# EDGAR Filing Document

**Accession Number:** 0000356476
**File Stem:** 0001145549-25-052216
**Filing Date:** 2025-8
**Character Count:** 624834
**Document Hash:** 70f41b97affd6352f2c171333366764e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-052216.hdr.sgml**: 20250821

**ACCESSION NUMBER**: 0001145549-25-052216

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250821

**DATE AS OF CHANGE**: 20250821

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03364
- **FILM NUMBER:** 251239040

**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 Bond Fund (Series ID: S000023755)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000069832 | Investor Class      | MXFDX           |
| C000155781 | Institutional Class | MXIUX           |

## 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 Bond Fund

- **b. EDGAR series identifier (if any):** S000023755

- **c. LEI of Series:** YYRPT0RYF3AOXJJQS039

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $706736677.53

**Total Liabilities:** $85461904.92

**Net Assets:** $621274772.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 296.897079868455 | **1-Year:** 10422.699626022101 | **5-Year:** 81325.294379936154 | **10-Year:** 99923.362465111436 | **30-Year:** 12078.515858506276

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

- **3-Month:** 21.722758336376 | **1-Year:** 87.714429021957 | **5-Year:** 204.802033357617 | **10-Year:** 180.752836089533 | **30-Year:** 857.521734686590

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000069832 | 0.10%                | -0.71%               | 1.64%                |
| Class ID C000155781 | 0.24%                | -0.71%               | 1.55%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3275677.68             | $408312.43                                 |
| Month 2  | $-5206035.28             | $-4756373.33                               |
| Month 3  | $-5521810.72             | $8054159.37                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** YYRPT0RYF3AOXJJQS039

### 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        |  11052212 | PA      | $11052211.70  | 1.78%             | 2025-07-01      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-BOND 30YR                                      | CUSIP: 00002USU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |        81 | NC      | $304243.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-BOND 30YR                                      | CUSIP: 00002USU5<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |       -24 | NC      | $-98811.60    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-BOND 30YR                                      | CUSIP: 00002USU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |         6 | NC      | $19437.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE 10YR                                      | CUSIP: 00002TYU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |        37 | NC      | $46203.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE 10YR                                      | CUSIP: 00002TYU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |        86 | NC      | $69875.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-BOND ULTRA                                     | CUSIP: 00002WNU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |       121 | NC      | $508260.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-BOND ULTRA                                     | CUSIP: 00002WNU5<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |        -1 | NC      | $-5507.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-BOND ULTRA                                     | CUSIP: 00002WNU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |         7 | NC      | $9187.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FGBL Sep 2025                                       | CUSIP: 00002RXU5<br>LEI: 529900UT4DG0LG5R9O07 | Short            | DIR              | CORP              | DE        |        -1 | NC      | $777.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE 5YR                                       | CUSIP: 00002FVU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |       186 | NC      | $234209.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE 5YR                                       | CUSIP: 00002FVU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |        40 | NC      | $42184.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE ULTRA 10Y                                 | CUSIP: 0002UXYU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |        17 | NC      | $34796.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE ULTRA 10Y                                 | CUSIP: 0002UXYU5<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |       -77 | NC      | $-104671.88   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE 2YR                                       | CUSIP: 00002TUU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |        67 | NC      | $46158.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE 2YR                                       | CUSIP: 00002TUU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |       109 | NC      | $78283.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE 2YR                                       | CUSIP: 00002TUU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |        23 | NC      | $13476.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE 2YR                                       | CUSIP: 00002TUU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |        15 | NC      | $15389.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE 2YR                                       | CUSIP: 00002TUU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |        28 | NC      | $-32.54       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE 2YR                                       | CUSIP: 00002TUU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |        10 | NC      | $546.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION                                     | Three Month SONIA - ICEU - Dec25                    | CUSIP: 0002SFIZ5<br>LEI: 549300UF4R84F48NCH34 | Long             | DIR              | CORP              | GB        |        14 | NC      | $7961.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION                                     | Three Month SONIA - ICEU - Dec25                    | CUSIP: 0002SFIZ5<br>LEI: 549300UF4R84F48NCH34 | Long             | DIR              | CORP              | GB        |        20 | NC      | $7549.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | RCV 1.00 PAY 100.00 12/20/2029                      | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | DCR              |  | US        |         0 | OU      | $259857.40    | 0.04%             | 2029-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | RCV 1.00 PAY 100.00 06/20/2029                      | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | DCR              |  | US        |         0 | OU      | $146460.27    | 0.02%             | 2029-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | RCV SOFR  PAY 4.16 03/19/2045                       | CUSIP: N/A<br>LEI: 549300G2BM6HG0OCX065       | Long             | DIR              |  | US        |      5956 | OU      | $-108487.10   | -0.02%            | 2045-03-19      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | RCV EUR6M PAY 2.00 05/17/2053                       | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | DIR              |  | US        |     14996 | OU      | $72958.26     | 0.01%             | 2053-05-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | RCV BBSW6 PAY 4.50 09/17/2035                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | DIR              |  | US        |         0 | OU      | $-4430.64     | -0.00%            | 2035-09-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOMURA                                                                               | RCV MUTK  PAY 1.00 09/17/2030                       | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | DIR              |  | US        |         0 | OU      | $-51242.75    | -0.01%            | 2030-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV 3.75 PAY SONIO 09/17/2035                       | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DIR              |  | US        |         0 | OU      | $-9993.81     | -0.00%            | 2035-09-17      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                  | RCV 2.00 PAY EUR6M 09/17/2030                       | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DIR              |  | US        |         0 | OU      | $-38361.19    | -0.01%            | 2030-09-17      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV 3.00 PAY CAONR 09/17/2035                       | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DIR              |  | US        |         0 | OU      | $434.03       | 0.00%             | 2035-09-17      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                  | RCV EUR6M PAY 1.75 09/17/2055                       | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DIR              |  | US        |    138528 | OU      | $156021.18    | 0.03%             | 2055-09-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | RCV 3.00 PAY EUR6M 05/15/2035                       | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | DIR              |  | US        |      4969 | OU      | $3205.60      | 0.00%             | 2035-05-15      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV 1.89 PAY ESTRO 09/17/2025                       | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DIR              |  | US        |         0 | OU      | $-3014.82     | -0.00%            | 2025-09-17      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | RCV EUR6M PAY 2.50 11/10/2053                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | DIR              |  | US        |       484 | OU      | $19382.64     | 0.00%             | 2053-11-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV 2.25 PAY STIB3 09/17/2027                       | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DIR              |  | US        |     36391 | OU      | $60029.78     | 0.01%             | 2027-09-17      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                                  | RCV 2.75 PAY CAONR 09/17/2027                       | CUSIP: N/A<br>LEI: VYVVCKR63DVZZN70PB21       | Long             | DIR              |  | US        |     30231 | OU      | $50433.68     | 0.01%             | 2027-09-17      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                 | RCV 3.75 PAY NDBB3 09/17/2030                       | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DIR              |  | US        |     11725 | OU      | $15223.58     | 0.00%             | 2030-09-17      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                          | RCV 3.50 PAY BBSW3 09/17/2027                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | Long             | DIR              |  | US        |      6537 | OU      | $8899.54      | 0.00%             | 2027-09-17      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                 | RCV BBSW3 PAY 3.75 09/17/2027                       | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DIR              |  | US        |         0 | OU      | $-174847.45   | -0.03%            | 2027-09-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                       | RCV 4.25 PAY NDBB3 09/17/2035                       | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DIR              |  | US        |     10594 | OU      | $12241.59     | 0.00%             | 2035-09-17      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | RCV 2.00 PAY ESTRO 09/17/2027                       | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DIR              |  | US        |     21672 | OU      | $5396.20      | 0.00%             | 2027-09-17      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                      | RCV 6MNOR PAY 4.25 09/17/2035                       | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DIR              |  | US        |         0 | OU      | $-45918.72    | -0.01%            | 2035-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                      | RCV 2.75 PAY STIB3 09/17/2035                       | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DIR              |  | US        |      4378 | OU      | $11444.98     | 0.00%             | 2035-09-17      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                      | RCV 4.25 PAY 6MNOR 09/17/2027                       | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DIR              |  | US        |     28853 | OU      | $71850.52     | 0.01%             | 2027-09-17      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV 2.50 PAY EUR6M 05/14/2028                       | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DIR              |  | US        |     14748 | OU      | $21465.27     | 0.00%             | 2028-05-14      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| CITICORP                                                                             | RCV 2.16 PAY MUTK  08/02/2044                       | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | DIR              |  | US        |         0 | OU      | $-89841.70    | -0.01%            | 2044-08-02      | Floating      | 0.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | RCV 0.50 PAY SRFX  09/17/2035                       | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | Long             | DIR              |  | US        |         0 | OU      | $-765.23      | -0.00%            | 2035-09-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CITICORP                                                                             | RCV MUTK  PAY 1.30 08/02/2034                       | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | DIR              |  | US        |     14578 | OU      | $12336.54     | 0.00%             | 2034-08-02      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV SOFR  PAY 3.25 06/21/2053                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DIR              |  | US        |         0 | OU      | $42067.88     | 0.01%             | 2053-06-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV SOFR  PAY 2.88 03/15/2053                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DIR              |  | US        |      6341 | OU      | $78220.05     | 0.01%             | 2053-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV SOFR  PAY 3.59 09/20/2053                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DIR              |  | US        |      2888 | OU      | $38490.55     | 0.01%             | 2053-09-20      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV SOFR  PAY 2.97 03/15/2053                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DIR              |  | US        |      2962 | OU      | $200757.20    | 0.03%             | 2053-03-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS                                                                  | RCV 3.50 PAY SONIO 09/17/2027                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | DIR              |  | US        |         0 | OU      | $-220.10      | -0.00%            | 2027-09-17      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                     | RCV EUR6M PAY 2.50 09/17/2075                       | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DIR              |  | US        |      4124 | OU      | $14826.13     | 0.00%             | 2075-09-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | RCV 4.10 PAY SOFR  06/24/2035                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | DIR              |  | US        |      3312 | OU      | $9294.50      | 0.00%             | 2035-06-24      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | RCV SOFR  PAY 3.75 09/17/2035                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | DIR              |  | US        |     14313 | OU      | $-5974.48     | -0.00%            | 2035-09-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | RCV 3.37 PAY SOFR  06/23/2028                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | DIR              |  | US        |      5680 | OU      | $14476.54     | 0.00%             | 2028-06-23      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | RCV SOFR  PAY 3.60 11/30/2029                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | DIR              |  | US        |      9084 | OU      | $-76185.60    | -0.01%            | 2029-11-30      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | RCV 3.62 PAY SOFR  06/30/2027                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | DIR              |  | US        |         0 | OU      | $32615.12     | 0.01%             | 2027-06-30      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                                  | RCV 3.75 PAY SONIO 09/17/2030                       | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DIR              |  | US        |         0 | OU      | $14748.52     | 0.00%             | 2030-09-17      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS                                                                  | RCV 2.50 PAY CAONR 09/17/2027                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | DIR              |  | US        |        42 | OU      | $257.37       | 0.00%             | 2027-09-17      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS                                                                  | RCV 2.75 PAY CAONR 09/17/2030                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | DIR              |  | US        |       665 | OU      | $7446.16      | 0.00%             | 2030-09-17      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | RCV 2.33 PAY EUR6M 02/25/2029                       | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DIR              |  | US        |       836 | OU      | $1567.95      | 0.00%             | 2029-02-25      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | RCV SOFR  PAY 3.75 09/17/2027                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | DIR              |  | US        |         0 | OU      | $-97466.45    | -0.02%            | 2027-09-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | RCV 2.53 PAY ESTRO 03/19/2056                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | DIR              |  | US        |         0 | OU      | $-26482.01    | -0.00%            | 2056-03-19      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV EUR6M PAY 2.18 11/20/2027                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | DIR              |  | US        |     44414 | OU      | $-31363.16    | -0.01%            | 2027-11-20      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | RCV MUTK  PAY 0.75 09/17/2027                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | DIR              |  | US        |      3756 | OU      | $2545.59      | 0.00%             | 2027-09-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | RCV EUR6M PAY 2.61 03/19/2056                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | DIR              |  | US        |      6679 | OU      | $29813.52     | 0.00%             | 2056-03-19      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV 2.14 PAY EUR3M 11/20/2027                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | DIR              |  | US        |     29533 | OU      | $47796.50     | 0.01%             | 2027-11-20      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | RCV 1.75 PAY MUTK  09/17/2055                       | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | DIR              |  | US        |         0 | OU      | $-122271.07   | -0.02%            | 2055-09-17      | Floating      | 0.48%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                                | RCV SOFR  PAY 3.62 11/30/2029                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DIR              |  | US        |      1287 | OU      | $-102632.41   | -0.02%            | 2029-11-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | RCV MUTK  PAY 1.25 09/17/2035                       | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | DIR              |  | US        |     13318 | OU      | $-159.10      | -0.00%            | 2035-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | RCV 1.50 PAY EUR6M 09/17/2027                       | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | DIR              |  | US        |         0 | OU      | $-10615.53    | -0.00%            | 2027-09-17      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | RCV 2.00 PAY EUR6M 09/17/2045                       | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | DIR              |  | US        |         0 | OU      | $-74368.27    | -0.01%            | 2045-09-17      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | RCV 2.00 PAY EUR6M 09/17/2035                       | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | DIR              |  | US        |         0 | OU      | $-9694.19     | -0.00%            | 2035-09-17      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | RCV 3.75 PAY SONIO 09/17/2027                       | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | DIR              |  | US        |      6452 | OU      | $48899.35     | 0.01%             | 2027-09-17      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                           | RCV 3.50 PAY SOFR  09/17/2027                       | CUSIP: N/A<br>LEI: 7TK5RJIZDFROZCA6XF66       | Long             | DIR              |  | US        |         0 | OU      | $869.24       | 0.00%             | 2027-09-17      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | RCV SOFR  PAY 3.60 06/23/2030                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | DIR              |  | US        |         0 | OU      | $-23843.06    | -0.00%            | 2030-06-23      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                      | CUSIP: 888888121<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |         1 | NC      | $2406487.08   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.25 11/21/49                                  | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     28000 | NS      | $23066.71     | 0.00%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.95 03/15/31                                  | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     95000 | NS      | $97530.10     | 0.02%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 4.35 03/01/29                                     | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    690000 | NS      | $691447.50    | 0.11%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 1.65 02/01/28                                     | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    640000 | NS      | $600400.81    | 0.10%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | AER 3.3 01/30/32                                    | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    300000 | NS      | $271796.94    | 0.04%             | 2032-01-30      | Fixed         | 3.30%                 | 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        |     69268 | NS      | $69302.53     | 0.01%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | AER 2.45 10/29/26                                   | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    725000 | NS      | $706350.44    | 0.11%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                  | AFRMT 2025-2A A                                     | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | NS      | $386280.63    | 0.06%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                                | SO 5.1 04/02/35                                     | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     40000 | NS      | $40311.75     | 0.01%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                                   | ALCSW 3 09/23/29 144A                               | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    675000 | NS      | $635500.00    | 0.10%             | 2029-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                                      | ADC 2023-1A A2                                      | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | NS      | $257413.14    | 0.04%             | 2048-08-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                           | LNT 4.25 06/15/28 144A                              | CUSIP: 01882YAB2<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    425000 | NS      | $419356.91    | 0.07%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                             | ADC 4.8 10/01/32                                    | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    370000 | NS      | $365959.28    | 0.06%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 4 05/15/30                                    | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    150000 | NS      | $150112.41    | 0.02%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                   | American Honda Finance Corporation 0% CP 18/08/2025 | CUSIP: 02665JVJ6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |    893000 | NS      | $887190.31    | 0.14%             | 2025-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                          | AWK 3.75 09/01/28                                   | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    125000 | NS      | $123265.44    | 0.02%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                           | CUSIP: 01F020679<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |         0 | NS      | $0.00         | 0.00%             | 2055-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-15YR                                           | CUSIP: 01F030470<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1800000 | NS      | $1716149.25   | 0.28%             | 2040-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                           | CUSIP: 01F050676<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | NS      | $3919600.69   | 0.63%             | 2055-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                           | CUSIP: 01F060675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  28410000 | NS      | $28868050.06  | 4.65%             | 2055-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 5.25 03/02/33                                  | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    541000 | NS      | $553996.25    | 0.09%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust I Llc                                                       | AOMT 2020-1 A1                                      | CUSIP: 03464RAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16631 | NS      | $16156.61     | 0.00%             | 2059-12-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 5.3 05/15/65                                  | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    330000 | NS      | $323116.90    | 0.05%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                                    | AIG 3.4 06/30/30                                    | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     50000 | NS      | $47545.63     | 0.01%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC                                          | AXIS 2024-1A B                                      | CUSIP: 03237CAC6<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $102056.16    | 0.02%             | 2031-01-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2022-1                                                      | AOMT 2022-1 A1                                      | CUSIP: 03464BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    648309 | NS      | $600936.13    | 0.10%             | 2066-12-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2020-6                                                      | AOMT 2020-6 A1                                      | CUSIP: 03465AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32355 | NS      | $29409.62     | 0.00%             | 2065-05-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XV                                                                        | APID 2013-15A A1RR                                  | CUSIP: 03764QBC5<br>LEI: 549300HXW2GBYSKFE344 | Long             | ABS-CBDO         | CORP              | KY        |    244628 | NS      | $244751.28    | 0.04%             | 2031-04-21      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2022-5                                                      | AOMT 2022-5 A1                                      | CUSIP: 03464HAA3<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-O            | CORP              | US        |    544653 | NS      | $538052.88    | 0.09%             | 2067-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                             | AOMT 2020-2 A1A                                     | CUSIP: 03464XAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66250 | NS      | $62726.22     | 0.01%             | 2065-01-25      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                           | ARESSI 5.8 09/09/30 144A                            | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    525000 | NS      | $526834.31    | 0.08%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2019-3                                                         | ARRW 2019-3 A1                                      | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39838 | NS      | $38014.14     | 0.01%             | 2048-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                             | AOMT 2021-2 A1                                      | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207141 | NS      | $177177.44    | 0.03%             | 2066-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc                    | ABIBB 4.7 02/01/36 *                                | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |    352000 | NS      | $343463.95    | 0.06%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                      | BALN 5.125 03/26/29 144A                            | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | NS      | $204997.19    | 0.03%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 4.54 08/15/47                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     14000 | NS      | $11309.51     | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                   | ATO 5.9 11/15/33                                    | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     75000 | NS      | $80509.19     | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                     | AN 4.75 06/01/30                                    | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | NS      | $497148.19    | 0.08%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                      | BHP 5.25 09/08/33                                   | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     75000 | NS      | $76800.79     | 0.01%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                             | BX 2021-ARIA A                                      | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | NS      | $549484.38    | 0.09%             | 2036-10-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                     | AN 1.95 08/01/28                                    | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | NS      | $69532.68     | 0.01%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                               | EQH 4.35 04/20/28                                   | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    170000 | NS      | $169677.20    | 0.03%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                      | BHP 5.125 02/21/32                                  | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     80000 | NS      | $81910.27     | 0.01%             | 2032-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST 2021-INV                                                  | BINOM 2021-INV1 A1                                  | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    126034 | NS      | $113799.74    | 0.02%             | 2056-06-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-C26                                                        | BBCMS 2024-C26 B                                    | CUSIP: 05555AAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | NS      | $486817.66    | 0.08%             | 2057-05-17      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Company                                                     | EXC 5.65 06/01/54 .                                 | CUSIP: 059165ES5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    125000 | NS      | $123879.46    | 0.02%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.162 01/24/31                                 | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    160000 | NS      | $163991.94    | 0.03%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Bank 2019-BN17 C                                                                     | BANK 2019-BN17 A4                                   | CUSIP: 065403BC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    632000 | NS      | $614270.19    | 0.10%             | 2052-04-17      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.08 01/20/27                                  | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     30000 | NS      | $30079.93     | 0.00%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                    | BK V4.596 07/26/30                                  | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     40000 | NS      | $40438.90     | 0.01%             | 2030-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                                      | BANK 2019-BN20 XA                                   | CUSIP: 06540AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1137225 | NS      | $33253.94     | 0.01%             | 2062-09-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK26                                                                      | BANK 2020-BN26 XA                                   | CUSIP: 06540JBM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1014215 | NS      | $42598.55     | 0.01%             | 2063-03-16      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK22                                                                      | BANK 2019-BN22 XA                                   | CUSIP: 06540XBH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1753297 | NS      | $39229.14     | 0.01%             | 2062-11-17      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK28                                                                      | BANK 2020-BN28 XA                                   | CUSIP: 06540YAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2318070 | NS      | $169018.61    | 0.03%             | 2063-03-16      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                      | BANK 2023-BNK45 ASB                                 | CUSIP: 06541BBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | NS      | $517587.91    | 0.08%             | 2056-02-17      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                      | BANK 2024-BNK48 XA                                  | CUSIP: 06541GAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1757753 | NS      | $146083.89    | 0.02%             | 2057-10-17      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR15                                                                     | BANK5 2025-5YR15 A3                                 | CUSIP: 065924AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | NS      | $566500.00    | 0.09%             | 2058-07-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                         | BACR V4.942 09/10/30                                | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | NS      | $201491.09    | 0.03%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                    | BMARK 2019-B11 A5                                   | CUSIP: 08162BBE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    455859 | NS      | $434200.31    | 0.07%             | 2052-05-17      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                    | BMARK 2018-B1 A5                                    | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | NS      | $391213.75    | 0.06%             | 2051-01-18      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-B40 MORTGAGE TRUST                                                    | BMARK 2023-B40 XA                                   | CUSIP: 08163WAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    967410 | NS      | $56479.72     | 0.01%             | 2056-12-15      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXXI L                                                   | BSP 2023-31A BR                                     | CUSIP: 08183DAS2<br>LEI: 254900SVG14IYL7QTZ56 | Long             | ABS-CBDO         | CORP              | JE        |    275000 | NS      | $275802.72    | 0.04%             | 2038-04-26      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                   | BA 2.95 02/01/30                                    | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     82000 | NS      | $76018.74     | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                   | BA 5.805 05/01/50                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | NS      | $191800.16    | 0.03%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                    | BK V6.317 10/25/29 MTN                              | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    245000 | NS      | $260182.58    | 0.04%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                    | BK V5.188 03/14/35 MTN                              | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     20000 | NS      | $20251.50     | 0.00%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                                      | BANK 2019-BN23 XA                                   | CUSIP: 06541RBC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2895873 | NS      | $73440.50     | 0.01%             | 2052-12-17      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                      | BANK5 2024-5YR9 AS                                  | CUSIP: 06644VBM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | NS      | $417512.28    | 0.07%             | 2057-08-17      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                    | BMARK 2019-B11 A2                                   | CUSIP: 08162BBB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2224 | NS      | $2201.01      | 0.00%             | 2052-05-17      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                             | BMARK 2019-B12 XA                                   | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    895014 | NS      | $25137.46     | 0.00%             | 2052-08-16      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                             | BMARK 2020-B22 XA                                   | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1097776 | NS      | $72143.96     | 0.01%             | 2054-01-16      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST 2024                                                  | BOCA 2024-BOCA A                                    | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    645000 | NS      | $646612.50    | 0.10%             | 2041-08-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                   | BA 6.528 05/01/34                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    459000 | NS      | $498716.53    | 0.08%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Boston Gas Company                                                                   | NGGLN 3.757 03/16/32 144A                           | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     61000 | NS      | $56290.52     | 0.01%             | 2032-03-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                             | AOMT 2020-R1 A1                                     | CUSIP: 034651AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55180 | NS      | $52467.38     | 0.01%             | 2053-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2018-2                                                         | ARRW 2019-2 A1                                      | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40971 | NS      | $39664.08     | 0.01%             | 2049-04-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Autozone, Inc.                                                                       | AZO 6.55 11/01/33                                   | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    100000 | NS      | $110401.41    | 0.02%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V1.922 10/24/31 MTN                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    960000 | NS      | $837201.23    | 0.13%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 3.379 02/08/61                                 | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     75000 | NS      | $48338.09     | 0.01%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 4.812 02/13/33                                 | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     90000 | NS      | $89879.67     | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                                     | BANK5 2024-5YR11 AS                                 | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | NS      | $234918.50    | 0.04%             | 2057-11-19      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mtg Tr                                                            | BMARK 2019-B10 XA                                   | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1928672 | NS      | $73613.74     | 0.01%             | 2062-03-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 4.893 09/11/33                                 | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     60000 | NS      | $60142.95     | 0.01%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                       | BRITEL 9.625 12/15/30                               | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    420000 | NS      | $516610.56    | 0.08%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-B39 MORTGAGE TRUST                                                    | BMARK 2023-B39 XA                                   | CUSIP: 081925AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2324140 | NS      | $85980.18     | 0.01%             | 2056-07-17      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-RPL4                                                                       | CSMC 2020-RPL4 A1                                   | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    237699 | NS      | $214283.63    | 0.03%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.469 04/15/34 144A                            | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | NS      | $133993.98    | 0.02%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.15 02/15/28                                  | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    170000 | NS      | $169505.31    | 0.03%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMM 2022-HC MORTGAGE TRUST                                                          | COMM 2022-HC A                                      | CUSIP: 12659DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $95076.59     | 0.02%             | 2039-01-10      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                        | CNC 4.25 12/15/27                                   | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     45000 | NS      | $44318.13     | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CD 2017 Cd3 Mortgage Trust                                                           | CD 2017-CD3 AAB                                     | CUSIP: 12515GAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83655 | NS      | $82820.45     | 0.01%             | 2050-02-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                              | SORT 2020-1 A1                                      | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108654 | NS      | $107491.10    | 0.02%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-NQM1 TRUST                                                                 | CSMC 2022-NQM1 A1                                   | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525500 | NS      | $477930.44    | 0.08%             | 2066-11-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM8 TRUST                                                                 | CSMC 2021-NQM8 A1                                   | CUSIP: 12659FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    212043 | NS      | $190211.77    | 0.03%             | 2066-10-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 4.78 03/25/38                                   | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    393000 | NS      | $360667.31    | 0.06%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 1.75 08/21/30                                   | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     35000 | NS      | $30251.69     | 0.00%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                   | BA 6.858 05/01/54                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    363000 | NS      | $397381.88    | 0.06%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3                                            | BRAVO 2022-NQM3 A1                                  | CUSIP: 10569JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    167685 | NS      | $166972.63    | 0.03%             | 2062-07-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C 3.7 01/12/26                                      | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    430000 | NS      | $428459.09    | 0.07%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                                  | CCCIT 2025-A2 A                                     | CUSIP: 17305EHB4<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    625000 | NS      | $629473.00    | 0.10%             | 2032-06-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 2.95 03/15/32                                   | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    150000 | NS      | $135991.83    | 0.02%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.137 11/15/35 144A                            | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    339000 | NS      | $285925.88    | 0.05%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                                   | CTRA 5.4 02/15/35                                   | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    282000 | NS      | $279144.23    | 0.04%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                         | CDNS 4.7 09/10/34                                   | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    245000 | NS      | $242043.95    | 0.04%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COLT MTG LN TR 2021-2                                                                | COLT 2021-2 A1                                      | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    178609 | NS      | $150054.80    | 0.02%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                       | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3500000 | NS      | $3437515.25   | 0.55%             | 2055-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                        | CA CAS 7.62 03/01/2040                              | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | NS      | $17954.61     | 0.00%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                | CAH 5.35 11/15/34                                   | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    440000 | NS      | $448727.41    | 0.07%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 3.1 11/15/29                                    | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    158000 | NS      | $148212.59    | 0.02%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 4.25 06/05/28 I                                  | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    465000 | NS      | $467750.06    | 0.08%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                     | DUK 2.45 06/01/30                                   | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     60000 | NS      | $54446.33     | 0.01%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                             | DUK 5.55 03/15/55                                   | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    145000 | NS      | $141728.13    | 0.02%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-AIRC                                               | BX 2024-AIRC A                                      | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    388288 | NS      | $389743.88    | 0.06%             | 2041-08-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                              | SORT 2021-1A A1                                     | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94245 | NS      | $90675.11     | 0.01%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                      | CSX 3.8 03/01/28                                    | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    400000 | NS      | $396338.97    | 0.06%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COMM 2024-277P MORTGAGE TRUST                                                        | COMM 2024-277P A                                    | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | NS      | $173913.70    | 0.03%             | 2044-08-11      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 23 LTD                                                                   | ELM23 2023-2A BR                                    | CUSIP: 29003YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    255000 | NS      | $255511.53    | 0.04%             | 2036-04-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR ZI4161                                           | CUSIP: 3131WGTS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2575 | NS      | $2692.44      | 0.00%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR ZI4948                                           | CUSIP: 3131WHP92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     11461 | NS      | $11769.33     | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD8053                                           | CUSIP: 3132DV5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     87628 | NS      | $84795.44     | 0.01%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR QE5482                                           | CUSIP: 3133BFCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    791125 | NS      | $628255.44    | 0.10%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RA8417                                           | CUSIP: 3133KQK62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    781500 | NS      | $804024.88    | 0.13%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2016-38 NA                                      | CUSIP: 3136ASMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     16287 | NS      | $15205.11     | 0.00%             | 2046-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2017-35 AH                                      | CUSIP: 3136AWNN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     14722 | NS      | $14598.46     | 0.00%             | 2053-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2                                                  | AFFRM 2024-A A                                      | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | NS      | $180818.69    | 0.03%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V5.085 01/30/31                                 | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    270000 | NS      | $276337.09    | 0.04%             | 2031-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES XV LLC                                            | AXIS 2025-1A B                                      | CUSIP: 03237FAC9<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |    290000 | NS      | $293516.25    | 0.05%             | 2031-11-20      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2017-84 KA                                      | CUSIP: 3136AYMB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     21616 | NS      | $21360.46     | 0.00%             | 2053-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNA 2020-M2 X                                       | CUSIP: 3136B75H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   4613094 | NS      | $37850.44     | 0.01%             | 2030-01-25      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                             | AOMT 2021-5 A1                                      | CUSIP: 03465HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251676 | NS      | $217827.53    | 0.04%             | 2066-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Autozone, Inc.                                                                       | AZO 5.4 07/15/34                                    | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     20000 | NS      | $20478.47     | 0.00%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FHMS KF153 AS                                       | CUSIP: 3137H9Y94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    229724 | NS      | $229866.05    | 0.04%             | 2033-02-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS8583                                           | CUSIP: 3138WJRD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305225 | NS      | $280947.47    | 0.05%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                             | AESOP 2024-3A A                                     | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    245000 | NS      | $250274.41    | 0.04%             | 2030-12-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 6 02/20/34                                   | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    786000 | NS      | $828536.50    | 0.13%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CA0983                                           | CUSIP: 3140Q8CV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21693 | NS      | $21011.25     | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB2045                                           | CUSIP: 3140QMHX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192116 | NS      | $161531.16    | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C6 MORTGAGE TRUST                                                          | BMO 2024-5C6 A3                                     | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $204734.56    | 0.03%             | 2057-09-17      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                | SANTAN 5.565 01/17/30                               | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | NS      | $830618.88    | 0.13%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS1571                                           | CUSIP: 3140XGW96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292541 | NS      | $231682.05    | 0.04%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4750                                           | CUSIP: 31418EH45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62677 | NS      | $49716.79     | 0.01%             | 2052-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FIN MTG TR 2020-2                                                          | EFMT 2020-2 A1                                      | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30499 | NS      | $28556.76     | 0.00%             | 2065-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| First Horizon Corporation                                                            | FHN V5.514 03/07/31                                 | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    270000 | NS      | $273890.53    | 0.04%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK18                                                                      | BANK 2019-BN18 XA                                   | CUSIP: 065402BD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    965158 | NS      | $27166.78     | 0.00%             | 2062-05-17      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Barclays Dryrock Issuance Trust                                                      | DROCK 2023-1 A                                      | CUSIP: 06742LAX1<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-O            | CORP              | US        |   1100000 | NS      | $1102731.25   | 0.18%             | 2029-02-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                        | STACR 2021-DNA5 M2                                  | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     33701 | NS      | $33849.82     | 0.01%             | 2034-01-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                        | STACR 2022-DNA5 M1B                                 | CUSIP: 35564KYP8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    695000 | NS      | $738683.25    | 0.12%             | 2042-06-25      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-C32                                                        | BBCMS 2025-C32 XA                                   | CUSIP: 07337AAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1049407 | NS      | $89628.68     | 0.01%             | 2062-02-17      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                   | BA 3.2 03/01/29                                     | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     55000 | NS      | $52354.27     | 0.01%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6410                                           | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    242738 | NS      | $222474.81    | 0.04%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7419                                           | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60833 | NS      | $53869.33     | 0.01%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                   | BA 5.15 05/01/30                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    336000 | NS      | $342081.44    | 0.06%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.15 04/15/32 144A                             | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    192000 | NS      | $184961.70    | 0.03%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 3.25 08/15/29                                   | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    170000 | NS      | $161572.17    | 0.03%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2018-I LTD                                                              | CIFC 2018-1A A1R                                    | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | NS      | $551512.50    | 0.09%             | 2038-01-19      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                           | COKE 5.45 06/01/34                                  | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    169000 | NS      | $174142.89    | 0.03%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                  | CAS 2021-R01 1M2                                    | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     87328 | NS      | $87543.05     | 0.01%             | 2041-10-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                  | GIS 4.2 04/17/28                                    | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    175000 | NS      | $174778.84    | 0.03%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                 | GLENLN 5.634 04/04/34 144A                          | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     75000 | NS      | $76442.14     | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                   | COP 4.7 01/15/30                                    | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    220000 | NS      | $223074.59    | 0.04%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DC TRUST 2024-HLTN                                                                   | DC 2024-HLTN A                                      | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | NS      | $141499.86    | 0.02%             | 2040-04-13      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2025-Sprl Mortgage Trust                                                | HY 2025-SPRL A                                      | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | NS      | $381415.06    | 0.06%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                              | JBSSBZ 3.625 01/15/32                               | CUSIP: 46590XAU0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |     65000 | NS      | $59435.33     | 0.01%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V2.522 04/22/31                                 | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    135000 | NS      | $123429.86    | 0.02%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V1.953 02/04/32                                 | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    165000 | NS      | $143089.59    | 0.02%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Inc.                                                                   | DPABS 2017-1A A23                                   | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    611000 | NS      | $602699.75    | 0.10%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                                   | EOG 5.65 12/01/54                                   | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    105000 | NS      | $102495.72    | 0.02%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V6.087 10/23/29                                 | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     90000 | NS      | $94595.11     | 0.02%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.336 01/23/35                                 | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    140000 | NS      | $143308.16    | 0.02%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 3.75 05/15/30                                    | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    127000 | NS      | $121851.24    | 0.02%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 5.2 01/15/36                                    | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     65000 | NS      | $65439.83     | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio Lp                                                                   | ESS 3 01/15/30                                      | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    600000 | NS      | $561057.88    | 0.09%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXTER AUTOMOBILE RECEIVABLES TRUST 2025-3                                            | EART 2025-3A A3                                     | CUSIP: 30166XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | NS      | $552686.19    | 0.09%             | 2029-07-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.995 07/22/30                                 | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    255000 | NS      | $259656.88    | 0.04%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.946 10/22/35                                 | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     45000 | NS      | $44528.62     | 0.01%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                            | MARS 5.65 05/01/45 144a                             | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    165000 | NS      | $165399.02    | 0.03%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 2.85 04/15/31 HH                                | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    675000 | NS      | $612914.50    | 0.10%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                    | EXPE 3.25 02/15/30                                  | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    142000 | NS      | $133953.31    | 0.02%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR ZI6453                                           | CUSIP: 3131WKE22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6302 | NS      | $6644.51      | 0.00%             | 2037-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS 3.625 01/20/27                                   | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    385000 | NS      | $381684.31    | 0.06%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                                  | NRZT 2021-NQ1R A1                                   | CUSIP: 64828BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89945 | NS      | $81800.86     | 0.01%             | 2049-01-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD7395                                           | CUSIP: 3132DVGC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3446270 | NS      | $3453385.75   | 0.56%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD8129                                           | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    837800 | NS      | $700440.63    | 0.11%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR QA1023                                           | CUSIP: 31334XD48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     40925 | NS      | $37687.71     | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR QD4104                                           | CUSIP: 3133B1RZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    852510 | NS      | $677869.50    | 0.11%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR QE3246                                           | CUSIP: 3133BCTB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    337252 | NS      | $269094.31    | 0.04%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-103 HB                                     | CUSIP: 3136A8ZH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     14501 | NS      | $14122.34     | 0.00%             | 2027-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2019-NQM1                                        | NRZT 2019-NQM4 A1                                   | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15028 | NS      | $14334.86     | 0.00%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| WBRK MTG TR 2025-WBRK                                                                | WBRK 2025-WBRK A                                    | CUSIP: 65486BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | NS      | $289223.09    | 0.05%             | 2035-03-07      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2019-14 CA                                      | CUSIP: 3136B4FP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     54488 | NS      | $52500.93     | 0.01%             | 2049-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FHR 5502 FG                                         | CUSIP: 3137HJSY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    486628 | NS      | $481913.97    | 0.08%             | 2055-02-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Ocp Clo 2016-11 Ltd                                                                  | OCP 2016-11A AR3                                    | CUSIP: 67110DBQ9<br>LEI: 254900QIJ8IQOK988683 | Long             | ABS-CBDO         | CORP              | KY        |    875000 | NS      | $875000.00    | 0.14%             | 2038-07-26      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2021-22 LTD                                                                  | OCP 2021-22A AR                                     | CUSIP: 67117TAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    650000 | NS      | $652437.50    | 0.11%             | 2037-10-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AZ7821                                           | CUSIP: 3140E0VP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132094 | NS      | $122656.73    | 0.02%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CA6032                                           | CUSIP: 3140QDV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    658620 | NS      | $555295.50    | 0.09%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.25 02/03/32                                  | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    481000 | NS      | $493403.00    | 0.08%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                                 | OTIS 2.565 02/15/30                                 | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    255000 | NS      | $235227.04    | 0.04%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| COLT 2020-2R MORTGAGE LOAN TRUST                                                     | COLT 2020-2R A1                                     | CUSIP: 12656GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60270 | NS      | $56321.18     | 0.01%             | 2065-10-26      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| COMM 2022-HC MORTGAGE TRUST                                                          | COMM 2022-HC C                                      | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | NS      | $111703.16    | 0.02%             | 2039-01-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB1787                                           | CUSIP: 3140QL6Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    883995 | NS      | $700971.38    | 0.11%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4182                                           | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1728001 | NS      | $1379322.25   | 0.22%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 6.95 03/15/34                                   | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    116000 | NS      | $124873.07    | 0.02%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST 202                                                  | PART 2024-2A B                                      | CUSIP: 74113SAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | NS      | $129710.91    | 0.02%             | 2029-02-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5331                                           | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116506 | NS      | $113540.97    | 0.02%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5529                                           | CUSIP: 36179UEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122759 | NS      | $119483.39    | 0.02%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                         | PEG 6.125 10/15/33                                  | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     90000 | NS      | $95591.48     | 0.02%             | 2033-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                     | PSD 4.1 06/15/30                                    | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     64000 | NS      | $61818.90     | 0.01%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                 | GLENLN 6.375 10/06/30 144A                          | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    120000 | NS      | $128790.21    | 0.02%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 3.5 09/01/30                                    | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    220000 | NS      | $208039.25    | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                     | PSD 5.725 03/15/35 144A                             | CUSIP: 745310AP7<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    450000 | NS      | $452694.56    | 0.07%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CNTY CALIF                                                                 | CA RIV 2.96 02/15/2027                              | CUSIP: 76913CBB4<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |    420000 | NS      | $412356.22    | 0.07%             | 2027-02-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2023-4 OWNE                                                   | HAROT 2023-4 A3                                     | CUSIP: 438123AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | NS      | $960131.75    | 0.15%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 5.15 02/21/34                                  | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    120000 | NS      | $119754.46    | 0.02%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Rogers Communications Inc.                                                           | RCICN 3.2 03/15/27                                  | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    915000 | NS      | $897118.94    | 0.14%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Inc                                                          | SAMMON 4.95 06/12/30 144A                           | CUSIP: 79587J2C6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | NS      | $197140.69    | 0.03%             | 2030-06-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                           | CSMC 2021-RPL4 A1                                   | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228603 | NS      | $227681.73    | 0.04%             | 2060-12-27      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                                   | CTRA 5.6 03/15/34                                   | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     38000 | NS      | $38322.61     | 0.01%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                              | SSTRT 2025-B B                                      | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    315000 | NS      | $315728.53    | 0.05%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc.                                                                | RDSALN 4.375 05/11/45 *                             | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | NS      | $71911.96     | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                    | SYY 4.45 03/15/48                                   | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     50000 | NS      | $41540.55     | 0.01%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 2.05 02/15/28                                  | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | NS      | $94518.39     | 0.02%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                              | JBSSBZ 5.75 04/01/33                                | CUSIP: 46590XAY2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    155000 | NS      | $159327.59    | 0.03%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| J P MG CH CM MT SC T 2024-OMNI                                                       | JPMCC 2024-OMNI A                                   | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | NS      | $107121.11    | 0.02%             | 2039-10-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 6.5 03/30/34                                   | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     80000 | NS      | $85968.50     | 0.01%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Truist Bank (North Carolina)                                                         | TFC 2.25 03/11/30 BKNT                              | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    500000 | NS      | $450141.41    | 0.07%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 3.125 02/15/43                                    | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2375000 | NS      | $1909926.75   | 0.31%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.375 11/15/49                                    | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    910000 | NS      | $585279.31    | 0.09%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 3.625 05/15/53                                    | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2995000 | NS      | $2442796.89   | 0.39%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 4.625 05/15/44                                    | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    680000 | NS      | $666851.56    | 0.11%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.375 08/31/26                                    | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5315000 | NS      | $5160117.50   | 0.83%             | 2026-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                    | S 0 08/15/30                                        | CUSIP: 912833XY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    390000 | NS      | $319385.97    | 0.05%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Jpmdb Commercial Mortgage Securities Trust 2016 C4                                   | JPMDB 2016-C4 ASB                                   | CUSIP: 46646RAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96700 | NS      | $95575.03     | 0.02%             | 2049-12-17      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.505 10/22/28                                 | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    260000 | NS      | $260777.59    | 0.04%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-4                                                    | VERUS 2020-4 A1                                     | CUSIP: 92538LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22284 | NS      | $21817.87     | 0.00%             | 2065-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2022-3                                                    | VERUS 2022-3 A1                                     | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180662 | NS      | $172751.77    | 0.03%             | 2067-02-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                     | PARA 5.85 09/01/43                                  | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    151000 | NS      | $131418.07    | 0.02%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                           | VMW 2.2 08/15/31                                    | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    300000 | NS      | $260381.41    | 0.04%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-15YR                                           | CUSIP: 01F020471<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600000 | NS      | $548133.44    | 0.09%             | 2040-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                           | CUSIP: 01F052672<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | NS      | $9997712.25   | 1.61%             | 2055-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wendys Funding Llc                                                                   | WEN 2019-1A A2II                                    | CUSIP: 95058XAH1<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    146012 | NS      | $140784.73    | 0.02%             | 2049-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| The Campbells Co.                                                                    | CPB 5.4 03/21/34                                    | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    511000 | NS      | $518963.61    | 0.08%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Capital One Financial Corp.                                                          | COF V6.051 02/01/35                                 | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     90000 | NS      | $93814.48     | 0.02%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST LLC                                                         | AOMT 2020-4 A1                                      | CUSIP: 03464LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27160 | NS      | $25786.71     | 0.00%             | 2065-05-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021-8                                                      | AOMT 2021-8 A1                                      | CUSIP: 03465MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    191800 | NS      | $170423.94    | 0.03%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                          | COF V6.183 01/30/36                                 | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     60000 | NS      | $61082.82     | 0.01%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2025-3 LTD                                                            | CGMS 2025-3A A                                      | CUSIP: 14320EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | NS      | $1353712.50   | 0.22%             | 2038-07-26      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                | ATH 2.646 10/04/31 144A                             | CUSIP: 04685A3E9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    280000 | NS      | $242580.70    | 0.04%             | 2031-10-04      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                              | BPCEGP V2.045 10/19/27 144A                         | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    260000 | NS      | $251406.42    | 0.04%             | 2027-10-19      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2024-PMDW                                                                  | BPR 2024-PMDW A                                     | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | NS      | $294402.44    | 0.05%             | 2041-11-07      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Bacardi Martini B V                                                                  | BACARD 5.55 02/01/30 144a                           | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    800000 | NS      | $820985.19    | 0.13%             | 2030-02-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JP MRGN CHASE COM TR 2020                                                            | JPMCC 2020-NNN AFX                                  | CUSIP: 46652BAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | NS      | $107401.20    | 0.02%             | 2037-01-16      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                           | LHX 5.5 08/15/54                                    | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     84000 | NS      | $81460.10     | 0.01%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                           | CARR 5.9 03/15/34                                   | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    566000 | NS      | $602593.25    | 0.10%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CASCADE MH ASSET TRUST                                                               | CMHAT 2021-MH1 A1                                   | CUSIP: 14731QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73531 | NS      | $67143.00     | 0.01%             | 2046-02-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V1.898 07/23/31 MTN                             | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | NS      | $65900.49     | 0.01%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Bank 2019-Bnk16                                                                      | BANK 2019-BN16 XA                                   | CUSIP: 065405AJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2357346 | NS      | $61839.80     | 0.01%             | 2052-02-16      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK29                                                                      | BANK 2020-BN29 XA                                   | CUSIP: 06541TBL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2763974 | NS      | $153883.70    | 0.02%             | 2053-11-18      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2024-I                                                               | BABSN 2024-1A B                                     | CUSIP: 06763VAC9<br>LEI: 2549005VRCK51O5LRS39 | Long             | ABS-CBDO         | CORP              | KY        |    360000 | NS      | $361235.88    | 0.06%             | 2037-01-21      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XXV LTD                                                                | BATLN 2024-25A B                                    | CUSIP: 07134FAC4<br>LEI: 5493006S0D1X0TK7V334 | Long             | ABS-CBDO         | CORP              | KY        |    455000 | NS      | $456984.25    | 0.07%             | 2037-03-13      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-C24                                                        | BBCMS 2024-C24 A5                                   | CUSIP: 07336VAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | NS      | $335720.84    | 0.05%             | 2057-02-16      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                        | CNC 2.5 03/01/31                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    235000 | NS      | $202331.90    | 0.03%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chapman University                                                                   | CHAUNI 2.067 04/01/31 2021                          | CUSIP: 15953PAF6<br>LEI: 549300TAU69ZJZ8QBL34 | Long             | DBT              | CORP              | US        |    200000 | NS      | $170879.50    | 0.03%             | 2031-04-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                             | BMARK 2019-B12 A5                                   | CUSIP: 08162FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1498000 | NS      | $1403198.00   | 0.23%             | 2052-08-16      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                   | BA 6.388 05/01/31                                   | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    110000 | NS      | $118216.36    | 0.02%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.419 04/15/33 144A                            | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    370000 | NS      | $335563.63    | 0.05%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| The Brooklyn Union Gas Company                                                       | NGGLN 4.866 08/05/32 144A                           | CUSIP: 114259AW4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    180000 | NS      | $173930.27    | 0.03%             | 2032-08-05      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Cedar Funding IX CLO                                                                 | CEDF 2018-9A AR                                     | CUSIP: 15033EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    435000 | NS      | $436645.16    | 0.07%             | 2037-07-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                        | CNC 2.625 08/01/31                                  | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    325000 | NS      | $278461.07    | 0.04%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                      | CI 4.8 08/15/38                                     | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    325000 | NS      | $305542.94    | 0.05%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                      | CI 1.25 03/15/26                                    | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    360000 | NS      | $352317.19    | 0.06%             | 2026-03-15      | Fixed         | 1.25%                 | 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        |    120000 | NS      | $122036.74    | 0.02%             | 2041-12-12      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                        | CA CAS 7.3 10/01/2039                               | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | NS      | $98307.55     | 0.02%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 2.8 04/01/31                                   | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     80000 | NS      | $71335.50     | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 3.5 03/01/42                                   | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     35000 | NS      | $24956.70     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEGACY MTG TR 2021-GS4                                                               | LMAT 2021-GS4 A1                                    | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76262 | NS      | $76248.33     | 0.01%             | 2060-11-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 5.5 02/12/55                                    | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    125000 | NS      | $125778.98    | 0.02%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital One Multi Asset Execution Trust                                              | COMET 2022-A3 A                                     | CUSIP: 14041NGB1<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    400000 | NS      | $400473.59    | 0.06%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2024-2 LTD                                                            | CGMS 2024-2A B                                      | CUSIP: 14318VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | NS      | $703216.50    | 0.11%             | 2037-04-27      | Floating      | 11.25%                | 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        |     40000 | NS      | $42678.31     | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V3.887 01/10/28                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | NS      | $693636.88    | 0.11%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                         | CFG V5.253 03/05/31                                 | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    210000 | NS      | $212813.02    | 0.03%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cno Global Funding                                                                   | CNO 4.875 12/10/27 144A                             | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    205000 | NS      | $206602.67    | 0.03%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 4.908 07/23/25                                 | CUSIP: 161175AY0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     35000 | NS      | $34997.44     | 0.01%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                                    | CHH 5.85 08/01/34                                   | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    193000 | NS      | $194505.56    | 0.03%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                             | COLT 2021-4 A1                                      | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207795 | NS      | $176875.70    | 0.03%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                                   | CPGX 6.042 08/15/28 144A                            | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | NS      | $124945.35    | 0.02%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc.                                                   | CMLTI 2018-RP1 A1                                   | CUSIP: 17326QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10374 | NS      | $10178.70     | 0.00%             | 2064-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                                   | CPGX 5.681 01/15/34 144A                            | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | NS      | $177151.20    | 0.03%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                          | CQP 5.55 10/30/35 144A                              | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    385000 | NS      | $388026.91    | 0.06%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V4.91 05/24/33                                    | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    360000 | NS      | $359193.19    | 0.06%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 3.1 05/03/27                                    | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     75000 | NS      | $73553.46     | 0.01%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                            | MARS 5 03/01/32 144A                                | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1160000 | NS      | $1175421.27   | 0.19%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V4.952 05/07/31                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    280000 | NS      | $283191.16    | 0.05%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                             | COLT 2021-3 A1                                      | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315450 | NS      | $262991.19    | 0.04%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                                 | CPGX 6.036 11/15/33 144A                            | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | NS      | $466930.88    | 0.08%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R03                                         | CAS 2024-R03 2M2                                    | CUSIP: 207941AB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    375000 | NS      | $378035.71    | 0.06%             | 2044-03-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 5 10/15/27                                      | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    275000 | NS      | $279510.19    | 0.04%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 4.875 05/15/29                                  | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    167000 | NS      | $169345.47    | 0.03%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                   | COP 5.7 09/15/63                                    | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    130000 | NS      | $124328.88    | 0.02%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                             | COXENT 2.6 06/15/31 144A                            | CUSIP: 224044CN5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    165000 | NS      | $144404.13    | 0.02%             | 2031-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| COLT 2021-HX1 MORTGAGE LOAN TRUST                                                    | COLT 2021-HX1 A1                                    | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    431322 | NS      | $370159.72    | 0.06%             | 2066-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 2.887 11/01/51                                | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | NS      | $152144.30    | 0.02%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 2.8 01/15/51                                  | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    105000 | NS      | $62959.28     | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                        | ED 3.2 12/01/51                                     | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    145000 | NS      | $96093.65     | 0.02%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                                             | CMS 5.05 05/15/35                                   | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     65000 | NS      | $65450.09     | 0.01%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                       | CUSIP: 21H032670<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3250000 | NS      | $2954359.00   | 0.48%             | 2055-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                                           | DG 3.875 04/15/27                                   | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    288000 | NS      | $285382.91    | 0.05%             | 2027-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                                   | EOG 5 07/15/32                                      | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    145000 | NS      | $146763.47    | 0.02%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | FHLB 4.75 12/10/32                                  | CUSIP: 3130ATVX2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    600000 | NS      | $622248.94    | 0.10%             | 2032-12-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR ZI3211                                           | CUSIP: 3131WFR86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6505 | NS      | $6675.08      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR QE0827                                           | CUSIP: 3133B94L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    992834 | NS      | $787267.56    | 0.13%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2016-11 GA                                      | CUSIP: 3136ARQA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     32194 | NS      | $30023.47     | 0.00%             | 2046-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2022-90 AY                                      | CUSIP: 3136BPRL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    680000 | NS      | $657364.38    | 0.11%             | 2041-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4146 AB                                         | CUSIP: 3137AXEH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     13538 | NS      | $13151.46     | 0.00%             | 2027-12-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS8142                                           | CUSIP: 3138WJBL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292646 | NS      | $277317.22    | 0.04%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 867613                                           | CUSIP: 31409C3W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11574 | NS      | $11828.43     | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 2.937 11/01/56                                | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    221000 | NS      | $129760.41    | 0.02%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL EQUIP FIN 2024-1 LLC                                                      | CEFI 2024-1A A                                      | CUSIP: 20166RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148201 | NS      | $149639.72    | 0.02%             | 2029-07-16      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| DBGS MORTGAGE TRUST                                                                  | DBGS 2018-C1 XA                                     | CUSIP: 23307DBB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10933591 | NS      | $58472.85     | 0.01%             | 2051-10-17      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                     | DB V5.297 05/09/31                                  | CUSIP: 251526DA4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    515000 | NS      | $523044.58    | 0.08%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                        | STACR 2022-DNA2 M2                                  | CUSIP: 35564KRN1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    395000 | NS      | $410176.22    | 0.07%             | 2042-02-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                                           | GCAT 2021-NQM1 A1                                   | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124577 | NS      | $111197.52    | 0.02%             | 2066-01-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Gnma Pass-Thru M Single Family                                                       | G2 MA2602                                           | CUSIP: 36179Q3K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    131716 | NS      | $125137.30    | 0.02%             | 2045-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6339                                           | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    255140 | NS      | $232900.42    | 0.04%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7766                                           | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1818053 | NS      | $1480834.38   | 0.24%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS MTG CORPORATION TR 2024-70P                                                       | GSMS 2024-70P A                                     | CUSIP: 36269JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625000 | NS      | $628004.69    | 0.10%             | 2041-03-12      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 5.55 04/01/35                                  | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    195000 | NS      | $197116.99    | 0.03%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                                   | DCENT 2023-A1 A                                     | CUSIP: 254683CY9<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | ABS-O            | CORP              | US        |    500000 | NS      | $499543.09    | 0.08%             | 2028-03-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                  | D 5 06/15/30                                        | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    310000 | NS      | $316370.66    | 0.05%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                  | D 4.6 05/15/28                                      | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | NS      | $100658.80    | 0.02%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                     | DUK 2.55 06/15/31                                   | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    347000 | NS      | $309189.94    | 0.05%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc.                                                                | DUK 5.55 03/15/54                                   | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    120000 | NS      | $117231.59    | 0.02%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| EAST WEST INVS MGMT CLO 2019-1                                                       | CIFC 2019-FAL A                                     | CUSIP: 27580XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1229464 | NS      | $1231077.50   | 0.20%             | 2033-01-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 6 11/15/28                                    | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     35000 | NS      | $36743.09     | 0.01%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                   | CAG 4.85 11/01/28                                   | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    304000 | NS      | $306943.44    | 0.05%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                   | CAG 5.3 10/01/26                                    | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    225000 | NS      | $227259.27    | 0.04%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                          | EQNR 3.625 04/06/40                                 | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    190000 | NS      | $158836.48    | 0.03%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | FHLB 3.375 09/10/32                                 | CUSIP: 3130AT4C8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    560000 | NS      | $533562.69    | 0.09%             | 2032-09-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR ZI5097                                           | CUSIP: 3131WHUW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8374 | NS      | $8495.99      | 0.00%             | 2036-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR ZS1047                                           | CUSIP: 3132A1EU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5245 | NS      | $5221.70      | 0.00%             | 2035-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR ZS4232                                           | CUSIP: 3132A4VZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5611 | NS      | $5882.04      | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR QB6287                                           | CUSIP: 3133AC6Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    590890 | NS      | $567653.44    | 0.09%             | 2050-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                               | MU 5.65 11/01/32                                    | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    335000 | NS      | $348226.10    | 0.06%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                                        | MCMLT 2019-GS1 A1                                   | CUSIP: 59981BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128059 | NS      | $124680.53    | 0.02%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR QD8229                                           | CUSIP: 3133B6EA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     28949 | NS      | $22996.00     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 2.9 04/12/32                                   | CUSIP: 3133ENUJ7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2080000 | NS      | $1929330.69   | 0.31%             | 2032-04-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-21 PQ                                      | CUSIP: 3136A36C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     11379 | NS      | $10760.70     | 0.00%             | 2041-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2015-48 QB                                      | CUSIP: 3136APKJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     11842 | NS      | $11596.72     | 0.00%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2017-26 CG                                      | CUSIP: 3136AWCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     11926 | NS      | $11812.05     | 0.00%             | 2044-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2020-1 AC                                       | CUSIP: 3136B8NW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    207079 | NS      | $196413.30    | 0.03%             | 2058-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R01                                         | CAS 2024-R01 1M2                                    | CUSIP: 20753UAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    175000 | NS      | $176839.41    | 0.03%             | 2044-01-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                   | COP 4.025 03/15/62                                  | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    115000 | NS      | $82804.29     | 0.01%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 256845                                           | CUSIP: 31371NHW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8931 | NS      | $9308.16      | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 310229                                           | CUSIP: 31374CSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    409691 | NS      | $380240.50    | 0.06%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                            | ADBE 2.15 02/01/27                                  | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    550000 | NS      | $534724.00    | 0.09%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2                                                  | AFFRM 2024-B A                                      | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495000 | NS      | $495061.09    | 0.08%             | 2029-09-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V4.654 10/18/30                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    155000 | NS      | $155295.66    | 0.02%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                    | NWG V5.115 05/23/31                                 | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | NS      | $203272.81    | 0.03%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                           | STZ 3.6 02/15/28                                    | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    140000 | NS      | $137520.52    | 0.02%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                           | STZ 4.8 05/01/30                                    | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    210000 | NS      | $211732.32    | 0.03%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 5170 DP                                         | CUSIP: 3137H4FG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    335734 | NS      | $294860.84    | 0.05%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FHMS K510 A2                                        | CUSIP: 3137HB3D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    175000 | NS      | $179705.33    | 0.03%             | 2028-10-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                                 | NOMURA 2.608 07/14/31                               | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    500000 | NS      | $441161.75    | 0.07%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                         | NSC 5.1 05/01/35                                    | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     15000 | NS      | $15075.77     | 0.00%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                     | HES 7.3 08/15/31                                    | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    185000 | NS      | $209818.44    | 0.03%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V5.016 04/25/31                                 | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    365000 | NS      | $372706.72    | 0.06%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 2012-1 Ltd.                                                    | ANCHC 2016-8A AR2A                                  | CUSIP: 03329KAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    425000 | NS      | $425524.44    | 0.07%             | 2034-10-27      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                             | AOMT 2021-3 A1                                      | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118012 | NS      | $100482.10    | 0.02%             | 2066-05-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                       | APP 5.5 12/01/34                                    | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    713000 | NS      | $723905.73    | 0.12%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2022-C15                                                        | BBCMS 2022-C15 A5                                   | CUSIP: 05552FBA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | NS      | $96359.89     | 0.02%             | 2055-04-16      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 6.25 03/15/53                                  | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     45000 | NS      | $44493.50     | 0.01%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 5.9 04/18/64                                   | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     45000 | NS      | $41648.88     | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Inc.                                                                   | DPABS 2018-1A A2I                                   | CUSIP: 25755TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184762 | NS      | $184176.45    | 0.03%             | 2048-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Inc.                                                                   | DPABS 2019-1A A2                                    | CUSIP: 25755TAL4<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-O            | CORP              | US        |    100800 | NS      | $96030.56     | 0.02%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                              | BPCEGP V6.508 01/18/35 144A                         | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | NS      | $259529.83    | 0.04%             | 2035-01-18      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                              | BPCEGP V5.389 05/28/31 144A                         | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    255000 | NS      | $259651.91    | 0.04%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| BLP COMMERCIAL MORTGAGE TRUST 2024-                                                  | BLP 2024-IND2 A                                     | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450693 | NS      | $451256.38    | 0.07%             | 2041-03-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Bacardi Martini B V                                                                  | BACARD 6 02/01/35 144A                              | CUSIP: 05634WAB8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    170000 | NS      | $175505.79    | 0.03%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Company                                                     | EXC 5.45 06/01/35                                   | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    120000 | NS      | $122998.47    | 0.02%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V4.571 04/27/33                                 | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    785000 | NS      | $772495.75    | 0.12%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                               | ES 5.4 06/01/34                                     | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    105000 | NS      | $107568.68    | 0.02%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc.                                                             | ORLY 4.7 06/15/32                                   | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     88000 | NS      | $87378.73     | 0.01%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST 2023-2                                                    | BAAT 2023-2A A2                                     | CUSIP: 06054YAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5534 | NS      | $5537.26      | 0.00%             | 2026-08-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK32                                                                      | BANK 2021-BN32 A5                                   | CUSIP: 06542BBH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | NS      | $1341087.88   | 0.22%             | 2054-04-17      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                             | BMARK 2019-B9 A5                                    | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | NS      | $535369.31    | 0.09%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                   | BA 3.45 11/01/28                                    | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1025000 | NS      | $988338.31    | 0.16%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                     | DUK 5 08/15/52                                      | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    175000 | NS      | $153423.18    | 0.02%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 5.625 04/05/34                                | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    135000 | NS      | $138701.05    | 0.02%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | OKE 4.4 10/15/29                                    | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | NS      | $99233.96     | 0.02%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL1 TRUST                                                                 | PRET 2025-RPL1 A1                                   | CUSIP: 69392FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    566252 | NS      | $547953.31    | 0.09%             | 2069-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST 22-SFR3                                                   | PROG 2022-SFR3 A                                    | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134041 | NS      | $130791.03    | 0.02%             | 2039-04-19      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RR 23 Ltd / RR 23 LLC                                                                | RRAM 2022-23A A2R2                                  | CUSIP: 75000GBK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    540000 | NS      | $540000.00    | 0.09%             | 2037-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AX7549                                           | CUSIP: 3138Y9L71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223408 | NS      | $212410.84    | 0.03%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 745044                                           | CUSIP: 31403CWD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3750 | NS      | $3732.44      | 0.00%             | 2035-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 5.05 07/12/29                                  | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     90000 | NS      | $92161.68     | 0.01%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST                                                    | BHLD 2020-1 A1                                      | CUSIP: 12062RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20165 | NS      | $19873.19     | 0.00%             | 2055-02-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6.4 12/01/30                                     | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    230000 | NS      | $247858.19    | 0.04%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 4.6 01/15/31                                    | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    170000 | NS      | $171293.25    | 0.03%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                              | SORT 2022-1A A1                                     | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97713 | NS      | $97961.08     | 0.02%             | 2062-08-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C6 Mortgage Trust                                                         | CFCRE 2016-C3 A3                                    | CUSIP: 12531WBB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248000 | NS      | $246713.13    | 0.04%             | 2048-01-10      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Regatta Funding Ltd.                                                                 | REGT6 2016-1A AR2                                   | CUSIP: 75887NAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1180000 | NS      | $1180759.88   | 0.19%             | 2034-04-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                              | RSG 5.2 11/15/34                                    | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    205000 | NS      | $209819.14    | 0.03%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BV8155                                           | CUSIP: 3140MNBZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37102 | NS      | $29409.42     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CA6412                                           | CUSIP: 3140QEDS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199306 | NS      | $167508.03    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB0090                                           | CUSIP: 3140QKC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203674 | NS      | $162025.63    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB1805                                           | CUSIP: 3140QMAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    326737 | NS      | $275001.28    | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB2801                                           | CUSIP: 3140QNDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    807387 | NS      | $641609.63    | 0.10%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FM8779                                           | CUSIP: 3140XCXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83313 | NS      | $70197.23     | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS1629                                           | CUSIP: 3140XGY37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4239353 | NS      | $3516999.25   | 0.57%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS7078                                           | CUSIP: 3140XN2L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1260052 | NS      | $1207559.25   | 0.19%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES 5.125 05/15/33                                   | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    195000 | NS      | $195143.89    | 0.03%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                         | EXC 4.05 04/15/30                                   | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    450000 | NS      | $442684.84    | 0.07%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 899685                                           | CUSIP: 31410WRE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22414 | NS      | $23271.62     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4387                                           | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19135 | NS      | $16499.34     | 0.00%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 4.125 04/01/40                                  | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    121000 | NS      | $101019.87    | 0.02%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                | CAH 5 11/15/29                                      | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    380000 | NS      | $387343.01    | 0.06%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                 | CAT 4.7 11/15/29                                    | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    320000 | NS      | $325904.81    | 0.05%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4.8 05/15/33                                  | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    145000 | NS      | $144712.91    | 0.02%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Company                                                         | BRKHEC 2.6 05/01/26                                 | CUSIP: 826418BM6<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    100000 | NS      | $98483.41     | 0.02%             | 2026-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                                  | STAR 2020-3 A1                                      | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14884 | NS      | $14351.54     | 0.00%             | 2065-04-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc.                                                               | ACN 4.25 10/04/31                                   | CUSIP: 00440KAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | NS      | $326915.28    | 0.05%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                  | CATMED 6.461 11/01/52                               | CUSIP: 20268JAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | NS      | $466094.97    | 0.08%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                   | COP 3.8 03/15/52                                    | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     93000 | NS      | $67511.89     | 0.01%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A. London Branch                                                   | ACAFP V5.222 05/27/31 144a                          | CUSIP: 22535WAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    525000 | NS      | $534789.94    | 0.09%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2021-NQM5                                                                 | CSMC 2021-NQM5 A1                                   | CUSIP: 22946DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    169946 | NS      | $143798.23    | 0.02%             | 2066-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                                | SO 3.45 10/01/49                                    | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    335000 | NS      | $237731.45    | 0.04%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Company Inc                                                      | ALLE 5.6 05/29/34                                   | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    189000 | NS      | $194143.23    | 0.03%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4158                                           | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2592847 | NS      | $2068847.38   | 0.33%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4356                                           | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10166993 | NS      | $8485506.00   | 1.37%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3 02/15/41                                     | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     55000 | NS      | $40246.55     | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 4.2 02/01/33                                   | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    155000 | NS      | $145235.06    | 0.02%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                | UBER 4.5 08/15/29 144A                              | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    350000 | NS      | $347529.50    | 0.06%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 4.375 05/15/40                                    | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2380000 | NS      | $2326171.00   | 0.37%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA5496                                           | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2602178 | NS      | $2551371.25   | 0.41%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST BRD ADMIN FIN CORP                                                        | FL FLSGEN 1.26 07/01/2025                           | CUSIP: 341271AD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | NS      | $395000.00    | 0.06%             | 2025-07-01      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2024-5                                           | EART 2024-5A B                                      | CUSIP: 30165BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122000 | NS      | $121865.10    | 0.02%             | 2029-04-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-1                                           | EART 2025-1A A2                                     | CUSIP: 30167MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    313237 | NS      | $313247.78    | 0.05%             | 2027-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                          | COR 3.45 12/15/27                                   | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    175000 | NS      | $171748.05    | 0.03%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                 | AHTLN 1.5 08/12/26 144A                             | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | NS      | $193494.05    | 0.03%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-C                                                  | FORDO 2023-C A2A                                    | CUSIP: 344940AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60387 | NS      | $60421.57     | 0.01%             | 2026-09-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM7 TRUST                                                                 | GCAT 2021-NQM7 A1                                   | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135494 | NS      | $125517.31    | 0.02%             | 2066-08-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-1                                           | EART 2025-1A A3                                     | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | NS      | $175233.16    | 0.03%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR ZI1003                                           | CUSIP: 3131WDDG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1667 | NS      | $1727.18      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc.                                                                | DUK 5.25 04/01/33                                   | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    115000 | NS      | $118436.86    | 0.02%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                              | EQH 5 03/27/30 144A                                 | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    140000 | NS      | $142090.25    | 0.02%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5711                                           | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103458 | NS      | $101070.06    | 0.02%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7051                                           | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1578008 | NS      | $1285371.88   | 0.21%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7534                                           | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2704384 | NS      | $2298783.50   | 0.37%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                          | GLPI 5.3 01/15/29                                   | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    135000 | NS      | $136496.88    | 0.02%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.016 10/23/35                                  | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     60000 | NS      | $59274.25     | 0.01%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2013-37 LG                                      | CUSIP: 38378JNS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     15069 | NS      | $14672.64     | 0.00%             | 2042-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HIH TR 2024-61P                                                                      | HIH 2024-61P A                                      | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157641 | NS      | $157739.13    | 0.03%             | 2041-10-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                      | HERTZ 2025-2A A                                     | CUSIP: 42806MCX5<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    190000 | NS      | $190551.61    | 0.03%             | 2031-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                          | HST 2.9 12/15/31 J                                  | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    126000 | NS      | $110407.93    | 0.02%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HOUSTON GALLERIA TR 2025-HGLR                                                        | HGMT 2025-HGLR A                                    | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | NS      | $410406.19    | 0.07%             | 2045-02-07      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd.                                                    | TT 3.8 03/21/29                                     | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     60000 | NS      | $58969.21     | 0.01%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                          | KPERM 2.81 06/01/41 2021                            | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    200000 | NS      | $142627.41    | 0.02%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corporation                                                         | NGGLN 5.994 03/06/33 144A                           | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     42000 | NS      | $43648.38     | 0.01%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                            | KHC 5.2 03/15/32                                    | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    175000 | NS      | $178173.98    | 0.03%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Gmf Floorplan Owner Revolving Trust                                                  | GFORT 2023-1 A1                                     | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | NS      | $504653.69    | 0.08%             | 2028-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                         | GSMS 2020-GC45 XA                                   | CUSIP: 36258YBJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1895290 | NS      | $42854.78     | 0.01%             | 2053-02-14      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                            | WBD 5.141 03/15/52                                  | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1065000 | NS      | $742837.50    | 0.12%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                            | MARS 4.6 03/01/28 144A                              | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    170000 | NS      | $171381.90    | 0.03%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                              | MA 3.3 03/26/27                                     | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    625000 | NS      | $618351.00    | 0.10%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.164 04/20/29 MTN                              | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    545000 | NS      | $555682.06    | 0.09%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.23 01/15/31                                   | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    110000 | NS      | $112606.23    | 0.02%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP 2021-230P                                                         | MSC 2021-230P A                                     | CUSIP: 61772WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $288236.41    | 0.05%             | 2038-12-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                              | NXPI 4.3 06/18/29                                   | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |     89000 | NS      | $88186.46     | 0.01%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                        | NFLX 5.875 11/15/28                                 | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    390000 | NS      | $411111.13    | 0.07%             | 2028-11-15      | Fixed         | 5.88%                 | 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        |    345000 | NS      | $324813.33    | 0.05%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                         | NVDA 3.5 04/01/40                                   | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    310000 | NS      | $261138.74    | 0.04%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2024-4                                             | GCAR 2024-4A B                                      | CUSIP: 36270YAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | NS      | $210780.17    | 0.03%             | 2029-04-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 4.3 07/13/25                                     | CUSIP: 37045XAZ9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | NS      | $249943.73    | 0.04%             | 2025-07-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OBX TRUST 2021-NQM1                                                                  | OBX 2021-NQM1 A1                                    | CUSIP: 67114BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    203176 | NS      | $174504.91    | 0.03%             | 2066-02-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| OBX TRUST 2021-NQM4                                                                  | OBX 2021-NQM4 A1                                    | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    132799 | NS      | $112584.47    | 0.02%             | 2061-10-25      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES 5.5 01/01/34                                     | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    324000 | NS      | $329947.96    | 0.05%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-3                                           | EART 2023-3A B                                      | CUSIP: 301989AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11135 | NS      | $11146.03     | 0.00%             | 2027-09-15      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD7563                                           | CUSIP: 3132DVML6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1681410 | NS      | $1629694.13   | 0.26%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RA5276                                           | CUSIP: 3133KL2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1562154 | NS      | $1306775.75   | 0.21%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                               | OGLETH 5.05 10/01/48                                | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    120000 | NS      | $106024.37    | 0.02%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | OKE 4.75 10/15/31                                   | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     40000 | NS      | $39603.15     | 0.01%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.6 04/01/40                                   | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    350000 | NS      | $280131.97    | 0.05%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6.9 11/09/52                                   | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    125000 | NS      | $139042.48    | 0.02%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 5.45 06/15/27                                   | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    170000 | NS      | $171967.66    | 0.03%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PETRONAS Capital Ltd.                                                                | PETMK 5.34 04/03/35 144A                            | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    200000 | NS      | $204826.66    | 0.03%             | 2035-04-03      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL6 LLC                                                                   | PRET 2025-NPL6 A1                                   | CUSIP: 740936AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | NS      | $750051.06    | 0.12%             | 2055-06-25      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR4 TRUS                                                  | PROG 2022-SFR4 A                                    | CUSIP: 74332XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    374210 | NS      | $373322.38    | 0.06%             | 2041-05-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                            | RRX 6.3 02/15/30 *                                  | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    794000 | NS      | $831735.00    | 0.13%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 5.875 01/30/29 144A                          | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    234000 | NS      | $235565.71    | 0.04%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 MORTGAGE TRUST                                                           | BMO 2024-C9 XA                                      | CUSIP: 05593MAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1507243 | NS      | $97927.24     | 0.02%             | 2057-07-17      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST-2025-1C                                               | BSTN 2025-1C A                                      | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575000 | NS      | $587897.00    | 0.09%             | 2044-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                          | AKERBP 5.125 10/01/34 144A                          | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    150000 | NS      | $144019.14    | 0.02%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                     | HES 7.125 03/15/33                                  | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    144000 | NS      | $163070.70    | 0.03%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                          | COR 4.85 12/15/29                                   | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    245000 | NS      | $248876.28    | 0.04%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                   | BX 2025-ROIC A                                      | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | NS      | $546562.50    | 0.09%             | 2042-02-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-BIO                                                                    | BX 2024-BIO A                                       | CUSIP: 05612AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | NS      | $274999.91    | 0.04%             | 2041-02-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNA 2019-M21 X3                                     | CUSIP: 3136B6XE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1830428 | NS      | $112301.69    | 0.02%             | 2034-06-25      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CA1564                                           | CUSIP: 3140Q8W27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312654 | NS      | $303901.84    | 0.05%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CA6988                                           | CUSIP: 3140QEXS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    766632 | NS      | $647145.25    | 0.10%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB6431                                           | CUSIP: 3140QSED9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2877934 | NS      | $2882848.00   | 0.46%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V3.311 04/22/42                                 | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    375000 | NS      | $287770.56    | 0.05%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                      | BXSL 5.875 11/15/27                                 | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    200000 | NS      | $204144.83    | 0.03%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V2.299 07/21/32                                 | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    370000 | NS      | $322426.75    | 0.05%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V2.482 09/21/36                                 | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    272000 | NS      | $230479.14    | 0.04%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR7                                                                      | BANK5 2024-5YR7 A3                                  | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | NS      | $493668.97    | 0.08%             | 2057-06-15      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8                                                                      | BANK5 2024-5YR8 A3                                  | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | NS      | $286922.97    | 0.05%             | 2057-08-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-C24                                                        | BBCMS 2024-C24 XA                                   | CUSIP: 07336VAZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1103244 | NS      | $108698.44    | 0.02%             | 2057-02-16      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                        | BDX 4.669 06/06/47                                  | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    100000 | NS      | $85758.12     | 0.01%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB7603                                           | CUSIP: 3140QTNV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2458729 | NS      | $2501289.50   | 0.40%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FM3136                                           | CUSIP: 3140X6PW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    898798 | NS      | $789460.44    | 0.13%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 3.75 02/15/28                                  | CUSIP: 161175BJ2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    325000 | NS      | $318989.56    | 0.05%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                  | CHILE 5.65 01/13/37                                 | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    230000 | NS      | $236923.00    | 0.04%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V2.572 06/03/31                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    330000 | NS      | $299280.78    | 0.05%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                                 | CPGX 5.927 08/15/30 144A                            | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | NS      | $205847.85    | 0.03%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                             | COXENT 5.45 09/01/34 144A                           | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    130000 | NS      | $128200.63    | 0.02%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-2                                             | CAALT 2024-2A B                                     | CUSIP: 22536VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | NS      | $436968.38    | 0.07%             | 2034-08-15      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 4.8 09/01/28                                    | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     60000 | NS      | $60360.20     | 0.01%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                        | DELL 5.3 04/01/32                                   | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    210000 | NS      | $214642.39    | 0.03%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                  | D 3.375 04/01/30 C                                  | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     61000 | NS      | $57969.89     | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc.                                                                | DUK 3.65 02/01/29                                   | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    145000 | NS      | $142211.03    | 0.02%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 3.125 11/15/29                                | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    105000 | NS      | $99190.17     | 0.02%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD0296                                           | CUSIP: 3132DMKH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1066607 | NS      | $1008158.94   | 0.16%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD8063                                           | CUSIP: 3132DV5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    334062 | NS      | $303595.16    | 0.05%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RA5801                                           | CUSIP: 3133KMNS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    727702 | NS      | $610499.13    | 0.10%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2019-45 PT                                      | CUSIP: 3136B5PK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     52889 | NS      | $48103.53     | 0.01%             | 2049-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4142 PT                                         | CUSIP: 3137AX5Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     17134 | NS      | $16638.97     | 0.00%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMS K104 X1                                        | CUSIP: 3137FREK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    957679 | NS      | $39959.74     | 0.01%             | 2030-01-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4961 JB                                         | CUSIP: 3137FRK75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    109474 | NS      | $100721.98    | 0.02%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMS K111 X1                                        | CUSIP: 3137FUZE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    568441 | NS      | $35542.63     | 0.01%             | 2030-05-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BH5768                                           | CUSIP: 3140GUMS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    784700 | NS      | $763412.25    | 0.12%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CA3861                                           | CUSIP: 3140QBJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    395557 | NS      | $364534.75    | 0.06%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB3744                                           | CUSIP: 31417AES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101976 | NS      | $98386.33     | 0.02%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4325                                           | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    890716 | NS      | $708622.19    | 0.11%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 5.85 05/17/27                                     | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    372000 | NS      | $374831.06    | 0.06%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                        | STACR 2025-DNA2 A1                                  | CUSIP: 35564NHY2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    481250 | NS      | $481428.41    | 0.08%             | 2045-05-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.218 04/23/31                                  | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    235000 | NS      | $240915.30    | 0.04%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC                                         | GALC 2024-1 B                                       | CUSIP: 39154TCL0<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |     80000 | NS      | $81299.99     | 0.01%             | 2030-12-16      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                       | HPE 5 10/15/34                                      | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    251000 | NS      | $243474.63    | 0.04%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                             | H 5.5 06/30/34                                      | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    630000 | NS      | $629611.60    | 0.10%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX 1.75 03/01/26                                  | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     70000 | NS      | $68647.84     | 0.01%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC 6.11 01/29/37                                   | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    295000 | NS      | $311524.11    | 0.05%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust 2019-1                                                  | MST 2018-1A A                                       | CUSIP: 59166DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45420 | NS      | $44087.62     | 0.01%             | 2057-03-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO XXIV LTD                                                            | BLUEM 2019-24A AR                                   | CUSIP: 09609NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    410000 | NS      | $410037.72    | 0.07%             | 2034-04-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                     | BNSF 4.05 06/15/48                                  | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | NS      | $161589.78    | 0.03%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V1.928 04/28/32 MTN                              | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    270000 | NS      | $230847.28    | 0.04%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| NMLT 2021-INV1 TRUST                                                                 | NLT 2021-INV1 A1                                    | CUSIP: 62923JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    606287 | NS      | $530500.50    | 0.09%             | 2056-05-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 2.25 06/01/30                                   | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    380000 | NS      | $342221.07    | 0.06%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Company                                                                  | FE 5.5 01/15/33 144A                                | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | NS      | $20444.82     | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Company                                                                  | FE 4.95 12/15/29 144A                               | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | NS      | $86164.32     | 0.01%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TR 20-1NYP                                                        | ONYP 2020-1NYP A                                    | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | NS      | $340175.26    | 0.05%             | 2036-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS8962                                           | CUSIP: 3140XQ5Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3427644 | NS      | $3428965.75   | 0.55%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                               | FABSJV 5.5 01/25/31                                 | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    240000 | NS      | $246167.08    | 0.04%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 6.4 06/15/33                                    | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | NS      | $104531.20    | 0.02%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                   | PERU 3.3 03/11/41                                   | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    380000 | NS      | $281485.00    | 0.05%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GE Capital International Funding Company Unlimited Company                           | GE 4.418 11/15/35                                   | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    200000 | NS      | $191934.77    | 0.03%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6541                                           | CUSIP: 36179VHS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1196942 | NS      | $1061618.22   | 0.17%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 2.7 08/20/27                                     | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    125000 | NS      | $120067.12    | 0.02%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                | SO 4.55 03/15/30                                    | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    175000 | NS      | $176656.66    | 0.03%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA8268                                           | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2083061 | NS      | $2011109.88   | 0.32%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES                                                   | GMREV 2024-1 B                                      | CUSIP: 36269KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | NS      | $133053.30    | 0.02%             | 2036-12-11      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V4.692 10/23/30                                  | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | NS      | $200600.70    | 0.03%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings L.P                                                       | HR 2.05 03/15/31                                    | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    525000 | NS      | $438870.19    | 0.07%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| CSMC TR 2021-NQM6                                                                    | CSMC 2021-NQM6 A1                                   | CUSIP: 12662KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395993 | NS      | $331516.69    | 0.05%             | 2066-07-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                   | CM V5.245 01/13/31                                  | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    465000 | NS      | $476310.16    | 0.08%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                     | CP 2.05 03/05/30                                    | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    400000 | NS      | $360160.41    | 0.06%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TR 2022-4                                                         | COLT 2022-4 A1                                      | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68733 | NS      | $68495.13     | 0.01%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4                            | GMCAR 2023-4 A2A                                    | CUSIP: 379930AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26943 | NS      | $26970.96     | 0.00%             | 2026-11-16      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                                 | HWM 4.85 10/15/31                                   | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    203000 | NS      | $205582.16    | 0.03%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR ZS1138                                           | CUSIP: 3132A1HP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4580 | NS      | $4560.10      | 0.00%             | 2036-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR ZS4597                                           | CUSIP: 3132A5DA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    281724 | NS      | $275170.38    | 0.04%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD6877                                           | CUSIP: 3132DUUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2399998 | NS      | $2079380.13   | 0.33%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD7555                                           | CUSIP: 3132DVMC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2390978 | NS      | $2104535.00   | 0.34%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R02                                         | CAS 2024-R02 1M2                                    | CUSIP: 20754GAE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    107000 | NS      | $107900.78    | 0.02%             | 2044-02-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                        | ED 5.5 03/15/55                                     | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    180000 | NS      | $174462.85    | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                       | HPE 6.35 10/15/45                                   | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     50000 | NS      | $51293.27     | 0.01%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Howard University                                                                    | HOWUNI 3.476 10/01/41 2020                          | CUSIP: 442851AY7<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |    160000 | NS      | $116610.17    | 0.02%             | 2041-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.5 02/15/46                                      | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3010000 | NS      | $2085836.01   | 0.34%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.625 09/30/30                                    | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1710000 | NS      | $1774325.38   | 0.29%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PETRONAS Capital Ltd.                                                                | PETMK 4.95 01/03/31 144A                            | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    200000 | NS      | $203975.67    | 0.03%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA AUTH FOR INDL DEV                                                    | PA PHIDEV 6.55 10/15/2028                           | CUSIP: 71781LBH1<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |    355000 | NS      | $377112.03    | 0.06%             | 2028-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                              | HYNMTR 6.2 09/21/30 144A                            | CUSIP: 44891ACP0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    360000 | NS      | $380914.13    | 0.06%             | 2030-09-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MTG                                                                    | IMPRL 2021-NQM2 A1                                  | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153497 | NS      | $130117.80    | 0.02%             | 2056-09-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                | REPHUN 5.5 03/26/36 144A                            | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    275000 | NS      | $265131.41    | 0.04%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 5.2 02/10/33                                   | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    350000 | NS      | $352958.72    | 0.06%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Intel Corporation                                                                    | INTC 5.05 08/05/62                                  | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    135000 | NS      | $109890.49    | 0.02%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Company                                                     | LNT 5.6 06/29/35                                    | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    210000 | NS      | $215852.70    | 0.03%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                            | INVH 2.3 11/15/28                                   | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    175000 | NS      | $163847.81    | 0.03%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                    | ISRAEL 2.75 07/03/30 10Y                            | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | NS      | $181003.42    | 0.03%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                                | DNKN 2021-1A A23                                    | CUSIP: 233046AS0<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    514345 | NS      | $448484.38    | 0.07%             | 2051-11-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| DBJPM 2020-C9                                                                        | DBJPM 2020-C9 XA                                    | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    443965 | NS      | $18980.27     | 0.00%             | 2053-08-15      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                           | VERUS 2020-5 A1                                     | CUSIP: 92538CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51193 | NS      | $48938.62     | 0.01%             | 2065-05-25      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V4.897 07/25/33 MTN                             | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    103000 | NS      | $103020.02    | 0.02%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERICAL MORTGAGE TRUST 2024-MGP                                       | WFCM 2024-MGP A12                                   | CUSIP: 95003TAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | NS      | $497500.00    | 0.08%             | 2041-08-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER LLC                                                                      | ZAYO 2025-1A A2                                     | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365000 | NS      | $371803.88    | 0.06%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V3.702 05/06/30                                 | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    175000 | NS      | $170325.34    | 0.03%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V2.963 01/25/33                                 | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    475000 | NS      | $426944.69    | 0.07%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Sound Point Euro Clo 14 Funding Designated Activity Co.                              | SNDPE 14A B                                         | CUSIP: BCC3KVS78<br>LEI: 635400MRPPDDKPZD8B91 | Long             | ABS-O            | CORP              | IE        |    535000 | NS      | $626978.44    | 0.10%             | 2039-04-20      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| J.P.MORGAN MORTGAGE TRUST 2023-HE3                                                   | JPMMT 2023-HE3 A1                                   | CUSIP: 465985AA7<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |    130734 | NS      | $131369.34    | 0.02%             | 2054-05-20      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V3.509 01/23/29                                 | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    560000 | NS      | $548544.00    | 0.09%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                     | FE 5.1 01/15/35                                     | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     50000 | NS      | $49852.19     | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc.                                                                    | EVRG 4.2 03/15/48                                   | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    115000 | NS      | $91603.72     | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                     | DTMINC 5.8 12/15/34 144A                            | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | NS      | $208774.45    | 0.03%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                        | DELL 8.1 07/15/36                                   | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    257000 | NS      | $309759.00    | 0.05%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                | SOCGEN V5.249 05/22/29 144A                         | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    240000 | NS      | $242930.33    | 0.04%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                          | SRE 5.6 04/01/54                                    | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    120000 | NS      | $116811.08    | 0.02%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                    | PAA 3.8 09/15/30                                    | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    550000 | NS      | $525647.69    | 0.08%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RR 26 LTD                                                                            | RRAM 2023-26A A2R                                   | CUSIP: 74989MAQ4<br>LEI: 5493009J845TPXPKFN71 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | NS      | $250300.50    | 0.04%             | 2038-04-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                         | SO 4.85 06/15/28                                    | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    125000 | NS      | $127147.89    | 0.02%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SUMMIT ISSUER                                                                        | FIBER 2020-1A A2                                    | CUSIP: 86613XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | NS      | $142952.89    | 0.02%             | 2050-12-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V1.764 11/19/31                                 | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    410000 | NS      | $355256.63    | 0.06%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                          | KVUE 4.85 05/22/32                                  | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    150000 | NS      | $151804.19    | 0.02%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                     | RDSALN 3 11/26/51                                   | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     85000 | NS      | $54717.76     | 0.01%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                      | SOLV 5.4 03/01/29                                   | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    845000 | NS      | $870151.97    | 0.14%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 2.55 02/15/31                                  | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | NS      | $89522.70     | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                            | TRGP 4 01/15/32                                     | CUSIP: 87612BBU5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    260000 | NS      | $242316.96    | 0.04%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017 2                                                     | TPMT 2018-1 A1                                      | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6413 | NS      | $6326.57      | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Pt Mtg Tr 2018-5                                                                | TPMT 2018-5 A1A                                     | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66033 | NS      | $65171.96     | 0.01%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD8146                                           | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2324275 | NS      | $1849099.60   | 0.30%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD8238                                           | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    681927 | NS      | $653494.81    | 0.11%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                 | KDP 4.597 05/25/28                                  | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    425000 | NS      | $428246.97    | 0.07%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                       | KR 5 09/15/34                                       | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    318000 | NS      | $315725.66    | 0.05%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2021-R1                                                               | TPMT 2021-R1 A1                                     | CUSIP: 89179TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1090891 | NS      | $977288.94    | 0.16%             | 2060-11-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTAL TR 2025-SFR1                                                       | TCN 2025-SFR1 A                                     | CUSIP: 895974AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    289502 | NS      | $289405.13    | 0.05%             | 2030-03-18      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.875 11/15/46                                    | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | NS      | $1104375.00   | 0.18%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.5 02/15/30                                      | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11850000 | NS      | $10723324.50  | 1.73%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.75 08/15/32                                     | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3620000 | NS      | $3339450.00   | 0.54%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.625 02/15/35                                    | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8830000 | NS      | $9110077.00   | 1.47%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                                 | LVS 6 06/14/30                                      | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    125000 | NS      | $128959.14    | 0.02%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH                               | LA LASGOV 4.28 02/01/2036                           | CUSIP: 54627RAN0<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    345000 | NS      | $335457.63    | 0.05%             | 2036-02-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                    | S 0 11/15/30                                        | CUSIP: 9128337N4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    390000 | NS      | $315701.88    | 0.05%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                    | S 0 11/15/29                                        | CUSIP: 912833XT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1842000 | NS      | $1557333.25   | 0.25%             | 2029-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD8463                                           | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1851293 | NS      | $1881730.13   | 0.30%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR QD7087                                           | CUSIP: 3133B42U8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    491356 | NS      | $389134.72    | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DISTRICT COLUMBIA                                                                    | DC DISHGR 5.75 04/01/2035                           | CUSIP: 25484JDK3<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     45000 | NS      | $46574.64     | 0.01%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DP World Crescent LTD                                                                | DPWDU 5.5 05/08/35 144A                             | CUSIP: 260979AA7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    480000 | NS      | $483972.97    | 0.08%             | 2035-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO X LTD                                                                    | ELM10 2021-3A AR2                                   | CUSIP: 29002VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    925000 | NS      | $925000.00    | 0.15%             | 2038-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                  | ETR 2.95 09/01/26                                   | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    975000 | NS      | $958802.94    | 0.15%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VENTURE 42 CLO LTD                                                                   | VENTR 2021-42A A1A                                  | CUSIP: 923260AC7<br>LEI: 5493005OM8P21GK6YE73 | Long             | ABS-CBDO         | CORP              | KY        |    645000 | NS      | $645439.25    | 0.10%             | 2034-04-17      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                     | PARA 6.875 04/30/36                                 | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     90000 | NS      | $92165.60     | 0.01%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                  | D 5.15 03/15/35                                     | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    195000 | NS      | $195597.07    | 0.03%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                               | WM 4.95 03/15/35                                    | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     55000 | NS      | $55233.26     | 0.01%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V2.879 10/30/30 MTN                             | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    415000 | NS      | $387747.38    | 0.06%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V3.35 03/02/33 MTN                              | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    595000 | NS      | $543383.70    | 0.09%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR ZL7115                                           | CUSIP: 3131XN3Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     11072 | NS      | $10485.68     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD7540                                           | CUSIP: 3132DVLV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    786925 | NS      | $665449.75    | 0.11%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR QD7534                                           | CUSIP: 3133B5LP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    889874 | NS      | $713585.94    | 0.11%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR QE0913                                           | CUSIP: 3133BAAN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    615333 | NS      | $589550.69    | 0.09%             | 2052-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                                | WHISPI 5.4 09/30/29 144A                            | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |      5000 | NS      | $5057.19      | 0.00%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc.                                                            | WTW 2.95 09/15/29                                   | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    500000 | NS      | $470587.78    | 0.08%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-18 GA                                      | CUSIP: 3136A4TG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     21121 | NS      | $19827.70     | 0.00%             | 2041-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-52 PA                                      | CUSIP: 3136A6AN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     19122 | NS      | $18470.44     | 0.00%             | 2042-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                                 | WSTOP 2020-1A A2                                    | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    408775 | NS      | $387409.51    | 0.06%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                      | XEL 5.6 04/15/35                                    | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    290000 | NS      | $296064.51    | 0.05%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM1 TRUST                                                                  | MFRA 2021-NQM1 A1                                   | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127250 | NS      | $119071.18    | 0.02%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM2 TRUST                                                                  | MFRA 2021-NQM2 A1                                   | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108414 | NS      | $95469.17     | 0.02%             | 2064-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                    | ADGLXY 2.94 09/30/40 REGS                           | CUSIP: G3R238AD5<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    344464 | NS      | $282167.81    | 0.05%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 3.625 03/27/32 REGS                          | CUSIP: X7360WCA8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    506000 | NS      | $433990.13    | 0.07%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS 2025-1 ISSUER TRUST                                               | STRE 2025-1A A                                      | CUSIP: 86324XAA3<br>LEI: 7437000ZP669LKUTZ738 | Long             | ABS-O            | CORP              | US        |    245000 | NS      | $246760.94    | 0.04%             | 2045-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 3 02/15/48                                        | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1170000 | NS      | $869319.13    | 0.14%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Posco                                                                                | POHANG 5.75 01/17/28 REGS                           | CUSIP: Y7S272AG7<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    220000 | NS      | $226075.38    | 0.04%             | 2028-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2017-34 JK                                      | CUSIP: 3136AWTK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      9715 | NS      | $9494.30      | 0.00%             | 2047-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2017-49 JA                                      | CUSIP: 3136AXJT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     17744 | NS      | $17631.02     | 0.00%             | 2053-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                 | KDP 4.6 05/15/30                                    | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    185000 | NS      | $185939.16    | 0.03%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                            | KHC 3.75 04/01/30                                   | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    255000 | NS      | $246848.84    | 0.04%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                            | WBD 4.279 03/15/32                                  | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    784000 | NS      | $583100.00    | 0.09%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-2                                          | MBART 2023-2 A2                                     | CUSIP: 58769FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       448 | NS      | $448.67       | 0.00%             | 2026-11-16      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSN AUTH N Y                                                         | NY MTATRN 4.75 11/15/2045                           | CUSIP: 59261AG35<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    115000 | NS      | $112043.26    | 0.02%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Company                                                            | FE 5.85 02/15/34 144A                               | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | NS      | $46785.95     | 0.01%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 4 11/15/42                                        | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | NS      | $1368457.04   | 0.22%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.5 10/31/27                                      | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | NS      | $116093.75    | 0.02%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2018-23 LA                                      | CUSIP: 3136B1WE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     33333 | NS      | $31752.05     | 0.01%             | 2048-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMS K068 A2                                        | CUSIP: 3137FBBX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    190000 | NS      | $186721.36    | 0.03%             | 2027-08-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.25 08/15/31                                     | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2130000 | NS      | $1822148.50   | 0.29%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                    | S 0 05/15/32                                        | CUSIP: 9128337R5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    831000 | NS      | $627695.00    | 0.10%             | 2032-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V3.772 01/24/29 GMTN                             | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | NS      | $591433.81    | 0.10%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V4.889 07/20/33                                  | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    355000 | NS      | $355357.94    | 0.06%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMS K112 X1                                        | CUSIP: 3137FUZX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1115158 | NS      | $63833.85     | 0.01%             | 2030-05-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMS K114 X1                                        | CUSIP: 3137FVNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1454857 | NS      | $66941.05     | 0.01%             | 2030-06-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 2021-GS2                                                 | LMAT 2021-GS2 A1                                    | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215172 | NS      | $215122.41    | 0.03%             | 2061-04-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                            | MSCI 4 11/15/29 144A                                | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    335000 | NS      | $324174.38    | 0.05%             | 2029-11-15      | Fixed         | 4.00%                 | 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        |     55000 | NS      | $57417.47     | 0.01%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V2.484 09/16/36                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    425000 | NS      | $361137.41    | 0.06%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 6.05 02/15/63                                   | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     30000 | NS      | $30441.62     | 0.00%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                | URUGUA 4.375 01/23/31                               | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    160000 | NS      | $159681.60    | 0.03%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2013-77 BP                                      | CUSIP: 3136AFLL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       299 | NS      | $298.34       | 0.00%             | 2043-06-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2025-11 FB                                      | CUSIP: 3136BUZ45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    704609 | NS      | $700755.75    | 0.11%             | 2055-03-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNS 415 A3                                          | CUSIP: 31395QFB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43151 | NS      | $39670.79     | 0.01%             | 2042-11-01      | Fixed         |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BQ6999                                           | CUSIP: 3140KSX51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1195905 | NS      | $950919.88    | 0.15%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wendys Funding Llc                                                                   | WEN 2018-1A A2II                                    | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    180333 | NS      | $175923.46    | 0.03%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                          | WDAY 3.8 04/01/32                                   | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    100000 | NS      | $93965.50     | 0.02%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FHMS K-152 A2                                       | CUSIP: 3137H9M89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | NS      | $479933.94    | 0.08%             | 2032-11-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FHMS K-161 A2                                       | CUSIP: 3137HB2X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | NS      | $513364.84    | 0.08%             | 2033-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BU1340                                           | CUSIP: 3140M2P22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30234 | NS      | $23963.62     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BU8224                                           | CUSIP: 3140MAD68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41608 | NS      | $32981.17     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BV4692                                           | CUSIP: 3140MJGA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1312553 | NS      | $1042038.50   | 0.17%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB2764                                           | CUSIP: 3140QNCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    858503 | NS      | $681325.75    | 0.11%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.664 04/17/36                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    265000 | NS      | $274605.59    | 0.04%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS 3.95 04/23/27                                    | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    754000 | NS      | $749263.75    | 0.12%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| National Bank of Kuwait S.A.K.P.                                                     | NTBKKK 4.63 08/28/25 YCD                            | CUSIP: 63376FS43<br>LEI: 549300NB7FE83IH6BW96 | Long             | STIV             | CORP              | KW        |    749000 | NS      | $749127.88    | 0.12%             | 2025-08-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                        | NFLX 5.375 11/15/29 144A                            | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    805000 | NS      | $840968.88    | 0.14%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                           | AMT 3.8 08/15/29                                    | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     60000 | NS      | $58335.94     | 0.01%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-C28                                                        | BBCMS 2024-C28 XA                                   | CUSIP: 07336WBC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    997815 | NS      | $77659.56     | 0.01%             | 2057-09-17      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                      | CSLAU 3.85 04/27/27 144A                            | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     50000 | NS      | $49640.88     | 0.01%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                          | COF V7.624 10/30/31 .                               | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    360000 | NS      | $406744.44    | 0.07%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                                               | CNP 5.4 06/01/29                                    | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    196000 | NS      | $202579.28    | 0.03%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 4.4 12/01/61                                   | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     85000 | NS      | $59600.79     | 0.01%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                       | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | NS      | $1001312.31   | 0.16%             | 2055-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                             | COXENT 5.95 09/01/54 144A                           | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    115000 | NS      | $106763.20    | 0.02%             | 2054-09-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 5.7 03/08/33                                  | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    203000 | NS      | $210467.05    | 0.03%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BV9699                                           | CUSIP: 3140MPX55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2476840 | NS      | $1965794.13   | 0.32%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CA4864                                           | CUSIP: 3140QCMN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    702667 | NS      | $615532.25    | 0.10%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS2772                                           | CUSIP: 3140XJCJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41984 | NS      | $35390.45     | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 5.45 04/01/31                                   | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    620000 | NS      | $639305.81    | 0.10%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A                                       | HALST 2024-A A2A                                    | CUSIP: 448988AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234910 | NS      | $235135.06    | 0.04%             | 2026-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.466 01/18/35                                  | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | NS      | $122766.02    | 0.02%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP Funding LLC                                                               | NXPI 5.35 03/01/26                                  | CUSIP: 62947QBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |     71000 | NS      | $71338.80     | 0.01%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                 | PANAMA 6.853 03/28/54                               | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    210000 | NS      | $192124.80    | 0.03%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                                        | QCOM 4.8 05/20/45                                   | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     70000 | NS      | $63793.59     | 0.01%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                | UBER 4.8 09/15/34                                   | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    224000 | NS      | $220020.95    | 0.04%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 3.25 04/16/30                                   | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | NS      | $183880.00    | 0.03%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 6.625 01/29/38                                  | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    265000 | NS      | $268975.00    | 0.04%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                         | B 0 08/19/25                                        | CUSIP: 912797QK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5990000 | NS      | $5955366.00   | 0.96%             | 2025-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.375 04/15/54                                  | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    220000 | NS      | $205659.80    | 0.03%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 4.329 09/21/28                                   | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    890000 | NS      | $893680.25    | 0.14%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| VERUS SEC TR 2021-7                                                                  | VERUS 2021-7 A1                                     | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    318762 | NS      | $286385.63    | 0.05%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 4.3 07/22/27 GMTN                               | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    750000 | NS      | $750147.69    | 0.12%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V5.605 04/23/36                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    730000 | NS      | $753520.19    | 0.12%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| GCAT 2020-NQM2 TRUST                                                                 | GCAT 2020-NQM2 A1                                   | CUSIP: 36166RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20429 | NS      | $19543.16     | 0.00%             | 2065-04-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM4 TRUST                                                                 | GCAT 2021-NQM4 A1                                   | CUSIP: 36168HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    287077 | NS      | $240173.36    | 0.04%             | 2066-08-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5764                                           | CUSIP: 36179UMM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116377 | NS      | $113649.14    | 0.02%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA8644                                           | CUSIP: 36179XS98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    815576 | NS      | $746083.56    | 0.12%             | 2053-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NY 2025-299P A                                                                       | NY 2025-299P A                                      | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | NS      | $109105.78    | 0.02%             | 2047-02-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                  | NRZT 2018-1A A1A                                    | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    236690 | NS      | $230785.69    | 0.04%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                | REPHUN 6 09/26/35 144A                              | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | NS      | $201002.58    | 0.03%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 3.25 11/15/49                                  | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     66000 | NS      | $41801.32     | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FM2971                                           | CUSIP: 3140X6JR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    700596 | NS      | $672761.63    | 0.11%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FM5525                                           | CUSIP: 3140X9D77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    859151 | NS      | $717723.56    | 0.12%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 910358                                           | CUSIP: 31411KMF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11514 | NS      | $11953.93     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0625                                           | CUSIP: 31417YVT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181004 | NS      | $177988.64    | 0.03%             | 2031-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SL1127                                           | CUSIP: 31427NHD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4250000 | NS      | $4322269.00   | 0.70%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR2 TRUST                                                       | FKH 2022-SFR2 A                                     | CUSIP: 33767PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    571348 | NS      | $568567.88    | 0.09%             | 2039-07-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Jamestown Clo Xii Ltd                                                                | JTWN 2019-1A A2BR                                   | CUSIP: 47047JAN4<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | NS      | $650671.44    | 0.10%             | 2032-04-20      | Floating      | 6.14%                 | 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        |    280000 | NS      | $280411.59    | 0.05%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-3BP                                               | NYC 2025-3BP A                                      | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | NS      | $327318.75    | 0.05%             | 2042-12-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 2.875 03/25/31                                 | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    325000 | NS      | $296406.36    | 0.05%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                                 | OTIS 3.112 02/15/40                                 | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    110000 | NS      | $84479.44     | 0.01%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR1 TRUS                                                  | PROG 2025-SFR1 A                                    | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | NS      | $355308.63    | 0.06%             | 2042-02-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-4 LLC                                                                      | PRPM 2024-4 A1                                      | CUSIP: 74390EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    676266 | NS      | $677962.94    | 0.11%             | 2029-08-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                     | PSD 4.224 03/15/32                                  | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     31000 | NS      | $29174.52     | 0.00%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                              | RSG 1.45 02/15/31                                   | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     70000 | NS      | $59702.90     | 0.01%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CNTY CALIF                                                                 | CA RIV 3.07 02/15/2028                              | CUSIP: 76913CBC2<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |    420000 | NS      | $409314.38    | 0.07%             | 2028-02-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| New Resi Mtg Tr 2017-5                                                               | NRZT 2017-5A A1                                     | CUSIP: 64828NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22597 | NS      | $22901.92     | 0.00%             | 2057-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                                        | NRZT 2015-1A A3                                     | CUSIP: 64829CAD0<br>LEI: 549300RCJSGOC0A85G53 | Long             | ABS-O            | CORP              | US        |     16171 | NS      | $15452.61     | 0.00%             | 2052-05-28      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                 | RY V5.153 02/04/31 GMTN                             | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    285000 | NS      | $290860.09    | 0.05%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SHR TRUST 2024-LXRY                                                                  | SHR 2024-LXRY A                                     | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    660000 | NS      | $659587.50    | 0.11%             | 2041-10-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2019-3                                           | NRZT 2019-3A A1A                                    | CUSIP: 64830EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85028 | NS      | $81953.36     | 0.01%             | 2058-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| NEW RESI MTG LN TR 2019-5                                                            | NRZT 2019-5A A1B                                    | CUSIP: 64830MAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82773 | NS      | $78594.92     | 0.01%             | 2059-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                        | SPLLLC 4.2 03/15/28                                 | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     60000 | NS      | $59682.24     | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                   | SNLN 2.032 10/14/30                                 | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    150000 | NS      | $131373.22    | 0.02%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                                  | NRZT 2021-NQ2R A1                                   | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93179 | NS      | $88715.34     | 0.01%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2023-B                                                       | NAROT 2023-B A3                                     | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | NS      | $176378.02    | 0.03%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                      | SOLV 5.45 03/13/31                                  | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    360000 | NS      | $373806.53    | 0.06%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Southern California Edison Company                                                   | EIX 2.25 06/01/30                                   | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    140000 | NS      | $122913.04    | 0.02%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                            | WBD 5.391 03/15/62                                  | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    620000 | NS      | $427738.00    | 0.07%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V1.794 02/13/32 MTN                              | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    385000 | NS      | $329384.75    | 0.05%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Agco Corporation                                                                     | AGCO 5.8 03/21/34                                   | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    160000 | NS      | $162386.06    | 0.03%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AGL CLO 40 LTD                                                                       | AGL 2025-40A A1                                     | CUSIP: 00122JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | NS      | $1649808.63   | 0.27%             | 2038-07-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                         | AVOL 5.15 01/15/30 144A                             | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    104000 | NS      | $104756.49    | 0.02%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2021-NMQ2                                            | BRAVO 2021-NQM2 A1                                  | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37515 | NS      | $36367.26     | 0.01%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                               | CB 6.8 11/15/31                                     | CUSIP: 171232AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    317000 | NS      | $353475.47    | 0.06%             | 2031-11-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                         | CFG V6.645 04/25/35                                 | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     30000 | NS      | $32336.29     | 0.01%             | 2035-04-25      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2024-A                                                       | NALT 2024-A A2A                                     | CUSIP: 65481CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    522266 | NS      | $522859.78    | 0.08%             | 2026-10-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                               | ES 5.2 03/01/35                                     | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    145000 | NS      | $145979.92    | 0.02%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                   | COP 5.65 01/15/65                                   | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    135000 | NS      | $128422.34    | 0.02%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                           | STZ 2.25 08/01/31                                   | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    250000 | NS      | $216575.70    | 0.03%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Inc.                                                                   | DPABS 2021-1A A2I                                   | CUSIP: 25755TAN0<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-O            | CORP              | US        |    515425 | NS      | $480911.94    | 0.08%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                     | DUK 5.45 06/15/34                                   | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     40000 | NS      | $41083.23     | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                            | DUK 5.3 02/15/40                                    | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    333000 | NS      | $332817.81    | 0.05%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                             | DUK 5.05 03/15/35                                   | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    150000 | NS      | $150635.52    | 0.02%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                              | ENIIM 5.75 05/19/35 144A                            | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    465000 | NS      | $475606.61    | 0.08%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR ZK4456                                           | CUSIP: 3131X75R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     56927 | NS      | $56118.48     | 0.01%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                            | OBX 2021-NQM3 A1                                    | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200237 | NS      | $163828.09    | 0.03%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM1 TRUST                                                                  | OBX 2022-NQM1 A1                                    | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    582209 | NS      | $520897.22    | 0.08%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD0294                                           | CUSIP: 3132DMKF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1666251 | NS      | $1610277.38   | 0.26%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BV7783                                           | CUSIP: 3140MMUH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    784288 | NS      | $621453.19    | 0.10%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN                                                  | NAVSL 2023-A A                                      | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205904 | NS      | $210415.38    | 0.03%             | 2071-09-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                        | NI 5.4 06/30/33                                     | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    125000 | NS      | $127838.50    | 0.02%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                          | SRE 5.75 06/01/53                                   | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     65000 | NS      | $63968.21     | 0.01%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA I 2023-GRIDI                                                          | SNVA 2023-GRID1 1A                                  | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89022 | NS      | $89670.14     | 0.01%             | 2050-12-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4577                                           | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1572652 | NS      | $1249266.75   | 0.20%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7256                                           | CUSIP: 36179WBZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67211 | NS      | $59625.69     | 0.01%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                                                      | GEHC 5.5 06/15/35                                   | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    175000 | NS      | $179206.15    | 0.03%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                | SO 5.2 03/15/35                                     | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    125000 | NS      | $126739.45    | 0.02%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Northwestern Memorial HealthCare                                                     | NWMEDI 1.774 07/15/31 2021                          | CUSIP: 668103AB0<br>LEI: 549300SYNDSEG3SY2U05 | Long             | DBT              | CORP              | US        |    315000 | NS      | $269543.59    | 0.04%             | 2031-07-15      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4.9 02/06/33                                   | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    301000 | NS      | $301805.41    | 0.05%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                          | HUM 5.95 03/15/34                                   | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | NS      | $103973.27    | 0.02%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Humana Inc.                                                                          | HUM 5.55 05/01/35                                   | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    205000 | NS      | $206146.48    | 0.03%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 7.875 09/15/31                                  | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    121000 | NS      | $135633.38    | 0.02%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                  | ONCRTX 5.35 04/01/35 144A                           | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    185000 | NS      | $188460.30    | 0.03%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                   | PERU 5.375 02/08/35                                 | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    190000 | NS      | $189652.30    | 0.03%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                          | PNW 4.9 05/15/28                                    | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    121000 | NS      | $122693.90    | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                   | HBAN V5.709 02/02/35                                | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    675000 | NS      | $689806.75    | 0.11%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 4.75 03/25/50                                  | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    125000 | NS      | $101977.50    | 0.02%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JDE Peets N.V                                                                        | JDEPNA 1.375 01/15/27 144A                          | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    225000 | NS      | $214079.88    | 0.03%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                            | MARS 4.8 03/01/30 144A                              | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    725000 | NS      | $734569.94    | 0.12%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                            | MARS 5.2 03/01/35 144A                              | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    425000 | NS      | $430091.13    | 0.07%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V6.407 11/01/29                                  | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    190000 | NS      | $201252.13    | 0.03%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Mortgage Loan Trust 2017-4                                                           | NRZT 2017-4A A1                                     | CUSIP: 64829NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27329 | NS      | $26236.22     | 0.00%             | 2057-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.5 09/27/64                                   | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     90000 | NS      | $81968.38     | 0.01%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc.                                                            | PTEN 7.15 10/01/33                                  | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    155000 | NS      | $158716.26    | 0.03%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                            | ARAMCO 5.75 07/17/54 144A                           | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    230000 | NS      | $215027.00    | 0.03%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                   | EIX 5.45 03/01/35                                   | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    110000 | NS      | $107977.55    | 0.02%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Stack Infrastructure Issuer Llc                                                      | SIDC 2024-1A A2                                     | CUSIP: 85236KAM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | NS      | $152485.05    | 0.02%             | 2049-03-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 4.7 01/15/35                                   | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    120000 | NS      | $116262.67    | 0.02%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc.                                                   | TTWO 3.7 04/14/27                                   | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    225000 | NS      | $222777.59    | 0.04%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.5 04/15/31                                   | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | NS      | $281674.53    | 0.05%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5.125 05/15/32                                 | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     95000 | NS      | $96880.34     | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2015-3                                                     | TPMT 2018-2 A1                                      | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31170 | NS      | $30733.37     | 0.00%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                         | B 0 07/01/25                                        | CUSIP: 912797PU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1720000 | NS      | $1720000.00   | 0.28%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Taco Bell Funding Llc                                                                | BELL 2021-1A A23                                    | CUSIP: 87342RAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    437212 | NS      | $374203.28    | 0.06%             | 2051-08-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                         | TPR 5.5 03/11/35                                    | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    165000 | NS      | $165638.59    | 0.03%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.05 04/15/53                                   | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     61000 | NS      | $54447.44     | 0.01%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital S.A.                                                           | TTEFP 5.638 04/05/64                                | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    245000 | NS      | $237502.00    | 0.04%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                                   | TAST 2024-1A A                                      | CUSIP: 89616LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37477 | NS      | $37648.58     | 0.01%             | 2027-10-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                               | TFC V6.047 06/08/27 MTN                             | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     90000 | NS      | $91209.13     | 0.01%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 2.8 02/14/32                                    | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    325000 | NS      | $292961.56    | 0.05%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                         | B 0 07/15/25                                        | CUSIP: 912797QA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6921200 | NS      | $6909800.00   | 1.11%             | 2025-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury Bonds                                                         | T 3.625 02/15/44                                    | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1566000 | NS      | $1340703.97   | 0.22%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 3.125 08/15/44                                    | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    610000 | NS      | $480970.69    | 0.08%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 3 05/15/47                                        | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8546000 | NS      | $6399818.88   | 1.03%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRKCM 2021-AFC1 TRUST                                                                | PRKCM 2021-AFC1 A1                                  | CUSIP: 69357TAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    565506 | NS      | $468388.34    | 0.08%             | 2056-08-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                               | PERTIJ 3.1 01/21/30 REGS                            | CUSIP: 69370RAF4<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | NS      | $186106.56    | 0.03%             | 2030-01-21      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2024-SFR2 TRUS                                                  | PROG 2024-SFR2 A                                    | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    218452 | NS      | $208599.69    | 0.03%             | 2041-04-18      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                                        | QCOM 4.75 05/20/32                                  | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    265000 | NS      | $268091.88    | 0.04%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | TII 0.25 02/15/50                                   | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | NS      | $470758.40    | 0.08%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.625 11/15/50                                    | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2730000 | NS      | $1438262.13   | 0.23%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 3 08/15/52                                        | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3485000 | NS      | $2515598.18   | 0.40%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V2.572 02/11/31 MTN                             | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     80000 | NS      | $73289.33     | 0.01%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V6.491 10/23/34                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     75000 | NS      | $81977.33     | 0.01%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERICAL MORTGAGE TRUST 2024-MGP                                       | WFCM 2024-MGP B12                                   | CUSIP: 95003TAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $98500.00     | 0.02%             | 2041-08-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                        | WMB 5.65 03/15/33                                   | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    280000 | NS      | $290973.66    | 0.05%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                      | XEL 4.6 06/01/32                                    | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | NS      | $97787.32     | 0.02%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ares European CLO XXI Designated Activity Co.                                        | ARESE 21A B                                         | CUSIP: BCC3KLMQ4<br>LEI: 254900REPQKNP1XRDH75 | Long             | ABS-O            | CORP              | IE        |    250000 | NS      | $294617.06    | 0.05%             | 2038-04-15      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                    | FE 3.9 07/15/27 B                                   | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     55000 | NS      | $54383.34     | 0.01%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST BRD ADMIN FIN CORP                                                        | FL FLSGEN 2.15 07/01/2030                           | CUSIP: 341271AF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | NS      | $514481.66    | 0.08%             | 2030-07-01      | Fixed         | 2.15%                 | 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        |    185000 | NS      | $166019.03    | 0.03%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                       | PENSKE 4.4 07/01/27 144A                            | CUSIP: 709599BN3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     65000 | NS      | $64905.91     | 0.01%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC / Vantage Data Centers Cda Qc4 Ltd.         | VDCR 2023-1A A2A                                    | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    455000 | NS      | $451169.50    | 0.07%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                   | EIX 4.65 10/01/43                                   | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     80000 | NS      | $64673.37     | 0.01%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                      | SBUX 4.8 05/15/30                                   | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | NS      | $101258.03    | 0.02%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STARWOOD MTD RES TR 2021-1                                                           | STAR 2021-1 A1                                      | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119848 | NS      | $112130.77    | 0.02%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2024-A                                                  | FORDL 2024-A A2A                                    | CUSIP: 345290AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12498 | NS      | $12502.21     | 0.00%             | 2026-07-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2                        | SCRT 2019-3 MV                                      | CUSIP: 35563PLK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     57771 | NS      | $54035.97     | 0.01%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 3.5 02/12/34                                    | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    541000 | NS      | $453358.00    | 0.07%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.25 02/15/52                                     | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1365000 | NS      | $833769.75    | 0.13%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5.625 09/07/33                                   | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    130000 | NS      | $136220.70    | 0.02%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 4.375 11/01/27                                   | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | NS      | $251135.88    | 0.04%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.3 02/15/30                                    | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     30000 | NS      | $31071.09     | 0.01%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                      | VDC 2024-1A A2                                      | CUSIP: 92212KAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | NS      | $536282.88    | 0.09%             | 2054-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-Inv3                                                 | VERUS 2019-INV3 A1                                  | CUSIP: 92537MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18603 | NS      | $18421.16     | 0.00%             | 2059-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Voya Clo 2020-2 Ltd / Llc                                                            | VOYA 2020-2A A1RR                                   | CUSIP: 92918HAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1450000 | NS      | $1452098.13   | 0.23%             | 2038-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 4.75 11/01/31                                    | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     80000 | NS      | $80589.15     | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRET LLC 2021-RN2                                                                    | PRET 2021-RN2 A1                                    | CUSIP: 74143FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123232 | NS      | $122537.76    | 0.02%             | 2051-07-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                        | STACR 2022-DNA3 M1B                                 | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    635000 | NS      | $654050.00    | 0.11%             | 2042-04-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                        | STACR 2022-DNA4 M1B                                 | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    250000 | NS      | $259781.25    | 0.04%             | 2042-05-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| PROGRESS RES TR 2022-SFR5                                                            | PROG 2022-SFR5 A                                    | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101693 | NS      | $101583.79    | 0.02%             | 2039-06-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PROGRESS RES TR 2021-SRF8                                                            | PROG 2021-SFR8 A                                    | CUSIP: 74333TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    392016 | NS      | $380110.53    | 0.06%             | 2038-10-19      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2023-SFR1                                                       | PROG 2023-SFR1 A                                    | CUSIP: 74334FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    214524 | NS      | $213017.13    | 0.03%             | 2040-03-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                       | PL 4.803 06/05/30 144A                              | CUSIP: 74368CCC6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    150000 | NS      | $151874.31    | 0.02%             | 2030-06-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-3 LLC                                                                      | PRPM 2025-3 A1                                      | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99257 | NS      | $99016.37     | 0.02%             | 2030-05-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Oklahoma                                                   | AEP 5.2 01/15/35                                    | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    175000 | NS      | $174684.76    | 0.03%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                         | PEG 5.45 04/01/34                                   | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     45000 | NS      | $45985.74     | 0.01%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                                | PWR 5.25 08/09/34                                   | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    305000 | NS      | $308734.75    | 0.05%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RFR TRUST 2025-SGRM                                                                  | RFR 2025-SGRM A                                     | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    519955 | NS      | $529829.19    | 0.09%             | 2041-03-13      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                            | RTX 6.1 03/15/34                                    | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    205000 | NS      | $221627.70    | 0.04%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST 2021 -1R                                             | RMLT 2021-1R A1                                     | CUSIP: 76090NAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36558 | NS      | $35039.97     | 0.01%             | 2065-01-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC / Vantage Data Centers Cda Qc4 Ltd.         | VDCR 2024-1A A2                                     | CUSIP: 76134KAH7<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    255000 | NS      | $252613.06    | 0.04%             | 2049-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 5.75 03/24/35 144A                           | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     70000 | NS      | $64654.73     | 0.01%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 7.5 02/10/37 144A                            | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     86000 | NS      | $89276.82     | 0.01%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMSR 2024-SFR2 TRUST                                                                 | AMSR 2024-SFR2 A                                    | CUSIP: 00179UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | NS      | $191533.41    | 0.03%             | 2041-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Adventist Health Systems (West)                                                      | ADVENT 5.757 12/01/34                               | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    175000 | NS      | $175210.80    | 0.03%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                   | RPRX 5.4 09/02/34                                   | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    341000 | NS      | $345492.44    | 0.06%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| SG COML MTG SECS TR 2020-COVE                                                        | SGCMS 2020-COVE A                                   | CUSIP: 78397FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | NS      | $457342.28    | 0.07%             | 2037-04-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                          | AKERBP 6 06/13/33 144A                              | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    150000 | NS      | $154644.84    | 0.02%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                          | AKERBP 5.8 10/01/54 144A                            | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    300000 | NS      | $273490.18    | 0.04%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                                   | ALCSW 2.75 09/23/26 144A                            | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    200000 | NS      | $195656.56    | 0.03%             | 2026-09-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                           | AMP 5.2 04/15/35                                    | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    345000 | NS      | $347538.16    | 0.06%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 5.25 03/02/30                                  | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    457000 | NS      | $470884.53    | 0.08%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                 | AHTLN 5.8 04/15/34 144A                             | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    377000 | NS      | $385842.50    | 0.06%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Athene Global Funding                                                                | ATH 4.721 10/08/29 144A                             | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    325000 | NS      | $324276.94    | 0.05%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                     | AN 4.5 10/01/25                                     | CUSIP: 05329WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | NS      | $192910.44    | 0.03%             | 2025-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING 2024-1 LLC                                                     | XCAP 2024-1A A3                                     | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | NS      | $199142.63    | 0.03%             | 2031-07-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                      | BHP 4.9 02/28/33                                    | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     95000 | NS      | $95367.55     | 0.02%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 MORTGAGE TRUST                                                           | BMO 2024-C9 A5                                      | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | NS      | $498442.83    | 0.08%             | 2057-07-17      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-XL5                                                | BX 2024-XL5 A                                       | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    349687 | NS      | $350014.38    | 0.06%             | 2041-03-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                        | STACR 2023-HQA1 M1B                                 | CUSIP: 35564KX87<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    160000 | NS      | $168992.48    | 0.03%             | 2043-05-26      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA3309                                           | CUSIP: 36179RVA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29054 | NS      | $26096.98     | 0.00%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd / Bacardi Martini BV                                                     | BACARD 5.4 06/15/33 144A                            | CUSIP: 05635JAB6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    100000 | NS      | $99664.22     | 0.02%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.518 10/25/35                                 | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    180000 | NS      | $180001.63    | 0.03%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                    | BK V5.06 07/22/32                                   | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | NS      | $153542.31    | 0.02%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Bank 2017-Bnk4                                                                       | BANK 2019-BN24 XA                                   | CUSIP: 06540VBC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    972996 | NS      | $24384.83     | 0.00%             | 2062-11-17      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                      | BANK 2023-BNK45 XA                                  | CUSIP: 06541BBQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    989242 | NS      | $54723.50     | 0.01%             | 2056-02-17      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                         | BACR V5.785 02/25/36                                | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    575000 | NS      | $587700.50    | 0.09%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                             | BMARK 2020-B18 XA                                   | CUSIP: 08163AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    577244 | NS      | $28576.04     | 0.00%             | 2053-07-17      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Bermuda (Government of)                                                              | BERMUD 5 07/15/32 144A                              | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | NS      | $197100.00    | 0.03%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                           | BIIB 5.75 05/15/35                                  | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    175000 | NS      | $180218.20    | 0.03%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                       | BCRED 1e-06 01/22/32                                | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    125000 | NS      | $125691.10    | 0.02%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.11 09/15/28                                  | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     12000 | NS      | $11951.35     | 0.00%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Bunge Limited Finance Corp.                                                          | BG 4.2 09/17/29                                     | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    231000 | NS      | $228441.23    | 0.04%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BWAY TRUST 2025-1535                                                                 | BWAY 2025-1535 A                                    | CUSIP: 12430BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395000 | NS      | $406512.00    | 0.07%             | 2042-05-07      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| CBAMR  2017-4A                                                                       | ABS FLOAT SER.2017-4A CL.A1R                        | CUSIP: 12516EAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | NS      | $1403500.00   | 0.23%             | 2038-03-31      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Csail 2016-C6 Commercial Mortg                                                       | CSAIL 2016-C6 ASB                                   | CUSIP: 12636MAF5<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-O            | CORP              | US        |     20312 | NS      | $20238.39     | 0.00%             | 2049-01-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                           | CSMC 2018-RPL9 A                                    | CUSIP: 12654PAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101128 | NS      | $97989.52     | 0.02%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 2.125 09/15/31                                  | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    175000 | NS      | $149698.03    | 0.02%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                           | CARR 2.7 02/15/31                                   | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    325000 | NS      | $295655.91    | 0.05%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                  | ALA 2025-OANA A                                     | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | NS      | $191009.64    | 0.03%             | 2030-06-17      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc.                                                                 | RIOLN 6.125 12/15/33                                | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    195000 | NS      | $211774.56    | 0.03%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                           | CUSIP: 01F022675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6852000 | NS      | $5680106.75   | 0.91%             | 2055-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-1                                        | SDART 2023-1 B                                      | CUSIP: 80287GAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48311 | NS      | $48333.97     | 0.01%             | 2028-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO 2025-1                                                          | SDART 2025-1 A2                                     | CUSIP: 80288DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202777 | NS      | $202843.94    | 0.03%             | 2027-08-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5467                                           | CUSIP: 36179UCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122261 | NS      | $119048.87    | 0.02%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7650                                           | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2527206 | NS      | $2237915.00   | 0.36%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO 2025-1                                                          | SDART 2025-1 A3                                     | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575000 | NS      | $575674.75    | 0.09%             | 2029-01-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SCULPTOR CLO XXXIV LTD /LLC                                                          | SCUL 34A A1                                         | CUSIP: 81124BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | NS      | $1301766.75   | 0.21%             | 2038-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc.                                                                | RDSALN 3.25 04/06/50 *                              | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | NS      | $41033.41     | 0.01%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| The J M Smucker Company                                                              | SJM 5.9 11/15/28                                    | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    321000 | NS      | $337333.16    | 0.05%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 5.05 03/30/29                                  | CUSIP: 161175BR4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    230000 | NS      | $232192.55    | 0.04%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                          | CQP 5.95 06/30/33                                   | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    135000 | NS      | $140917.77    | 0.02%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA8427                                           | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    892317 | NS      | $861133.75    | 0.14%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA9668                                           | CUSIP: 36179YW59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2782763 | NS      | $2791671.75   | 0.45%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The J M Smucker Company                                                              | SJM 6.2 11/15/33                                    | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    346000 | NS      | $371358.40    | 0.06%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                   | EIX 3.65 02/01/50                                   | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     60000 | NS      | $39656.60     | 0.01%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                   | EIX 5.95 11/01/32                                   | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     65000 | NS      | $66702.92     | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                         | SO 5.7 03/15/34                                     | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     75000 | NS      | $78372.97     | 0.01%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 785764                                           | CUSIP: 3622ABJH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    486840 | NS      | $411149.88    | 0.07%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 4.8 11/15/29                                   | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    190000 | NS      | $193931.02    | 0.03%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 4.95 02/26/31                                  | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    145000 | NS      | $149155.98    | 0.02%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 5.35 02/26/64                                  | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     50000 | NS      | $48255.60     | 0.01%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                           | CUSIP: 01F030678<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -1000000 | NS      | $-865140.56   | -0.14%            | 2055-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                             | AOMT 2021-4 A1                                      | CUSIP: 03464EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173998 | NS      | $146685.02    | 0.02%             | 2065-07-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 2.875 02/15/31                                 | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | NS      | $272991.34    | 0.04%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 2.4 03/15/29                                   | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    120000 | NS      | $111734.97    | 0.02%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                             | AOMT 2021-1 A1                                      | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107885 | NS      | $93459.13     | 0.02%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                  | ABIBB 8.2 01/15/39                                  | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     25000 | NS      | $31884.28     | 0.01%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding Llc                                                                | BELL 2018-1A A2II                                   | CUSIP: 87342RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    419100 | NS      | $420145.94    | 0.07%             | 2048-11-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                         | TPR 5.1 03/11/30                                    | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    145000 | NS      | $146886.51    | 0.02%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Apidos CLO LIII                                                                      | APID 2025-53A A1                                    | CUSIP: 03771EAA8<br>LEI: 254900V9JISXCX9V0G97 | Long             | ABS-CBDO         | CORP              | KY        |   1575000 | NS      | $1578731.13   | 0.25%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 5.834 02/20/31                               | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     95000 | NS      | $99968.43     | 0.02%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 5.625 08/15/35                               | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    235000 | NS      | $239129.16    | 0.04%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-PAT                                                                    | BX 2024-PAT A                                       | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $300000.00    | 0.05%             | 2041-03-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V2.592 04/29/31                                 | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    520000 | NS      | $475384.32    | 0.08%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.015 07/22/33 MTN                             | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    157000 | NS      | $158838.20    | 0.03%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.202 04/25/29                                 | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    665000 | NS      | $679604.75    | 0.11%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                                     | BANK5 2024-5YR11 A3                                 | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | NS      | $523795.81    | 0.08%             | 2057-11-19      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Bank 2017 Bnk8                                                                       | BANK 2017-BNK8 A4                                   | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | NS      | $338122.75    | 0.05%             | 2050-11-17      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Barclays Dryrock Issuance Trust                                                      | DROCK 2023-2 A                                      | CUSIP: 06742LBB8<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-O            | CORP              | US        |    550000 | NS      | $550941.56    | 0.09%             | 2028-08-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                                    | BRKHEC 3.7 07/15/30                                 | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    350000 | NS      | $339587.22    | 0.05%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO XXXIII LTD                                                          | BLUEM 2021-33A A                                    | CUSIP: 09630MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | NS      | $500760.00    | 0.08%             | 2034-11-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V5.786 01/13/33 144A                            | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    465000 | NS      | $483741.34    | 0.08%             | 2033-01-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 2.6 02/15/33 144A                              | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    120000 | NS      | $102640.10    | 0.02%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                           | CDW 2.67 12/01/26                                   | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | NS      | $87726.60     | 0.01%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                              | SORT 2020-1 A2                                      | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86880 | NS      | $80304.53     | 0.01%             | 2060-07-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                      | CI 5.125 05/15/31                                   | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    450000 | NS      | $462879.09    | 0.07%             | 2031-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Csmc Trust 2017                                                                      | CSMC 2017-FHA1 A1                                   | CUSIP: 12651RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24995 | NS      | $22806.29     | 0.00%             | 2047-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM2 TRUST                                                                 | CSMC 2021-NQM2 A1                                   | CUSIP: 12662EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    208855 | NS      | $187076.98    | 0.03%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 1.875 02/28/31                                  | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     80000 | NS      | $68478.84     | 0.01%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                        | CA CAS 7.55 04/01/2039                              | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | NS      | $155802.64    | 0.03%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 2.3 02/01/32                                   | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     35000 | NS      | $29530.99     | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 3.85 04/01/61                                  | CUSIP: 161175BY9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    100000 | NS      | $64067.33     | 0.01%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| Columbia Pipelines Holding Co. LLC                                                   | CPGX 5.097 10/01/31 144A                            | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | NS      | $61264.53     | 0.01%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R03                                         | CAS 2021-R03 1M2                                    | CUSIP: 20754AAB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    121000 | NS      | $121718.74    | 0.02%             | 2041-12-26      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                        | ED 5.7 05/15/54                                     | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    135000 | NS      | $134768.32    | 0.02%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                       | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | NS      | $2029214.50   | 0.33%             | 2055-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                         | UBS 4.282 01/09/28 144A                             | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    975000 | NS      | $970687.06    | 0.16%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V6.02 01/24/36                                    | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | NS      | $205383.48    | 0.03%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                         | CNL 3.375 09/15/29                                  | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     80000 | NS      | $74384.22     | 0.01%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 3.5 08/15/27                                   | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    575000 | NS      | $569499.88    | 0.09%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR ZI8648                                           | CUSIP: 3131WMTD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     42619 | NS      | $42522.31     | 0.01%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 5.3 06/01/34                                  | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    418000 | NS      | $428157.69    | 0.07%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                   | COP 5.3 05/15/53                                    | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     50000 | NS      | $46110.66     | 0.01%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc.                                                          | CSUCN 5.461 02/16/34 144A                           | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |    174000 | NS      | $177495.01    | 0.03%             | 2034-02-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                       | CUSIP: 21H040673<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2800000 | NS      | $2602936.75   | 0.42%             | 2055-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR ZS3030                                           | CUSIP: 3132A3LK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    123563 | NS      | $125250.32    | 0.02%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR QC7473                                           | CUSIP: 3133ASJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     28784 | NS      | $22874.05     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 2.85 03/28/34                                  | CUSIP: 3133ENSY7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    760000 | NS      | $673778.88    | 0.11%             | 2034-03-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RA8213                                           | CUSIP: 3133KQDS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    286854 | NS      | $295143.81    | 0.05%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 5.65 02/15/36                                  | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     25000 | NS      | $25234.95     | 0.00%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital S.A.                                                           | TTEFP 5.425 09/10/64                                | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    145000 | NS      | $135654.29    | 0.02%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2013-9 PT                                       | CUSIP: 3136ABSM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     15427 | NS      | $14942.25     | 0.00%             | 2028-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2017-16 PB                                      | CUSIP: 3136AVZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    288000 | NS      | $249032.19    | 0.04%             | 2047-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                 | GLENLN 2.625 09/23/31 144A                          | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    425000 | NS      | $373085.50    | 0.06%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                 | GLENLN 6.5 10/06/33 144A                            | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     75000 | NS      | $81330.78     | 0.01%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                         | UBS V5.58 05/09/36 144A                             | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    435000 | NS      | $444838.09    | 0.07%             | 2036-05-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 6.338 05/04/53                                  | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | NS      | $183120.00    | 0.03%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2018-70 HA                                      | CUSIP: 3136B3BD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     30703 | NS      | $30085.08     | 0.00%             | 2056-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 867553                                           | CUSIP: 31409CZS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1231 | NS      | $1251.19      | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                         | UBS V9.016 11/15/33 144A                            | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | NS      | $309095.00    | 0.05%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 5.75 04/18/54                                  | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     55000 | NS      | $51052.27     | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                         | B 0 07/31/25                                        | CUSIP: 912797PG6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9370000 | NS      | $9337795.50   | 1.50%             | 2025-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | TII 0.75 02/15/42                                   | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2390000 | NS      | $2634065.34   | 0.42%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BT4443                                           | CUSIP: 3140LS5D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    881667 | NS      | $700163.94    | 0.11%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CA3967                                           | CUSIP: 3140QBMR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282573 | NS      | $260031.47    | 0.04%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB4693                                           | CUSIP: 3140QQGB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    792222 | NS      | $801765.06    | 0.13%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2                                            | EFMT 2021-2 A1                                      | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149647 | NS      | $124950.46    | 0.02%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.25 05/15/50                                     | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | NS      | $2449593.75   | 0.39%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 4 11/15/52                                        | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6331400 | NS      | $5537254.51   | 0.89%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2022-1                                            | EFMT 2022-1 A1                                      | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    857229 | NS      | $742923.44    | 0.12%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2021-1                                            | EFMT 2021-1 A1                                      | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26303 | NS      | $22537.04     | 0.00%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TR 2022-SFR1                                                          | FKH 2022-SFR1 A                                     | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142150 | NS      | $141212.52    | 0.02%             | 2039-05-19      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                        | STACR 2022-DNA7 M1B                                 | CUSIP: 35564KL49<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    515000 | NS      | $556684.10    | 0.09%             | 2042-09-25      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.5 06/30/27                                      | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1070000 | NS      | $1004086.31   | 0.16%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.25 05/31/28                                     | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2510000 | NS      | $2341555.50   | 0.38%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GCAT TR 2022-HX1                                                                     | GCAT 2022-HX1 A1                                    | CUSIP: 36168XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    536921 | NS      | $500916.13    | 0.08%             | 2066-12-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7255                                           | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2582092 | NS      | $2195559.00   | 0.35%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 785788                                           | CUSIP: 3622ABJ94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    282754 | NS      | $238792.66    | 0.04%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-1                                             | GCAR 2025-1A B                                      | CUSIP: 36271KAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | NS      | $382622.09    | 0.06%             | 2029-07-16      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.25 06/30/28                                     | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2870000 | NS      | $2671902.75   | 0.43%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.375 11/15/31                                    | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3695000 | NS      | $3161390.07   | 0.51%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                                         | GE 5.875 01/14/38 MTN                               | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    125000 | NS      | $133360.05    | 0.02%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 5.25 10/15/33                                  | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     90000 | NS      | $93107.38     | 0.01%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                                         | T 3.75 06/30/30                                     | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1340000 | NS      | $1336597.63   | 0.22%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.25 03/15/27                                     | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6585000 | NS      | $6634902.00   | 1.07%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                 | GLENLN 2.85 04/27/31 144A                           | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     40000 | NS      | $36063.63     | 0.01%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                      | HD 3.25 04/15/32                                    | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | NS      | $92440.82     | 0.01%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.207 01/28/31 -                                | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    130000 | NS      | $133043.00    | 0.02%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2021-135 A                                      | CUSIP: 38382XAA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1449811 | NS      | $1168542.75   | 0.19%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.125 11/15/27                                    | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8765000 | NS      | $8846145.00   | 1.42%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.125 11/30/29                                    | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3030000 | NS      | $3074503.25   | 0.49%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                     | DUK 3.15 08/15/27                                   | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    475000 | NS      | $465374.25    | 0.07%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                                   | EOG 5.35 01/15/36                                   | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    210000 | NS      | $212966.20    | 0.03%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2025-Sprl Mortgage Trust                                                | HY 2025-SPRL B                                      | CUSIP: 44855PAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | NS      | $180215.77    | 0.03%             | 2040-01-13      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                   | IR 5.7 08/14/33                                     | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    155000 | NS      | $162315.86    | 0.03%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 5.55 06/20/35                                 | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     90000 | NS      | $91495.37     | 0.01%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 3.3 02/15/53                                    | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     45000 | NS      | $29756.27     | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Laboratory Corporation of America Holdings                                           | LH 4.55 04/01/32                                    | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    190000 | NS      | $187056.48    | 0.03%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 1.7 09/15/28                                    | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | NS      | $231239.52    | 0.04%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                  | CGCMT 2015-GC33 A4                                  | CUSIP: 29425AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    351530 | NS      | $350325.13    | 0.06%             | 2058-09-12      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G08583                                           | CUSIP: 3128MJUH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119999 | NS      | $117701.05    | 0.02%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR ZI3851                                           | CUSIP: 3131WGH44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     10366 | NS      | $10364.70     | 0.00%             | 2035-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR ZI7399                                           | CUSIP: 3131WLGG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     28171 | NS      | $28624.81     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Halseypoint CLO 7 Ltd / LLC                                                          | HLSY 2023-7A A1R                                    | CUSIP: 40638LAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | NS      | $1000000.00   | 0.16%             | 2038-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Howard University                                                                    | HOWUNI 2.801 10/01/30 2020                          | CUSIP: 442851AU5<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |    100000 | NS      | $90158.89     | 0.01%             | 2030-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX 4.5 04/15/38                                   | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     50000 | NS      | $44221.32     | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                                 | MQGAU V1.34 01/12/27 144A                           | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    550000 | NS      | $540769.50    | 0.09%             | 2027-01-12      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR ZJ0477                                           | CUSIP: 3131WQQ67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     48276 | NS      | $46646.19     | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD0295                                           | CUSIP: 3132DMKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    741978 | NS      | $661277.69    | 0.11%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD2903                                           | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1299753 | NS      | $1037885.88   | 0.17%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD7543                                           | CUSIP: 3132DVLY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2658831 | NS      | $2240329.25   | 0.36%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4 03/31/30                                        | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3290000 | NS      | $3320586.75   | 0.53%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                            | RTX 4.125 11/16/28                                  | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    227000 | NS      | $226084.21    | 0.04%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MARSHALL UNIV W VA                                                                   | WV MARHGR 3.13 05/01/2028                           | CUSIP: 572716KC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | NS      | $96844.92     | 0.02%             | 2028-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MARSHALL UNIV W VA                                                                   | WV MARHGR 3.38 05/01/2031                           | CUSIP: 572716KE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | NS      | $93926.66     | 0.02%             | 2031-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 2.75 05/15/40                                   | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    115000 | NS      | $83433.41     | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 3.05 05/15/41                                   | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    125000 | NS      | $91861.64     | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR QD5035                                           | CUSIP: 3133B2SY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2133148 | NS      | $1689390.50   | 0.27%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR QE3454                                           | CUSIP: 3133BCZT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     60928 | NS      | $48371.00     | 0.01%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP                                                        | MD MDSDEV 4.97 11/30/2032                           | CUSIP: 574205JA9<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    270000 | NS      | $275122.72    | 0.04%             | 2032-11-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                                                     | MA MASOBL 4.11 07/15/2031                           | CUSIP: 576004HG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    104119 | NS      | $103855.68    | 0.02%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V4.431 01/23/30 GMTN                             | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | NS      | $99859.41     | 0.02%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.449 07/20/29                                  | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | NS      | $71991.56     | 0.01%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E                                     | NAVSL 2021-EA A                                     | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121671 | NS      | $108860.11    | 0.02%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS NBLA                                                  | NEUB 2022-50A AR                                    | CUSIP: 64134VAQ9<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |    675000 | NS      | $675337.50    | 0.11%             | 2036-07-23      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                        | NI 1.7 02/15/31                                     | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     55000 | NS      | $47090.01     | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc.                                                             | ORLY 5 08/19/34                                     | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     65000 | NS      | $64327.32     | 0.01%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2013-16 A                                       | CUSIP: 3136ACRN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      2065 | NS      | $2057.73      | 0.00%             | 2040-01-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2015-5 EP                                       | CUSIP: 3136AMMM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     53959 | NS      | $51791.22     | 0.01%             | 2043-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4.95 05/15/62                                   | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     40000 | NS      | $34325.76     | 0.01%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.3 06/15/35                                    | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     95000 | NS      | $96826.20     | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2019-12 HA                                      | CUSIP: 3136B4EJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     59509 | NS      | $57479.50     | 0.01%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3883 PB                                         | CUSIP: 3137ABM24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     13552 | NS      | $13036.32     | 0.00%             | 2041-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                        | VLTO 5.5 09/18/26                                   | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     60000 | NS      | $60714.93     | 0.01%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                        | VLTO 5.45 09/18/33                                  | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    730000 | NS      | $752884.81    | 0.12%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMS K122 X1                                        | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    441726 | NS      | $16730.93     | 0.00%             | 2030-11-25      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI6588                                           | CUSIP: 3138ALKA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23223 | NS      | $23077.93     | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BR6352                                           | CUSIP: 3140L5BW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66271 | NS      | $55939.04     | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BT1318                                           | CUSIP: 3140LPPC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1015877 | NS      | $880608.94    | 0.14%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.55 03/21/31                                    | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    350000 | NS      | $313910.84    | 0.05%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERSUS SECRTZN TR 2021-4                                                             | VERUS 2021-4 A1                                     | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144404 | NS      | $119818.32    | 0.02%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CA5519                                           | CUSIP: 3140QDDZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    626187 | NS      | $548200.13    | 0.09%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB6080                                           | CUSIP: 3140QRXJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    785978 | NS      | $791436.19    | 0.13%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                     | PARA 4.95 05/19/50                                  | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     25000 | NS      | $19126.25     | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                  | D 5 01/15/34                                        | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    240000 | NS      | $240289.05    | 0.04%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB7867                                           | CUSIP: 3140QTW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4441490 | NS      | $4601345.50   | 0.74%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FM9492                                           | CUSIP: 3140XDRN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150979 | NS      | $127167.09    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VOLT CIII LLC                                                                        | VOLT 2021-CF1 A1                                    | CUSIP: 92873JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155125 | NS      | $154691.09    | 0.02%             | 2051-08-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V5.389 04/24/34                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     55000 | NS      | $56278.59     | 0.01%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS6482                                           | CUSIP: 3140XNFY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1098116 | NS      | $955119.25    | 0.15%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA3694                                           | CUSIP: 31418DC83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369397 | NS      | $358217.63    | 0.06%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V5.244 01/24/31                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    120000 | NS      | $123100.50    | 0.02%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                                | WHISPI 5.7 09/30/31 144A                            | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    109000 | NS      | $111118.56    | 0.02%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                | REPHUN 5.375 09/26/30 144A                          | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | NS      | $201797.56    | 0.03%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Idex Corporation                                                                     | IEX 2.625 06/15/31                                  | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    205000 | NS      | $182523.30    | 0.03%             | 2031-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4021                                           | CUSIP: 31418DPF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    422114 | NS      | $383581.81    | 0.06%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SL1417                                           | CUSIP: 31427NSF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4249995 | NS      | $4322477.50   | 0.70%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                                | WHISPI 5.95 09/30/34 144A                           | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |     60000 | NS      | $60772.01     | 0.01%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Company                                                    | LNT 5.375 03/30/34                                  | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     90000 | NS      | $92068.79     | 0.01%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2022-NQM2                                               | IMPRL 2022-NQM2 A1                                  | CUSIP: 45276PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    484274 | NS      | $463109.72    | 0.07%             | 2067-03-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 3.734 12/08/47                                 | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    325000 | NS      | $229281.37    | 0.04%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                          | WDAY 3.5 04/01/27                                   | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    125000 | NS      | $123382.35    | 0.02%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour Clo 2023-1 DAC                                                | FICLO 2023-1A B1R                                   | CUSIP: BCC3KJX12<br>LEI: 635400GMXFDXRDDHLG52 | Long             | ABS-O            | CORP              | IE        |    500000 | NS      | $587400.00    | 0.09%             | 2038-02-15      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| FORD CR AUTO OWN TR 2024-REV1                                                        | FORDR 2024-1 A                                      | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625000 | NS      | $636958.56    | 0.10%             | 2036-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                        | STACR 2023-HQA3 A1                                  | CUSIP: 35564K3F4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     90678 | NS      | $91755.72     | 0.01%             | 2043-11-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Ocp Clo 2016-11 Ltd                                                                  | OCP 2016-11A A1R2                                   | CUSIP: 67110DBA4<br>LEI: 254900QIJ8IQOK988683 | Long             | ABS-CBDO         | CORP              | KY        |    875000 | NS      | $875000.00    | 0.14%             | 2036-04-28      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Ohio Power Company                                                                   | AEP 5 06/01/33                                      | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    200000 | NS      | $199081.48    | 0.03%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 3.625 09/01/28                                  | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    140000 | NS      | $137078.02    | 0.02%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                    | ISRAEL 5.375 02/19/30 5Y                            | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    400000 | NS      | $407631.40    | 0.07%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bermuda (Government of)                                                              | BERMUD 5 07/15/32 REGS                              | CUSIP: G10367AH6<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | NS      | $197100.00    | 0.03%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 3 02/14/31 REGS                              | CUSIP: X7360WBP6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    570000 | NS      | $487421.34    | 0.08%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | OKE 5.05 11/01/34                                   | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    230000 | NS      | $223823.71    | 0.04%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | OKE 5.85 11/01/64                                   | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    110000 | NS      | $101979.11    | 0.02%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Jpmdb Commercial Mortgage Secu                                                       | JPMDB 2016-C2 A4                                    | CUSIP: 46590LAT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545000 | NS      | $534748.25    | 0.09%             | 2049-06-17      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V2.739 10/15/30                                 | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | NS      | $23311.03     | 0.00%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA3378                                           | CUSIP: 36179RXF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65968 | NS      | $64356.60     | 0.01%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5265                                           | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    114774 | NS      | $111946.94    | 0.02%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 2.95 04/01/30                                  | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    210000 | NS      | $196107.92    | 0.03%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                       | PENSKE 5.35 03/30/29 144A                           | CUSIP: 709599BZ6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     55000 | NS      | $56398.83     | 0.01%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6933                                           | CUSIP: 36179VV23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    537850 | NS      | $493009.66    | 0.08%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA8043                                           | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    898687 | NS      | $795197.81    | 0.13%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.586 04/26/33                                 | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    537000 | NS      | $531492.08    | 0.09%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.299 07/24/29                                 | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | NS      | $97537.67     | 0.02%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                       | PENSKE 5.25 07/01/29 144A                           | CUSIP: 709599CA0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    207000 | NS      | $211930.98    | 0.03%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 3.9 03/15/39                                    | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     75000 | NS      | $65471.46     | 0.01%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 785622                                           | CUSIP: 3622ABD33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    195654 | NS      | $163771.84    | 0.03%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC.                                                               | HLNLN 3.375 03/24/27                                | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    775000 | NS      | $763670.66    | 0.12%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.581 04/22/30                                 | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    280000 | NS      | $290739.91    | 0.05%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.572 04/22/36                                 | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    140000 | NS      | $145088.06    | 0.02%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5.125 02/15/30                                   | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    270000 | NS      | $277783.04    | 0.04%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                              | PRU 4.7 05/28/30 144A                               | CUSIP: 74153WCW7<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    150000 | NS      | $151668.42    | 0.02%             | 2030-05-28      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                                                      | GEHC 5.905 11/22/32                                 | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    200000 | NS      | $212600.22    | 0.03%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                 | GLENLN 5.371 04/04/29 144A                          | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    375000 | NS      | $384501.04    | 0.06%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                       | PLD 1.75 07/01/30                                   | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    625000 | NS      | $549505.56    | 0.09%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                            | RTX 5.75 11/08/26                                   | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     75000 | NS      | $76384.69     | 0.01%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.049 07/23/30                                  | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    375000 | NS      | $381226.63    | 0.06%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V6.161 03/09/29                                | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | NS      | $207963.66    | 0.03%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V5.13 03/03/31                                 | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    350000 | NS      | $354673.19    | 0.06%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V5.24 05/13/31                                 | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1215000 | NS      | $1237097.60   | 0.20%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 3 02/27/27 144A                              | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     40000 | NS      | $38605.24     | 0.01%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                   | EIX 2.75 02/01/32                                   | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    220000 | NS      | $189349.06    | 0.03%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| J.P.MORGAN MORTGAGE TRUST 2022-DSC1                                                  | JPMMT 2022-DSC1 A3                                  | CUSIP: 46656AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266228 | NS      | $257303.31    | 0.04%             | 2063-01-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2024-VIS                                                  | JPMMT 2024-VIS2 A1                                  | CUSIP: 46658DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1137046 | NS      | $1144063.00   | 0.18%             | 2064-11-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                          | HUM 5.375 04/15/31                                  | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    135000 | NS      | $138095.15    | 0.02%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IRV TRUST 2025-200P                                                                  | IRV 2025-200P A                                     | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | NS      | $707707.06    | 0.11%             | 2047-03-14      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                                 | LVS 5.625 06/15/28                                  | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    200000 | NS      | $204007.05    | 0.03%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                                         | LEN 4.75 11/29/27                                   | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    170000 | NS      | $171159.77    | 0.03%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                | IBM 4.8 02/10/30 ..                                 | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    290000 | NS      | $294623.00    | 0.05%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                           | INTU 1.35 07/15/27                                  | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    500000 | NS      | $474181.25    | 0.08%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C32                                  | JPMBB 2015-C32 A5                                   | CUSIP: 46590JAW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    261000 | NS      | $258486.23    | 0.04%             | 2048-11-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 2.95 10/01/26                                   | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    170000 | NS      | $167525.25    | 0.03%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V2.58 04/22/32                                  | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | NS      | $178614.78    | 0.03%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.14 01/24/31                                  | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | NS      | $102547.90    | 0.02%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.103 04/22/31                                 | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    215000 | NS      | $220332.91    | 0.04%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG TR 2022                                                    | JPMCC 2022-OPO A                                    | CUSIP: 46655AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | NS      | $364055.91    | 0.06%             | 2039-01-07      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                   | EIX 5.2 06/01/34                                    | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    155000 | NS      | $150325.95    | 0.02%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Company                                                  | AEP 5.3 04/01/33                                    | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    215000 | NS      | $216626.54    | 0.03%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| J.P.MORGAN MORTGAGE TRUST 2024-1                                                     | JPMMT 2024-1 A4                                     | CUSIP: 46657PAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    306622 | NS      | $309294.50    | 0.05%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                          | KPERM 3.002 06/01/51 2021                           | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     95000 | NS      | $61448.48     | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                      | SBUX 4 11/15/28                                     | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    225000 | NS      | $223302.91    | 0.04%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                         | SNPS 5 04/01/32                                     | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    271000 | NS      | $274505.13    | 0.04%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                           | LHX 5.05 06/01/29                                   | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    150000 | NS      | $153445.13    | 0.02%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Laboratory Corporation of America Holdings                                           | LH 4.8 10/01/34                                     | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    151000 | NS      | $147616.38    | 0.02%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5.2 01/15/33                                   | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    550000 | NS      | $560260.76    | 0.09%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO 2023-I Ltd.                                                   | TCIFC 2023-1A BR                                    | CUSIP: 88238CAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    310000 | NS      | $310000.00    | 0.05%             | 2038-07-20      | Variable      | 0.00%                 | 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        |    500000 | NS      | $502617.41    | 0.08%             | 2033-10-14      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                     | LNC 4.625 05/28/28 144A                             | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    120000 | NS      | $120742.86    | 0.02%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                 | MTB V7.413 10/30/29                                 | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    480000 | NS      | $520587.16    | 0.08%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                            | WBD 4.054 03/15/29                                  | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    150000 | NS      | $120000.00    | 0.02%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                            | TPMT 2019-1 A1                                      | CUSIP: 89177BAA3<br>LEI: 549300ZHISOOIT5VZP03 | Long             | ABS-O            | CORP              | US        |    227792 | NS      | $221600.81    | 0.04%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TRICON RES TR 2024-SFR1                                                              | TCN 2024-SFR1 A                                     | CUSIP: 89616UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | NS      | $119872.31    | 0.02%             | 2041-04-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MFA 2020-NQM3 TRUST                                                                  | MFRA 2020-NQM3 A1                                   | CUSIP: 552757AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13080 | NS      | $12298.85     | 0.00%             | 2065-01-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL8 LTD                                                                     | MF1 2022-FL8 AS                                     | CUSIP: 55284JAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    345000 | NS      | $343805.00    | 0.06%             | 2037-02-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                                   | TAST 2024-3A A                                      | CUSIP: 89617AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80455 | NS      | $80566.49     | 0.01%             | 2028-06-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.25 08/15/46                                     | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1620000 | NS      | $1061289.88   | 0.17%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 3 02/15/47                                        | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | NS      | $1126113.27   | 0.18%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 3.125 05/15/48                                    | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1580000 | NS      | $1198763.28   | 0.19%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | TII 1.5 02/15/53                                    | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    762000 | NS      | $650960.08    | 0.10%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | TII 1.75 01/15/34                                   | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1475000 | NS      | $1525848.32   | 0.25%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 06/30/30                                    | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2650000 | NS      | $2660144.50   | 0.43%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                    | S 0 08/15/33                                        | CUSIP: 9128334W7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    390000 | NS      | $277051.28    | 0.04%             | 2033-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX 4.125 03/01/27                                 | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     35000 | NS      | $34810.25     | 0.01%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX 4.25 12/01/27                                  | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     75000 | NS      | $74702.18     | 0.01%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST 2023                                                  | MSWF 2023-2 XA                                      | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345928 | NS      | $20407.52     | 0.00%             | 2056-12-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                            | MARS 5.7 05/01/55 144A                              | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     85000 | NS      | $84792.49     | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP                                                        | MD MDSDEV 5.02 11/30/2033                           | CUSIP: 574205JB7<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    110000 | NS      | $111777.15    | 0.02%             | 2033-11-30      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V2.699 01/22/31 GMTN                             | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | NS      | $322740.75    | 0.05%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                    | S 0 11/15/31                                        | CUSIP: 9128337Q7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1510000 | NS      | $1166342.82   | 0.19%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5 04/15/34                                      | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    475000 | NS      | $474817.59    | 0.08%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                            | MARS 5.8 05/01/65 144A                              | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    100000 | NS      | $99828.39     | 0.02%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MMC 4.75 03/15/39                                   | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     80000 | NS      | $76010.45     | 0.01%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                              | NXPI 2.65 02/15/32                                  | CUSIP: 62954HAJ7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    325000 | NS      | $282837.41    | 0.05%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2020-1                                           | NRZT 2020-1A A1B                                    | CUSIP: 64830TAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55908 | NS      | $52406.25     | 0.01%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                           | VERUS 2021-5 A1                                     | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    667186 | NS      | $573534.58    | 0.09%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                      | XEL 3.35 12/01/26                                   | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    525000 | NS      | $517547.72    | 0.08%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust 2019-1                                                  | MST 2017-1A A                                       | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16955 | NS      | $16225.67     | 0.00%             | 2055-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2015-2                                                 | MCMLT 2017-3 A1                                     | CUSIP: 59980CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       194 | NS      | $193.63       | 0.00%             | 2061-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                                        | MCMLT 2018-1 A1                                     | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22347 | NS      | $22079.61     | 0.00%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TWY AUTH                                                                 | NY NYSTRN 2.9 01/01/2035                            | CUSIP: 650009S53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | NS      | $43823.76     | 0.01%             | 2035-01-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NEW RES MTG LN TR 2022-NQM4                                                          | NRZT 2022-NQM4 A1                                   | CUSIP: 64831UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    774316 | NS      | $777832.69    | 0.13%             | 2062-07-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                        | NI 5.35 07/15/35                                    | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    140000 | NS      | $141148.39    | 0.02%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ZAIS CLO LTD 2020-15R                                                                | ZAIS 2020-15A A1RR                                  | CUSIP: 98888DBC5<br>LEI: 549300BTYXZYFTGVBO58 | Long             | ABS-CBDO         | CORP              | KY        |   1450000 | NS      | $1447825.00   | 0.23%             | 2037-07-28      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 4.625 07/15/27                                  | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     95000 | NS      | $95585.58     | 0.02%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                         | NOC 5.15 05/01/40                                   | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    195000 | NS      | $190745.72    | 0.03%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | OKE 6.1 11/15/32                                    | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     40000 | NS      | $42301.54     | 0.01%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL2 LLC                                                                   | PRPM 2025-RPL2 A1                                   | CUSIP: 69392MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    593827 | NS      | $573614.19    | 0.09%             | 2055-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                         | NOC 4.65 07/15/30                                   | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | NS      | $100876.53    | 0.02%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | OKE 6.05 09/01/33                                   | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    220000 | NS      | $230836.41    | 0.04%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 2.1 08/01/27                                    | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    625000 | NS      | $591934.88    | 0.10%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 2.5 02/01/31                                    | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    370000 | NS      | $321179.03    | 0.05%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | OKE 6.625 09/01/53                                  | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     25000 | NS      | $25981.61     | 0.00%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.6 04/01/50                                   | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    391000 | NS      | $273442.97    | 0.04%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                 | PANAMA 3.16 01/23/30                                | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | NS      | $180175.13    | 0.03%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                       | PENSKE 6.05 08/01/28 144A                           | CUSIP: 709599BW3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     65000 | NS      | $67720.13     | 0.01%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4.65 05/06/30                                  | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    350000 | NS      | $353191.56    | 0.06%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                             | PRPM 2021-4 A1                                      | CUSIP: 693583AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375898 | NS      | $376252.88    | 0.06%             | 2026-04-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 4.875 02/15/28                                   | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     45000 | NS      | $45757.86     | 0.01%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Philip Morris International Inc.                                                     | PM 5.375 02/15/33                                   | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    135000 | NS      | $139416.74    | 0.02%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 6.15 01/15/33                                   | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     34000 | NS      | $35018.45     | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5.125 11/17/27                                   | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     35000 | NS      | $35700.12     | 0.01%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5.125 02/13/31                                   | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     60000 | NS      | $61796.74     | 0.01%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                          | PNW 5.15 05/15/30                                   | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    175000 | NS      | $179143.74    | 0.03%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                         | PEG 4.9 03/15/30                                    | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    205000 | NS      | $208521.34    | 0.03%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                                 | ROCC 2024-CNTR B                                    | CUSIP: 74970WAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $206159.28    | 0.03%             | 2041-11-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                 | POLAND 5.125 09/18/34 10Y                           | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    220000 | NS      | $220823.30    | 0.04%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                 | POLAND 5.5 03/18/54 30Y                             | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    270000 | NS      | $250224.91    | 0.04%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RR 26 LTD                                                                            | RRAM 2023-26A A1R                                   | CUSIP: 74989MAN1<br>LEI: 5493009J845TPXPKFN71 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | NS      | $498116.50    | 0.08%             | 2038-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| RR 23 Ltd / RR 23 LLC                                                                | RRAM 2022-23A A2R                                   | CUSIP: 75000GAV8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    540000 | NS      | $540000.00    | 0.09%             | 2035-10-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESI TR 2022-SFR7                                                           | PROG 2022-SFR7 A                                    | CUSIP: 74333CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    167055 | NS      | $167773.91    | 0.03%             | 2039-10-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                       | PLD 4.625 01/15/33                                  | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    300000 | NS      | $298490.78    | 0.05%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                          | RIOLN 5 03/14/32                                    | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     65000 | NS      | $66135.20     | 0.01%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                                   | SIEGR 4.6 05/28/30 144A                             | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    200000 | NS      | $201998.80    | 0.03%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Relx Capital Inc.                                                                    | RELLN 4.75 03/27/30                                 | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    220000 | NS      | $222887.02    | 0.04%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                                 | ROCC 2024-CNTR A                                    | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | NS      | $818388.19    | 0.13%             | 2041-11-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer Llc                                                      | SIDC 2023-2A A2                                     | CUSIP: 85236KAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | NS      | $262136.47    | 0.04%             | 2048-07-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                                  | STAR 2021-2 A1                                      | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83176 | NS      | $77888.47     | 0.01%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                            | O 5.125 04/15/35                                    | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    170000 | NS      | $170202.89    | 0.03%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                              | RSG 4.875 04/01/29                                  | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     90000 | NS      | $91914.88     | 0.01%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXV Ltd.                                                                | SYMP 2021-25A A                                     | CUSIP: 87167WAC9<br>LEI: 5493006CLZCEH6WYKR81 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | NS      | $700277.88    | 0.11%             | 2034-04-19      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5.05 07/15/33                                  | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     45000 | NS      | $45304.96     | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEAS LLC 2024-1                                                        | SCFET 2024-1A A3                                    | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | NS      | $128466.19    | 0.02%             | 2032-01-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer Llc                                                         | SDCP 2024-1 A2                                      | CUSIP: 78520EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | NS      | $75956.86     | 0.01%             | 2049-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 5.55 08/15/35                                  | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    250000 | NS      | $251264.82    | 0.04%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                | CHTR 6.55 05/01/37                                  | CUSIP: 88732JAJ7<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |     80000 | NS      | $82625.54     | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                | CHTR 4.5 09/15/42                                   | CUSIP: 88732JBD9<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    200000 | NS      | $159296.47    | 0.03%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRK TRUST 2021-INV1                                                                  | TRK 2021-INV1 A1                                    | CUSIP: 89688WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110131 | NS      | $97904.27     | 0.02%             | 2056-07-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Company                                                     | SRE 5.4 04/15/35                                    | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    185000 | NS      | $188904.80    | 0.03%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SECURITIZED AT REC TR 25-A                                                           | SSTRT 2025-A B                                      | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     80429 | NS      | $80624.20     | 0.01%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 4.28 08/14/41                                   | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    685000 | NS      | $524915.50    | 0.08%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | TII 0.625 02/15/43                                  | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | NS      | $10366.94     | 0.00%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Servicenow Inc                                                                       | NOW 1.4 09/01/30                                    | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    452000 | NS      | $391740.81    | 0.06%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                      | SOLV 5.6 03/23/34                                   | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    260000 | NS      | $267577.91    | 0.04%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | TII 0.75 02/15/45                                   | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    755000 | NS      | $750580.06    | 0.12%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 3.375 11/15/48                                    | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1915000 | NS      | $1514869.69   | 0.24%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 3.875 05/15/43                                    | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | NS      | $1071843.75   | 0.17%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.125 02/28/27                                    | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | NS      | $253644.34    | 0.04%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                    | S 0 08/15/31                                        | CUSIP: 9128334S6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | NS      | $898970.63    | 0.14%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 3.75 10/15/47                                   | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     65000 | NS      | $48387.23     | 0.01%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                          | SRE 6 06/15/55                                      | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    320000 | NS      | $325936.16    | 0.05%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                                   | SWX 2.2 06/15/30                                    | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     99000 | NS      | $88927.12     | 0.01%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STARWOOD MTG RES TRUST 2021-6                                                        | STAR 2021-6 A1                                      | CUSIP: 85573RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    316755 | NS      | $280484.97    | 0.05%             | 2066-11-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                         | SNPS 5.15 04/01/35                                  | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    189000 | NS      | $190500.48    | 0.03%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.875 02/15/53                                  | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    295000 | NS      | $295566.22    | 0.05%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.75 07/15/64                                   | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     90000 | NS      | $87535.93     | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNIV CALIF REGTS MED CTR                                                             | CA UNVHGR 6.55 05/15/2048                           | CUSIP: 913366EP1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |     80000 | NS      | $85219.78     | 0.01%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                       | VARNO 5.875 05/22/30 144A                           | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    200000 | NS      | $204897.73    | 0.03%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.75 04/15/27                                  | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    444000 | NS      | $439363.63    | 0.07%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5.75 01/15/34                                  | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     30000 | NS      | $31419.01     | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 4.9 09/15/30                                   | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     95000 | NS      | $95801.98     | 0.02%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Texas Commercial Mortgage Trust 2025-Twr                                             | TEXAS 2025-TWR A                                    | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560000 | NS      | $558951.31    | 0.09%             | 2042-04-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| VERUS SECRITIZATION TR 2021-R2                                                       | VERUS 2021-R2 A1                                    | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86272 | NS      | $78971.76     | 0.01%             | 2064-02-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                           | VERUS 2021-2 A1                                     | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149188 | NS      | $135549.88    | 0.02%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                         | TMO 1.75 10/15/28                                   | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     50000 | NS      | $46308.65     | 0.01%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                            | TPMT 2018-3 A1                                      | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50332 | NS      | $49327.36     | 0.01%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| VERUS SEC TR 2021-8                                                                  | VERUS 2021-8 A1                                     | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    211223 | NS      | $192877.45    | 0.03%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                | WFCM 2015-C31 A4                                    | CUSIP: 94989WAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143000 | NS      | $142409.84    | 0.02%             | 2048-11-18      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                            | TPMT 2020-1 A2A                                     | CUSIP: 89178WBB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | NS      | $173162.23    | 0.03%             | 2060-01-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Company                                              | FE 5 01/15/31 144A                                  | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | NS      | $55958.06     | 0.01%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wabtec Corp                                                                          | WAB 4.9 05/29/30                                    | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    195000 | NS      | $197751.28    | 0.03%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP V4.11 07/24/34                                 | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    475000 | NS      | $459022.94    | 0.07%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Company, LLC                                          | WMB 3.25 05/15/30                                   | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | NS      | $84885.83     | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR4 Trust                                                   | TCN 2024-SFR4 A                                     | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    294206 | NS      | $289984.78    | 0.05%             | 2029-11-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bermuda (Government of)                                                              | BERMUD 2.375 08/20/30 REGS                          | CUSIP: G10367AE3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | NS      | $177460.00    | 0.03%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                         | UBS V2.746 02/11/33 144A                            | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    240000 | NS      | $209391.34    | 0.03%             | 2033-02-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 4.75 03/08/44 MTN                               | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     76000 | NS      | $59747.40     | 0.01%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 6 05/07/36                                      | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    795000 | NS      | $784585.50    | 0.13%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 6.4 05/07/54                                    | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | NS      | $183800.00    | 0.03%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 6.875 05/13/37                                  | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    215000 | NS      | $224094.50    | 0.04%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                        | USB V4.967 07/22/33 MTN                             | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    785000 | NS      | $775369.19    | 0.12%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                         | B 0 07/24/25                                        | CUSIP: 912797PF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1660000 | NS      | $1655522.88   | 0.27%             | 2025-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 4.75 02/15/41                                     | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    730000 | NS      | $739495.69    | 0.12%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | TII 1.375 02/15/44                                  | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    975000 | NS      | $1126463.53   | 0.18%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | TII 1 02/15/46                                      | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | NS      | $307644.33    | 0.05%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.875 05/15/49                                    | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1280000 | NS      | $918850.00    | 0.15%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.875 05/15/52                                    | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | NS      | $612262.50    | 0.10%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 4.375 08/15/43                                    | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | NS      | $333607.41    | 0.05%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 4.625 02/15/55                                    | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1640000 | NS      | $1599514.25   | 0.26%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | AER 5.375 12/15/31                                  | CUSIP: 00774MBP9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    360000 | NS      | $367910.94    | 0.06%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                | AL 5.2 07/15/31 MTN                                 | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    475000 | NS      | $485308.81    | 0.08%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST                                                             | AJAXM 2021-C A                                      | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137137 | NS      | $136757.91    | 0.02%             | 2061-01-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                                   | ALCSW 2.6 05/27/30 144A                             | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    285000 | NS      | $260545.77    | 0.04%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.375 09/30/27                                    | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    430000 | NS      | $399261.72    | 0.06%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.75 01/31/28                                     | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5830000 | NS      | $5408919.00   | 0.87%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                         | AMXCA 2025-3 A                                      | CUSIP: 02582JKR0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    925000 | NS      | $938141.75    | 0.15%             | 2032-04-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                         | BBCMS 2020-C6 A4                                    | CUSIP: 05492TBP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | NS      | $1373403.63   | 0.22%             | 2053-02-18      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V8 MORTGAGE TRUST                                                     | BMARK 2024-V8 A3                                    | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | NS      | $342805.31    | 0.06%             | 2057-07-17      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 1.749 08/10/30                                 | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    115000 | NS      | $101047.70    | 0.02%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NQM1                                                                       | CSMC 2020-NQM1 A1                                   | CUSIP: 126401AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95126 | NS      | $90175.33     | 0.01%             | 2065-05-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2019-4A                                                             | ABS FLOAT SER.2019-4A CL.A1R2                       | CUSIP: 17182XAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2140000 | NS      | $2140000.00   | 0.34%             | 2038-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V5.174 02/13/30                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     65000 | NS      | $66315.18     | 0.01%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                                       | C 4.914 05/29/30 .                                  | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    350000 | NS      | $356719.63    | 0.06%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc.                                                                       | C V3.057 01/25/33                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    525000 | NS      | $469198.38    | 0.08%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| DISTRICT COLUMBIA                                                                    | DC DISREV 3.43 04/01/2042                           | CUSIP: 25483VXM1<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    200000 | NS      | $145121.42    | 0.02%             | 2042-04-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.25 11/15/34                                     | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7200000 | NS      | $7223625.00   | 1.16%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                    | S 0 08/15/35                                        | CUSIP: 9128335A4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | NS      | $556727.06    | 0.09%             | 2035-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vb-S1 Issuer Llc 2016-1                                                              | VBTEL 2024-1A C2                                    | CUSIP: 91823ABC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $303863.13    | 0.05%             | 2054-05-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                  | D 5.35 01/15/54                                     | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     45000 | NS      | $42268.04     | 0.01%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.7 04/01/35                                     | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | NS      | $254648.38    | 0.04%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G05447                                           | CUSIP: 3128M7L46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42510 | NS      | $42465.13     | 0.01%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR ZI3411                                           | CUSIP: 3131WFYG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     19555 | NS      | $20075.48     | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR ZS2089                                           | CUSIP: 3132A2KA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     66954 | NS      | $68774.74     | 0.01%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                           | VMW 1.8 08/15/28                                    | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    100000 | NS      | $92517.12     | 0.01%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VOLT CII LLC 2021-NPL11                                                              | VOLT 2021-NP11 A1                                   | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    146295 | NS      | $146069.75    | 0.02%             | 2051-08-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| WHARF COMMERCIAL MORTGAGE TRUST 2025-DC                                              | WHARF 2025-DC A                                     | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | NS      | $363116.41    | 0.06%             | 2040-07-17      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                               | WM 3.15 11/15/27                                    | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    175000 | NS      | $171444.45    | 0.03%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                               | WM 1.15 03/15/28                                    | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    600000 | NS      | $555977.50    | 0.09%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                               | WM 4.95 07/03/31                                    | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    187000 | NS      | $191956.70    | 0.03%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V2.393 06/02/28 MTN                             | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    240000 | NS      | $231219.48    | 0.04%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund III Designated Activity Company                               | CORDA 3A B1R3                                       | CUSIP: BCC3L6JM9<br>LEI: 213800XV458LVR3TU384 | Long             | ABS-O            | CORP              | IE        |    600000 | NS      | $703822.69    | 0.11%             | 2038-05-26      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD1384                                           | CUSIP: 3132DNRD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     99914 | NS      | $84223.74     | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4097 KA                                         | CUSIP: 3137ATLD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     16589 | NS      | $16368.10     | 0.00%             | 2031-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Penta Clo 2021-2 Designated Activity Company                                         | PENTA 2021-2A BR                                    | CUSIP: N/A<br>LEI: 635400GBGDCFEEAL3O62       | Long             | ABS-O            | CORP              | IE        |    600000 | NS      | $707449.13    | 0.11%             | 2038-04-15      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BN5279                                           | CUSIP: 3140JM2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131144 | NS      | $123917.76    | 0.02%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BW1796                                           | CUSIP: 3140MS7J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346122 | NS      | $274186.91    | 0.04%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                        | STACR 2022-HQA3 M1B                                 | CUSIP: 35564KE47<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    265000 | NS      | $277256.25    | 0.04%             | 2042-08-25      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                | SO 4.75 09/01/40 10-C                               | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     30000 | NS      | $27909.16     | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V2.615 04/22/32                                  | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    210000 | NS      | $186659.13    | 0.03%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST 2024-                                                  | HTL 2024-T53 A                                      | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | NS      | $151535.48    | 0.02%             | 2039-05-12      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2025-NQM2                                                   | JPMMT 2025-NQM2 A1                                  | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    712522 | NS      | $715081.81    | 0.12%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.851 07/25/28                                 | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | NS      | $151563.73    | 0.02%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.912 07/25/33                                 | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    360000 | NS      | $362084.13    | 0.06%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2023-DSC                                                  | JPMMT 2023-DSC1 A1                                  | CUSIP: 46656NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    519212 | NS      | $505252.50    | 0.08%             | 2063-07-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-F                                     | NAVSL 2021-FA A                                     | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164672 | NS      | $145821.19    | 0.02%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| NEW YORK TRANSN DEV CORP                                                             | NY NYTTRN 4.25 09/01/2035                           | CUSIP: 650117AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | NS      | $269211.88    | 0.04%             | 2035-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                        | NI 3.49 05/15/27                                    | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    150000 | NS      | $147687.81    | 0.02%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4.5 05/06/28                                   | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    275000 | NS      | $276675.91    | 0.04%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard International Finance Llc                                              | RIFP 1.625 04/01/31 144A                            | CUSIP: 71427QAB4<br>LEI: 5493009254WI1A8WXT48 | Long             | DBT              | CORP              | US        |    885000 | NS      | $746393.00    | 0.12%             | 2031-04-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| RR LTD 2021-16                                                                       | RRAM 2021-16A A1                                    | CUSIP: 74971CAA1<br>LEI: 549300FLUOZC8QYYKL96 | Long             | ABS-CBDO         | CORP              | KY        |   1150000 | NS      | $1152001.00   | 0.19%             | 2036-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                          | RIOLN 5.875 03/14/65                                | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    175000 | NS      | $175749.15    | 0.03%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                         | SHW 2.3 05/15/30                                    | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    180000 | NS      | $162708.45    | 0.03%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                         | B 0 07/08/25                                        | CUSIP: 912797PZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17918800 | NS      | $17903990.50  | 2.88%             | 2025-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.5 02/15/45                                      | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3850000 | NS      | $2710339.92   | 0.44%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 4.25 08/15/54                                     | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3128000 | NS      | $2856499.29   | 0.46%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4 06/30/32                                        | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2660000 | NS      | $2662078.25   | 0.43%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                     | PARA 4.375 03/15/43                                 | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     85000 | NS      | $62574.67     | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                     | PARA 4.95 01/15/31                                  | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     35000 | NS      | $34031.52     | 0.01%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                  | D 5 04/01/33                                        | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    260000 | NS      | $262672.13    | 0.04%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                  | D 5.05 08/15/34                                     | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     65000 | NS      | $65137.99     | 0.01%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                  | D 5.65 03/15/55                                     | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     90000 | NS      | $88642.48     | 0.01%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V5.15 04/23/31                                  | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    165000 | NS      | $168986.91    | 0.03%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Kelly New

**Name of Signer:** Kelly New

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