# EDGAR Filing Document

**Accession Number:** 0000356476
**File Stem:** 0001193125-26-050253
**Filing Date:** 2026-2
**Character Count:** 516167
**Document Hash:** fdea6b33dfd60befd33c8e18aaf8f5f5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-050253.hdr.sgml**: 20260213

**ACCESSION NUMBER**: 0001193125-26-050253

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260213

**DATE AS OF CHANGE**: 20260213

**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:** 26629787

**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:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1424191247.18

**Total Liabilities:** $15383714.83

**Net Assets:** $1408807532.35

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 473.171407200627 | **1-Year:** 22594.365945089338 | **5-Year:** 140191.554639210855 | **10-Year:** 177347.141838815252 | **30-Year:** 20357.535360717637

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

- **3-Month:** 741.811386990570 | **1-Year:** 9193.041991333259 | **5-Year:** 28818.868360879894 | **10-Year:** 10157.890733502164 | **30-Year:** 2353.134294331981

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000200580 | 0.49%                | 0.58%                | 0.12%                |
| Class ID C000204662 | 0.45%                | 0.56%                | 0.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5494378.08             | $67691.47                                  |
| Month 2  | $-2330949.54             | $834523.40                                 |
| Month 3  | $-2337305.84             | $-4698965.54                               |

**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        |   7881067 | PA      | $7881066.79   | 0.56%             | 2026-01-01      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                        | BANK OF AMERICA                                                                   | CUSIP: 789456478<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |         1 | NC      | $2522822.75   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                    | AXON 6.125 03/15/30 144A                                                          | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    268000 | NS      | $276668.19    | 0.02%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners Clo VIII Limited                                               | BSP 2022-28A BR                                                                   | CUSIP: 08179KAQ6<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | NS      | $1402308.63   | 0.10%             | 2037-10-20      | Floating      | 5.58%                 | 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      | $993115.62    | 0.07%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                                                         | NET 0 06/15/30                                                                    | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |    188000 | NS      | $204356.00    | 0.01%             | 2030-06-15      | None          | 0.00%                 | 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      | $248589.20    | 0.02%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD3279                                                                         | CUSIP: 3132DQUC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3948120 | NS      | $4020985.50   | 0.29%             | 2053-07-01      | Fixed         | 5.50%                 | 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      | $3064080.75   | 0.22%             | 2029-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA7766                                                                         | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7097868 | NS      | $5880172.50   | 0.42%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust 2013-PEMB                                           | GSMS 2013-PEMB B                                                                  | CUSIP: 36197VAC2<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-O            | CORP              | US        |    250000 | NS      | $78750.00     | 0.01%             | 2033-03-07      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                            | CRGYFN 7.375 01/15/33 144A                                                        | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      9000 | NS      | $8540.57      | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | 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      | $102089.70    | 0.01%             | 2029-06-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Inc.                                                                    | PLNT 2022-1A A2II                                                                 | CUSIP: 72703PAE3<br>LEI: 549300LLE5HUPF6H8G33 | Long             | ABS-O            | CORP              | US        |     96250 | NS      | $91233.65     | 0.01%             | 2051-12-05      | Fixed         | 4.01%                 | 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      | $163884.88    | 0.01%             | 2038-05-19      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                  | URUGUA 8 10/29/35                                                                 | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  32653000 | NS      | $862162.94    | 0.06%             | 2035-10-29      | Fixed         | 8.00%                 | 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      | $507028.59    | 0.04%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                    | SYF V5.935 08/02/30                                                               | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1035000 | NS      | $1078652.32   | 0.08%             | 2030-08-02      | Fixed         | 5.93%                 | 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      | $409119.38    | 0.03%             | 2028-11-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| SOLSTICE                                                                               | CORPORATE TERM LOAN                                                               | CUSIP: BL5230596<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270000 | NS      | $1275820.38   | 0.09%             | 2032-09-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co Ltd.                                                        | COGARD 5 12/31/32 AI                                                              | CUSIP: G24524BR3<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    205967 | NS      | $19553.49     | 0.00%             | 2032-12-31      | Fixed         | 2.50%                 | 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      | $341992.25    | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | 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      | $254199.83    | 0.02%             | 2028-04-20      | Fixed         | 7.35%                 | 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      | $2969693.75   | 0.21%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                     | BX 2025-VLT7 B                                                                    | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    955000 | NS      | $956479.75    | 0.07%             | 2044-07-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                  | AL V4.65 PERP B                                                                   | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    640000 | NS      | $631277.21    | 0.04%             | 2500-12-31      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                       | ALIANT 7 01/15/31 144A                                                            | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    223000 | NS      | $231357.02    | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | 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        |    239527 | NS      | $236211.20    | 0.02%             | 2027-06-15      | Fixed         | 1.59%                 | 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      | $364584.06    | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | 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        |   1530000 | NS      | $1602207.22   | 0.11%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| APH Somerset Inv 2 LLC / APH2 Somerset Inv 2 LLC / APH3 Somerset Inv 2                 | AQUARI 7.875 11/01/29 144A                                                        | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | NS      | $17169.73     | 0.00%             | 2029-11-01      | Fixed         | 7.88%                 | 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      | $1921405.38   | 0.14%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc.                                                                    | ADVGRO 6.75 08/01/32 144A                                                         | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    429000 | NS      | $448141.90    | 0.03%             | 2032-08-01      | Fixed         | 6.75%                 | 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      | $1767816.75   | 0.13%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Citadel LP                                                                             | CITADL 6 01/23/30 144A                                                            | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    345000 | NS      | $360394.22    | 0.03%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cyberark Software Ltd.                                                                 | CYBR 0 06/15/30                                                                   | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |    400000 | NS      | $427400.00    | 0.03%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V2.484 09/16/36                                                                | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3145000 | NS      | $2765440.50   | 0.20%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                              | STX 8.25 12/15/29 144a                                                            | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      6000 | NS      | $6362.62      | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                          | WBD 6.35 06/01/40 *                                                               | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    350000 | NS      | $289889.88    | 0.02%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                             | EART 2024-5A D                                                                    | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | NS      | $401799.28    | 0.03%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FG G08786                                                                         | CUSIP: 3128MJ2U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15222 | NS      | $15136.72     | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8490                                                                         | CUSIP: 3132DWNF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1644026 | NS      | $1605371.38   | 0.11%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR RA5662                                                                         | CUSIP: 3133KMJF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3251999 | NS      | $2927106.75   | 0.21%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                | FHMS K136 A2                                                                      | CUSIP: 3137H4SH4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |   2140000 | NS      | $1913757.29   | 0.14%             | 2031-11-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                  | UBER 0.875 12/01/28 2028                                                          | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    328000 | NS      | $425416.00    | 0.03%             | 2028-12-01      | Fixed         | 0.88%                 | 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      | $35577359.00  | 2.53%             | 2030-03-31      | 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        |   2707792 | NS      | $2773990.25   | 0.20%             | 2029-05-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2022-1                                                | FIAOT 2025-1A D                                                                   | CUSIP: 32059WAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | NS      | $501413.69    | 0.04%             | 2033-12-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL5011186<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    762498 | NS      | $766311.00    | 0.05%             | 2031-01-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                              | KAISAG 0 12/31/29 144A                                                            | CUSIP: YK2163615<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    371394 | NS      | $1392.71      | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 5.45 09/15/34                                                                 | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    385000 | NS      | $396182.34    | 0.03%             | 2034-09-15      | Fixed         | 5.45%                 | 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      | $264201.00    | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | 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        |    148201 | NS      | $138886.01    | 0.01%             | 2050-11-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                   | NCLH 0.875 04/15/30                                                               | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    288000 | NS      | $320580.00    | 0.02%             | 2030-04-15      | Fixed         | 0.88%                 | 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      | $494290.61    | 0.04%             | 2028-07-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Acushnet Co                                                                            | GOLF 5.625 12/01/33 144A                                                          | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      9000 | NS      | $9101.12      | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | 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      | $974942.25    | 0.07%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aaset 2024-2 Ltd.                                                                      | AASET 2024-2A A                                                                   | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1372107 | NS      | $1391327.63   | 0.10%             | 2049-09-16      | 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      | $19999.00     | 0.00%             | 2026-06-15      | Fixed         | 4.25%                 | 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        |    971054 | NS      | $975667.63    | 0.07%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Arcosa Inc                                                                             | ACA 6.875 08/15/32 144A                                                           | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     24000 | NS      | $25299.11     | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | 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      | $291218.22    | 0.02%             | 2030-02-20      | Fixed         | 7.34%                 | 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      | $1908259.00   | 0.14%             | 2039-01-18      | Floating      | 5.59%                 | 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      | $2119105.75   | 0.15%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                             | BA 5.15 05/01/30                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2020000 | NS      | $2075570.45   | 0.15%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                           | AVGO 3.469 04/15/34                                                               | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2130000 | NS      | $1942225.75   | 0.14%             | 2034-04-15      | Fixed         | 3.47%                 | 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      | $329632.22    | 0.02%             | 2035-04-24      | Fixed         | 5.79%                 | 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      | $3056175.00   | 0.22%             | 2042-03-17      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corporation                                                       | CRS 5.625 03/01/34 144A                                                           | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     17000 | NS      | $17267.33     | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                                    | CLH 5.75 10/15/33 144A                                                            | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      6000 | NS      | $6154.82      | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | 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      | $332724.31    | 0.02%             | 2034-07-17      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                           | ENTG 5.95 06/15/30 144A                                                           | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      8000 | NS      | $8160.08      | 0.00%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                             | EART 2025-1A D                                                                    | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3845000 | NS      | $3902132.94   | 0.28%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SB0627                                                                         | CUSIP: 3132CWVU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2695279 | NS      | $2549359.25   | 0.18%             | 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          | USGSE             | US        |   3063532 | NS      | $3156173.75   | 0.22%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR RA7184                                                                         | CUSIP: 3133KN6V0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    393893 | NS      | $377799.22    | 0.03%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BH4019                                                                         | CUSIP: 3140GSPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19478 | NS      | $18874.21     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR RJ2855                                                                         | CUSIP: 3142GTE51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3219026 | NS      | $3236319.00   | 0.23%             | 2054-12-01      | Fixed         | 5.00%                 | 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        |    217615 | NS      | $227160.88    | 0.02%             | 2049-06-15      | Fixed         | 6.97%                 | 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      | $3389994.00   | 0.24%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                                  | HP 5.5 12/01/34                                                                   | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   2265000 | NS      | $2229969.00   | 0.16%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Hilton Domestic Operating Co Inc.                                                      | HLT 3.625 02/15/32 144A                                                           | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    124000 | NS      | $115106.74    | 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      | $1999133.46   | 0.14%             | 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      | $871699.13    | 0.06%             | 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      | $2545822.25   | 0.18%             | 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        |    456116 | NS      | $437012.44    | 0.03%             | 2046-06-15      | Fixed         | 2.52%                 | 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      | $2431589.90   | 0.17%             | 2035-03-15      | Fixed         | 5.65%                 | 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      | $699818.31    | 0.05%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC & Panther Co-Issuer Inc.                                 | TIHLLC 7.125 06/01/31 144A                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | NS      | $16579.97     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL3 LLC                                                                     | PRET 2025-NPL3 A1                                                                 | CUSIP: 74143HAA3<br>LEI: 254900UGRYVHG7BY6M45 | Long             | ABS-O            | CORP              | US        |    503984 | NS      | $506353.63    | 0.04%             | 2055-04-25      | Variable      | 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      | $1548809.94   | 0.11%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AGL Clo 23 Ltd.                                                                        | AGL 2022-23A BR                                                                   | CUSIP: 00119EAS6<br>LEI: 54930001FYWQPYWEPQ30 | Long             | ABS-CBDO         | CORP              | JE        |    650000 | NS      | $650078.63    | 0.05%             | 2038-04-20      | Variable      | 5.88%                 | 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      | $105222.71    | 0.01%             | 2029-02-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp.                                               | SAIC 5.875 11/01/33 144A                                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |      9000 | NS      | $9123.66      | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                              | XYZ 3.5 06/01/31                                                                  | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    530000 | NS      | $498155.00    | 0.04%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| SUNNOVA HELIOS X ISSUER LLC                                                            | SNVA 2022-C C                                                                     | CUSIP: 86744WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1126215 | NS      | $415801.72    | 0.03%             | 2049-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sunrun Inc.                                                                            | SUNRN 2021-2A A                                                                   | CUSIP: 86772HAA5<br>LEI: 54930007SJ77CI66U531 | Long             | ABS-O            | CORP              | US        |    102806 | NS      | $93726.82     | 0.01%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Thrust Engine Leasing 2021 Dac / Thrust Engine Leasing 2021 Statutory Trust            | THRST 2021-1A A                                                                   | CUSIP: 88603UAA7<br>LEI: 254900X0E0PUM0VQBP74 | Long             | ABS-O            | CORP              | IE        |    421018 | NS      | $415487.77    | 0.03%             | 2040-07-15      | Fixed         | 4.16%                 | 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        |     61059 | NS      | $60384.94     | 0.00%             | 2057-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| UGI Corp                                                                               | UGI 5 06/01/28                                                                    | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |    176000 | NS      | $249392.00    | 0.02%             | 2028-06-01      | Fixed         | 5.00%                 | 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      | $94274.97     | 0.01%             | 2051-12-15      | Variable      | 5.22%                 | 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      | $2025912.19   | 0.14%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                       | WULF 7.75 10/15/30 144A                                                           | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    976000 | NS      | $1005522.47   | 0.07%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Optimum Communications Inc.                                                            | Optimum Communications Inc. CL A                                                  | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |    285795 | NS      | $471561.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                                                                | AAL 3.6 10/15/29 A                                                                | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2970 | NS      | $2830.90      | 0.00%             | 2031-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL4763878<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    727947 | NS      | $730676.56    | 0.05%             | 2031-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                    | CORPORATE TERM LOAN                                                               | CUSIP: BL4809515<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270669 | NS      | $1271462.88   | 0.09%             | 2031-06-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                         | CORPORATE TERM LOAN                                                               | CUSIP: BL4813392<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3429832 | NS      | $3437504.40   | 0.24%             | 2031-04-16      | Fixed         | 0.00%                 | 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      | $813660.41    | 0.06%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2014/1                                    | ACAR 2024-4 D                                                                     | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $303224.00    | 0.02%             | 2031-08-12      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2018-3                                        | AMCAR 2023-2 C                                                                    | CUSIP: 03065UAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | NS      | $1538792.50   | 0.11%             | 2029-07-18      | Fixed         | 6.00%                 | 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      | $5637.50      | 0.00%             | 2025-07-14      | Fixed         | 7.50%                 | 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      | $3325.00      | 0.00%             | 2025-04-28      | Fixed         | 7.25%                 | 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        |      1350 | NS      | $101682.00    | 0.01%             |  |  |  | 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      | $2338250.69   | 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      | $299437.75    | 0.02%             | 2032-08-11      | Fixed         | 5.50%                 | 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      | $440377.78    | 0.03%             | 2028-02-20      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                           | AVOL 4.7 01/30/31 144A                                                            | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    601000 | NS      | $597131.44    | 0.04%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-660F                                               | BFLD 2025-660F C                                                                  | CUSIP: 05556QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | NS      | $251241.66    | 0.02%             | 2042-11-17      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                             | BA 6.858 05/01/54                                                                 | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    720000 | NS      | $808659.81    | 0.06%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                           | AVGO 3.419 04/15/33                                                               | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    975000 | NS      | $902523.13    | 0.06%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Csmc                                                                                   | CSMC 2014-USA B                                                                   | CUSIP: 12649AAJ8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-O            | CORP              | US        |    600000 | NS      | $525194.72    | 0.04%             | 2037-09-17      | Fixed         | 4.18%                 | 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      | $477764.16    | 0.03%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CAL FUNDING IV LIMITED                                                                 | CAI 2020-1A A                                                                     | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    333128 | NS      | $319655.09    | 0.02%             | 2045-09-25      | Fixed         | 2.22%                 | 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      | $298614.78    | 0.02%             | 2028-07-17      | Fixed         | 2.47%                 | 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      | $1712306.00   | 0.12%             | 2030-03-15      | Fixed         | 5.75%                 | 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      | $275952.44    | 0.02%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                  | CIVI 8.625 11/01/30 144A                                                          | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    402000 | NS      | $421320.13    | 0.03%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CCF Holdings LLC                                                                       | CLIF 2025-1H A                                                                    | CUSIP: 18683CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1595000 | NS      | $1595000.00   | 0.11%             | 2050-12-20      | Fixed         | 6.72%                 | 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      | $139825.83    | 0.01%             | 2054-04-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEP AUTO LN TR 2024-2                                                         | CAALT 2024-2A C                                                                   | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | NS      | $362328.59    | 0.03%             | 2034-10-16      | Fixed         | 6.70%                 | 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        |    345000 | NS      | $331048.29    | 0.02%             | 2049-05-20      | Fixed         | 4.65%                 | 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        |    980000 | NS      | $1001610.73   | 0.07%             | 2031-02-15      | Fixed         | 10.00%                | 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      | $2797721.18   | 0.20%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                     | ET V8 05/15/54                                                                    | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     16000 | NS      | $17079.28     | 0.00%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                           | ENTG 3.625 05/01/29 144A                                                          | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      9000 | NS      | $8645.89      | 0.00%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                             | EART 2024-4A D                                                                    | CUSIP: 30166UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | NS      | $1124026.75   | 0.08%             | 2030-12-16      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5                                             | EART 2025-5A B                                                                    | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | NS      | $901541.50    | 0.06%             | 2030-07-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                             | EART 2025-4A D                                                                    | CUSIP: 30167KAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | NS      | $1254958.00   | 0.09%             | 2032-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                     | META 4.875 11/15/35                                                               | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    925000 | NS      | $923760.50    | 0.07%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD2771                                                                         | CUSIP: 3132DQCG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3216837 | NS      | $3298272.00   | 0.23%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FG Q54463                                                                         | CUSIP: 3132XW5Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22263 | NS      | $21484.95     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QD9178                                                                         | CUSIP: 3133B7FT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3165827 | NS      | $2830080.00   | 0.20%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                | FR QF0207                                                                         | CUSIP: 3133BMGQ2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |   2269825 | NS      | $2241463.00   | 0.16%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR RB5141                                                                         | CUSIP: 3133KYWA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2902459 | NS      | $2522748.75   | 0.18%             | 2042-01-01      | Fixed         | 2.00%                 | 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      | $3200592.00   | 0.23%             | 2030-10-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BO5210                                                                         | CUSIP: 3140K0YG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4734 | NS      | $4242.87      | 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        |      5072 | NS      | $4544.39      | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB8715                                                                         | CUSIP: 3140QUVH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2612464 | NS      | $2688188.25   | 0.19%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 TRUST                                                                     | AASET 2021-2A A                                                                   | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    655702 | NS      | $621982.25    | 0.04%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                | AAL 3.25 10/15/28                                                                 | CUSIP: 023771S25<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-O            | CORP              | US        |    108900 | NS      | $104452.32    | 0.01%             | 2030-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB9465                                                                         | CUSIP: 3140QVQT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2981359 | NS      | $2998925.50   | 0.21%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FM1129                                                                         | CUSIP: 3140X4HF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1682991 | NS      | $1543855.63   | 0.11%             | 2049-01-01      | Fixed         | 3.00%                 | 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      | $2111951.25   | 0.15%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARIXA MORTGAGE TRUST 2025-RTL1                                                         | ARIXA 2025-RTL1 A1                                                                | CUSIP: 04046BAA1<br>LEI: 254900Q4SU6C9E56ZJ68 | Long             | ABS-O            | CORP              | US        |    370000 | NS      | $372371.34    | 0.03%             | 2030-08-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS0754                                                                         | CUSIP: 3140XFZU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2469066 | NS      | $2288517.75   | 0.16%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS1977                                                                         | CUSIP: 3140XHFT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1238719 | NS      | $1006401.13   | 0.07%             | 2051-11-01      | Fixed         | 2.00%                 | 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      | $298796.03    | 0.02%             | 2034-04-15      | Fixed         | 5.80%                 | 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      | $207519.75    | 0.01%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS7518                                                                         | CUSIP: 3140XPK81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1300398 | NS      | $1356449.50   | 0.10%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Super 30Y Fixed                                                                  | FR SL2530                                                                         | CUSIP: 31427PY40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1461288 | NS      | $1202201.13   | 0.09%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                      | FE 3.875 01/15/31                                                                 | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    306000 | NS      | $329256.00    | 0.02%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trst                                                              | FCAT 2021-1 D                                                                     | CUSIP: 33843WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93843 | NS      | $93082.77     | 0.01%             | 2027-03-15      | Fixed         | 1.27%                 | 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      | $257097.17    | 0.02%             | 2027-10-20      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-3                                   | BLAST 2025-3 D                                                                    | CUSIP: 107920AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | NS      | $705176.06    | 0.05%             | 2031-05-15      | Fixed         | 5.27%                 | 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      | $1897224.50   | 0.13%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ggam Finance Ltd.                                                                      | GGAMFI 5.875 03/15/30 144A                                                        | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     17000 | NS      | $17251.43     | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA7535                                                                         | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1840035 | NS      | $1655477.13   | 0.12%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-G                                                    | GSMS 2014-GC22 B                                                                  | CUSIP: 36253BAZ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $163117.44    | 0.01%             | 2047-06-12      | Variable      | 4.39%                 | 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      | $907458.94    | 0.06%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VIII LLC                                                                   | CLIF 2025-R A                                                                     | CUSIP: 12572DAA2<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    624388 | NS      | $620945.38    | 0.04%             | 2050-06-21      | Fixed         | 6.61%                 | 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      | $6129645.19   | 0.44%             | 2033-10-06      | Fixed         | 6.50%                 | 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      | $531927.81    | 0.04%             | 2029-03-15      | Fixed         | 6.31%                 | 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      | $611662.25    | 0.04%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Granite Construction Inc                                                               | GVA 3.75 05/15/28                                                                 | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |     86000 | NS      | $218182.00    | 0.02%             | 2028-05-15      | Fixed         | 3.75%                 | 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      | $73945.90     | 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      | $367922.04    | 0.03%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Guidewire Software Inc                                                                 | GWRE 1.25 11/01/29                                                                | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |    400000 | NS      | $439800.00    | 0.03%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 5.6 04/01/34                                                                  | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2025000 | NS      | $2111912.51   | 0.15%             | 2034-04-01      | Fixed         | 5.60%                 | 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      | $2646786.11   | 0.19%             | 2030-12-01      | Fixed         | 4.62%                 | 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        |    638272 | NS      | $592440.44    | 0.04%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management 15-2019 LLC                                                        | HLM 2019-15A A1R2                                                                 | CUSIP: 40439DBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2950000 | NS      | $2952947.00   | 0.21%             | 2038-10-22      | Variable      | 0.00%                 | 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      | $828133.47    | 0.06%             | 2031-05-01      | Fixed         | 4.00%                 | 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      | $2486214.00   | 0.18%             | 2029-07-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| The Chemours Company LLC                                                               | CC 5.75 11/15/28 144A                                                             | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    236000 | NS      | $229512.40    | 0.02%             | 2028-11-15      | Fixed         | 5.75%                 | 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      | $428723.38    | 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        |     81600 | NS      | $73935.19     | 0.01%             | 2041-09-19      | Fixed         | 2.58%                 | 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      | $321161.78    | 0.02%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                  | CIVI 8.75 07/01/31 144A                                                           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     12000 | NS      | $12448.82     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | 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      | $257645.91    | 0.02%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| JOL Air Limited                                                                        | JOLAR 2019-1 A                                                                    | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |   1089179 | NS      | $1083964.13   | 0.08%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| KKR Clo 31 Ltd.                                                                        | KKR 31A B                                                                         | CUSIP: 48254NAE1<br>LEI: 5493005MGEI63K1CMN61 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | NS      | $2252448.00   | 0.16%             | 2034-04-20      | Floating      | 5.65%                 | 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      | $512675.50    | 0.04%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Kingpin Intermediate Holdings Llc                                                      | LUCK 7.25 10/15/32 144A                                                           | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |    637000 | NS      | $602188.41    | 0.04%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| L3 Harris Technologies Inc                                                             | LHX 5.4 07/31/33                                                                  | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1160000 | NS      | $1208192.11   | 0.09%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mvw 2019-2 LLC                                                                         | MVWOT 2021-1WA C                                                                  | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190182 | NS      | $183775.09    | 0.01%             | 2041-01-22      | Fixed         | 1.94%                 | 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        |    115566 | NS      | $116189.73    | 0.01%             | 2034-07-17      | Fixed         | 6.07%                 | 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      | $270447.53    | 0.02%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                | MOH 3.875 11/15/30 144A                                                           | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     10000 | NS      | $9278.91      | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | 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      | $462940.75    | 0.03%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V6.627 11/01/34                                                                | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1422000 | NS      | $1590034.78   | 0.11%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V5.466 01/18/35                                                                | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    310000 | NS      | $322237.34    | 0.02%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2022-3                                                         | MSAIC 2022-3A A                                                                   | CUSIP: 61946KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81203 | NS      | $79851.39     | 0.01%             | 2053-06-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2021-B                                                            | NSLT 2021-BA B                                                                    | CUSIP: 64034QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | NS      | $332389.19    | 0.02%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                             | OKE 5.45 06/01/47                                                                 | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    445000 | NS      | $409112.06    | 0.03%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                         | OTEXCN 3.875 12/01/29 144A                                                        | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     21000 | NS      | $19929.63     | 0.00%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                           | ORCL 5.95 09/26/55                                                                | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1257000 | NS      | $1113719.87   | 0.08%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-8 LLC                                                                        | PRPM 2025-8 A1                                                                    | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1035178 | NS      | $1033179.94   | 0.07%             | 2030-10-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                             | PPC 3.5 03/01/32                                                                  | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1954000 | NS      | $1805095.97   | 0.13%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                   | POLAND 5.5 03/18/54 30Y                                                           | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   3031000 | NS      | $2898643.88   | 0.21%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                     | POST 2.5 08/15/27                                                                 | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    325000 | NS      | $349700.00    | 0.02%             | 2027-08-15      | Fixed         | 2.50%                 | 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      | $1246181.75   | 0.09%             | 2028-08-15      | Fixed         | 8.08%                 | 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      | $98663.92     | 0.01%             | 2038-07-19      | Fixed         | 2.36%                 | 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      | $93916.71     | 0.01%             | 2040-08-17      | Fixed         | 2.64%                 | 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      | $138772.19    | 0.01%             | 2038-05-19      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc.                                                                | RADPAR 8.5 07/15/32 144A                                                          | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     12000 | NS      | $12535.65     | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | 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        |   1330317 | NS      | $1334575.50   | 0.09%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust 2024-B                                                 | REPS 2024-B C                                                                     | CUSIP: 76042GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | NS      | $501629.28    | 0.04%             | 2037-11-20      | Fixed         | 6.60%                 | 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      | $1872960.66   | 0.13%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                              | CMC 6 12/15/35 144A                                                               | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    668000 | NS      | $684804.09    | 0.05%             | 2035-12-15      | Fixed         | 6.00%                 | 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      | $1595347.75   | 0.11%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                                     | RYASPE 5.875 08/01/32 144A                                                        | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     34000 | NS      | $34740.11     | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sbna Auto Receivables Trust 2024-A                                                     | SBAT 2024-A D                                                                     | CUSIP: 78437PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $102309.02    | 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      | $287622.75    | 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      | $616322.50    | 0.04%             | 2051-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Slam 2025-1 Ltd. / Slam 2025-1 LLC                                                     | SLAM 2025-1A A                                                                    | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    260554 | NS      | $267024.78    | 0.02%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC                                        | SRFC 2025-3A C                                                                    | CUSIP: 82650FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134231 | NS      | $134918.47    | 0.01%             | 2044-08-22      | Fixed         | 4.98%                 | 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        |    726918 | NS      | $693486.06    | 0.05%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Stream Innovations 2024-1 Issuer Trust                                                 | STRE 2024-1A A                                                                    | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63832 | NS      | $66351.34     | 0.00%             | 2044-07-15      | Fixed         | 6.27%                 | 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        |    338920 | NS      | $326734.56    | 0.02%             | 2055-01-30      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                    | SYF 7.25 02/02/33                                                                 | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     12000 | NS      | $12890.54     | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | 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      | $246025.76    | 0.02%             | 2033-03-15      | Fixed         | 6.12%                 | 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      | $250956.05    | 0.02%             | 2039-02-25      | Variable      | 6.60%                 | 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      | $370395.91    | 0.03%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                            | TRMB 6.1 03/15/33                                                                 | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |   1655000 | NS      | $1782010.25   | 0.13%             | 2033-03-15      | Fixed         | 6.10%                 | 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      | $294914.59    | 0.02%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 3.875 07/15/28                                                                  | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26400000 | NS      | $26622749.00  | 1.89%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 4 07/31/32                                                                      | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20900000 | NS      | $21009398.00  | 1.49%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 3.5 11/30/30                                                                    | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73525000 | NS      | $72784008.00  | 5.17%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc.                                                                   | EXP 5 03/15/36                                                                    | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |   1561000 | NS      | $1529048.63   | 0.11%             | 2036-03-15      | Fixed         | 5.00%                 | 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        |     24864 | NS      | $23808.32     | 0.00%             | 2035-08-27      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                         | VARNO 8 11/15/32 144A                                                             | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    286000 | NS      | $327325.64    | 0.02%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                              | VNOM 5.7 08/01/35                                                                 | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   2345000 | NS      | $2393142.87   | 0.17%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                               | VST 5.25 10/15/35 144A                                                            | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    245000 | NS      | $244213.73    | 0.02%             | 2035-10-15      | Fixed         | 5.25%                 | 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        |    388895 | NS      | $374647.31    | 0.03%             | 2048-04-30      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Voltagrid LLC                                                                          | VOLTAG 7.375 11/01/30 144A                                                        | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     17000 | NS      | $16842.68     | 0.00%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Wix.com Limited                                                                        | WIX 0 09/15/30                                                                    | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |    343000 | NS      | $303040.50    | 0.02%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                           | ENTG 4.75 04/15/29 144A                                                           | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   2315000 | NS      | $2320051.38   | 0.16%             | 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        |    544912 | NS      | $520294.13    | 0.04%             | 2054-06-22      | Fixed         | 6.43%                 | 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      | $1380214.25   | 0.10%             | 2029-07-16      | Fixed         | 7.19%                 | 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      | $736168.58    | 0.05%             | 2030-03-01      | Fixed         | 4.62%                 | 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      | $743230.81    | 0.05%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                                                        | CORPORTAE TERM LOAN                                                               | CUSIP: BL4676906<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3161322 | NS      | $3165273.50   | 0.22%             | 2031-06-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FG C91891                                                                         | CUSIP: 3128P8C41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28291 | NS      | $26983.02     | 0.00%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QE6387                                                                         | CUSIP: 3133BGCY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2591002 | NS      | $2542873.75   | 0.18%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS                                                                                | CORPORATE TERM LOAN                                                               | CUSIP: BL5229317<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1221693 | NS      | $1224366.13   | 0.09%             | 2032-03-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                  | HGB 2.75 12/22/26 26/D                                                            | CUSIP: X3R52SBX1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 535130000 | NS      | $1587147.25   | 0.11%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                      | Yuzhou Group Holdings Company Ltd HKD1                                            | CUSIP: G9884A102<br>LEI: 213800MP59KHGJSPHE82 | Long             | EC               | CORP              | KY        |    116370 | NS      | $1570.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uruguay (Republic Of)                                                                  | URUGUA 8.5 03/15/28 REGS                                                          | CUSIP: P80557BV5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  44045000 | NS      | $1151282.53   | 0.08%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QF2557                                                                         | CUSIP: 3133BPZW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1540172 | NS      | $1510175.88   | 0.11%             | 2052-10-01      | Fixed         | 4.50%                 | 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      | $8014118.00   | 0.57%             | 2026-03-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Limited                                                           | TPHL 4.2 09/30/32                                                                 | CUSIP: N/A<br>LEI: 2549000KTINB9ZPZP710       | Long             | DBT              | CORP              | KY        |    318773 | NS      | $4446.88      | 0.00%             | 2032-10-31      | Fixed         | 4.20%                 | No            |                  2 | 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      | $1118558.51   | 0.08%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR RA5257                                                                         | CUSIP: 3133KLZW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4017639 | NS      | $3267856.50   | 0.23%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BM5832                                                                         | CUSIP: 3140JAPS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137977 | NS      | $134724.48    | 0.01%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pakistan (Islamic Republic of)                                                         | PKSTAN 6 04/08/26 REGS                                                            | CUSIP: Y2835JAH1<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |   1475000 | NS      | $1471254.51   | 0.10%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                              | KAISAG 7.721 12/28/27 144A                                                        | CUSIP: YK2152865<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    241546 | NS      | $5434.76      | 0.00%             | 2027-12-28      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Sino-Ocean Group Holdings Ltd                                                          | SINOCE 0 03/27/27 144a                                                            | CUSIP: YQ9108396<br>LEI: 529900OLNN3N4AB8ME83 | Long             | DBT              | CORP              | HK        |    461712 | NS      | $3462.84      | 0.00%             | 2027-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BV4145                                                                         | CUSIP: 3140MHTB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3321328 | NS      | $2981796.25   | 0.21%             | 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        |   3127601 | NS      | $2796907.50   | 0.20%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS8004                                                                         | CUSIP: 3140XP3N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1419913 | NS      | $1474240.50   | 0.10%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FN MA4512                                                                         | CUSIP: 31418EAN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2869065 | NS      | $2446975.75   | 0.17%             | 2052-01-01      | Fixed         | 2.50%                 | 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      | $767886.34    | 0.05%             | 2034-10-01      | Fixed         | 5.12%                 | 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      | $663836.37    | 0.05%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FN MA4541                                                                         | CUSIP: 31418EBK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2931821 | NS      | $2631396.00   | 0.19%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Super 30Y Fixed                                                                  | FR SL2131                                                                         | CUSIP: 31427PLM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2168626 | NS      | $2134557.75   | 0.15%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST 2021-SFR2                                                         | FKH 2021-SFR2 E2                                                                  | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | NS      | $220442.88    | 0.02%             | 2038-09-17      | Fixed         | 2.36%                 | 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        |     33848 | NS      | $33818.98     | 0.00%             | 2029-03-19      | Fixed         | 3.35%                 | 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      | $259033.09    | 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      | $841180.19    | 0.06%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                       | ALIANT 6.75 04/15/28 144A                                                         | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    218000 | NS      | $221962.25    | 0.02%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)    | AER 4.95 09/10/34                                                                 | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1640000 | NS      | $1636790.07   | 0.12%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2014/1                                    | ACAR 2023-4 D                                                                     | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | NS      | $928711.44    | 0.07%             | 2030-09-12      | Fixed         | 7.65%                 | 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      | $397826.63    | 0.03%             | 2028-07-15      | Fixed         | 4.62%                 | 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      | $156113.22    | 0.01%             | 2030-06-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                                    | AZORRA 7.25 01/15/31 144A                                                         | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      8000 | NS      | $8382.66      | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | 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      | $912787.50    | 0.06%             | 2051-02-17      | Variable      | 3.88%                 | 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      | $612200.25    | 0.04%             | 2038-01-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                             | BA 6.388 05/01/31                                                                 | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    515000 | NS      | $558874.69    | 0.04%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2023-1                                   | BLAST 2023-1 D                                                                    | CUSIP: 108056AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2035000 | NS      | $2128761.75   | 0.15%             | 2029-08-15      | Fixed         | 7.84%                 | 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      | $990000.00    | 0.07%             | 2030-12-28      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                              | CRHID 5 02/09/36                                                                  | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   2015000 | NS      | $2021957.46   | 0.14%             | 2036-02-09      | Fixed         | 5.00%                 | 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      | $203582.94    | 0.01%             | 2041-12-12      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust 2015-1                                        | CLAST 2019-1A A                                                                   | CUSIP: 14855MAA6<br>LEI: 5493003ADMTNWVTVWM43 | Long             | ABS-O            | CORP              | US        |    288412 | NS      | $282643.65    | 0.02%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust 2018-B-GS                                                | CBSLT 2020-1 A                                                                    | CUSIP: 20268BAA8<br>LEI: 549300EJIXF1G1X7PN20 | Long             | ABS-O            | CORP              | US        |     19406 | NS      | $17868.16     | 0.00%             | 2051-10-25      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Corevest American Finance Trust                                                        | CAFL 2021-3 D                                                                     | CUSIP: 21873NAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | NS      | $201289.45    | 0.01%             | 2054-10-19      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER II LLC                                                                 | HYPER 2025-1A A2                                                                  | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1230000 | NS      | $1211598.13   | 0.09%             | 2055-09-27      | Fixed         | 5.18%                 | 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      | $2603662.75   | 0.18%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                                             | ESAB 6.25 04/15/29 144A                                                           | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     13000 | NS      | $13366.82     | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                             | EART 2025-2A C                                                                    | CUSIP: 30168JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | NS      | $758892.88    | 0.05%             | 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      | $1213239.25   | 0.09%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                   | ESA 2025-ESH C                                                                    | CUSIP: 30227TAE0<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |    105000 | NS      | $105164.18    | 0.01%             | 2042-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                   | ESA 2025-ESH E                                                                    | CUSIP: 30227TAJ9<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |    135000 | NS      | $135842.64    | 0.01%             | 2042-10-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SB8079                                                                         | CUSIP: 3132D56Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    204120 | NS      | $189456.47    | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BJ0626                                                                         | CUSIP: 3140H1VU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5801 | NS      | $5439.57      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BM3635                                                                         | CUSIP: 3140J8BD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1951064 | NS      | $1863878.50   | 0.13%             | 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      | $1582652.88   | 0.11%             | 2030-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB2804                                                                         | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3254742 | NS      | $2797547.00   | 0.20%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FM8731                                                                         | CUSIP: 3140XCVZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3858061 | NS      | $3135664.50   | 0.22%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS0755                                                                         | CUSIP: 3140XFZV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2336290 | NS      | $2163989.75   | 0.15%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS6202                                                                         | CUSIP: 3140XM3L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3147700 | NS      | $3282117.50   | 0.23%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR1 TRUST                                                         | FKH 2021-SFR1 E1                                                                  | CUSIP: 33767WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535000 | NS      | $525907.25    | 0.04%             | 2038-08-19      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust 2024-1                                                        | FFIN 2024-2A D                                                                    | CUSIP: 35040VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84702 | NS      | $85856.94     | 0.01%             | 2050-03-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 786258                                                                         | CUSIP: 3622ABZX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3230003 | NS      | $3055912.75   | 0.22%             | 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      | $3237915.60   | 0.23%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2020-1                                               | GSAR 2024-1A D                                                                    | CUSIP: 37988XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | NS      | $51691.34     | 0.00%             | 2031-01-15      | Fixed         | 6.43%                 | 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      | $259192.73    | 0.02%             | 2030-02-15      | Fixed         | 4.25%                 | 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      | $106261.04    | 0.01%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-2 LLC                                                                        | PRPM 2025-2 A1                                                                    | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148835 | NS      | $149113.03    | 0.01%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL8 LLC                                                                     | PRET 2025-NPL8 A1                                                                 | CUSIP: 69392EAA8<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-O            | CORP              | US        |   1197680 | NS      | $1200866.25   | 0.09%             | 2055-08-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL6 LLC                                                                     | PRET 2025-NPL6 A1                                                                 | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |    457552 | NS      | $459326.13    | 0.03%             | 2055-06-25      | Fixed         | 5.74%                 | 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      | $2382213.00   | 0.17%             | 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      | $718007.56    | 0.05%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                   | RKT 3.625 03/01/29 144A                                                           | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    220000 | NS      | $212492.13    | 0.02%             | 2029-03-01      | Fixed         | 3.62%                 | 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      | $1952147.86   | 0.14%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                         | APP 5.5 12/01/34                                                                  | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2075000 | NS      | $2131962.28   | 0.15%             | 2034-12-01      | Fixed         | 5.50%                 | 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      | $919016.00    | 0.07%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                             | ACGCAP 4.8 10/24/30 144A                                                          | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    850000 | NS      | $850321.44    | 0.06%             | 2030-10-24      | Fixed         | 4.80%                 | 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      | $497904.13    | 0.04%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                                    | AZORRA 7.75 04/15/30 144A                                                         | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      8000 | NS      | $8447.35      | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | 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      | $1480500.00   | 0.11%             | 2036-06-05      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2013-A                                          | SDART 2025-3 D                                                                    | CUSIP: 80288JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | NS      | $454365.19    | 0.03%             | 2031-09-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2013-A                                          | SDART 2023-4 C                                                                    | CUSIP: 802927AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | NS      | $820155.69    | 0.06%             | 2031-12-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                              | STX 5.875 07/15/30 144A                                                           | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      7000 | NS      | $7216.06      | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Shenton Aircraft Invesment 1 Limited                                                   | SHNTN 2015-1A A                                                                   | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-O            | CORP              | KY        |    186141 | NS      | $181209.22    | 0.01%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                              | XYZ 6.5 05/15/32                                                                  | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     17000 | NS      | $17677.62     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                       | TEVA 6 12/01/32                                                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | NS      | $209901.63    | 0.01%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                   | TURKEY 6.95 09/16/35                                                              | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1420000 | NS      | $1462600.00   | 0.10%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                   | URI 5.375 11/15/33 144A                                                           | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1722000 | NS      | $1720780.88   | 0.12%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 4.625 11/15/55                                                                  | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33400000 | NS      | $32178812.75  | 2.28%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 3.875 07/31/30                                                                  | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28400000 | NS      | $28609673.00  | 2.03%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 3.5 10/15/28                                                                    | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24300000 | NS      | $24275320.00  | 1.72%             | 2028-10-15      | Fixed         | 3.50%                 | 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        |   1627000 | NS      | $1757975.16   | 0.12%             | 2033-05-01      | Fixed         | 7.50%                 | 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      | $902024.19    | 0.06%             | 2061-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BGC Group Inc                                                                          | BGC 6.15 04/02/30                                                                 | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    805000 | NS      | $833532.25    | 0.06%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                     | VEGLPL 6.5 06/15/34 144A                                                          | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     45000 | NS      | $45980.22     | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                                       | WFRBS 2014-C20 B                                                                  | CUSIP: 92890FAY2<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-O            | CORP              | US        |    156940 | NS      | $135881.88    | 0.01%             | 2047-05-17      | Fixed         | 4.38%                 | 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      | $3333306.75   | 0.24%             | 2058-01-17      | Variable      | 6.10%                 | 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      | $113882.24    | 0.01%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                         | WES 5.5 12/15/35                                                                  | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    226000 | NS      | $224798.19    | 0.02%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automboile Receivables Trust 2018-3                                           | WLAKE 2025-2A D                                                                   | CUSIP: 96041KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | NS      | $452462.59    | 0.03%             | 2031-05-15      | Fixed         | 5.08%                 | 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      | $204219.34    | 0.01%             | 2030-04-15      | Fixed         | 5.91%                 | 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      | $378798.72    | 0.03%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                   | RKT 3.625 03/01/29 REGS                                                           | CUSIP: U7468CAA8<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    220000 | NS      | $212492.14    | 0.02%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                          | NGERIA 6.5 11/28/27 REGS                                                          | CUSIP: V342A3BX1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    805000 | NS      | $815841.94    | 0.06%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                      | YUZHOU 4 06/30/28 .                                                               | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |    102937 | NS      | $2444.75      | 0.00%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                      | YUZHOU 1 06/30/34 .                                                               | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |    116457 | NS      | $116.45       | 0.00%             | 2034-06-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                              | KAISAG 6.5 12/28/29 144A                                                          | CUSIP: YK2137973<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    581361 | NS      | $10586.56     | 0.00%             | 2029-12-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                              | KAISAG 0 12/31/31 144A                                                            | CUSIP: YK2410966<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    464244 | NS      | $580.30       | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                          | FREMOR 9.125 05/15/31 144A                                                        | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    189000 | NS      | $202996.78    | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | 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      | $792723.27    | 0.06%             | 2053-08-20      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                 | GFLCN 4.375 08/15/29 144A                                                         | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    478000 | NS      | $470030.34    | 0.03%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA5019                                                                         | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19645 | NS      | $18222.64     | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AASET 2021-1 TRUST                                                                     | AASET 2021-1A A                                                                   | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    336258 | NS      | $323728.50    | 0.02%             | 2041-11-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)    | AER 6.15 09/30/30                                                                 | CUSIP: 00774MBE4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1285000 | NS      | $1373799.25   | 0.10%             | 2030-09-30      | Fixed         | 6.15%                 | 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      | $181541.03    | 0.01%             | 2029-12-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2014/1                                    | ACAR 2025-1 D                                                                     | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | NS      | $1523381.88   | 0.11%             | 2031-08-12      | Fixed         | 5.54%                 | 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      | $1353571.94   | 0.10%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                         | APP 5.375 12/01/31                                                                | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    460000 | NS      | $477006.17    | 0.03%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                                    | ARDGRP 7.75 02/15/31 144A                                                         | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    200000 | NS      | $209670.95    | 0.01%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                       | AJG 5 02/15/32                                                                    | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    140000 | NS      | $143121.58    | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL2 TRUST                                                                   | ATLX 2024-RPL2 A1                                                                 | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    374933 | NS      | $366249.13    | 0.03%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance Inc.   | BWIN 7.125 05/15/31 144A                                                          | CUSIP: 05825XAA7<br>LEI: 5493004GCDREAQPPYG20 | Long             | DBT              | CORP              | US        |     21000 | NS      | $21758.04     | 0.00%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BEIGNET INV LLC                                                                        | RPLDCI 6.581 05/30/49 144A                                                        | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2884000 | NS      | $3042620.00   | 0.22%             | 2049-05-30      | Fixed         | 6.58%                 | 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        |    258256 | NS      | $265707.75    | 0.02%             | 2035-04-17      | Fixed         | 6.49%                 | 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      | $107185.86    | 0.01%             | 2035-04-17      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                             | Boeing Co. 6% SER A DEP SHS REPSTG 1/20TH INT MANDATORY CONV PFD                  | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      9539 | NS      | $662483.54    | 0.05%             | 2027-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-3                                   | BLAST 2025-3 B                                                                    | CUSIP: 107920AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | NS      | $251376.94    | 0.02%             | 2029-09-15      | Fixed         | 4.73%                 | 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      | $1468981.26   | 0.10%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Comm 2012-LTRT                                                                         | COMM 2012-LTRT A2                                                                 | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57999 | NS      | $57610.15     | 0.00%             | 2030-10-07      | Fixed         | 3.40%                 | 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      | $312310.09    | 0.02%             | 2030-04-15      | Fixed         | 7.16%                 | 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      | $1827684.13   | 0.13%             | 2033-02-15      | Fixed         | 6.12%                 | 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      | $1639994.95   | 0.12%             | 2500-12-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                      | CMDC 2025-1A A2                                                                   | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    655000 | NS      | $662552.38    | 0.05%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                      | CMDC 2025-1A A3                                                                   | CUSIP: 20469BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | NS      | $166666.44    | 0.01%             | 2050-02-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                             | CDP 2.75 04/15/31                                                                 | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    145000 | NS      | $132259.94    | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                     | DELL 5.1 02/15/36                                                                 | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1310000 | NS      | $1293708.00   | 0.09%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                             | EVRG 4.5 12/15/27                                                                 | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    164000 | NS      | $199588.00    | 0.01%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                             | EART 2023-5A D                                                                    | CUSIP: 30168DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1320000 | NS      | $1363155.25   | 0.10%             | 2030-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLE                                                    | ESART 2025-2 B                                                                    | CUSIP: 30185EAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | NS      | $554047.44    | 0.04%             | 2031-11-17      | Fixed         | 4.63%                 | 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      | $2959176.38   | 0.21%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                   | ESA 2025-ESH D                                                                    | CUSIP: 30227TAG5<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |    125000 | NS      | $125780.49    | 0.01%             | 2042-10-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd.                                                   | FMGAU 4.375 04/01/31 144A                                                         | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     18000 | NS      | $17408.23     | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2025-1                                                                | FHF 2025-1A A2                                                                    | CUSIP: 30340RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    827309 | NS      | $825065.00    | 0.06%             | 2031-02-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SB1649                                                                         | CUSIP: 3132CXZN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1578210 | NS      | $1629719.38   | 0.12%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FG Q59234                                                                         | CUSIP: 3132Y3HL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5746 | NS      | $5560.60      | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QA4287                                                                         | CUSIP: 31339UXQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9821 | NS      | $8801.24      | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QE6386                                                                         | CUSIP: 3133BGCX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2605048 | NS      | $2569222.50   | 0.18%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QE8508                                                                         | CUSIP: 3133BJNZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2984938 | NS      | $2942634.25   | 0.21%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR RB5142                                                                         | CUSIP: 3133KYWB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2757077 | NS      | $2476258.50   | 0.18%             | 2042-01-01      | 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        |   4202354 | NS      | $4238182.00   | 0.30%             | 2028-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BP6474                                                                         | CUSIP: 3140KEFQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123229 | NS      | $105335.62    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BQ1463                                                                         | CUSIP: 3140KLTV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6448 | NS      | $5509.74      | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                       | FN BT6809                                                                         | CUSIP: 3140LVR76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3884610 | NS      | $3156042.75   | 0.22%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BV4137                                                                         | CUSIP: 3140MHS34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3029248 | NS      | $2599930.25   | 0.18%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB4843                                                                         | CUSIP: 3140QQLZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2925458 | NS      | $2983366.00   | 0.21%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB9942                                                                         | CUSIP: 3140QWBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1100694 | NS      | $1086143.00   | 0.08%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS0818                                                                         | CUSIP: 3140XF4C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2162752 | NS      | $2055929.00   | 0.15%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS0970                                                                         | CUSIP: 3140XGCG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2546946 | NS      | $2373328.25   | 0.17%             | 2052-01-01      | Fixed         | 3.50%                 | 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      | $188144.81    | 0.01%             | 2038-12-15      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DELC                                                                     | BX 2025-DELC B                                                                    | CUSIP: 05594MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | NS      | $105065.37    | 0.01%             | 2042-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPR COMMERCIAL MORTGAGE TRUST 2025-STAR                                                | BPR 2025-STAR A                                                                   | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | NS      | $170989.83    | 0.01%             | 2042-11-07      | Variable      | 4.95%                 | 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      |
| Aircastle Ltd. / Aircastle Ireland DAC                                                 | AYR 5.75 10/01/31 144A                                                            | CUSIP: 00929JAA4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    450000 | NS      | $469037.30    | 0.03%             | 2031-10-01      | Fixed         | 5.75%                 | 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      | $230449.90    | 0.02%             | 2035-10-25      | Fixed         | 5.52%                 | 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      | $1337369.63   | 0.09%             | 2037-10-22      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                             | BA 5.705 05/01/40                                                                 | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1810000 | NS      | $1847608.39   | 0.13%             | 2040-05-01      | Fixed         | 5.71%                 | 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      | $586715.00    | 0.04%             | 2052-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                             | EART 2023-3A D                                                                    | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | NS      | $347990.81    | 0.02%             | 2029-04-16      | Fixed         | 6.68%                 | 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        |   3102000 | NS      | $3119420.50   | 0.22%             | 2049-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BM5493                                                                         | CUSIP: 3140JAC71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4719 | NS      | $4559.39      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BZ2490                                                                         | CUSIP: 3140NWXU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | NS      | $1535244.88   | 0.11%             | 2029-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust 2020-4                                                      | FCAT 2020-4 D                                                                     | CUSIP: 33845XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23000 | NS      | $22961.60     | 0.00%             | 2027-02-16      | Fixed         | 2.18%                 | 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      | $560950.50    | 0.04%             | 2032-01-15      | Fixed         | 3.25%                 | 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      | $1422919.50   | 0.10%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTDE 2025-1 TRUST                                                                     | ALTDE 2025-1A A                                                                   | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    695077 | NS      | $710374.25    | 0.05%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)    | AER 3.3 01/30/32                                                                  | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   2835000 | NS      | $2617610.63   | 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        |    193000 | NS      | $316423.50    | 0.02%             | 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      | $2002700.98   | 0.14%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amwins Group Inc                                                                       | AMWINS 6.375 02/15/29 144A                                                        | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     13000 | NS      | $13369.36     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | 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      | $393256.21    | 0.03%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                  | QUIKHO 6.375 03/01/32 144A                                                        | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   2145000 | NS      | $2232687.50   | 0.16%             | 2032-03-01      | Fixed         | 6.38%                 | 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      | $3401230.75   | 0.24%             | 2034-10-23      | Floating      | 5.72%                 | 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      | $484929.03    | 0.03%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                       | BALL 5.5 09/15/33                                                                 | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   2632000 | NS      | $2683041.25   | 0.19%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Csmc                                                                                   | CSMC 2014-USA C                                                                   | CUSIP: 12649AAL3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $86088.67     | 0.01%             | 2037-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                           | SNPS 5.7 04/01/55                                                                 | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1015000 | NS      | $1006869.06   | 0.07%             | 2055-04-01      | Fixed         | 5.70%                 | 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      | $782839.18    | 0.06%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-West                                                                         | CSMC 2021-RPL4 A1                                                                 | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    688964 | NS      | $686303.75    | 0.05%             | 2060-12-27      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                          | CNC 2.5 03/01/31                                                                  | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    870000 | NS      | $751306.96    | 0.05%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VCAT 2025-NPL3 LLC                                                                     | VCAT 2025-NPL3 A1                                                                 | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    930074 | NS      | $932233.13    | 0.07%             | 2055-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINCO PTY LTD                                                           | CORPORATE TERM LOAN                                                               | CUSIP: BL4978294<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2567048 | NS      | $2559559.75   | 0.18%             | 2031-02-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                                | DTV 8.875 02/01/30 144a                                                           | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    861000 | NS      | $871154.63    | 0.06%             | 2030-02-01      | Fixed         | 8.88%                 | 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      | $1019304.34   | 0.07%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                      | YUZHOU 5 06/30/30 .                                                               | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |    239251 | NS      | $4785.02      | 0.00%             | 2030-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB3236                                                                         | CUSIP: 3140QNS29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3396477 | NS      | $3015695.25   | 0.21%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS9666                                                                         | CUSIP: 3140XRW43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    808071 | NS      | $814639.25    | 0.06%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2022-DNA4 M1B                                                               | CUSIP: 35564KWT2<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-O            | USGSE             | US        |   1120000 | NS      | $1155705.63   | 0.08%             | 2042-05-27      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust 2013-PEMB                                           | GSMS 2013-PEMB A                                                                  | CUSIP: 36197VAA6<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $214500.00    | 0.02%             | 2033-03-07      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 785379                                                                         | CUSIP: 3622AA2L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2826642 | NS      | $2428165.00   | 0.17%             | 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      | $270446.06    | 0.02%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Itron, Inc.                                                                            | ITRI 1.375 07/15/30                                                               | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |    313000 | NS      | $316325.66    | 0.02%             | 2030-07-15      | Fixed         | 1.38%                 | 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      | $1970446.25   | 0.14%             | 2031-12-01      | Fixed         | 3.75%                 | 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        |    161523 | NS      | $155060.82    | 0.01%             | 2030-10-18      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC.                                                    | MNET 2025-2A A2                                                                   | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    525000 | NS      | $530813.69    | 0.04%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NetApp Inc.                                                                            | NTAP 5.7 03/17/35                                                                 | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    620000 | NS      | $648857.84    | 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      | $2906477.73   | 0.21%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                   | RKT 2.875 10/15/26 144A                                                           | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    365000 | NS      | $359675.94    | 0.03%             | 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      | $118750.69    | 0.01%             | 2032-09-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2013-A                                          | SDART 2023-4 B                                                                    | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | NS      | $1413414.63   | 0.10%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Southern Power Company                                                                 | SO 4.9 10/01/35 B                                                                 | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    340000 | NS      | $336336.22    | 0.02%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                           | SNPS 5.15 04/01/35                                                                | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    865000 | NS      | $879138.88    | 0.06%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                    | SYF V5.45 03/06/31                                                                | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    420000 | NS      | $430626.13    | 0.03%             | 2031-03-06      | Fixed         | 5.45%                 | 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      | $283883.56    | 0.02%             | 2027-11-15      | Fixed         | 7.29%                 | 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      | $217166.01    | 0.02%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Zscaler Inc                                                                            | ZS 0 07/15/28                                                                     | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |    450000 | NS      | $420975.00    | 0.03%             | 2028-07-15      | None          | 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      | $1162680.00   | 0.08%             | 2030-11-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFI Holdings Group Co Ltd                                                             | CIFIHG 0 06/30/29 IAI                                                             | CUSIP: G2140ABF3<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    397800 | NS      | $37293.76     | 0.00%             | 2029-06-30      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Turkey (Republic of)                                                                   | TURKGB 37 02/18/26 2Y                                                             | CUSIP: M8T85VDM6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        | 117185000 | NS      | $2731414.99   | 0.19%             | 2026-02-18      | Fixed         | 37.00%                | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                   | TURKGB 36 08/12/26 2Y                                                             | CUSIP: M8T85VGT8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        | 110166000 | NS      | $2585615.40   | 0.18%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                              | SUNAC 0 06/23/26 144A                                                             | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |    995120 | NS      | $159219.19    | 0.01%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pakistan (Islamic Republic of)                                                         | PKSTAN 6.875 12/05/27 REGS                                                        | CUSIP: Y2835JAE8<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    811000 | NS      | $816712.75    | 0.06%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                              | KAISAG 6.75 12/28/30 144A                                                         | CUSIP: YK2130309<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    703188 | NS      | $10547.79     | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                             | SAGB 9 01/31/40 2040                                                              | CUSIP: S69124WH4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        | 130695000 | NS      | $7903708.70   | 0.56%             | 2040-01-31      | Fixed         | 9.00%                 | 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        |   1185000 | NS      | $1060575.00   | 0.08%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                     | BX 2025-VLT7 A                                                                    | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1075000 | NS      | $1076666.00   | 0.08%             | 2044-07-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                          | CHTR 5 02/01/28 144A                                                              | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | NS      | $34723.06     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | 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      | $1287708.75   | 0.09%             | 2032-04-12      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB2558                                                                         | CUSIP: 3140QMZY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3193981 | NS      | $2750857.50   | 0.20%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS1341                                                                         | CUSIP: 3140XGP37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3254258 | NS      | $3033305.75   | 0.22%             | 2052-01-01      | Fixed         | 3.50%                 | 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      | $1746547.28   | 0.12%             | 2031-12-01      | Fixed         | 3.57%                 | 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      | $244000.00    | 0.02%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2025-1                                                        | OCTL 2025-1A D                                                                    | CUSIP: 67580EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | NS      | $375323.09    | 0.03%             | 2031-12-22      | Fixed         | 5.40%                 | 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      | $93856.75     | 0.01%             | 2043-01-31      | Fixed         | 4.30%                 | 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      | $661040.94    | 0.05%             | 2029-02-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                                     | CIFR 7.125 11/15/30 144A                                                          | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    294000 | NS      | $299433.99    | 0.02%             | 2030-11-15      | Fixed         | 7.12%                 | 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      | $1242364.25   | 0.09%             | 2039-08-25      | Variable      | 5.54%                 | 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      | $83572.14     | 0.01%             | 2048-08-15      | Fixed         | 5.50%                 | 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        |    224099 | NS      | $209233.81    | 0.01%             | 2036-08-11      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                   | CCL 4 08/01/28 144A                                                               | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    220000 | NS      | $216759.31    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                           | DRIVE 2025-2 C                                                                    | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    690000 | NS      | $689441.50    | 0.05%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD1545                                                                         | CUSIP: 3132DNWE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1829607 | NS      | $1701094.25   | 0.12%             | 2052-08-01      | Fixed         | 3.50%                 | 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      | $709901.94    | 0.05%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                         | SATS 3.875 11/30/30                                                               | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    525951 | NS      | $1756676.38   | 0.12%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD3936                                                                         | CUSIP: 3132E0LR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3061071 | NS      | $3208963.25   | 0.23%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                               | JANEST 6.75 05/01/33 144A                                                         | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     12000 | NS      | $12525.56     | 0.00%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust 2017-1                                                          | MFT 2023-4A B                                                                     | CUSIP: 57108UAB0<br>LEI: 549300J7CH2COR8VWE03 | Long             | ABS-O            | CORP              | US        |    580000 | NS      | $598963.69    | 0.04%             | 2033-12-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2016-A                                            | NAVSL 2021-A A                                                                    | CUSIP: 63942BAA2<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |    176420 | NS      | $162093.04    | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | 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      | $205541.31    | 0.01%             | 2029-12-01      | Fixed         | 4.50%                 | 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      | $1469093.38   | 0.10%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA8878                                                                         | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1411191 | NS      | $1411751.00   | 0.10%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA8268                                                                         | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    846697 | NS      | $830976.13    | 0.06%             | 2052-09-20      | Fixed         | 4.50%                 | 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      | $398748.28    | 0.03%             | 2030-12-10      | Fixed         | 5.38%                 | 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      | $385873.00    | 0.03%             | 2500-12-31      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 CN5422                                                                         | CUSIP: 3617F5AX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1493526 | NS      | $1502861.25   | 0.11%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shimao Group Holdings Ltd.                                                             | SHIMAO 5 07/21/31 144A                                                            | CUSIP: YQ4311896<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     21100 | NS      | $696.30       | 0.00%             | 2031-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL5337672<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1416142 | NS      | $1421452.63   | 0.10%             | 2030-06-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                          | CNC 3.375 02/15/30                                                                | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    985000 | NS      | $906430.89    | 0.06%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                          | CNC 3 10/15/30                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1010000 | NS      | $903483.38    | 0.06%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ashland Inc.                                                                           | ASH 3.375 09/01/31 144A                                                           | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    669000 | NS      | $611935.39    | 0.04%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc.                                                                 | BURL 1.25 12/15/27                                                                | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |    274000 | NS      | $405794.00    | 0.03%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)    | AER 3.4 10/29/33                                                                  | CUSIP: 00774MAY1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1470000 | NS      | $1327152.58   | 0.09%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA8099                                                                         | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2813414 | NS      | $2587016.00   | 0.18%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA7705                                                                         | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6784329 | NS      | $5855080.50   | 0.42%             | 2051-11-20      | Fixed         | 2.50%                 | 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      | $588118.75    | 0.04%             | 2043-06-15      | Fixed         | 5.30%                 | 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        |    333000 | NS      | $337475.79    | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                                     | CVECN 5.4 03/20/36                                                                | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    376000 | NS      | $375506.69    | 0.03%             | 2036-03-20      | Fixed         | 5.40%                 | 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      | $330257.80    | 0.02%             | 2035-10-23      | Fixed         | 6.38%                 | 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        |    870000 | NS      | $523502.72    | 0.04%             | 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        |    740000 | NS      | $778299.09    | 0.06%             | 2034-06-01      | Fixed         | 6.55%                 | 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      | $1590559.25   | 0.11%             | 2033-06-30      | Fixed         | 5.95%                 | 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      | $974137.50    | 0.07%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                                    | CLH 6.375 02/01/31 144A                                                           | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      6000 | NS      | $6174.74      | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                              | CMC 5.75 11/15/33 144A                                                            | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    477000 | NS      | $487747.80    | 0.03%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FN MA5060                                                                         | CUSIP: 31418ETS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3276978 | NS      | $3325199.25   | 0.24%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FN MA5139                                                                         | CUSIP: 31418EV98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    960755 | NS      | $988416.69    | 0.07%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SL3203                                                                         | CUSIP: 31427QRZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1339108 | NS      | $1084568.88   | 0.08%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR RJ3010                                                                         | CUSIP: 3142GTKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1480786 | NS      | $1487714.00   | 0.11%             | 2054-12-01      | Fixed         | 5.00%                 | 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      | $660891.13    | 0.05%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2023-R01 1M2                                                                  | CUSIP: 207932AB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    476000 | NS      | $497162.06    | 0.04%             | 2042-12-26      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding Llc                                                               | FOCUS 2023-2 A2                                                                   | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | NS      | $519564.09    | 0.04%             | 2053-10-30      | Fixed         | 8.24%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                          | FREMOR 8.375 04/01/32 144A                                                        | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    104000 | NS      | $109477.14    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | 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      | $1209372.50   | 0.09%             | 2054-06-20      | Fixed         | 11.16%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA4383                                                                         | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9162 | NS      | $8832.80      | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA5018                                                                         | CUSIP: 36179TSF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15128 | NS      | $13753.77     | 0.00%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA8947                                                                         | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1518517 | NS      | $1522420.00   | 0.11%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage Securities Trust 2013-G1                                                   | GSMS 2013-G1 B                                                                    | CUSIP: 36197QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175397 | NS      | $173872.80    | 0.01%             | 2031-04-11      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 786374                                                                         | CUSIP: 3622AB6K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1564632 | NS      | $1566698.63   | 0.11%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SEC TR 2020-GC47                                                           | GSMS 2020-GC47 A4                                                                 | CUSIP: 36258RAZ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | NS      | $1378919.25   | 0.10%             | 2053-05-14      | Fixed         | 2.12%                 | 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      | $379288.38    | 0.03%             | 2030-02-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | GNR 2024-125 H                                                                    | CUSIP: 38384VMN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1799441 | NS      | $1784881.88   | 0.13%             | 2051-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 4.9 11/15/35                                                                  | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | NS      | $49316.30     | 0.00%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                            | HERTZ 2023-1A 1D                                                                  | CUSIP: 42806MCJ6<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    420000 | NS      | $423155.34    | 0.03%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                                    | HGVLLC 6.625 01/15/32 144A                                                        | CUSIP: 43283QAC4<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |    357000 | NS      | $365920.37    | 0.03%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Home Partners Of America Trust                                                         | HPA 2021-2 E2                                                                     | CUSIP: 43732VAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    609280 | NS      | $594469.38    | 0.04%             | 2038-12-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| InterDigital, Inc.                                                                     | IDCC 3.5 06/01/27                                                                 | CUSIP: 45867GAD3<br>LEI: 529900HQAUTC3VI47G64 | Long             | DBT              | CORP              | US        |     70000 | NS      | $288435.00    | 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      | $394804.53    | 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        |   1358000 | NS      | $1341574.72   | 0.10%             | 2030-07-15      | Fixed         | 5.25%                 | 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        |    242436 | NS      | $235398.22    | 0.02%             | 2047-12-17      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Kuwait (State Of)                                                                      | KUWIB 4.136 10/09/30 144A                                                         | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   2089000 | NS      | $2088121.26   | 0.15%             | 2030-10-09      | Fixed         | 4.14%                 | 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      | $101015.74    | 0.01%             | 2032-02-17      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| MVW 2021-2 LLC                                                                         | MVWOT 2021-2A C                                                                   | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380058 | NS      | $362416.06    | 0.03%             | 2039-05-20      | Fixed         | 2.23%                 | 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      | $1610097.16   | 0.11%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CREDIT ACC AUTO LN TR 2025-2                                                           | CAALT 2025-2A C                                                                   | CUSIP: 224940AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $304777.28    | 0.02%             | 2036-03-17      | Fixed         | 5.38%                 | 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      | $786701.31    | 0.06%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts Inc                                                         | VAC 4.75 01/15/28                                                                 | CUSIP: 57164PAF3<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     18000 | NS      | $17730.52     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                              | MTDR 6.5 04/15/32 144A                                                            | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     49000 | NS      | $49694.08     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | 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      | $531938.94    | 0.04%             | 2036-05-20      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                | MOH 3.875 05/15/32 144A                                                           | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1340000 | NS      | $1216957.59   | 0.09%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V5.831 04/19/35                                                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1345000 | NS      | $1429273.13   | 0.10%             | 2035-04-19      | Fixed         | 5.83%                 | 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      | $1376941.25   | 0.10%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2016-A                                            | NAVSL 2021-A B                                                                    | CUSIP: 63942BAB0<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |    720000 | NS      | $585270.51    | 0.04%             | 2069-05-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2021-D                                                            | NSLT 2021-DA C                                                                    | CUSIP: 64034YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | NS      | $170190.91    | 0.01%             | 2062-04-20      | Fixed         | 3.50%                 | 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      | $64073.87     | 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      | $251212.83    | 0.02%             | 2029-02-15      | Fixed         | 3.50%                 | 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      | $773920.69    | 0.05%             | 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        |    469860 | NS      | $472599.38    | 0.03%             | 2033-09-26      | Fixed         | 5.48%                 | 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      | $1799297.25   | 0.13%             | 2037-07-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA8199                                                                         | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3305254 | NS      | $3029136.00   | 0.22%             | 2052-08-20      | Fixed         | 3.50%                 | 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      | $66339.45     | 0.00%             | 2031-03-17      | Fixed         | 5.26%                 | 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      | $1275403.88   | 0.09%             | 2037-07-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                             | PPC 6.875 05/15/34                                                                | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1133000 | NS      | $1256541.72   | 0.09%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                      | CSCHLD 5.375 02/01/28 144A                                                        | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    800000 | NS      | $580420.64    | 0.04%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                      | CSCHLD 11.25 05/15/28 144A                                                        | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    403000 | NS      | $320653.13    | 0.02%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Planet Fitness Inc.                                                                    | PLNT 2024-1A A2I                                                                  | CUSIP: 72703PAF0<br>LEI: 549300LLE5HUPF6H8G33 | Long             | ABS-O            | CORP              | US        |    449312 | NS      | $456685.66    | 0.03%             | 2054-06-05      | Fixed         | 5.76%                 | 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      | $436101.56    | 0.03%             | 2031-09-15      | Fixed         | 4.50%                 | 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      | $227120.08    | 0.02%             | 2038-07-19      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                   | RKT 3.875 03/01/31 144A                                                           | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   3610000 | NS      | $3428037.16   | 0.24%             | 2031-03-01      | Fixed         | 3.88%                 | 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        |    956582 | NS      | $958240.94    | 0.07%             | 2055-02-25      | Variable      | 6.28%                 | 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        |    195159 | NS      | $197669.63    | 0.01%             | 2046-10-22      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| RCO VIII Mortgage LLC 2025-3                                                           | RCO 2025-3 A1                                                                     | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    608022 | NS      | $609354.75    | 0.04%             | 2030-05-27      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| RCO IX MORTGAGE LLC 2025-4                                                             | RCO 2025-4 A1                                                                     | CUSIP: 74939VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1536909 | NS      | $1537299.75   | 0.11%             | 2030-10-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                      | HLT 6.125 04/01/32 144A                                                           | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     13000 | NS      | $13461.60     | 0.00%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                      | HLT 5.5 03/31/34 144A                                                             | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    495000 | NS      | $498399.59    | 0.04%             | 2034-03-31      | Fixed         | 5.50%                 | 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      | $99216.61     | 0.01%             | 2031-12-22      | Fixed         | 3.53%                 | 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      | $848958.19    | 0.06%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Science Applications International Corp.                                               | SAIC 4.875 04/01/28 144A                                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |      9000 | NS      | $8976.12      | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | 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        |     68137 | NS      | $70677.66     | 0.01%             | 2040-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                     | IRM 7 02/15/29 144A                                                               | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     12000 | NS      | $12326.53     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | 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      | $298882.03    | 0.02%             | 2042-01-15      | Floating      | 5.75%                 | 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      | $582801.56    | 0.04%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                   | POLAND 5.375 02/12/35 10Y                                                         | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1341000 | NS      | $1390145.50   | 0.10%             | 2035-02-12      | Fixed         | 5.38%                 | 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      | $741299.44    | 0.05%             | 2035-04-20      | Fixed         | 5.95%                 | 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      | $101408.17    | 0.01%             | 2029-02-15      | Fixed         | 5.33%                 | 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      | $828363.31    | 0.06%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                     | SUBWAY 2024-1A A2I                                                                | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1485000 | NS      | $1505408.82   | 0.11%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                              | MSCI 5.25 09/01/35                                                                | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    940000 | NS      | $946201.81    | 0.07%             | 2035-09-01      | Fixed         | 5.25%                 | 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      | $136226.55    | 0.01%             | 2029-03-26      | Fixed         | 6.40%                 | 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        |    307444 | NS      | $136801.33    | 0.01%             | 2048-02-20      | Fixed         | 3.15%                 | 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      | $1400075.63   | 0.10%             | 2034-04-12      | Fixed         | 6.10%                 | 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      | $728209.25    | 0.05%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Ltd                                                        | TMCL 2021-1A A                                                                    | CUSIP: 88315LAL2<br>LEI: 549300Q7RHLEMSLA9Y26 | Long             | ABS-O            | CORP              | BM        |    251467 | NS      | $236714.48    | 0.02%             | 2046-02-20      | Fixed         | 1.68%                 | 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      | $1057150.50   | 0.08%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDITCARD                                                           | MFCC 2024-2A A                                                                    | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1075000 | NS      | $1080876.00   | 0.08%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Trinet Group Inc                                                                       | TNET 7.125 08/15/31 144A                                                          | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |      8000 | NS      | $8246.33      | 0.00%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                           | UBS V6.6 PERP 144A                                                                | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1145000 | NS      | $1162819.63   | 0.08%             | 2500-12-31      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Bank Of America Merrill Lynch Trust                                     | MSBAM 2013-C12 C                                                                  | CUSIP: 61762XAZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12611 | NS      | $11980.41     | 0.00%             | 2046-10-17      | Variable      | 4.86%                 | 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      | $1786467.13   | 0.13%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                  | UBER 4.8 09/15/35                                                                 | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    405000 | NS      | $402861.22    | 0.03%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                                                   | URI 3.875 02/15/31                                                                | CUSIP: 911363AM1<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | DBT              | CORP              | US        |     14000 | NS      | $13351.87     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | 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      | $520672.03    | 0.04%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST 2023-D                                                    | DC 2023-DC C                                                                      | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1210000 | NS      | $1251223.00   | 0.09%             | 2040-09-12      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust 2014-4                                                      | NAVSL 2021-EA B                                                                   | CUSIP: 63942EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | NS      | $170884.83    | 0.01%             | 2069-12-16      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-E                                       | NAVSL 2021-FA B                                                                   | CUSIP: 63942GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    505000 | NS      | $366910.16    | 0.03%             | 2070-02-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                     | VEGLPL 6.125 12/15/30 144A                                                        | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    684000 | NS      | $696547.59    | 0.05%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Viking Cruises, Ltd.                                                                   | VIKCRU 5.875 10/15/33 144A                                                        | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     17000 | NS      | $17262.87     | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Navient Pvt Education Loan Trust 2023-B                                                | NAVSL 2023-BA B                                                                   | CUSIP: 63942TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560000 | NS      | $605968.94    | 0.04%             | 2072-03-15      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                    | NRMLT 2024-RTL1 A1                                                                | CUSIP: 64831PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1205000 | NS      | $1210583.00   | 0.09%             | 2039-03-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                      | WFC V4.892 09/15/36                                                               | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2005000 | NS      | $1998738.38   | 0.14%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                         | WES 5.3 03/01/48                                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    850000 | NS      | $732899.60    | 0.05%             | 2048-03-01      | Fixed         | 5.30%                 | 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        |    491714 | NS      | $458934.66    | 0.03%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2014-2                                                | OMFIT 2021-1A D                                                                   | CUSIP: 68269MAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | NS      | $323712.81    | 0.02%             | 2036-06-16      | Fixed         | 2.47%                 | 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      | $457232.66    | 0.03%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP HOLDINGS                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL4755205<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217800 | NS      | $217981.44    | 0.02%             | 2031-09-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                          | WBD 3.625 05/15/30 *                                                              | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     88000 | NS      | $81015.67     | 0.01%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                                           | DASH 0 05/15/30                                                                   | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |    330000 | NS      | $344685.00    | 0.02%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL4862100<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2191251 | NS      | $2181664.00   | 0.15%             | 2030-11-29      | 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        |    868438 | NS      | $868437.50    | 0.06%             | 2032-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                           | ORCL 5.2 09/26/35                                                                 | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3353000 | NS      | $3212444.74   | 0.23%             | 2035-09-26      | Fixed         | 5.20%                 | 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      | $152966.13    | 0.01%             | 2038-07-19      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL5179835<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    273608 | NS      | $274633.63    | 0.02%             | 2031-02-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co Ltd.                                                        | Country Garden Holdings Co Ltd. HKD0.10                                           | CUSIP: G24524103<br>LEI: 549300MGHLPT1EFHGF84 | Long             | EC               | CORP              | HK        |      1800 | NS      | $96.36        | 0.00%             |  |  |  | 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      | $342875.13    | 0.02%             | 2040-08-17      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-7 LLC                                                                        | PRPM 2024-7 A1                                                                    | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    347131 | NS      | $347309.75    | 0.02%             | 2029-11-25      | Variable      | 5.87%                 | 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        |     12924 | NS      | $2071179.88   | 0.15%             | 2031-01-01      | Fixed         | 10.00%                | 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      | $56718.75     | 0.00%             | 2025-07-12      | Fixed         | 4.25%                 | 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        |   1205097 | NS      | $1207636.63   | 0.09%             | 2030-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust 2024-B                                                 | REPS 2024-B A                                                                     | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | NS      | $147748.17    | 0.01%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                      | YUZHOU 7 06/30/27 .                                                               | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |    128694 | NS      | $12704.35     | 0.00%             | 2027-06-30      | Fixed         | 7.00%                 | 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      | $1350827.63   | 0.10%             | 2027-05-29      | Fixed         | 5.38%                 | 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      | $1166247.75   | 0.08%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                         | EPR 3.6 11/15/31                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    395000 | NS      | $366065.41    | 0.03%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC                                                                        | SEB4P 2021-1A A2                                                                  | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199500 | NS      | $199245.22    | 0.01%             | 2052-01-30      | Fixed         | 4.97%                 | 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        |    275358 | NS      | $272684.56    | 0.02%             | 2053-01-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Smb Pvt Education Loan Trust 2020-A                                                    | SMB 2020-A A2A                                                                    | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260233 | NS      | $252871.28    | 0.02%             | 2037-09-15      | Fixed         | 2.23%                 | 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      | $956625.38    | 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        |    763364 | NS      | $773085.38    | 0.05%             | 2049-09-15      | Fixed         | 5.33%                 | 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      | $938483.91    | 0.07%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stream Innovations 2024-2 Issuer Trust                                                 | STRE 2024-2A A                                                                    | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    317523 | NS      | $321128.97    | 0.02%             | 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        |   1076504 | NS      | $946064.93    | 0.07%             | 2051-02-20      | Fixed         | 5.30%                 | 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      | $278107.88    | 0.02%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Time Warner Cable LLC                                                                  | CHTR 6.55 05/01/37                                                                | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    260000 | NS      | $265319.28    | 0.02%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Topbuild Corporation                                                                   | BLD 5.625 01/31/34 144A                                                           | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     17000 | NS      | $17196.97     | 0.00%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                        | TDG 6.875 12/15/30 144A                                                           | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     12000 | NS      | $12558.08     | 0.00%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                        | TDG 6 01/15/33 144A                                                               | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     13000 | NS      | $13305.11     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc.                                                                | TYL 0.25 03/15/26                                                                 | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |    175000 | NS      | $176925.00    | 0.01%             | 2026-03-15      | Fixed         | 0.25%                 | 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      | $611588.53    | 0.04%             | 2035-06-30      | Fixed         | 5.46%                 | 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      | $1463550.63   | 0.10%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                           | B 0 01/02/26                                                                      | CUSIP: 912797RA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | NS      | $4999513.00   | 0.35%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                                           | T 3.625 10/31/30                                                                  | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14700000 | NS      | $14637984.00  | 1.04%             | 2030-10-31      | Fixed         | 3.62%                 | 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      | $102402.86    | 0.01%             | 2055-04-20      | Fixed         | 5.88%                 | 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        |   1629000 | NS      | $1482345.87   | 0.11%             | 2031-08-15      | Fixed         | 4.12%                 | 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      | $152707.44    | 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      | $286776.81    | 0.02%             | 2050-02-01      | Fixed         | 5.25%                 | 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      | $870521.88    | 0.06%             | 2029-05-15      | Fixed         | 7.12%                 | 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      | $3776082.50   | 0.27%             | 2029-01-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fhf Issuer Trust 2024-1                                                                | FHF 2025-2A A2                                                                    | CUSIP: 30343DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | NS      | $1301473.13   | 0.09%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BV4143                                                                         | CUSIP: 3140MHS91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1685076 | NS      | $1505927.75   | 0.11%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EWC MASTER ISSUER LLC                                                                  | WAX 2022-1A A2                                                                    | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173700 | NS      | $171684.34    | 0.01%             | 2052-03-15      | Fixed         | 5.50%                 | 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        |     50821 | NS      | $42245.17     | 0.00%             | 2046-12-26      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc.                                                              | WTW 5.15 03/15/36                                                                 | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    206000 | NS      | $206016.89    | 0.01%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                                     | WESTF 2021-A A                                                                    | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    729743 | NS      | $689472.13    | 0.05%             | 2046-05-15      | Fixed         | 3.10%                 | 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      | $709061.85    | 0.05%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Exeter Automobile Receivables Trust 2013-2                                             | EART 2023-2A D                                                                    | CUSIP: 30168CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680000 | NS      | $693602.25    | 0.05%             | 2029-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL4071538<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    476563 | NS      | $1191.40      | 0.00%             | 2027-03-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                             | CORPORATE TERM LOAN                                                               | CUSIP: BL5162658<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1683092 | NS      | $1688501.00   | 0.12%             | 2031-05-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                                                           | CORPORATE TERM LOAN                                                               | CUSIP: BL5216785<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2603951 | NS      | $2593860.75   | 0.18%             | 2032-10-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                               | CORPORATE TERM LOAN                                                               | CUSIP: BL5279189<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | NS      | $1064195.50   | 0.08%             | 2032-11-06      | 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      | $604502.35    | 0.04%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                              | Kaisa Group Holdings Ltd. HKD0.10                                                 | CUSIP: G52132100<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | HK        |    230183 | NS      | $2852.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                               | EGYPT 5.8 09/30/27 REGS                                                           | CUSIP: M1487WDM4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1517000 | NS      | $1532836.00   | 0.11%             | 2027-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                           | UZBEK 5.1 02/25/29 REGS                                                           | CUSIP: Y000WRAQ1<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    650000 | NS      | $789391.02    | 0.06%             | 2029-02-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                              | SUNAC 0 06/23/28 144A                                                             | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |    735346 | NS      | $167725.06    | 0.01%             | 2028-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sino-Ocean Group Holdings Ltd                                                          | SINOCE 3 03/27/33 144A                                                            | CUSIP: YQ8739969<br>LEI: 529900OLNN3N4AB8ME83 | Long             | DBT              | CORP              | HK        |    186817 | NS      | $16813.53     | 0.00%             | 2033-03-27      | Fixed         | 3.00%                 | 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      | $1632791.63   | 0.12%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FG Q47884                                                                         | CUSIP: 3132WMXN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20369 | NS      | $19717.22     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | 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      | $3124007.00   | 0.22%             | 2029-12-25      | Variable      | 4.23%                 | 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      | $287099.44    | 0.02%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLE                                                    | ESART 2025-2 D                                                                    | CUSIP: 30185EAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | NS      | $1208604.75   | 0.09%             | 2032-01-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                 | FAIRIC 6 05/15/33 144A                                                            | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1072000 | NS      | $1101101.63   | 0.08%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD1692                                                                         | CUSIP: 3132DN2Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    798594 | NS      | $805604.69    | 0.06%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD1709                                                                         | CUSIP: 3132DN3S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2817446 | NS      | $2883090.75   | 0.20%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB2858                                                                         | CUSIP: 3140QNE81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3316204 | NS      | $2846751.50   | 0.20%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FN MA5020                                                                         | CUSIP: 31418ESJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2951126 | NS      | $3002132.50   | 0.21%             | 2043-05-01      | Fixed         | 5.00%                 | 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      | $1170655.00   | 0.08%             | 2034-01-15      | Fixed         | 5.75%                 | 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      | $289005.38    | 0.02%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD1741                                                                         | CUSIP: 3132DN5A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3017645 | NS      | $3044136.75   | 0.22%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                | FR SD5485                                                                         | CUSIP: 3132DTCW8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |   2244378 | NS      | $1904284.75   | 0.14%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8011                                                                         | CUSIP: 3132DV3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6900 | NS      | $6447.21      | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD3835                                                                         | CUSIP: 3132E0HL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3380941 | NS      | $3526980.50   | 0.25%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                | FHLBDN 0 01/02/26                                                                 | CUSIP: 313385RG3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   9200000 | NS      | $9199105.00   | 0.65%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QA3869                                                                         | CUSIP: 31339UJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    423608 | NS      | $395658.81    | 0.03%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CA4716                                                                         | CUSIP: 3140QCG26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5866 | NS      | $5701.22      | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | 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      | $1501267.13   | 0.11%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB6878                                                                         | CUSIP: 3140QSUC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1827902 | NS      | $1883025.50   | 0.13%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                       | FN FA3007                                                                         | CUSIP: 3140W3KV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1063496 | NS      | $1023610.31   | 0.07%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FN MA4179                                                                         | CUSIP: 31418DUD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200914 | NS      | $186305.48    | 0.01%             | 2035-11-01      | Fixed         | 2.00%                 | 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      | $159446.75    | 0.01%             | 2030-06-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Trust 2018-Rpl5                                                        | LMAT 2021-GS2 A1                                                                  | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    304514 | NS      | $304618.09    | 0.02%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| MILL CITY MTG LN TR 2021-NMR1                                                          | MCMLT 2021-NMR1 M2                                                                | CUSIP: 59982HAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | NS      | $664967.31    | 0.05%             | 2060-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QD7594                                                                         | CUSIP: 3133B5NK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3023898 | NS      | $2593491.25   | 0.18%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FHR 5238 BC                                                                       | CUSIP: 3137H8F22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3150502 | NS      | $3101026.75   | 0.22%             | 2049-09-25      | Fixed         | 4.00%                 | 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      | $3227158.00   | 0.23%             | 2029-11-25      | Variable      | 4.25%                 | 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      | $2842814.00   | 0.20%             | 2030-01-25      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BP2797                                                                         | CUSIP: 3140KADB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22077 | NS      | $18874.41     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BR0773                                                                         | CUSIP: 3140KX2F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3075338 | NS      | $2545221.25   | 0.18%             | 2051-01-01      | Fixed         | 2.00%                 | 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      | $601767.81    | 0.04%             | 2030-05-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                              | STX 9.625 12/01/32 144a                                                           | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     91800 | NS      | $104218.82    | 0.01%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL3572759<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | NS      | $900.00       | 0.00%             | 2027-03-30      | 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      | $283128.59    | 0.02%             | 2028-02-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL5239399<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1110000 | NS      | $1117770.00   | 0.08%             | 2032-09-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                              | KAISAG 0 12/31/26 144A                                                            | CUSIP: YK2407939<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    185696 | NS      | $1856.93      | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                       | FN BV9958                                                                         | CUSIP: 3140MQB40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3361340 | NS      | $3217285.75   | 0.23%             | 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        |   2831889 | NS      | $2702623.75   | 0.19%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BW9840                                                                         | CUSIP: 3140N25A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3293166 | NS      | $3244784.75   | 0.23%             | 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      | $1649426.00   | 0.12%             | 2030-02-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB1791                                                                         | CUSIP: 3140QL7D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2903513 | NS      | $2493023.25   | 0.18%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB4377                                                                         | CUSIP: 3140QP2K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3423760 | NS      | $3270383.25   | 0.23%             | 2052-08-01      | Fixed         | 4.00%                 | 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      | $101272.76    | 0.01%             | 2030-03-15      | Fixed         | 4.93%                 | 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      | $1868927.63   | 0.13%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                                     | CHRD 6 10/01/30 144A                                                              | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    854000 | NS      | $864472.60    | 0.06%             | 2030-10-01      | Fixed         | 6.00%                 | 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        |    241000 | NS      | $245382.83    | 0.02%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                              | STX 4.091 06/01/29 144a                                                           | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    125000 | NS      | $122491.58    | 0.01%             | 2029-06-01      | Fixed         | 4.09%                 | 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        |    200267 | NS      | $207261.00    | 0.01%             | 2040-09-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB3914                                                                         | CUSIP: 3140QPK48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3406193 | NS      | $3250979.75   | 0.23%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB4290                                                                         | CUSIP: 3140QPXU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2203520 | NS      | $2211683.25   | 0.16%             | 2052-08-01      | Fixed         | 5.00%                 | 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      | $1850578.50   | 0.13%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co Ltd.                                                        | COGARD 0 12/31/31 AI                                                              | CUSIP: G24524BX0<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    418177 | NS      | $39699.63     | 0.00%             | 2031-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FA1487                                                                         | CUSIP: 3140W1UM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1581850 | NS      | $1589054.50   | 0.11%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FM1300                                                                         | CUSIP: 3140X4NS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11215 | NS      | $10917.88     | 0.00%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FM4765                                                                         | CUSIP: 3140X8JK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3642580 | NS      | $3010129.50   | 0.21%             | 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        |   2564718 | NS      | $2123639.00   | 0.15%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS1158                                                                         | CUSIP: 3140XGJC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2561319 | NS      | $2385585.75   | 0.17%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CC0102                                                                         | CUSIP: 3140Y6DG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3173558 | NS      | $3245042.25   | 0.23%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SL0059                                                                         | CUSIP: 31427MB59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1488205 | NS      | $1494875.13   | 0.11%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SL0313                                                                         | CUSIP: 31427MK34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    786010 | NS      | $770533.94    | 0.05%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SL0458                                                                         | CUSIP: 31427MQL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3848580 | NS      | $3139580.50   | 0.22%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SL1068                                                                         | CUSIP: 31427NFJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2473223 | NS      | $2595404.00   | 0.18%             | 2054-09-01      | Fixed         | 6.50%                 | 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      | $397247.28    | 0.03%             | 2028-06-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST 2021-SFR2                                                         | FKH 2021-SFR2 E1                                                                  | CUSIP: 33767TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360000 | NS      | $352693.34    | 0.03%             | 2038-09-17      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trst                                                              | FCAT 2021-3 D                                                                     | CUSIP: 33846QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | NS      | $464698.91    | 0.03%             | 2027-09-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fluor Corporation                                                                      | FLR 1.125 08/15/29                                                                | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    268000 | NS      | $305305.60    | 0.02%             | 2029-08-15      | Fixed         | 1.12%                 | 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      | $453487.19    | 0.03%             | 2028-06-15      | Fixed         | 6.97%                 | 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      | $1402293.88   | 0.10%             | 2029-11-15      | Fixed         | 9.70%                 | 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        |    677498 | NS      | $684553.81    | 0.05%             | 2050-04-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                          | FREMOR 7.875 04/01/33 144A                                                        | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    625000 | NS      | $647226.56    | 0.05%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                 | GFLCN 6.75 01/15/31 144A                                                          | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     12000 | NS      | $12590.06     | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GITSIT MTG LN TR 2025-NPL1                                                             | GITST 2025-NPL2 A1                                                                | CUSIP: 361728AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | NS      | $1200000.00   | 0.09%             | 2055-12-27      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Ggam Master Trust Internationa Ltd. / Ggam Mastertrust Us LLC                          | GGAMMT 2025-1A A                                                                  | CUSIP: 36173XAA0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | ABS-O            | CORP              | KY        |   1205000 | NS      | $1211462.25   | 0.09%             | 2060-09-30      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA4382                                                                         | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15291 | NS      | $14213.56     | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA8201                                                                         | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5774684 | NS      | $5669249.00   | 0.40%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 786358                                                                         | CUSIP: 3622AB5T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3123591 | NS      | $3054282.75   | 0.22%             | 2052-09-20      | Fixed         | 4.50%                 | 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      | $407028.91    | 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      | $101041.87    | 0.01%             | 2031-10-15      | Fixed         | 5.28%                 | 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      | $71486.02     | 0.01%             | 2032-04-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| GLOBAL SC FINANCE X LIMITED                                                            | SEACO 2025-1H A                                                                   | CUSIP: 37893FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BB        |   1187206 | NS      | $1187394.13   | 0.08%             | 2045-09-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                            | GBLATL 3.125 06/15/31 144A                                                        | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    675000 | NS      | $610142.25    | 0.04%             | 2031-06-15      | Fixed         | 3.12%                 | 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        |     84625 | NS      | $86246.58     | 0.01%             | 2043-03-16      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2025-3EXT                                                 | HGVT 2025-3EXT A                                                                  | CUSIP: 43283DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | NS      | $853440.13    | 0.06%             | 2044-10-25      | Fixed         | 4.56%                 | 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        |     41758 | NS      | $42904.51     | 0.00%             | 2039-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                                  | AMRZ 5.4 04/07/35                                                                 | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    540000 | NS      | $556871.69    | 0.04%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ingram Micro Inc.                                                                      | IM 4.75 05/15/29 144A                                                             | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |     35000 | NS      | $34545.69     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IREN Ltd.                                                                              | IREN 0 07/01/31                                                                   | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |    276000 | NS      | $204378.00    | 0.01%             | 2031-07-01      | None          | 0.00%                 | 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      | $499843.19    | 0.04%             | 2042-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Inc.                                                                   | JACK 2019-1A A2II                                                                 | CUSIP: 466365AB9<br>LEI: 5493002OJW26P0SUUP68 | Long             | ABS-O            | CORP              | US        |    476250 | NS      | $472566.03    | 0.03%             | 2049-08-25      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Ltd                                                           | KSTRL 2018-1A A                                                                   | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     33318 | NS      | $33334.63     | 0.00%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kuwait (State Of)                                                                      | KUWIB 4.652 10/09/35 144A                                                         | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   1871000 | NS      | $1868416.13   | 0.13%             | 2035-10-09      | Fixed         | 4.65%                 | 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      | $1139178.13   | 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      | $267437.16    | 0.02%             | 2029-03-15      | Fixed         | 6.76%                 | 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      | $151120.52    | 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      | $798210.50    | 0.06%             | 2059-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                             | LDOS 5.4 03/15/32                                                                 | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    205000 | NS      | $213222.05    | 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      | $201179.42    | 0.01%             | 2033-10-14      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Lyft Inc                                                                               | LYFT 0 09/15/30                                                                   | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |    251000 | NS      | $283128.00    | 0.02%             | 2030-09-15      | None          | 0.00%                 | 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        |     14821 | NS      | $14825.09     | 0.00%             | 2029-12-17      | Fixed         | 5.22%                 | 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      | $1550134.65   | 0.11%             | 2035-11-15      | Fixed         | 3.14%                 | 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      | $2853516.32   | 0.20%             | 2031-07-11      | Fixed         | 3.88%                 | 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      | $1252399.50   | 0.09%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                               | JANEST 7.125 04/30/31 144A                                                        | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     12000 | NS      | $12609.20     | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2013-1 Receivables Funding LLC                                        | SRFC 2021-1A C                                                                    | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12418 | NS      | $12394.82     | 0.00%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc.                                                       | SOLADV 5.625 09/30/33 144A                                                        | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    771000 | NS      | $777780.25    | 0.06%             | 2033-09-30      | Fixed         | 5.62%                 | 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      | $123606.25    | 0.01%             | 2059-10-25      | Variable      | 3.50%                 | 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      | $294105.31    | 0.02%             | 2031-03-26      | Fixed         | 6.50%                 | 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      | $253429.94    | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                              | WBD 4.279 03/15/32 *                                                              | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1835000 | NS      | $1610799.75   | 0.11%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd.                                                                        | MMYT 0 07/01/30                                                                   | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |    229000 | NS      | $224191.00    | 0.02%             | 2030-07-01      | None          | 0.00%                 | 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      | $2250330.75   | 0.16%             | 2034-04-17      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| MARINER FIN ISSUANCE TR 2024-A                                                         | MFIT 2024-AA D                                                                    | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | NS      | $133173.09    | 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      | $569532.19    | 0.04%             | 2034-07-17      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                              | MTDR 6.875 04/15/28 144A                                                          | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    358000 | NS      | $365835.18    | 0.03%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NPL1 LLC                                                                      | MFRA 2024-NPL1 A1                                                                 | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    584434 | NS      | $585251.87    | 0.04%             | 2054-09-25      | Variable      | 6.33%                 | 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      | $914878.75    | 0.06%             | 2029-04-01      | Fixed         | 6.25%                 | 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      | $623191.00    | 0.04%             | 2029-08-15      | Fixed         | 6.59%                 | 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      | $716252.44    | 0.05%             | 2049-09-17      | Variable      | 4.14%                 | 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      | $200565.42    | 0.01%             | 2028-03-15      | Fixed         | 6.12%                 | 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        |     21388 | NS      | $20243.63     | 0.00%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                    | NAVI 5 03/15/27                                                                   | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    665000 | NS      | $666442.38    | 0.05%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2021-D                                                            | NSLT 2021-DA D                                                                    | CUSIP: 64034YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $87773.94     | 0.01%             | 2062-04-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NetApp Inc.                                                                            | NTAP 5.5 03/17/32                                                                 | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    680000 | NS      | $707337.97    | 0.05%             | 2032-03-17      | Fixed         | 5.50%                 | 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      | $262959.63    | 0.02%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                           | NDSN 5.8 09/15/33                                                                 | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    410000 | NS      | $433669.63    | 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        |    106000 | NS      | $102131.00    | 0.01%             | 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: 254900Q6RDCV3HGA6340 | Long             | ABS-O            | CORP              | US        |    445000 | NS      | $446037.38    | 0.03%             | 2039-09-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Adamas Trust Inc.                                                                      | NYMT 2024-BPL2 A1                                                                 | CUSIP: 67120TAA8<br>LEI: 549300JFGR0M7ULHWG48 | Long             | ABS-O            | CORP              | US        |    960000 | NS      | $968628.75    | 0.07%             | 2039-05-25      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                                     | CHRD 6.75 03/15/33 144A                                                           | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     89000 | NS      | $92036.41     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                           | ORCL 3.95 03/25/51                                                                | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     54000 | NS      | $35529.81     | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                           | ORCL 6 08/03/55                                                                   | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    108000 | NS      | $95233.14     | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | 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        |    839456 | NS      | $851255.06    | 0.06%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND III LLC                                                             | EQS 2025-2M A                                                                     | CUSIP: 69122AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1130000 | NS      | $1135438.25   | 0.08%             | 2034-03-27      | Fixed         | 5.42%                 | 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        |    223264 | NS      | $228159.88    | 0.02%             | 2039-09-15      | Fixed         | 5.84%                 | 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      | $626653.36    | 0.04%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                            | PAYX 5.6 04/15/35                                                                 | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    500000 | NS      | $523647.50    | 0.04%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                             | PFGC 4.25 08/01/29 144A                                                           | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      9000 | NS      | $8799.14      | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                            | PNW 4.75 06/15/27                                                                 | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    265000 | NS      | $282887.50    | 0.02%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Inc.                                                                    | PLNT 2025-1A A2I                                                                  | CUSIP: 72703PAH6<br>LEI: 549300LLE5HUPF6H8G33 | Long             | ABS-O            | CORP              | US        |    500000 | NS      | $502924.25    | 0.04%             | 2055-12-06      | None          | 0.00%                 | 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      | $200755.27    | 0.01%             | 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      | $296278.44    | 0.02%             | 2038-07-19      | Fixed         | 2.42%                 | 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      | $108324.15    | 0.01%             | 2040-11-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| RED OAK FUNDING MASTER TRUST                                                           | ROAK 2025-1A A                                                                    | CUSIP: 75679JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | NS      | $550000.00    | 0.04%             | 2030-12-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2025-2                                              | RMIT 2025-2 D                                                                     | CUSIP: 75908BAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295000 | NS      | $295090.66    | 0.02%             | 2037-11-16      | Fixed         | 6.01%                 | 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      | $525266.44    | 0.04%             | 2032-08-20      | Fixed         | 5.91%                 | 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      | $1219440.84   | 0.09%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                           | RCL 5.375 01/15/36                                                                | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    760000 | NS      | $763182.69    | 0.05%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SF ABS ISSUER LLC                                                                      | SFARM 2025-1A A2                                                                  | CUSIP: 784193AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1810000 | NS      | $1770603.50   | 0.13%             | 2055-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC                                                                        | SEB4P 2024-1A A2                                                                  | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935000 | NS      | $956398.06    | 0.07%             | 2054-04-30      | Fixed         | 7.39%                 | 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      | $698051.69    | 0.05%             | 2028-05-03      | Fixed         | 5.45%                 | 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      | $309523.06    | 0.02%             | 2051-07-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2013-A                                          | SDART 2025-3 B                                                                    | CUSIP: 80288JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | NS      | $251723.59    | 0.02%             | 2031-09-15      | Fixed         | 4.49%                 | 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      | $35947.31     | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                              | STX 5.75 12/01/34 144a                                                            | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      7000 | NS      | $7174.13      | 0.00%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                               | ST 3.75 02/15/31 144A                                                             | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1064000 | NS      | $998538.45    | 0.07%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                                                          | SNOW 0 10/01/29                                                                   | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |    247000 | NS      | $381368.00    | 0.03%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                  | SOCGEN V5.439 10/03/36 144A                                                       | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1715000 | NS      | $1718728.75   | 0.12%             | 2036-10-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Spotify USA Inc                                                                        | SPOT 0 03/15/26                                                                   | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |    101000 | NS      | $114635.00    | 0.01%             | 2026-03-15      | 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      | $1705192.17   | 0.12%             | 2032-03-15      | Fixed         | 8.75%                 | 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      | $1551617.88   | 0.11%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS III ISSUER LLC                                                          | SNVA 2019-AA A                                                                    | CUSIP: 86745LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108060 | NS      | $100965.31    | 0.01%             | 2046-06-20      | Fixed         | 3.75%                 | 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      | $244999.88    | 0.02%             | 2039-12-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LIMITED                                                | TMCL 2025-1H A                                                                    | CUSIP: 87257FAA1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | US        |   1068393 | NS      | $1072988.00   | 0.08%             | 2050-07-23      | Fixed         | 6.43%                 | 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      | $167022.63    | 0.01%             | 2035-01-15      | Fixed         | 4.70%                 | 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      | $322670.78    | 0.02%             | 2035-02-15      | Fixed         | 5.50%                 | 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        |    286000 | NS      | $300271.07    | 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      | $265894.70    | 0.02%             | 2026-10-01      | Fixed         | 3.15%                 | 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        |   5792000 | NS      | $4379936.95   | 0.31%             | 2046-10-01      | Fixed         | 4.10%                 | 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      | $1053567.63   | 0.07%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                       | TEVA 7.875 09/15/29                                                               | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1270000 | NS      | $1397035.50   | 0.10%             | 2029-09-15      | Fixed         | 7.88%                 | 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      | $228189.39    | 0.02%             | 2030-12-01      | Fixed         | 5.75%                 | 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      | $691395.88    | 0.05%             | 2034-03-15      | Fixed         | 5.15%                 | 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      | $1785257.88   | 0.13%             | 2027-11-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                                        | RIG 8.375 02/01/28 144A                                                           | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     16190 | NS      | $16535.05     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | 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      | $528389.06    | 0.04%             | 2038-07-19      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Trinet Group Inc                                                                       | TNET 3.5 03/01/29 144A                                                            | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    314000 | NS      | $296717.71    | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | 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        |   2122509 | NS      | $2217165.25   | 0.16%             | 2037-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                           | B 0 06/18/26                                                                      | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3793000 | NS      | $3731200.25   | 0.26%             | 2026-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 4.75 02/15/45                                                                   | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31500000 | NS      | $31340039.00  | 2.22%             | 2045-02-15      | Fixed         | 4.75%                 | 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      | $1122857.13   | 0.08%             | 2032-05-25      | Fixed         | 6.95%                 | 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      | $759881.06    | 0.05%             | 2028-10-12      | Fixed         | 7.85%                 | 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      | $1073054.38   | 0.08%             | 2035-05-01      | Fixed         | 7.75%                 | 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        |    493447 | NS      | $502835.91    | 0.04%             | 2037-06-15      | Fixed         | 5.93%                 | 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        |    776119 | NS      | $747775.39    | 0.05%             | 2046-08-17      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd Bermuda                                                  | WFRD 6.75 10/15/33 144A                                                           | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     13000 | NS      | $13313.46     | 0.00%             | 2033-10-15      | Fixed         | 6.75%                 | 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      | $1053570.47   | 0.07%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2020-1                                           | WLAKE 2023-3A C                                                                   | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | NS      | $555842.44    | 0.04%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                       | YUM 4.625 01/31/32                                                                | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    413000 | NS      | $404737.58    | 0.03%             | 2032-01-31      | Fixed         | 4.62%                 | 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        |    465000 | NS      | $474488.53    | 0.03%             | 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      | $667015.75    | 0.05%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corporation                                                         | ZBRA 6.5 06/01/32 144A                                                            | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     16000 | NS      | $16539.58     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASPLUNDH TREE EXPERT LLC                                                               | CORPORATE TERM LOAN                                                               | CUSIP: BL4645646<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1687560 | NS      | $1693361.88   | 0.12%             | 2031-05-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DARKTRACE                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL4648657<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    294259 | NS      | $295178.34    | 0.02%             | 2031-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                                           | CORPORATE TERM LOAN                                                               | CUSIP: BL4663300<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1699125 | NS      | $1701248.88   | 0.12%             | 2030-05-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LP                                                                  | CORPORATE TERM LOAN                                                               | CUSIP: BL4794030<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    342406 | NS      | $343934.53    | 0.02%             | 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        |   1486513 | NS      | $1486682.25   | 0.11%             | 2030-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                                                             | CORPORATE TERM LOAN                                                               | CUSIP: BL4939155<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    306445 | NS      | $307046.41    | 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        |    870625 | NS      | $868448.44    | 0.06%             | 2032-05-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                      | CORPORATE TERM LOAN                                                               | CUSIP: BL5335239<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | NS      | $286068.75    | 0.02%             | 2032-06-02      | Fixed         | 0.00%                 | 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      | $10762.50     | 0.00%             | 2024-07-16      | Fixed         | 7.25%                 | 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      | $14339.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                         | MBONO 8.5 11/18/38 M                                                              | CUSIP: P6625CAM0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  82600000 | NS      | $4297410.01   | 0.31%             | 2038-11-18      | Fixed         | 8.50%                 | 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      | $628912.25    | 0.04%             | 2030-03-01      | Fixed         | 4.62%                 | 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      | $38223.90     | 0.00%             | 2026-12-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Limited                                                           | TPHL 0 03/30/27 144a                                                              | CUSIP: N/A<br>LEI: 2549000KTINB9ZPZP710       | Long             | DBT              | CORP              | KY        |    389611 | NS      | $4772.74      | 0.00%             | 2027-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Limited                                                           | TPHL 0 03/30/27 144A                                                              | CUSIP: N/A<br>LEI: 2549000KTINB9ZPZP710       | Long             | DBT              | CORP              | KY        |     76463 | NS      | $1422.20      | 0.00%             | 2027-10-31      | None          | 0.00%                 | 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      | $371219.76    | 0.03%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                              | KAISAG 0 12/31/28 144A                                                            | CUSIP: YK2138690<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    371394 | NS      | $1392.71      | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                              | KAISAG 0 12/31/30 .                                                               | CUSIP: YK2170958<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    464244 | NS      | $580.30       | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                              | KAISAG 0 12/31/32 144A                                                            | CUSIP: YK2439700<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    875822 | NS      | $2189.56      | 0.00%             | 2032-12-31      | None          | 0.00%                 | 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      | $685406.75    | 0.05%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                | AAL 3.85 02/15/28 B                                                               | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11871 | NS      | $11547.76     | 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      | $2429900.50   | 0.17%             | 2033-11-15      | Fixed         | 5.90%                 | 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        |    176954 | NS      | $173793.19    | 0.01%             | 2040-07-16      | Fixed         | 4.01%                 | 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      | $513101.78    | 0.04%             | 2034-07-15      | Fixed         | 5.45%                 | 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      | $368819.81    | 0.03%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                    | AVTR 3.875 11/01/29 144A                                                          | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     18000 | NS      | $17212.60     | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | 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      | $1009545.00   | 0.07%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                             | ACGCAP 6.75 10/25/28 144A                                                         | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    635000 | NS      | $673630.88    | 0.05%             | 2028-10-25      | Fixed         | 6.75%                 | 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      | $263514.69    | 0.02%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                    | AXON 6.25 03/15/33 144A                                                           | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    137000 | NS      | $142524.83    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | 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      | $1739715.74   | 0.12%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-660F                                               | BFLD 2025-660F B                                                                  | CUSIP: 05556QAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | NS      | $285887.16    | 0.02%             | 2042-11-17      | Floating      | 5.55%                 | 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      | $1156670.75   | 0.08%             | 2038-12-15      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DELC                                                                     | BX 2025-DELC C                                                                    | CUSIP: 05594MAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | NS      | $275686.63    | 0.02%             | 2042-12-25      | None          | 0.00%                 | 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      | $579818.47    | 0.04%             | 2041-06-17      | Floating      | 5.24%                 | 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      | $106676.97    | 0.01%             | 2046-11-16      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2025-1CON                                                     | BHG 2025-1CON B                                                                   | CUSIP: 08860AAB5<br>LEI: 549300IEWA7GZ3ECTT90 | Long             | ABS-O            | CORP              | US        |    184102 | NS      | $185928.56    | 0.01%             | 2036-04-17      | Fixed         | 5.26%                 | 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        |    585931 | NS      | $614371.75    | 0.04%             | 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      | $1733097.69   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co.                                                                             | BA 5.805 05/01/50                                                                 | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4455000 | NS      | $4381912.95   | 0.31%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                             | BA 5.93 05/01/60                                                                  | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    115000 | NS      | $112763.96    | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                             | BA 6.528 05/01/34                                                                 | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    495000 | NS      | $547647.69    | 0.04%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                             | BA 7.008 05/01/64                                                                 | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    685000 | NS      | $778331.50    | 0.06%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-3                                   | BLAST 2025-3 C                                                                    | CUSIP: 107920AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | NS      | $956281.31    | 0.07%             | 2031-05-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-2                                   | BLAST 2025-2 C                                                                    | CUSIP: 10807HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | NS      | $962239.63    | 0.07%             | 2031-03-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| British Airways PLC                                                                    | IAGLN 3.35 06/15/29 144A                                                          | CUSIP: 11043XAB9<br>LEI: 375X9PSJLLOV7F21O626 | Long             | ABS-O            | CORP              | GB        |      1959 | NS      | $1897.94      | 0.00%             | 2030-12-15      | Fixed         | 3.35%                 | 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        |    171918 | NS      | $172599.03    | 0.01%             | 2030-09-16      | Fixed         | 5.82%                 | 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      | $157244.11    | 0.01%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Csmc                                                                                   | CSMC 2014-USA D                                                                   | CUSIP: 12649AAN9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $169868.34    | 0.01%             | 2037-09-17      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                     | CNQCN 5.4 12/15/34                                                                | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   3400000 | NS      | $3461178.25   | 0.25%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                            | COF V5.197 09/11/36                                                               | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    740000 | NS      | $736267.38    | 0.05%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CARDINAL MORTGAGE TRUST 2025-RTL1                                                      | CRDNL 2025-RTL1 A1                                                                | CUSIP: 14151BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    610000 | NS      | $611681.31    | 0.04%             | 2030-11-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Carlyle Us Clo 2018-2 LLC                                                              | CGMS 2021-3SA A2                                                                  | CUSIP: 14315DAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | NS      | $2001220.00   | 0.14%             | 2034-04-17      | Floating      | 5.67%                 | 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      | $102026.02    | 0.01%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                   | CCL 5.75 08/01/32 144A                                                            | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1550000 | NS      | $1590735.50   | 0.11%             | 2032-08-01      | Fixed         | 5.75%                 | 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        |    101432 | NS      | $99297.65     | 0.01%             | 2028-09-10      | Fixed         | 2.30%                 | 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      | $203992.28    | 0.01%             | 2030-05-10      | Fixed         | 6.30%                 | 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      | $208055.56    | 0.01%             | 2030-02-11      | Fixed         | 7.22%                 | 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        |    375000 | NS      | $395040.13    | 0.03%             | 2034-02-01      | Fixed         | 6.65%                 | 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      | $2059500.39   | 0.15%             | 2031-03-01      | Fixed         | 4.00%                 | 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      | $1339866.50   | 0.10%             | 2071-09-21      | Fixed         | 3.25%                 | 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      | $386454.00    | 0.03%             | 2042-03-07      | Fixed         | 4.34%                 | 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      | $303965.94    | 0.02%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Commvault Systems Inc.                                                                 | CVLT 0 09/15/30                                                                   | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |    119000 | NS      | $105255.50    | 0.01%             | 2030-09-15      | None          | 0.00%                 | 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      | $7095665.58   | 0.50%             | 2031-01-15      | Fixed         | 5.75%                 | 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      | $282994.50    | 0.02%             | 2035-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2017-3                                                    | DRIVE 2025-1 D                                                                    | CUSIP: 262102AF3<br>LEI: 549300RZ091I85JWZO63 | Long             | ABS-O            | CORP              | US        |   1050000 | NS      | $1062605.38   | 0.08%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                         | SATS 10.75 11/30/29 .                                                             | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   9747212 | NS      | $10778478.23  | 0.77%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Euronet Worldwide, Inc.                                                                | EEFT 0.625 10/01/30                                                               | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |    325000 | NS      | $296359.39    | 0.02%             | 2030-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                     | META 5.625 11/15/55 .                                                             | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1250000 | NS      | $1199713.75   | 0.09%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FG G08737                                                                         | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34606 | NS      | $31423.44     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SB8016                                                                         | CUSIP: 3132D53Z3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34938 | NS      | $33863.89     | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SB8069                                                                         | CUSIP: 3132D56E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80816 | NS      | $75011.71     | 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          | USGSE             | US        |   1825939 | NS      | $1519237.50   | 0.11%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD0618                                                                         | CUSIP: 3132DMVK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1760984 | NS      | $1584137.88   | 0.11%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD3471                                                                         | CUSIP: 3132DQ2C9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    724559 | NS      | $624888.06    | 0.04%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FG V84392                                                                         | CUSIP: 3132L92Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2246 | NS      | $2233.91      | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QF5381                                                                         | CUSIP: 3133BS6S6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2102370 | NS      | $2166009.25   | 0.15%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QN3521                                                                         | CUSIP: 3133G94E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108248 | NS      | $100472.50    | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR RA6310                                                                         | CUSIP: 3133KNAK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3373991 | NS      | $3141232.00   | 0.22%             | 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          | USGSE             | US        |     11960 | NS      | $11356.43     | 0.00%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR RC2515                                                                         | CUSIP: 3133L8YL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1678177 | NS      | $1600872.75   | 0.11%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNA 2018-M3 A2                                                                    | CUSIP: 3136B1LF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2863046 | NS      | $2766296.25   | 0.20%             | 2030-02-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FHR 4769 QL                                                                       | CUSIP: 3137FEGP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2902690 | NS      | $2720157.25   | 0.19%             | 2047-09-15      | Fixed         | 3.50%                 | 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      | $3110486.00   | 0.22%             | 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      | $2520817.75   | 0.18%             | 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      | $1887360.75   | 0.13%             | 2030-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                 | FHR 5559 BA                                                                       | CUSIP: 3137HMBD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1505783 | NS      | $1511838.13   | 0.11%             | 2052-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BQ4965                                                                         | CUSIP: 3140KQQT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207981 | NS      | $193042.48    | 0.01%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB3034                                                                         | CUSIP: 3140QNLQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4044348 | NS      | $3333446.00   | 0.24%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB9485                                                                         | CUSIP: 3140QVRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2806358 | NS      | $2873810.50   | 0.20%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FA0784                                                                         | CUSIP: 3140W02S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3850138 | NS      | $3144824.50   | 0.22%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                       | FN FA3474                                                                         | CUSIP: 3140W32G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318087 | NS      | $304990.84    | 0.02%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FM1153                                                                         | CUSIP: 3140X4H74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12332 | NS      | $11971.09     | 0.00%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS0605                                                                         | CUSIP: 3140XFU74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3296744 | NS      | $2831516.75   | 0.20%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS4717                                                                         | CUSIP: 3140XLG36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4249156 | NS      | $3513507.50   | 0.25%             | 2052-03-01      | Fixed         | 2.00%                 | 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      | $431723.28    | 0.03%             | 2028-10-15      | Fixed         | 8.71%                 | 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        |   1352000 | NS      | $1423674.13   | 0.10%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust 2023-3                                                      | FCAT 2023-3 C                                                                     | CUSIP: 33846BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | NS      | $25013.96     | 0.00%             | 2029-07-16      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                                                      | FLASHC 7.25 12/31/30 144A                                                         | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    779000 | NS      | $771804.25    | 0.05%             | 2030-12-31      | Fixed         | 7.25%                 | 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      | $2414971.75   | 0.17%             | 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        |    482534 | NS      | $482871.13    | 0.03%             | 2050-04-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                          | FREMOR 9.25 02/01/29 144A                                                         | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     16000 | NS      | $16781.57     | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freshpet Inc                                                                           | FRPT 3 04/01/28                                                                   | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |     88000 | NS      | $102872.00    | 0.01%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gcat 2019-RPL1 Trust                                                                   | GCAT 2019-RPL1 A1                                                                 | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172056 | NS      | $168177.50    | 0.01%             | 2068-11-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA7588                                                                         | CUSIP: 36179WND6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3803313 | NS      | $3150824.50   | 0.22%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA7883                                                                         | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6415927 | NS      | $5887402.50   | 0.42%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 786781                                                                         | CUSIP: 3622ACM64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2707634 | NS      | $2714360.00   | 0.19%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 786782                                                                         | CUSIP: 3622ACM72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1426050 | NS      | $1431406.38   | 0.10%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2022-1                                               | GCAR 2023-4A D                                                                    | CUSIP: 362929AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    595000 | NS      | $615479.25    | 0.04%             | 2029-08-15      | Fixed         | 7.18%                 | 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      | $1854068.17   | 0.13%             | 2031-04-27      | Fixed         | 2.85%                 | 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        |    743000 | NS      | $712449.03    | 0.05%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 5.125 06/15/39                                                                | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    735000 | NS      | $709796.81    | 0.05%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 5.5 06/01/33                                                                  | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1685000 | NS      | $1753040.13   | 0.12%             | 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        |    122812 | NS      | $126942.65    | 0.01%             | 2054-03-20      | Fixed         | 7.25%                 | 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      | $140028.08    | 0.01%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Home Partners Of America Trust                                                         | HPA 2021-2 E1                                                                     | CUSIP: 43732VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1266534 | NS      | $1236331.25   | 0.09%             | 2038-12-17      | Fixed         | 2.85%                 | 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      | $718490.94    | 0.05%             | 2034-09-11      | Fixed         | 6.11%                 | 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      | $1725572.88   | 0.12%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| KAPITUS ASSET SECURITIZATION IV LLC                                                    | KAPT 2024-1A 1A                                                                   | CUSIP: 48555MAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | NS      | $196022.98    | 0.01%             | 2031-09-10      | Fixed         | 5.49%                 | 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      | $2085863.91   | 0.15%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Labrador Aviation Finance Limited                                                      | LAFL 2016-1A A1                                                                   | CUSIP: 50543LAA0<br>LEI: 549300FTBC83WH0X4750 | Long             | ABS-O            | CORP              | US        |    163257 | NS      | $163472.80    | 0.01%             | 2042-01-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                               | LW 4.125 01/31/30 144A                                                            | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      9000 | NS      | $8705.84      | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                               | LW 4.375 01/31/32 144A                                                            | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      9000 | NS      | $8574.09      | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust 2021-GS4                                                   | LMAT 2021-GS4 A1                                                                  | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134744 | NS      | $134847.19    | 0.01%             | 2060-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                             | LDOS 5.75 03/15/33                                                                | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   2355000 | NS      | $2495304.50   | 0.18%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                             | LDOS 5.5 03/15/35                                                                 | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    415000 | NS      | $431287.59    | 0.03%             | 2035-03-15      | Fixed         | 5.50%                 | 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        |    252000 | NS      | $240762.81    | 0.02%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCURY FIN CC MSTR TR 2025-1A                                                         | ABS SER.2025-1A CL.B                                                              | CUSIP: 58940BBG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | NS      | $436292.38    | 0.03%             | 2031-12-22      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                 | MU 5.875 09/15/33                                                                 | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2192000 | NS      | $2327899.25   | 0.17%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                 | MINAU 8 11/01/27 144A                                                             | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     39000 | NS      | $39830.70     | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                 | MINAU 9.25 10/01/28 144A                                                          | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    112000 | NS      | $117544.03    | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                | MOH 6.25 01/15/33 144A                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      9000 | NS      | $9175.18      | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                | MOH 6.5 02/15/31 144A                                                             | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1123000 | NS      | $1153354.63   | 0.08%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V5.948 01/19/38                                                                | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2070000 | NS      | $2178299.00   | 0.15%             | 2038-01-19      | Fixed         | 5.95%                 | 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      | $117916.50    | 0.01%             | 2046-08-17      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA Inc                                                                     | MUSA 3.75 02/15/31 144A                                                           | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |      6000 | NS      | $5631.39      | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | 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      | $583635.75    | 0.04%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LIMITED                                                         | NAVTR 2021-1 A                                                                    | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1100702 | NS      | $1051305.63   | 0.07%             | 2046-11-15      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Nova Ltd                                                                               | NVMI 0 09/15/30                                                                   | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |    238000 | NS      | $295953.00    | 0.02%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nutanix Inc                                                                            | NTNX 0.5 12/15/29                                                                 | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |    490000 | NS      | $472605.00    | 0.03%             | 2029-12-15      | Fixed         | 0.50%                 | 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        |     76304 | NS      | $76507.70     | 0.01%             | 2030-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                                        | OII 6 02/01/28                                                                    | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |      8000 | NS      | $8089.81      | 0.00%             | 2028-02-01      | 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        |   2170000 | NS      | $2066717.03   | 0.15%             | 2030-10-15      | Fixed         | 4.00%                 | 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      | $198340.28    | 0.01%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc                                                                 | OTEXCN 4.125 02/15/30 144A                                                        | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | NS      | $20072.25     | 0.00%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                                   | OTIS 5.131 09/04/35                                                               | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    205000 | NS      | $208905.23    | 0.01%             | 2035-09-04      | Fixed         | 5.13%                 | 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        |      7988 | NS      | $327428.13    | 0.02%             |  |  |  | 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      | $93048.82     | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Inc.                                                                    | PLNT 2019-1A A2                                                                   | CUSIP: 72703PAC7<br>LEI: 549300LLE5HUPF6H8G33 | Long             | ABS-O            | CORP              | US        |    554600 | NS      | $530981.87    | 0.04%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                     | POST 4.625 04/15/30 144A                                                          | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     13000 | NS      | $12658.94     | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | 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      | $154768.38    | 0.01%             | 2040-11-19      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II, LLC                                                                 | QTSII 2025-1A B                                                                   | CUSIP: 74690FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465000 | NS      | $460196.69    | 0.03%             | 2055-10-05      | Fixed         | 5.78%                 | 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      | $178131.56    | 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        |    915602 | NS      | $916608.81    | 0.07%             | 2055-05-27      | Fixed         | 7.58%                 | 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      | $1065304.75   | 0.08%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                   | RKT 4 10/15/33 144A                                                               | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   3115000 | NS      | $2894134.26   | 0.21%             | 2033-10-15      | Fixed         | 4.00%                 | 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      | $219970.73    | 0.02%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rubrik Inc.                                                                            | RBRK 0 06/15/30                                                                   | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |    439000 | NS      | $431317.50    | 0.03%             | 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      | $115343.80    | 0.01%             | 2033-06-21      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Sbna Auto Receivables Trust 2024-A                                                     | SBAT 2024-A C                                                                     | CUSIP: 78437PAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $101841.10    | 0.01%             | 2030-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                          | SM 6.75 08/01/29 144A                                                             | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    711000 | NS      | $716220.33    | 0.05%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                          | SM 7 08/01/32 144A                                                                | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      6000 | NS      | $5898.41      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2013-A                                          | SDART 2025-3 C                                                                    | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | NS      | $854595.63    | 0.06%             | 2031-09-15      | Fixed         | 4.68%                 | 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      | $308982.00    | 0.02%             | 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        |     34000 | NS      | $33207.80     | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHENTEL ISSUER LLC                                                                     | SHENTL 2025-1A A2                                                                 | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | NS      | $958749.81    | 0.07%             | 2055-12-01      | Fixed         | 5.64%                 | 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      | $331514.13    | 0.02%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TD Synnex Corp                                                                         | SNX 5.3 10/10/35                                                                  | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   1070000 | NS      | $1059537.75   | 0.08%             | 2035-10-10      | Fixed         | 5.30%                 | 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      | $2855594.26   | 0.20%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                        | TMHC 5.125 08/01/30 144A                                                          | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     17000 | NS      | $17102.49     | 0.00%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                        | TMHC 5.75 11/15/32 144A                                                           | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1066000 | NS      | $1096798.88   | 0.08%             | 2032-11-15      | Fixed         | 5.75%                 | 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      | $14920.80     | 0.00%             | 2038-03-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes 2015-SFR1 Trust                                                  | TAH 2020-SFR2 E1                                                                  | CUSIP: 89613JAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $95079.11     | 0.01%             | 2039-11-17      | Fixed         | 2.73%                 | 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      | $197566.73    | 0.01%             | 2038-07-19      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                          | UBSCM 2018-C10 A3                                                                 | CUSIP: 90276FAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1272998 | NS      | $1268770.63   | 0.09%             | 2051-05-17      | Fixed         | 4.05%                 | 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      | $929375.10    | 0.07%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                   | URI 3.75 01/15/32                                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     14000 | NS      | $13134.65     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 4.625 11/15/45                                                                  | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12300000 | NS      | $12019406.00  | 0.85%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 3.75 06/30/27                                                                   | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33400000 | NS      | $33529165.00  | 2.38%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 3.75 10/31/32                                                                   | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17500000 | NS      | $17305859.13  | 1.23%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 4 11/15/35                                                                      | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16600000 | NS      | $16361375.00  | 1.16%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VACT 2025-NPL1 LLC                                                                     | VCAT 2025-NPL1 A1                                                                 | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    402264 | NS      | $407193.53    | 0.03%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                     | VEGLPL 6.5 01/15/34 144A                                                          | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1358000 | NS      | $1390917.92   | 0.10%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                     | VEGLPL 6.75 01/15/36 144A                                                         | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    145000 | NS      | $148522.09    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                | VENLNG V9 PERP 144a                                                               | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     17000 | NS      | $13425.42     | 0.00%             | 2500-12-31      | Fixed         | 9.00%                 | 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      | $105163.17    | 0.01%             | 2030-07-15      | Fixed         | 7.29%                 | 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      | $1322626.25   | 0.09%             | 2059-11-18      | Variable      | 3.42%                 | 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      | $405931.17    | 0.03%             | 2030-11-15      | Fixed         | 5.54%                 | 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      | $418800.25    | 0.03%             | 2034-09-30      | Fixed         | 5.95%                 | 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        |    148696 | NS      | $152863.55    | 0.01%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                       | YUM 3.625 03/15/31                                                                | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1119000 | NS      | $1058508.68   | 0.08%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                            | ZTS 0.25 06/15/29                                                                 | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    144000 | NS      | $147960.00    | 0.01%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTL INC                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL4687168<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98503 | NS      | $97222.57     | 0.01%             | 2029-04-16      | 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      | $430704.94    | 0.03%             | 2031-05-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                             | CORPORATE TERM LOAN                                                               | CUSIP: BL5184751<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    248128 | NS      | $249174.97    | 0.02%             | 2031-10-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL5195534<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | NS      | $160500.00    | 0.01%             | 2028-04-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL5258860<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158412 | NS      | $29939.93     | 0.00%             | 2026-06-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Limited                                                           | Times China Holdings Limited HKD0.1                                               | CUSIP: G8904A100<br>LEI: 2549000KTINB9ZPZP710 | Long             | EC               | CORP              | HK        |    220248 | NS      | $2901.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                  | HGB 9.5 10/21/26 26/H                                                             | CUSIP: X51627ZX2<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 446250000 | NS      | $1397946.86   | 0.10%             | 2026-10-21      | Fixed         | 9.50%                 | 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      | $20115.38     | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                  | ROMANI 7.125 01/17/33 REGS                                                        | CUSIP: X7360WCQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    472000 | NS      | $512365.63    | 0.04%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                  | ROMANI 6.375 01/30/34 REGS                                                        | CUSIP: X7360WCT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   2034000 | NS      | $2115421.27   | 0.15%             | 2034-01-30      | Fixed         | 6.38%                 | 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      | $3500.00      | 0.00%             | 2024-08-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                      | YUZHOU 4.5 06/30/29 .                                                             | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |    179248 | NS      | $3584.96      | 0.00%             | 2029-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                      | YUZHOU 5.5 06/30/31 .                                                             | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |    335622 | NS      | $3305.88      | 0.00%             | 2031-06-30      | Fixed         | 5.50%                 | 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      | $255034.02    | 0.02%             | 2029-02-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Limited                                                           | TPHL 4 03/30/29                                                                   | CUSIP: N/A<br>LEI: 2549000KTINB9ZPZP710       | Long             | DBT              | CORP              | KY        |     85959 | NS      | $1544.68      | 0.00%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                              | KAISAG 0 12/31/27 144A                                                            | CUSIP: YK2128873<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    232132 | NS      | $1160.65      | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                              | KAISAG 7.25 12/28/32 144A                                                         | CUSIP: YK2129871<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1003923 | NS      | $14389.46     | 0.00%             | 2032-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                              | KAISAG 7 12/28/31 144A                                                            | CUSIP: YK2130051<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1063117 | NS      | $15946.74     | 0.00%             | 2031-12-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                              | KAISAG 6.25 12/28/28 144A                                                         | CUSIP: YK2408416<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    346038 | NS      | $6747.75      | 0.00%             | 2028-12-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                  | ROMANI 6.625 05/16/36 REGS                                                        | CUSIP: X73648AA9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   2436000 | NS      | $2539530.00   | 0.18%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Shimao Group Holdings Ltd.                                                             | SHIMAO 0 07/21/26 144A                                                            | CUSIP: YQ9098217<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |   2168174 | NS      | $60708.85     | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-NOTE 5YR                                                                     | CUSIP: 00002FVH6<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |       262 | NC      | $-39663.99    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-BOND ULTRA                                                                   | CUSIP: 00002WNH6<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |      -111 | NC      | $274018.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-BOND ULTRA                                                                   | CUSIP: 00002WNH6<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |       -29 | NC      | $15406.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-NOTE 2YR                                                                     | CUSIP: 00002TUH6<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |        94 | NC      | $-5296.71     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-NOTE 2YR                                                                     | CUSIP: 00002TUH6<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |      -132 | NC      | $8253.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-NOTE ULTRA 10Y                                                               | CUSIP: 0002UXYH6<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |        15 | NC      | $-1171.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-BOND 30YR                                                                    | CUSIP: 00002USH6<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |      -111 | NC      | $177036.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-NOTE 10YR                                                                    | CUSIP: 00002TYH6<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |       675 | NC      | $-600472.58   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-NOTE 10YR                                                                    | CUSIP: 00002TYH6<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |        25 | NC      | $-7812.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-NOTE 5YR                                                                     | CUSIP: 00002FVH6<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |      4491 | NC      | $-1315379.76  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-NOTE ULTRA 10Y                                                               | CUSIP: 0002UXYH6<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |     -1663 | NC      | $1436356.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-12

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

**Signature:** /s/Kelly New

**Name of Signer:** Kelly New

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