | NS      | $1447182.38   | 0.11%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITI FIBER ABS ISSUER 2025-1                                                          | UNIT 2025-1A A2                                                                   | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $100997.62    | 0.01%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                             | FCAT 2021-3 D                                                                     | CUSIP: 33846QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | NS      | $456095.66    | 0.03%             | 2027-09-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                 | FABSJV 5.875 01/25/34                                                             | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    515000 | NS      | $523305.91    | 0.04%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Softbank Group Corp.                                                                   | SOFTBK 4.625 07/06/28                                                             | CUSIP: J75963BR8<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    505000 | NS      | $486876.23    | 0.04%             | 2028-07-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                   | TURKGB 37 02/18/26 2Y                                                             | CUSIP: M8T85VDM6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        | 117185000 | NS      | $2912152.16   | 0.22%             | 2026-02-18      | Fixed         | 37.00%                | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                          | FREMOR 8.375 04/01/32 144A                                                        | CUSIP: 35641AAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | NS      | $101077.70    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Gcat 2019-RPL1 Trust                                                                   | GCAT 2019-RPL1 A1                                                                 | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207608 | NS      | $201204.83    | 0.02%             | 2068-11-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| VACT 2025-NPL1 LLC                                                                     | VCAT 2025-NPL1 A1                                                                 | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    461616 | NS      | $464300.88    | 0.04%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| VENTURE 42 CLO LTD                                                                     | VENTR 2021-42A B                                                                  | CUSIP: 923260AG8<br>LEI: 5493005OM8P21GK6YE73 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | NS      | $2250135.00   | 0.17%             | 2034-04-17      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                      | VENTGL 4.125 08/15/31 144A                                                        | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   2430000 | NS      | $2249188.80   | 0.17%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VOLT XCIV LLC 2021-NPL3                                                                | VOLT 2021-NPL3 A1                                                                 | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29744 | NS      | $29731.30     | 0.00%             | 2051-02-27      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| VSTRONG AUTO REC 2024-A                                                                | VSTRG 2024-A D                                                                    | CUSIP: 92891PAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $104294.45    | 0.01%             | 2030-07-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                                       | WFRBS 2013-C15 B                                                                  | CUSIP: 92938CAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    848531 | NS      | $797619.48    | 0.06%             | 2046-08-17      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Coml Tr 2016-C36                                                           | WFCM 2016-C36 AS                                                                  | CUSIP: 95000MBR1<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-O            | CORP              | US        |   1345000 | NS      | $1300040.13   | 0.10%             | 2059-11-18      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Coml Tr 2016-C36                                                           | WFCM 2016-C36 B                                                                   | CUSIP: 95000MBU4<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-O            | CORP              | US        |    160000 | NS      | $148556.66    | 0.01%             | 2059-11-18      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                         | WES 5.25 02/01/50                                                                 | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    335000 | NS      | $281744.28    | 0.02%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                         | WES 6.15 04/01/33                                                                 | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    995000 | NS      | $1035504.75   | 0.08%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3                                           | WLAKE 2023-3A C                                                                   | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | NS      | $557807.38    | 0.04%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTO REC TR 2023-1                                                            | WLAKE 2023-1A D                                                                   | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | NS      | $408815.69    | 0.03%             | 2028-11-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-1                                           | WLAKE 2025-1A D                                                                   | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | NS      | $406209.71    | 0.03%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                       | YUM 3.625 03/15/31                                                                | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1105000 | NS      | $1019911.39   | 0.08%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA4383                                                                         | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9607 | NS      | $9059.29      | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA8201                                                                         | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6149060 | NS      | $5935402.25   | 0.45%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp II                                                         | GSMS 2013-G1 B                                                                    | CUSIP: 36197QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    191952 | NS      | $185848.36    | 0.01%             | 2031-04-11      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 786358                                                                         | CUSIP: 3622AB5T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3356311 | NS      | $3225322.75   | 0.24%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZIPLY FIBER ISSUER LLC                                                                 | ZIPLY 2024-1A A2                                                                  | CUSIP: 98979QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | NS      | $1232275.25   | 0.09%             | 2054-04-20      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL4605400<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    193528 | NS      | $194104.45    | 0.01%             | 2028-08-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                             | CORPORATE TERM LOAN                                                               | CUSIP: BL4636280<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | NS      | $321657.31    | 0.02%             | 2031-05-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ASPLUNDH TREE EXPERT LLC                                                               | CORPORATE TERM LOAN                                                               | CUSIP: BL4645646<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700422 | NS      | $1701485.25   | 0.13%             | 2031-05-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL4939023<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1562832 | NS      | $1556971.88   | 0.12%             | 2028-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL5011186<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    768275 | NS      | $770675.88    | 0.06%             | 2031-01-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 786374                                                                         | CUSIP: 3622AB6K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1649908 | NS      | $1626537.63   | 0.12%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 786781                                                                         | CUSIP: 3622ACM64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2840533 | NS      | $2803602.25   | 0.21%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Agile Group Holdings Ltd.                                                              | AGILE 6.05 10/13/25                                                               | CUSIP: G0119AAE8<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |    980000 | NS      | $57232.00     | 0.00%             | 2025-10-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Central China Real Estate Ltd.                                                         | CENCHI 7.5 07/14/25                                                               | CUSIP: G20769AJ7<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    205000 | NS      | $8815.00      | 0.00%             | 2025-07-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                   | UKT 4.5 03/07/35                                                                  | CUSIP: G4527HN64<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   3735000 | NS      | $5129095.00   | 0.39%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                              | KAISAG 10.5 01/15/25                                                              | CUSIP: G52132BY5<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    400000 | NS      | $17000.00     | 0.00%             | 2025-01-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                                           | CORPORATE TERM LOAN                                                               | CUSIP: BL4663300<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1712062 | NS      | $1718054.75   | 0.13%             | 2030-05-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL4667194<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193054 | NS      | $193270.84    | 0.01%             | 2031-02-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 786782                                                                         | CUSIP: 3622ACM72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1502050 | NS      | $1484434.25   | 0.11%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                   | GLENLN 2.85 04/27/31 144A                                                         | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2010000 | NS      | $1812197.24   | 0.14%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTL INC                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL4687168<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99251 | NS      | $99251.24     | 0.01%             | 2029-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                         | CORPORATE TERM LOAN                                                               | CUSIP: BL4790129<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    358191 | NS      | $358574.59    | 0.03%             | 2031-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LP                                                                  | CORPORATE TERM LOAN                                                               | CUSIP: BL4794030<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | NS      | $345754.88    | 0.03%             | 2031-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                         | CORPORATE TERM LOAN                                                               | CUSIP: BL4811990<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1504953 | NS      | $1503585.13   | 0.11%             | 2030-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE HOLDINGS LLC                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL4843480<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430167 | NS      | $430167.22    | 0.03%             | 2031-05-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                                                             | CORPORATE TERM LOAN                                                               | CUSIP: BL4939155<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    308637 | NS      | $310051.00    | 0.02%             | 2030-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL5105350<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | NS      | $205000.00    | 0.02%             | 2032-05-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                              | KAISAG 9.375 06/30/24                                                             | CUSIP: G52132AU4<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   2215000 | NS      | $94137.50     | 0.01%             | 2024-06-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                              | KAISAG 11.65 06/01/26                                                             | CUSIP: G52132CH1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    200000 | NS      | $8500.00      | 0.00%             | 2026-06-01      | Fixed         | 11.65%                | No            |                  2 | On Loan: No      |
| Shimao Group Holdings Ltd.                                                             | SHIMAO 6.125 02/21/24                                                             | CUSIP: G81043AP9<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    200000 | NS      | $10052.00     | 0.00%             | 2024-02-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Shimao Group Holdings Ltd.                                                             | SHIMAO 3.45 01/11/31                                                              | CUSIP: G81269AB1<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    410000 | NS      | $20188.40     | 0.00%             | 2031-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                                                    | OMAN 6 08/01/29 REGS                                                              | CUSIP: M75242BK8<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   2540000 | NS      | $2659187.00   | 0.20%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                         | MBONO 7.75 11/23/34 M                                                             | CUSIP: P4R07XEY8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  69900000 | NS      | $3395706.91   | 0.26%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                  | ROMANI 5.875 07/11/32 144A                                                        | CUSIP: X7360WDM1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   3835000 | NS      | $4537523.25   | 0.34%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                   | GLENLN 6.5 10/06/33 144A                                                          | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   5550000 | NS      | $6018477.83   | 0.46%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES 2024-2                                                            | GCAR 2024-2A D                                                                    | CUSIP: 37964VAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | NS      | $379279.28    | 0.03%             | 2030-02-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Gls Auto Receivables Issuer Trust 2023-2                                               | GCAR 2023-2A D                                                                    | CUSIP: 379928AJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | NS      | $530742.81    | 0.04%             | 2029-03-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC / GD Finance Co Inc                                     | GDDY 3.5 03/01/29 144A                                                            | CUSIP: 38016LAC9<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |    725000 | NS      | $685085.12    | 0.05%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | GNR 2024-125 H                                                                    | CUSIP: 38384VMN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1948558 | NS      | $1913585.00   | 0.15%             | 2051-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Granite Construction Inc                                                               | GVA 3.75 05/15/28                                                                 | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |     90000 | NS      | $186885.00    | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Central China Real Estate Ltd.                                                         | CENCHI 7.25 08/13/24                                                              | CUSIP: G20769AH1<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    200000 | NS      | $8500.00      | 0.00%             | 2024-08-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Limited                                                           | TPHL 5.75 01/14/27                                                                | CUSIP: G8879TAH3<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    200000 | NS      | $6500.00      | 0.00%             | 2027-01-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Guidewire Software Inc                                                                 | GWRE 1.25 11/01/29                                                                | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |    209000 | NS      | $246411.00    | 0.02%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 5.5 06/01/33                                                                  | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1685000 | NS      | $1725122.31   | 0.13%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants, Inc.                                                                  | HNGRY 2024-1A A2                                                                  | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    316000 | NS      | $325990.25    | 0.02%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                        | HERTZ 2022-4A D                                                                   | CUSIP: 42806MBG3<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    450000 | NS      | $449964.78    | 0.03%             | 2026-09-25      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                      | HLT 4 05/01/31 144A                                                               | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    865000 | NS      | $813294.16    | 0.06%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                                    | HGVLLC 6.625 01/15/32 144A                                                        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | NS      | $345279.53    | 0.03%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2024-1                                                    | HGVT 2024-1B C                                                                    | CUSIP: 43283YAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59889 | NS      | $60825.55     | 0.00%             | 2039-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower Escrow Inc | HGVLLC 4.875 07/01/31 144A                                                        | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | NS      | $138218.45    | 0.01%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sino-Ocean Land Treasure IV Ltd.                                                       | SINOCE 4.75 01/14/30                                                              | CUSIP: G816C6AD7<br>LEI: 213800EAGXDYG9QWS896 | Long             | DBT              | CORP              | VG        |    600000 | NS      | $48008.40     | 0.00%             | 2030-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                                                            | HOLX 3.25 02/15/29 144A                                                           | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    435000 | NS      | $414533.93    | 0.03%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME PT AMERICA TR 2021-1                                                              | HPA 2021-1 E                                                                      | CUSIP: 437300AJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83133 | NS      | $71381.90     | 0.01%             | 2041-09-19      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA 2021-2 TRUST                                                  | HPA 2021-2 E2                                                                     | CUSIP: 43732VAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    609547 | NS      | $581788.00    | 0.04%             | 2038-12-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                               | IHRT 7.75 08/15/30 144A                                                           | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   1068000 | NS      | $823695.00    | 0.06%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                         | INTNED V6.114 09/11/34                                                            | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    665000 | NS      | $706944.94    | 0.05%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| InterDigital, Inc.                                                                     | IDCC 3.5 06/01/27                                                                 | CUSIP: 45867GAD3<br>LEI: 529900HQAUTC3VI47G64 | Long             | DBT              | CORP              | US        |     81000 | NS      | $235912.50    | 0.02%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                              | INVH 4.875 02/01/35                                                               | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    400000 | NS      | $387500.28    | 0.03%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                     | IRM 5.25 07/15/30 144A                                                            | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1345000 | NS      | $1326603.20   | 0.10%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                              | KAISAG 11.25 04/16/25                                                             | CUSIP: G52132CC2<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   2310000 | NS      | $98175.00     | 0.01%             | 2025-04-16      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Times China Holdings Limited                                                           | TPHL 6.2 03/22/26                                                                 | CUSIP: G8879TAG5<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    810000 | NS      | $27540.00     | 0.00%             | 2026-03-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                          | JPMCC 2012-LC9 C                                                                  | CUSIP: 46639EAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266609 | NS      | $258616.53    | 0.02%             | 2047-12-17      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| JOL Air Limited                                                                        | JOLAR 2019-1 A                                                                    | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |   1183084 | NS      | $1171278.25   | 0.09%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| KAPITUS ASSET SECURITIZATION IV LLC                                                    | KAPT 2024-1A A                                                                    | CUSIP: 48555MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | NS      | $509422.16    | 0.04%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| KAPITUS ASSET SECURITIZATION IV LLC                                                    | KAPT 2024-1A 1A                                                                   | CUSIP: 48555MAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | NS      | $194779.06    | 0.01%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                             | LHX 5.4 07/31/33                                                                  | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1160000 | NS      | $1191528.19   | 0.09%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                             | LHX 5.35 06/01/34                                                                 | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   2015000 | NS      | $2059664.79   | 0.16%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                             | LDOS 5.5 03/15/35                                                                 | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    415000 | NS      | $421326.53    | 0.03%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MVW 2021-2 LLC                                                                         | MVWOT 2021-2A C                                                                   | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    454314 | NS      | $427491.78    | 0.03%             | 2039-05-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                      | MCAIRH 5.15 03/17/30 144A                                                         | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    250000 | NS      | $249832.00    | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                              | WBD 4.279 03/15/32                                                                | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3160000 | NS      | $2350250.00   | 0.18%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts Inc                                                         | VAC 4.5 06/15/29 144A                                                             | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    445000 | NS      | $427380.91    | 0.03%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Mars Inc.                                                                              | MARS 5.2 03/01/35 144A                                                            | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    725000 | NS      | $733684.88    | 0.06%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LLP / Medline Co-Issuer Inc.                                          | MEDIND 6.25 04/01/29 144A                                                         | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    885000 | NS      | $909146.31    | 0.07%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                            | MFF 2023-1A D                                                                     | CUSIP: 588926AD7<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    525000 | NS      | $533878.25    | 0.04%             | 2036-05-20      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                      | YUZHOU 7.85 08/12/26                                                              | CUSIP: G9884AAB8<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    205000 | NS      | $14218.80     | 0.00%             | 2026-08-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                      | YUZHOU 6.35 01/13/27                                                              | CUSIP: G9884AAC6<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    400000 | NS      | $28424.00     | 0.00%             | 2027-01-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                 | MU 5.875 09/15/33                                                                 | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2525000 | NS      | $2637885.25   | 0.20%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                 | MU 6.05 11/01/35                                                                  | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    755000 | NS      | $790156.25    | 0.06%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                 | MINAU 8.5 05/01/30 144A                                                           | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    205000 | NS      | $203985.84    | 0.02%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                 | MINAU 9.25 10/01/28 144A                                                          | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    100000 | NS      | $102340.80    | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                | MOH 4.375 06/15/28 144A                                                           | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    275000 | NS      | $268790.66    | 0.02%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                | MOH 3.875 05/15/32 144A                                                           | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1330000 | NS      | $1210578.47   | 0.09%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                      | YUZHOU 7.7 02/20/25                                                               | CUSIP: G9884TAS0<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    625000 | NS      | $44143.75     | 0.00%             | 2025-02-20      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Limited                                                                 | LVIATH 6.5 06/30/27                                                               | CUSIP: M6746GAC0<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     20000 | NS      | $19830.76     | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                  | URUGUA 8.5 03/15/28 REGS                                                          | CUSIP: P80557BV5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  44045000 | NS      | $1099042.44   | 0.08%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                   | TURKGB 36 08/12/26 2Y                                                             | CUSIP: M8T85VGT8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  31395000 | NS      | $770308.27    | 0.06%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| Quicken Lns Llc/Quicken Lns Co-Issuer Inc                                              | RKTRM 3.625 03/01/29 REGS                                                         | CUSIP: U7468CAA8<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    220000 | NS      | $209057.14    | 0.02%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                              | SUNAC 6 09/30/25 144A                                                             | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |    185239 | NS      | $22460.23     | 0.00%             | 2025-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                              | SUNAC 6.25 09/30/26 144A                                                          | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |    185688 | NS      | $22514.67     | 0.00%             | 2027-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                             | SAGB 9 01/31/40 2040                                                              | CUSIP: S69124WH4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  74925000 | NS      | $3659342.39   | 0.28%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CIFI Holdings Group Co Ltd                                                             | CIFIHG 6 07/16/25                                                                 | CUSIP: G2140AAV9<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    400000 | NS      | $38800.00     | 0.00%             | 2025-07-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust                                     | MSBAM 2013-C11 B                                                                  | CUSIP: 61762TAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | NS      | $129179.70    | 0.01%             | 2046-08-17      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                   | NCLH 6.75 02/01/32 144A                                                           | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    570000 | NS      | $582328.25    | 0.04%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-H                                       | NAVSL 2020-HA A                                                                   | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25274 | NS      | $23748.92     | 0.00%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LIMITED                                                         | NAVTR 2021-1 A                                                                    | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1170642 | NS      | $1094188.75   | 0.08%             | 2046-11-15      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| NetApp Inc.                                                                            | NTAP 5.5 03/17/32                                                                 | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    680000 | NS      | $700422.12    | 0.05%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                           | NDSN 5.8 09/15/33                                                                 | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    410000 | NS      | $433046.25    | 0.03%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Northern Oil And Gas, Inc.                                                             | NOG 3.625 04/15/29                                                                | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    239000 | NS      | $249157.50    | 0.02%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST SERIES 2024-BPL3                                                       | NYMT 2024-BPL3 A1                                                                 | CUSIP: 67119RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    445000 | NS      | $443424.63    | 0.03%             | 2039-09-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                       | BCULC 3.875 01/15/28 144A                                                         | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     65000 | NS      | $63313.81     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                       | BCULC 3.5 02/15/29 144A                                                           | CUSIP: 68245XAP4<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    260000 | NS      | $247578.86    | 0.02%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                             | OKE 6.5 09/01/30 144A                                                             | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    185000 | NS      | $197644.89    | 0.02%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                             | OKE 5.45 06/01/47                                                                 | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    445000 | NS      | $394901.22    | 0.03%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                       | PG&E Corporation 6% SER A MAND CONV PFD STK                                       | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |      6788 | NS      | $256450.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2025-2 LLC                                                                        | PRPM 2025-2 A1                                                                    | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160484 | NS      | $160302.95    | 0.01%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                       | PCG 4.3 03/15/45                                                                  | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    790000 | NS      | $596279.64    | 0.05%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PSBDC 1A                                                                               | ABS FLOAT SER.1A CL.B1                                                            | CUSIP: 696928AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270000 | NS      | $1278435.38   | 0.10%             | 2037-07-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Parsons Corporation                                                                    | PSN 2.625 03/01/29                                                                | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |    355000 | NS      | $377365.00    | 0.03%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                              | PHILIP 2.95 05/05/45                                                              | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1600000 | NS      | $1096321.02   | 0.08%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                              | PHILIP 5.9 02/04/50                                                               | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    800000 | NS      | $816030.93    | 0.06%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                             | PPC 6.875 05/15/34                                                                | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    265000 | NS      | $290228.81    | 0.02%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Inc.                                                                    | PLNT 2022-1A A2I                                                                  | CUSIP: 72703PAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48375 | NS      | $47107.04     | 0.00%             | 2051-12-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Inc.                                                                    | PLNT 2024-1A A2I                                                                  | CUSIP: 72703PAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1096712 | NS      | $1112122.38   | 0.08%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST 202                                                    | PART 2022-1A D                                                                    | CUSIP: 74113RAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1235000 | NS      | $1262118.88   | 0.10%             | 2028-08-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TST 2020-SFR3                                                     | PROG 2021-SFR4 E2                                                                 | CUSIP: 74333EAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $98090.60     | 0.01%             | 2038-05-19      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                             | PROG 2021-SFR7 E2                                                                 | CUSIP: 74333PAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $91455.96     | 0.01%             | 2040-08-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                                             | PROG 2021-SFR9 E2                                                                 | CUSIP: 74333QAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | NS      | $107771.55    | 0.01%             | 2040-11-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Quicken Lns Llc/Quicken Lns Co-Issuer Inc                                              | RKTRM 3.875 03/01/31 144A                                                         | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   3610000 | NS      | $3346538.01   | 0.25%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REDWOOD FUNDING TRUST 2023-1                                                           | RFT 2023-1 A                                                                      | CUSIP: 75806CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    451160 | NS      | $452796.56    | 0.03%             | 2059-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Redwood Funding Trust 2024-1                                                           | RFT 2024-1 A                                                                      | CUSIP: 75806FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495780 | NS      | $499110.34    | 0.04%             | 2054-12-30      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST 202                                                    | REPS 2024-A A                                                                     | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | NS      | $527597.44    | 0.04%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| REPUBLIC FIN ISSUANC TR 2021-A                                                         | REPS 2021-A C                                                                     | CUSIP: 76042UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $97216.92     | 0.01%             | 2031-12-22      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                  | RCL 4.25 07/01/26 144A                                                            | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    220000 | NS      | $218893.25    | 0.02%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rubrik Inc.                                                                            | RBRK 0 06/15/30                                                                   | CUSIP: 781154AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | NS      | $278468.75    | 0.02%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEAS LLC 2024-1                                                          | SCFET 2024-1A D                                                                   | CUSIP: 783896AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | NS      | $115559.36    | 0.01%             | 2033-06-21      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| SCF Equip Leasing 2022-1 LLC / SCF Equip Leasing CDA 2022-1 Ltd Partners               | SCFET 2022-1A D                                                                   | CUSIP: 784033AJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | NS      | $346484.16    | 0.03%             | 2031-11-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                            | SBAT 2024-A C                                                                     | CUSIP: 78437PAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $101766.98    | 0.01%             | 2030-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CLINTON S C PUB FACS CORP                                                              | SMB 2021-B B                                                                      | CUSIP: 78449YAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | NS      | $306334.72    | 0.02%             | 2051-07-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                 | SDART 2021-4 D                                                                    | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    856312 | NS      | $848032.31    | 0.06%             | 2027-10-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc.                                                      | LNW 7 05/15/28 144A                                                               | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   1310000 | NS      | $1313815.96   | 0.10%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                     | STX 9.625 12/01/32                                                                | CUSIP: 81180WBM2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     91800 | NS      | $103483.76    | 0.01%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                               | ST 3.75 02/15/31 144A                                                             | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1045000 | NS      | $952540.38    | 0.07%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2023-3 RECEIVABLES                                                    | SRFC 2023-2A C                                                                    | CUSIP: 82650BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85208 | NS      | $88134.27     | 0.01%             | 2040-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| SOLRR AIRCRAFT LTD 2021-1                                                              | SOLRR 2021-1 A                                                                    | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    770565 | NS      | $717957.88    | 0.05%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Southern Company Gas Capital Corp.                                                     | SO 5.75 09/15/33                                                                  | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    550000 | NS      | $576730.56    | 0.04%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Spotify USA Inc                                                                        | SPOT 0 03/15/26                                                                   | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | NS      | $116647.30    | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                   | STLD 5.375 08/15/34                                                               | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    320000 | NS      | $324927.63    | 0.02%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Stewart Information Services Corporation                                               | STC 3.6 11/15/31                                                                  | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |   1755000 | NS      | $1569265.25   | 0.12%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                     | SUBWAY 2024-1A A2I                                                                | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1492500 | NS      | $1517719.78   | 0.12%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SUNRUN ATLAS ISSUER LLC 2019-2                                                         | SUNRN 2019-2 A                                                                    | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    347115 | NS      | $328637.50    | 0.02%             | 2055-01-30      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| TD Synnex Corp                                                                         | SNX 6.1 04/12/34                                                                  | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   1325000 | NS      | $1394488.75   | 0.11%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust 2024-DPM                                                 | TCO 2024-DPM A                                                                    | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | NS      | $244923.02    | 0.02%             | 2039-12-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LIMITED                                                | TMCL 2025-1H A                                                                    | CUSIP: 87257FAA1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | US        |   1150000 | NS      | $1150000.00   | 0.09%             | 2050-07-23      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                     | TMUS 2.7 03/15/32                                                                 | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    810000 | NS      | $713861.31    | 0.05%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                     | TMUS 4.7 01/15/35                                                                 | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    170000 | NS      | $164705.45    | 0.01%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                  | TRGP 6.125 03/15/33                                                               | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    230000 | NS      | $242397.92    | 0.02%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                       | TEVA 8.125 09/15/31                                                               | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    915000 | NS      | $1036109.38   | 0.08%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| Teva Pharmaceutical Finance Netherlands III B.V.                                       | TEVA 6 12/01/32                                                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | NS      | $204244.20    | 0.02%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Ltd                                                        | TMCL 2021-1A A                                                                    | CUSIP: 88315LAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    267867 | NS      | $246299.53    | 0.02%             | 2046-02-20      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes 2019-Sfr1                                                        | TAH 2019-SFR1 D                                                                   | CUSIP: 89612LAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | NS      | $14752.49     | 0.00%             | 2038-03-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2021-SFR1 TRUST                                                     | TCN 2021-SFR1 E1                                                                  | CUSIP: 89614YAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $194078.72    | 0.01%             | 2038-07-19      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                            | TRMB 6.1 03/15/33                                                                 | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |   1655000 | NS      | $1758214.00   | 0.13%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                          | UBSCM 2018-C10 A3                                                                 | CUSIP: 90276FAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1384346 | NS      | $1366651.00   | 0.10%             | 2051-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                  | UBER 4.8 09/15/34                                                                 | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    295000 | NS      | $289759.75    | 0.02%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                 | UAL 5.8 01/15/36                                                                  | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |   2173340 | NS      | $2216821.50   | 0.17%             | 2037-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                           | B 0 09/04/25                                                                      | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | NS      | $6053157.50   | 0.46%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                           | B 0 12/26/25                                                                      | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7120000 | NS      | $6975416.50   | 0.53%             | 2025-12-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 4.625 11/15/44                                                                  | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22700000 | NS      | $22221172.00  | 1.69%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 4.75 02/15/45                                                                   | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18400000 | NS      | $18302249.75  | 1.39%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 4 02/28/30                                                                      | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30500000 | NS      | $30796661.00  | 2.34%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 4.625 02/28/26                                                                  | CUSIP: 91282CKB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13185000 | NS      | $13221696.00  | 1.00%             | 2026-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 4.25 02/15/28                                                                   | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22900000 | NS      | $23209508.50  | 1.76%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                           | UZBEK 6.9474 05/25/32 144A                                                        | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   1040000 | NS      | $1069476.75   | 0.08%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                         | VARNO 8 11/15/32 144A                                                             | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1595000 | NS      | $1807658.66   | 0.14%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VOLT XCVI LLC                                                                          | VOLT 2021-NPL5 A1                                                                 | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14244 | NS      | $14239.48     | 0.00%             | 2051-03-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| VOLOFIN FIN DESG ACTIV CO 24-1                                                         | VFIN 2024-1A A                                                                    | CUSIP: 92873RAA9<br>LEI: 254900VCWBJCNVMCJ740 | Long             | ABS-O            | CORP              | IE        |    636506 | NS      | $642784.63    | 0.05%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                                  | WHISPI 5.95 09/30/34 144A                                                         | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    405000 | NS      | $410211.06    | 0.03%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                                   | WSTOP 2024-1A A2                                                                  | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    445000 | NS      | $453286.69    | 0.03%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                         | ZFFNGR 6.875 04/14/28 144A                                                        | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    315000 | NS      | $315952.56    | 0.02%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                         | ZFFNGR 6.75 04/23/30 144A                                                         | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    675000 | NS      | $648211.81    | 0.05%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                         | ZFFNGR 6.875 04/23/32 144A                                                        | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    760000 | NS      | $702423.13    | 0.05%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZIPLY FIBER ISSUER LLC                                                                 | ZIPLY 2024-1A B                                                                   | CUSIP: 98979QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | NS      | $292728.16    | 0.02%             | 2054-04-20      | Fixed         | 7.81%                 | No            |                  2 | On Loan: No      |
| Shimao Group Holdings Ltd.                                                             | SHIMAO 5.6 07/15/26                                                               | CUSIP: G81043AQ7<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |   1300000 | NS      | $64753.00     | 0.00%             | 2026-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL4465730<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    486325 | NS      | $486249.13    | 0.04%             | 2031-04-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL4609873<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1443000 | NS      | $1444803.75   | 0.11%             | 2030-06-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                                                        | CORPORTAE TERM LOAN                                                               | CUSIP: BL4676906<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3185393 | NS      | $3189374.75   | 0.24%             | 2031-06-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL4862100<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2208020 | NS      | $2195600.50   | 0.17%             | 2030-11-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL4939031<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137154 | NS      | $136982.31    | 0.01%             | 2027-08-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DK CROWN HOLDINGS INC                                                                  | CORPORATE TERM LOAN                                                               | CUSIP: BL5011004<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | NS      | $871991.75    | 0.07%             | 2032-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                      | CORPORATE TERM LOAN                                                               | CUSIP: BL5093325<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | NS      | $285831.34    | 0.02%             | 2032-05-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co Ltd.                                                        | COGARD 3.3 01/12/31                                                               | CUSIP: G24524BM4<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    600000 | NS      | $44712.00     | 0.00%             | 2031-01-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                              | Sunac China Holdings Ltd. HKD0.10                                                 | CUSIP: G8569A106<br>LEI: 549300OLARYHDXP3WK18 | Long             | EC               | CORP              | HK        |     85019 | NS      | $15549.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Secretaria Do Tesouro Nacional                                                         | BNTNF 10 01/01/31 NTNF                                                            | CUSIP: P8T60NEH0<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     19676 | NS      | $3177247.94   | 0.24%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                 | TNL 4.625 03/01/30 REGS                                                           | CUSIP: U98340AC3<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    645000 | NS      | $618392.44    | 0.05%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Logan Group Company Ltd                                                                | LOGPH 4.25 07/12/25                                                               | CUSIP: G5631SAE7<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |    605000 | NS      | $39325.00     | 0.00%             | 2025-07-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                              | SUNAC 6.75 09/30/28 144A                                                          | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |    559773 | NS      | $67872.48     | 0.01%             | 2028-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                  | ROMANI 5.625 02/22/36 REGS                                                        | CUSIP: X7360WCV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1040000 | NS      | $1165792.44   | 0.09%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                           | UZBEK 5.1 02/25/29 144A                                                           | CUSIP: Y000WRAS7<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    210000 | NS      | $253078.67    | 0.02%             | 2029-02-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                             | SAGB 8.875 02/28/35 2035                                                          | CUSIP: S69124WF8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  39995000 | NS      | $2111645.11   | 0.16%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-20

**Name of Applicant:** EMPOWER FUNDS, INC.

**Signature:** /s/Kelly New

**Name of Signer:** Kelly New

**Title:** Treasurer, Empower Funds, Inc.