# EDGAR Filing Document

**Accession Number:** 0002042316
**File Stem:** 0000940400-25-010188
**Filing Date:** 2025-11
**Character Count:** 478376
**Document Hash:** 095d7329bfe2ae12d7102dd2577d6504
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-010188.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0000940400-25-010188

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Victory Portfolios IV
- **CENTRAL INDEX KEY:** 0002042316

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-24019
- **FILM NUMBER:** 251516257

**BUSINESS ADDRESS:**
- **STREET 1:** 15935 LA CANTERA PARKWAY
- **CITY:** SAN ANTONIO
- **STATE:** TX
- **ZIP:** 78256
- **BUSINESS PHONE:** (210) 697-3624

**MAIL ADDRESS:**
- **STREET 1:** 15935 LA CANTERA PARKWAY
- **CITY:** SAN ANTONIO
- **STATE:** TX
- **ZIP:** 78256

## Series and Classes Contracts Data

### Victory Pioneer Strategic Income Fund (Series ID: S000089761)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000256500 | Class A      | PSRAX           |
| C000256501 | Class R6     | STRKX           |
| C000256502 | Class Y      | STRYX           |
| C000256503 | Class R      | STIRX           |
| C000256504 | Class C      | PSRCX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Victory Portfolios IV

- **b. Investment Company Act file number:** 811-24019

- **c. CIK number of Registrant:** 0002042316

- **d. LEI of Registrant:** 25490054DPU07WNNLY79

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

  - **Street Address 1:** 15935 LA CANTERA PARKWAY

  - **City:** SAN ANTONIO

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78256

  - **Telephone number:** 210-697-3624

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

- **a. Name of Series:** Victory Pioneer Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000089761

- **c. LEI of Series:** TN5Y392EHJ8T3X0XI337

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**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:** $3907001058.83

**Total Liabilities:** $519127525.57

**Net Assets:** $3387873533.26

**Delayed Delivery Securities:** $3785000.00

**Stand-by Commitments:** $478399452.04

**Cash Not Reported:** $26813905.83

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -684.00000000 | **1-Year:** -4426.00000000 | **5-Year:** -463849.00000000 | **10-Year:** -238516.00000000 | **30-Year:** -193677.00000000

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

- **3-Month:** -1874.00000000 | **1-Year:** -23468.00000000 | **5-Year:** -137028.00000000 | **10-Year:** -126433.00000000 | **30-Year:** -570331.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000256500 | 0.00%                | 1.76%                | 0.79%                |
| Class ID C000256502 | -0.08%               | 1.78%                | 0.92%                |
| Class ID C000256501 | 0.04%                | 1.79%                | 0.82%                |
| Class ID C000256503 | -0.12%               | 1.81%                | 0.86%                |
| Class ID C000256504 | -0.07%               | 1.73%                | 0.75%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1945984.63              | $-4698928.59                               |
| Month 2  | $5125238.36              | $28395271.09                               |
| Month 3  | $7776573.17              | $2083826.33                                |

**Designated Index Information**

- **Index Name:** Portfolio ex-derivatives

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                        | Title                                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3132DSC42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      439777 | PA      | $443549.40    | 0.01%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AQUILA RE LTD 2024-1                        | Aquila Re I Ltd Series 2024-1                                             | CUSIP: 037987AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      500000 | PA      | $518400.00    | 0.02%             | 2027-06-07      | Floating      | 9.53%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36179BNU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      215463 | PA      | $207574.65    | 0.01%             | 2043-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36290SSE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8590 | PA      | $8811.09      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alturas Re 2020-3, 9/30/24                  | Alturas Re 2020-3, 9/30/24                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $0.00         | 0.00%             | 2026-09-30      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                     | CUSIP: 3128KXJH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1340 | PA      | $1390.02      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| METINVEST BV                                | Metinvest BV                                                              | CUSIP: 591555AG2<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |     2675000 | PA      | $2123329.40   | 0.06%             | 2027-10-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                  | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    13710000 | PA      | $13948788.30  | 0.41%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                    | Almaviva-The Italian Innovation Co SpA                                    | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |     1425000 | PA      | $1699515.18   | 0.05%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                        | Amkor Technology Inc                                                      | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $1050590.69   | 0.03%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36200AZZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9157 | PA      | $9259.97      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                            | Farmers Insurance Exchange                                                | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     6810000 | PA      | $7068780.95   | 0.21%             | 2064-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                        | Cleveland-Cliffs Inc                                                      | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     6905000 | PA      | $7049107.35   | 0.21%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                         | CUSIP: 3136B5SU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1346549 | PA      | $189409.68    | 0.01%             | 2049-08-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                              | Eden Re II Ltd                                                            | CUSIP: 27954UAB8<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |       29000 | PA      | $206012.23    | 0.01%             | 2028-03-17      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Multifamily Connecticut Avenue              | Multifamily Connecticut Avenue Securities Trust 2019-01                   | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |     9032578 | PA      | $9169701.09   | 0.27%             | 2049-10-25      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1B PTT                      | American Airlines 2021-1 Class B Pass Through Trust                       | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1189900 | PA      | $1136390.91   | 0.03%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                 | CUSIP: 01F0524A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    22000000 | PA      | $22482956.76  | 0.66%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                        | CUSIP: 36202CY72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          20 | PA      | $20.83        | 0.00%             | 2028-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620C1TK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2666 | PA      | $2575.06      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                     | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1466437 | PA      | $825551.80    | 0.02%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140MNNF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3005118 | PA      | $2766839.62   | 0.08%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36200NYP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       42075 | PA      | $43464.46     | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5YR NOTE (CBT)                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -906 | NC      | $136144.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BONANZA RE LTD                              | Bonanza RE Ltd                                                            | CUSIP: 09785EAP6<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $250575.00    | 0.01%             | 2027-12-19      | Floating      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133C6WD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      348926 | PA      | $357408.72    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133BULG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      592527 | PA      | $622400.17    | 0.02%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERNA RE COMPANYWIDE                        | Merna Re Companywide Ltd                                                  | CUSIP: 59013FAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      500000 | PA      | $527600.00    | 0.02%             | 2028-07-07      | Floating      | 10.92%                | Yes           |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo              | Arbor Realty Collateralized Loan Obligation Ltd                           | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1660000 | PA      | $1662129.78   | 0.05%             | 2041-01-20      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| SECTOR RE V LTD                             | Sector Re V Ltd                                                           | CUSIP: 81369AEM0<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |        5162 | PA      | $141658.70    | 0.00%             | 2028-12-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BONANZA RE LTD                              | Bonanza RE Ltd                                                            | CUSIP: 09785EAQ4<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |     1000000 | PA      | $1023500.00   | 0.03%             | 2027-12-19      | Floating      | 9.54%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620A2LX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2259 | PA      | $2171.55      | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36178GJ62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      537141 | PA      | $517475.84    | 0.02%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                    | South Bow Canadian Infrastructure Holdings Ltd                            | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     9271000 | PA      | $9686201.74   | 0.29%             | 2055-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36180HHP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1264 | PA      | $1210.58      | 0.00%             | 2043-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                | Eagle RE 2023-1 Ltd                                                       | CUSIP: 26982EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     8240000 | PA      | $8454441.88   | 0.25%             | 2033-09-26      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31371GRT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          55 | PA      | $57.91        | 0.00%             | 2028-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Brean Asset Backed Securities               | Brean Asset Backed Securities Trust 2021-RM2                              | CUSIP: 10638MAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2680613 | PA      | $2549597.12   | 0.08%             | 2061-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 2YR NOTE (CBT)                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        1105 | NC      | $-100017.20   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176QVF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8210 | PA      | $7890.39      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hundred Acre Wood Trust                     | Hundred Acre Wood Trust 2021-INV1                                         | CUSIP: 44590HBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    64169703 | PA      | $815000.14    | 0.02%             | 2051-07-25      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36180BJR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       90055 | PA      | $86982.92     | 0.00%             | 2043-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36290RP49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       33817 | PA      | $35563.99     | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                        | CUSIP: 36202EB81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       91177 | PA      | $91714.34     | 0.00%             | 2035-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                     | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC           | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1839053.18   | 0.05%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36178GJ70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      760544 | PA      | $732697.42    | 0.02%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3138EKZS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       69683 | PA      | $71446.29     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2021-ARIA                                                        | CUSIP: 05608RAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3325000 | PA      | $3325000.00   | 0.10%             | 2036-10-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru              | Provident Funding Mortgage Trust 2021-2                                   | CUSIP: 74388JAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2548712 | PA      | $2053068.32   | 0.06%             | 2051-04-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133CQQM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1705550 | PA      | $1768283.36   | 0.05%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XIII LTD                        | Vitality Re XIII Ltd                                                      | CUSIP: 92849MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     2000000 | PA      | $2001800.00   | 0.06%             | 2026-01-06      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31410KDK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44294 | PA      | $46677.14     | 0.00%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36177Q7M9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      347258 | PA      | $324625.32    | 0.01%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31418CEZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       81001 | PA      | $72699.97     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133CTFU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      541534 | PA      | $560957.63    | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140MUY79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      121273 | PA      | $114616.53    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                    | Development Bank of Kazakhstan JSC                                        | CUSIP: 000000000<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |  1210000000 | PA      | $2136574.98   | 0.06%             | 2026-05-06      | Fixed         | 10.95%                | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                               | TransDigm Inc                                                             | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1276939.40   | 0.04%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2017-KW03 Mortgage Trust                                            | CUSIP: 30302YAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2800000 | PA      | $2711429.84   | 0.08%             | 2027-07-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru              | Vista Point Securitization Trust 2024-CES1                                | CUSIP: 92839HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5260384 | PA      | $5324516.04   | 0.16%             | 2054-05-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NBY21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      192452 | PA      | $197335.79    | 0.01%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36181VR81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       27513 | PA      | $26482.64     | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                              | Eden Re II Ltd                                                            | CUSIP: 27955KAB9<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |      880000 | PA      | $47176.80     | 0.00%             | 2026-03-20      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140N0D28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1366139 | PA      | $1384340.18   | 0.04%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                | CUSIP: 21H0506A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8000000 | PA      | $7956953.44   | 0.23%             | 2055-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620ARG96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13868 | PA      | $13395.35     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHOENIX 3 RE PTE LTD                        | Phoenix 3 RE Pte Ltd                                                      | CUSIP: 000000000<br>LEI: 254900KZ3HFPS3H5FZ50 | Long             | DBT              | CORP              | SG        |     1000000 | PA      | $1141300.00   | 0.03%             | 2039-01-04      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FIGRE Trust                                 | FIGRE Trust 2025-HE5                                                      | CUSIP: 31684MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16422191 | PA      | $16484214.37  | 0.49%             | 2055-08-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding              | Avis Budget Rental Car Funding AESOP LLC                                  | CUSIP: 05377RJY1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     5930000 | PA      | $5994787.62   | 0.18%             | 2030-02-20      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| Alturas Re 2021-3, 7/31/25                  | Alturas Re 2021-3, 7/31/25                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      236951 | PA      | $6634.63      | 0.00%             | 2026-07-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| ELEVANCE HEALTH INC                         | Elevance Health Inc                                                       | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     8030000 | PA      | $7971574.76   | 0.24%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133C06X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      175116 | PA      | $180271.88    | 0.01%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140LW6A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      924230 | PA      | $971342.92    | 0.03%             | 2053-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                 | Corp Nacional del Cobre de Chile                                          | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     5500000 | PA      | $5900400.00   | 0.17%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176DCR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4086 | PA      | $3942.07      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2019-KJ24 Mortgage Trust                                            | CUSIP: 30312FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2962564 | PA      | $2831828.14   | 0.08%             | 2027-10-25      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| GALILEO RE LTD                              | Galileo Re Ltd                                                            | CUSIP: 36354TAN2<br>LEI: 549300MXI75DHMS7JH38 | Long             | DBT              | CORP              | BM        |     1000000 | PA      | $1051000.00   | 0.03%             | 2028-01-07      | Floating      | 10.95%                | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                            | Altice France SA                                                          | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      475000 | PA      | $408500.00    | 0.01%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36183E6M9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       29963 | PA      | $28730.12     | 0.00%             | 2044-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36291LJ55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       15402 | PA      | $16085.68     | 0.00%             | 2035-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                            | Altice France SA                                                          | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     9874000 | PA      | $8689120.00   | 0.26%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Corp Trust 2022-PJ4                         | CUSIP: 36264RBV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9640000 | PA      | $6963865.63   | 0.21%             | 2052-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                    | First Quantum Minerals Ltd                                                | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    10725000 | PA      | $11269433.18  | 0.33%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Enact Mortgage Insurance Corpo              | Triangle Re 2023-1 Ltd                                                    | CUSIP: 89589AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5076965 | PA      | $5124203.12   | 0.15%             | 2033-11-25      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XNN26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3013876 | PA      | $2869076.88   | 0.08%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KENDALL RE LTD                              | Kendall Re Ltd                                                            | CUSIP: 48878QAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1000000 | PA      | $1052900.00   | 0.03%             | 2027-04-30      | Floating      | 10.20%                | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                         | Braskem Netherlands Finance BV                                            | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     3685000 | PA      | $1376347.50   | 0.04%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36183B7G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       30143 | PA      | $29039.86     | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US LONG BOND(CBT)                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         544 | NC      | $423200.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP            | CUSIP: 46651WAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11650000 | PA      | $1225494.96   | 0.04%             | 2038-12-05      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                | Huntington Bank Auto Credit-Linked Notes Series 2024-2                    | CUSIP: 44644NAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      824687 | PA      | $833446.82    | 0.02%             | 2032-10-20      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36184AXK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       91019 | PA      | $87599.02     | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Viribus Re 2018, 12/31/21                   | Viribus Re 2018, 12/31/21                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1250000 | PA      | $0.00         | 0.00%             | 2025-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31391GYP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1997 | PA      | $2052.16      | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                        | CUSIP: 36192S4A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      777503 | PA      | $718887.07    | 0.02%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                 | RCKT Mortgage Trust 2022-3                                                | CUSIP: 74938XAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10150000 | PA      | $7307513.82   | 0.22%             | 2052-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                 | CUSIP: 01F0326A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    30200000 | PA      | $27588339.94  | 0.81%             | 2055-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                     | CUSIP: 3128M5VP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       30056 | PA      | $31703.50     | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XNPB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      496515 | PA      | $511952.44    | 0.02%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3132DSDG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      967602 | PA      | $984307.78    | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                        | YPF SA                                                                    | CUSIP: 984245AQ3<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     4404000 | PA      | $4375735.57   | 0.13%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133C06Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      159365 | PA      | $164448.96    | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-HQA4                                   | CUSIP: 35564KPN3<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |     2340000 | PA      | $2400580.03   | 0.07%             | 2041-12-25      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620AMPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1663 | PA      | $1606.25      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANTRY RE 2025-2                            | BANTRY RE 2025-2                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     3250000 | PA      | $3507099.03   | 0.10%             | 2031-06-30      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| PURPLE RE LTD                               | Purple Re Ltd                                                             | CUSIP: 74639NAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      500000 | PA      | $530300.00    | 0.02%             | 2027-06-07      | Floating      | 13.07%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133C07D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      145388 | PA      | $152163.56    | 0.00%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts                            | Westgate Resorts 2022-1 LLC                                               | CUSIP: 96034JAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      400242 | PA      | $394752.07    | 0.01%             | 2036-08-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36297F5X6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2100 | PA      | $2026.07      | 0.00%             | 2040-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3132DSC67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      201556 | PA      | $206653.40    | 0.01%             | 2044-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOVCOMBANK (SOVCOM CAPT)                    | Sovcombank Via SovCom Capital DAC                                         | CUSIP: 84605LAD8<br>LEI: 635400EQFFCXMNLYU680 | Long             | DBT              | CORP              | IE        |     5010000 | PA      | $0.00         | 0.00%             | N/A             | Fixed         | 7.60%                 | No            |                  3 | On Loan: No      |
| BANTRY RE 2025                              | BANTRY RE 2025                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     4000000 | PA      | $4092030.57   | 0.12%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36181BUN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       51733 | PA      | $49957.22     | 0.00%             | 2043-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo              | Velocity Commercial Capital Loan Trust 2025-1                             | CUSIP: 922955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3251215 | PA      | $3292152.79   | 0.10%             | 2055-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                       | Melco Resorts Finance Ltd                                                 | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     1360000 | PA      | $1361074.40   | 0.04%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                         | CUSIP: 3136B5TL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1377318 | PA      | $198476.00    | 0.01%             | 2049-08-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                        | CUSIP: 36202DAB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         499 | PA      | $511.43       | 0.00%             | 2029-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                     | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1168514 | PA      | $566645.25    | 0.02%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                          | Ally Financial Inc                                                        | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     7750000 | PA      | $7993295.75   | 0.24%             | 2035-07-26      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                       | Freedom Mortgage Holdings LLC                                             | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     4660000 | PA      | $4903138.34   | 0.14%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                 | CUSIP: 01F0504A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13000000 | PA      | $13133896.62  | 0.39%             | 2040-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620C33H3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       48344 | PA      | $46372.83     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XGKX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2330323 | PA      | $2161782.99   | 0.06%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                        | CUSIP: 3617AVXD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      726596 | PA      | $687067.47    | 0.02%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XJE74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3050309 | PA      | $3127448.92   | 0.09%             | 2050-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NMLF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      194825 | PA      | $201217.41    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                    | Summit Midstream Holdings LLC                                             | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5730000 | PA      | $5758203.06   | 0.17%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31419AVT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1109788 | PA      | $1083488.64   | 0.03%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                     | CUSIP: 31297RD61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       38322 | PA      | $39879.60     | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NEQD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      577741 | PA      | $600522.96    | 0.02%             | 2053-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                    | Clarios Global LP / Clarios US Finance Co                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     2220000 | PA      | $2655501.74   | 0.08%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                     | CUSIP: 3129362R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1163565 | PA      | $1193023.05   | 0.04%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XGR84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1966081 | PA      | $1808525.13   | 0.05%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36201AWY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11554 | PA      | $11769.31     | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                        | CUSIP: 3137FV4S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1782192 | PA      | $350690.04    | 0.01%             | 2050-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                 | Ivory Coast Government International Bond                                 | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    10517000 | PA      | $11762263.86  | 0.35%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140M9AZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      453711 | PA      | $467433.63    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE                       | Hanwha Life Insurance Co Ltd                                              | CUSIP: 41135UAC9<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |     4763000 | PA      | $4986627.37   | 0.15%             | 2055-06-24      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133C0TY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      107970 | PA      | $107865.20    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36241LP42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16701 | PA      | $16145.34     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620A93H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      121622 | PA      | $120528.92    | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36290UAH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3596 | PA      | $3472.03      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gleneagles Re 2022                          | Gleneagles Re 2022                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1250000 | PA      | $147500.00    | 0.00%             | 2027-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133B9MF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1816159 | PA      | $1672101.17   | 0.05%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                      | Millicom International Cellular SA                                        | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     2225000 | PA      | $2325200.65   | 0.07%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                           | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    21480000 | PA      | $22161835.13  | 0.65%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36210F6D3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          42 | PA      | $41.78        | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XNNH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    22336947 | PA      | $18719113.86  | 0.55%             | 2042-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31371K2H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         947 | PA      | $980.01       | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PI0050 - BANBURY RE 2024                    | PI0050 - BANBURY RE 2024                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1000000 | PA      | $1048254.05   | 0.03%             | 2030-03-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NRSA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2031408 | PA      | $2054714.00   | 0.06%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                      | Sempra                                                                    | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    10760000 | PA      | $10995256.64  | 0.32%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo              | Arbor Realty Collateralized Loan Obligation Ltd                           | CUSIP: 03881UAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4180000 | PA      | $4169551.25   | 0.12%             | 2041-01-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2020-KF83 Mortgage Trust                                            | CUSIP: 302696AA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1209412 | PA      | $1231697.51   | 0.04%             | 2030-07-25      | Floating      | 13.47%                | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                    | Turkcell Iletisim Hizmetleri AS                                           | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     6545000 | PA      | $6841983.96   | 0.20%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140N7T91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      233071 | PA      | $233604.05    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36201TQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16275 | PA      | $16544.54     | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2021-R1                                         | CUSIP: 89179TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8418596 | PA      | $7559510.75   | 0.22%             | 2060-11-30      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit               | Freddie Mac Mscr Trust Mn1                                                | CUSIP: 35563FAC5<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |     1455000 | PA      | $1601081.42   | 0.05%             | 2051-01-25      | Floating      | 12.11%                | No            |                  2 | On Loan: No      |
| Harambee Re 2018, 12/31/21                  | Harambee Re 2018, 12/31/21                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     3000000 | PA      | $10200.00     | 0.00%             | 2025-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                        | CUSIP: 36179SNW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1635830 | PA      | $1567611.24   | 0.05%             | 2046-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N              | Ally Bank Auto Credit-Linked Notes Series 2024-A                          | CUSIP: 02007GZ71<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      671356 | PA      | $681368.68    | 0.02%             | 2032-05-17      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176PPS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       76124 | PA      | $73448.09     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36198K5N7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       15911 | PA      | $15262.92     | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36183LFB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8512 | PA      | $8201.81      | 0.00%             | 2044-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALAMO RE LTD                                | Alamo Re Ltd                                                              | CUSIP: 011395AN0<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |      500000 | PA      | $528900.00    | 0.02%             | 2027-06-07      | Floating      | 10.49%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140N6WZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      406816 | PA      | $411955.78    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36198K6A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       32801 | PA      | $31491.26     | 0.00%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                 | CUSIP: 01F0206A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -26600000 | PA      | $-21433331.98 | -0.63%            | 2055-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PANGAEA RE 2025-1                           | PANGAEA RE 2025-1                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     2000000 | PA      | $1880000.00   | 0.06%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2021-7                                           | CUSIP: 46592NCC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6071623 | PA      | $4880433.22   | 0.14%             | 2051-11-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                           | Amsted Industries Inc                                                     | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     5220000 | PA      | $5357703.60   | 0.16%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                      | Sempra                                                                    | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     2705000 | PA      | $2775999.70   | 0.08%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec              | American Credit Acceptance Receivables Trust 2024-3                       | CUSIP: 02490BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3260000 | PA      | $3327608.49   | 0.10%             | 2030-07-12      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                     | Global Aircraft Leasing Co Ltd                                            | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    17225000 | PA      | $17795802.05  | 0.53%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SANDERS RE II LTD                           | Sanders RE II Ltd                                                         | CUSIP: 80001TAB3<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |      600000 | PA      | $627480.00    | 0.02%             | 2030-04-08      | Floating      | 8.20%                 | Yes           |                  2 | On Loan: No      |
| Accelerated Assets LLC                      | Accelerated Assets 2018-1 LLC                                             | CUSIP: 00436MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      203662 | PA      | $201602.14    | 0.01%             | 2033-12-02      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                   | RMF Buyout Issuance Trust 2021-HB1                                        | CUSIP: 74969TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $2850296.70   | 0.08%             | 2031-11-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176MDZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      488657 | PA      | $488238.94    | 0.01%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2021-3                                           | CUSIP: 46592KAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1398387.60   | 0.04%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                           | Herc Holdings Inc                                                         | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     2480000 | PA      | $2588876.96   | 0.08%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                 | CUSIP: 01F0406A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $1884724.92   | 0.06%             | 2055-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140M9BE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      177900 | PA      | $185782.19    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620AEJR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4044 | PA      | $4003.72      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                         | CUSIP: 3136B1Z98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1514617 | PA      | $195003.12    | 0.01%             | 2048-06-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                 | CUSIP: 01F0626A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    27000000 | PA      | $27901359.63  | 0.82%             | 2055-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XGXS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      293201 | PA      | $251851.08    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                          | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45000000 | PA      | $45522070.20  | 1.34%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36201U5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19067 | PA      | $19380.08     | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176MER0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2429 | PA      | $2343.35      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                     | Energean Israel Finance Ltd                                               | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     5613000 | PA      | $5371274.19   | 0.16%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36183UC95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      309593 | PA      | $294815.84    | 0.01%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                  | CUSIP: 38381XW51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1474998 | PA      | $186182.49    | 0.01%             | 2049-08-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP           | CUSIP: 46651MAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $575596.43    | 0.02%             | 2036-07-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36198RLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      546555 | PA      | $526544.57    | 0.02%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620AY6G6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       83422 | PA      | $79875.46     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36200NBP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       30324 | PA      | $31276.45     | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36182R5H3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12877 | PA      | $12182.82     | 0.00%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2020-HQA3                                   | CUSIP: 35565MBE3<br>LEI: 5493000ITAM9GTFUKP51 | Long             | ABS-MBS          | CORP              | US        |     2670000 | PA      | $3549274.52   | 0.10%             | 2050-07-25      | Floating      | 14.47%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                | CUSIP: 21H0326B1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1000000 | PA      | $911459.80    | 0.03%             | 2055-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36290RUG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8173 | PA      | $8246.44      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36296QKJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      208099 | PA      | $207215.75    | 0.01%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2021-KG05 Mortgage Trust                                            | CUSIP: 30318WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   123206486 | PA      | $493503.58    | 0.01%             | 2031-01-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36202SGX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8449 | PA      | $8651.37      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                     | European Bank for Reconstruction & Development                            | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |   121895000 | PA      | $11085171.04  | 0.33%             | 2032-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                 | Post Road Equipment Finance 2024-1 LLC                                    | CUSIP: 737473AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2260000 | PA      | $2324189.20   | 0.07%             | 2031-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36213FVM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19183 | PA      | $19701.61     | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36200K7J0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16069 | PA      | $16521.39     | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST               | Commonbond Student Loan Trust 2017-B-GS                                   | CUSIP: 20268KAD2<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |       70511 | PA      | $60164.61     | 0.00%             | 2042-09-25      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176MW74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      128904 | PA      | $127323.01    | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NMLD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      122736 | PA      | $127373.83    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                              | 1261229 BC Ltd                                                            | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2875000 | PA      | $2947024.62   | 0.09%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MERNA REINSURANCE II LTD                    | Merna Reinsurance II Ltd                                                  | CUSIP: 59013MAL6<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |      500000 | PA      | $531100.00    | 0.02%             | 2027-07-07      | Floating      | 12.70%                | Yes           |                  2 | On Loan: No      |
| PI0051-CHELTENHAM RE 2025                   | PI0051-CHELTENHAM RE 2025                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1000000 | PA      | $921400.00    | 0.03%             | 2029-05-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36230KQM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11402 | PA      | $11006.19     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36294YQL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7465 | PA      | $7640.99      | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                   | RMF Buyout Issuance Trust 2021-HB1                                        | CUSIP: 74969TAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6000000 | PA      | $5722909.20   | 0.17%             | 2031-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                | ING Groep NV                                                              | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    19300000 | PA      | $17206130.26  | 0.51%             | N/A             | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                        | CUSIP: 36202D4P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23424 | PA      | $24146.51     | 0.00%             | 2034-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                | CUSIP: 21H0626A0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8000000 | PA      | $8216169.76   | 0.24%             | 2055-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Frontera Energy Corp                        | Frontera Energy Corp                                                      | CUSIP: 35905B107<br>LEI: A25574TZFLBNK7NWQT47 | Long             | EC               | CORP              | CA        |         275 | NS      | $1102.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GATEWAY RE LTD                              | Gateway Re Ltd                                                            | CUSIP: 36779CAG1<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $259900.00    | 0.01%             | 2027-07-08      | Floating      | 9.85%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36182YTM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      468091 | PA      | $449020.46    | 0.01%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                 | CUSIP: 01F0606A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -28000000 | PA      | $-28604454.76 | -0.84%            | 2055-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                  | CUSIP: 38382AFH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    19093517 | PA      | $3130567.28   | 0.09%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36201L2D5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1125 | PA      | $1133.24      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                              | Eden Re II Ltd                                                            | CUSIP: 27955GAB8<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |       30000 | PA      | $105435.30    | 0.00%             | 2027-03-19      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NBXS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      189660 | PA      | $198904.69    | 0.01%             | 2053-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                 | Hertz Vehicle Financing III LP                                            | CUSIP: 42806MAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15000000 | PA      | $14667318.00  | 0.43%             | 2027-12-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust              | CFMT 2024-HB14 LLC                                                        | CUSIP: 12530XAE1<br>LEI: 9845005986F840FBE847 | Long             | ABS-MBS          | CORP              | US        |     3450000 | PA      | $3224153.69   | 0.10%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                         | DataBank Issuer                                                           | CUSIP: 23802WAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3590000 | PA      | $3592223.29   | 0.11%             | 2054-01-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| La Hipotecaria SA                           | La Hipotecaria Panamanian Mortgage Trust 2021-1                           | CUSIP: 50347JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | PA        |     5521647 | PA      | $5008834.79   | 0.15%             | 2052-07-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140MFKW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      145722 | PA      | $125851.22    | 0.00%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140X8K89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      435959 | PA      | $446985.42    | 0.01%             | 2049-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Thopas Re 2021, 12/31/24                    | Thopas Re 2021, 12/31/24                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     5000000 | PA      | $24000.00     | 0.00%             | 2025-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FITNESS & SPORTS CLUBS LLC                  | FITNESS & SPORTS CLUBS LLC                                                | CUSIP: 33818XAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2671123 | PA      | $2692270.60   | 0.08%             | 2029-02-12      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR NOTE (CBT)                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -1149 | NC      | $538684.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2020-SBT1                             | CUSIP: 20753VCZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4940000 | PA      | $5142243.60   | 0.15%             | 2040-02-25      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                     | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1382741 | PA      | $573400.78    | 0.02%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133W7XR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      325665 | PA      | $336351.36    | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITY OF BUENOS AIRES                        | Ciudad Autonoma De Buenos Aires/Government Bonds                          | CUSIP: 11942GAD4<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |     2271447 | PA      | $2254842.62   | 0.07%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association              | USD/BRL FORWARD                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1507241.33   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                  | CUSIP: 38382CRQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1612281 | PA      | $274411.99    | 0.01%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133A6DW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      158892 | PA      | $151610.10    | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                 | Ivory Coast Government International Bond                                 | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     3270000 | PA      | $3816161.85   | 0.11%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                        | Fiesta Purchaser Inc                                                      | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1038000 | PA      | $1120616.50   | 0.03%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association              | ZAR/USD FORWARD                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $354917.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133KL2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    17684047 | PA      | $15102561.99  | 0.45%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo              | Arbor Realty Collateralized Loan Obligation Ltd                           | CUSIP: 03881UAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1390000 | PA      | $1386525.83   | 0.04%             | 2041-01-20      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140QRCW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      449916 | PA      | $465057.78    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36297BL90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       43866 | PA      | $45139.04     | 0.00%             | 2038-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140QRCL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1410614 | PA      | $1465279.57   | 0.04%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        1617 | NC      | $209861.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                     | Algonquin Power & Utilities Corp                                          | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     7670000 | PA      | $7484000.35   | 0.22%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                        | CUSIP: 3137F8M83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2140014 | PA      | $450872.41    | 0.01%             | 2050-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NQDL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11052926 | PA      | $11184136.37  | 0.33%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                       | Level 3 Financing Inc                                                     | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     5830000 | PA      | $5941819.40   | 0.18%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association              | USD/MXN FORWARD                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1760.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                        | CUSIP: 3620AR2D2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         649 | PA      | $668.85       | 0.00%             | 2037-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                       | Tricon American Homes 2020-SFR2 Trust                                     | CUSIP: 89613JAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4250000 | PA      | $4008675.23   | 0.12%             | 2039-11-17      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140A3B77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      305188 | PA      | $314717.59    | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620AQ6X6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       48596 | PA      | $46939.80     | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140FXKE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1549160 | PA      | $1392472.61   | 0.04%             | 2048-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133C05Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      154230 | PA      | $162069.71    | 0.00%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36201RX71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13370 | PA      | $13272.24     | 0.00%             | 2035-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3138WJ4U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30171 | PA      | $27471.42     | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NGYH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      215867 | PA      | $225993.24    | 0.01%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176UTU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      687754 | PA      | $661901.76    | 0.02%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36183B6T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       54545 | PA      | $51583.74     | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Eagle BSL CLO LLC                     | First Eagle BSL CLO 2019-1 Ltd                                            | CUSIP: 32010FAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $998413.00    | 0.03%             | 2033-01-20      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31385JK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         374 | PA      | $386.67       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi              | CARLYLE US CLO 2019-4 LTD                                                 | CUSIP: 14317VAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2994609.00   | 0.09%             | 2035-04-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                            | Bellemeade Re Ltd                                                         | CUSIP: 078915AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     5110000 | PA      | $5159833.23   | 0.15%             | 2034-08-25      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                       | Argentine Republic Government International Bond                          | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     5955800 | PA      | $3094038.10   | 0.09%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36210BGJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          82 | PA      | $84.55        | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BSREP Commercial Mortgage Trus              | BSREP Commercial Mortgage Trust 2021-DC                                   | CUSIP: 05591UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1704240 | PA      | $614003.35    | 0.02%             | 2038-08-15      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Berwick Re 2020-1, 12/31/23                 | Berwick Re 2020-1, 12/31/23                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     2000000 | PA      | $0.00         | 0.00%             | 2025-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| CNO FINANCIAL GROUP INC                     | CNO Financial Group Inc                                                   | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    10720000 | PA      | $11375780.13  | 0.34%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                      | Nationstar Mortgage Holdings Inc                                          | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5560000 | PA      | $5703937.28   | 0.17%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620C04P0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       81228 | PA      | $77915.72     | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                     | Flagstar Mortgage Trust 2021-4                                            | CUSIP: 33852FBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   194304463 | PA      | $2400748.22   | 0.07%             | 2051-06-01      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36205VU97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1840 | PA      | $1894.59      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.             | CDS CDX.NA.HY.44.V1                                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-24855256.50 | -0.73%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                  | Allianz SE                                                                | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     3600000 | PA      | $3716640.00   | 0.11%             | N/A             | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                 | CUSIP: 01F0224A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $1880670.64   | 0.06%             | 2040-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                        | CUSIP: 36179XBP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      628343 | PA      | $520220.82    | 0.02%             | 2052-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FOUR LAKES RE LTD                           | Four Lakes Re Ltd                                                         | CUSIP: 35087TAH1<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $253775.00    | 0.01%             | 2028-01-07      | Floating      | 12.20%                | Yes           |                  2 | On Loan: No      |
| Tricolor Auto Securitization T              | Tricolor Auto Securitization Trust 2024-3                                 | CUSIP: 89617AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2550000 | PA      | $762981.17    | 0.02%             | 2030-07-15      | Fixed         | 8.64%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL REIN 2024                       | Residential Reinsurance 2004 Ltd                                          | CUSIP: 76112AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      750000 | PA      | $781875.00    | 0.02%             | 2028-12-06      | Floating      | 10.89%                | Yes           |                  2 | On Loan: No      |
| Citibank, National Association              | JPY/USD FORWARD                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-391323.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                      | Egypt Government International Bond                                       | CUSIP: 03846JAB6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2520000 | PA      | $2338025.58   | 0.07%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                        | Cleveland-Cliffs Inc                                                      | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      920000 | PA      | $948277.15    | 0.03%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ATLAS CAPITAL DAC                           | Atlas Capital DAC                                                         | CUSIP: 049207AA1<br>LEI: 635400CBPJFGGWD2AH20 | Long             | DBT              | CORP              | IE        |     1250000 | PA      | $1295250.00   | 0.04%             | 2026-06-05      | Floating      | 11.88%                | Yes           |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                    | Acuris Finance US Inc / Acuris Finance SARL                               | CUSIP: 00511BAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5540000 | PA      | $5789300.00   | 0.17%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| RIVER ROCK ENTERTAINMENT                    | RIVER ROCK ENTERTAINMENT AUTHORITY                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     6950000 | PA      | $6811000.00   | 0.20%             | 2031-06-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                    | Hilcorp Energy I LP / Hilcorp Finance Co                                  | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    23191000 | PA      | $22664255.86  | 0.67%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620A7ZK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       48345 | PA      | $46696.24     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31401D3H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7593 | PA      | $7754.25      | 0.00%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LHMC FINCO 2 SARL                           | LHMC Finco 2 Sarl                                                         | CUSIP: 000000000<br>LEI: 254900VNJ7A4DAOPXL60 | Long             | DBT              | CORP              | LU        |     7345000 | PA      | $8951846.58   | 0.26%             | 2030-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36204DXR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       38593 | PA      | $37233.66     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus              | CSAIL 2015-C1 Commercial Mortgage Trust                                   | CUSIP: 126281BF0<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |     4083017 | PA      | $3707420.27   | 0.11%             | 2050-04-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Thopas Re 2020, 12/31/23                    | Thopas Re 2020, 12/31/23                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     4000000 | PA      | $18000.00     | 0.00%             | 2025-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| ESSENDI SA                                  | Essendi SA                                                                | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |     5055000 | PA      | $6119314.79   | 0.18%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NDYR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      955584 | PA      | $970635.94    | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                     | International Bank for Reconstruction & Development                       | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   435400000 | PA      | $4853282.40   | 0.14%             | 2030-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                  | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3960477.67   | 0.12%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| GATEWAY RE LTD                              | Gateway Re Ltd                                                            | CUSIP: 36779CAC0<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |      500000 | PA      | $523750.00    | 0.02%             | 2026-02-24      | Floating      | 13.94%                | Yes           |                  2 | On Loan: No      |
| BPCE SA                                     | BPCE SA                                                                   | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     6150000 | PA      | $5452033.18   | 0.16%             | 2032-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31371KUB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         402 | PA      | $415.17       | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin              | Santander Bank Auto Credit-Linked Notes Series 2024-A                     | CUSIP: 80290CCN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2526468 | PA      | $2579134.01   | 0.08%             | 2032-06-15      | Fixed         | 10.17%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3138A2VH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1790 | PA      | $1780.58      | 0.00%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                    | Phoenix Aviation Capital Ltd                                              | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     5000000 | PA      | $5319570.00   | 0.16%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XLDC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1364898 | PA      | $1425861.60   | 0.04%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brean Asset Backed Securities               | Brean Asset Backed Securities Trust 2021-RM1                              | CUSIP: 10638CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2803370 | PA      | $2640530.13   | 0.08%             | 2063-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust              | CFMT 2024-HB15 LLC                                                        | CUSIP: 15723AAF8<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |     6710000 | PA      | $6339444.95   | 0.19%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva              | Amur Equipment Finance Receivables XII LLC                                | CUSIP: 03236YAE5<br>LEI: 5493000K1GV1VHEHGY40 | Long             | ABS-O            | CORP              | US        |     5250000 | PA      | $5483283.75   | 0.16%             | 2030-07-22      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2021-ARIA                                                        | CUSIP: 05608RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2685000 | PA      | $2683321.88   | 0.08%             | 2036-10-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                 | CUSIP: 01F0506A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17000000 | PA      | $16858171.72  | 0.50%             | 2055-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                        | CUSIP: 36202FXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      842742 | PA      | $847733.37    | 0.03%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ocwen Loan Investment Trust                 | Onity Loan Investment Trust 2024-HB2                                      | CUSIP: 68278DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1950000 | PA      | $1903842.53   | 0.06%             | 2037-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Pear LLC                                    | PEAR 2021-1 LLC                                                           | CUSIP: 70472TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6400000 | PA      | $5758400.00   | 0.17%             | 2034-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC               | 321 Henderson Receivables III LLC                                         | CUSIP: 88576RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $517699.40    | 0.02%             | 2048-01-15      | Fixed         | 9.36%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur              | BHG Securitization Trust 2022-C                                           | CUSIP: 08860DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6410000 | PA      | $6921309.03   | 0.20%             | 2035-10-17      | Fixed         | 9.73%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2021-ARIA                                                        | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2945000 | PA      | $2942239.06   | 0.09%             | 2036-10-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                          | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    75000000 | PA      | $76587891.00  | 2.26%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36213WPR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         716 | PA      | $730.23       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                         | RATE Mortgage Trust 2021-HB1                                              | CUSIP: 75409XDH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1731700 | PA      | $1388995.15   | 0.04%             | 2051-12-25      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                        | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     5000000 | PA      | $5560417.80   | 0.16%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                             | Nordea Bank Abp                                                           | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    16049000 | PA      | $14885417.01  | 0.44%             | N/A             | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2020-HQA5                                   | CUSIP: 35565TBE8<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-MBS          | CORP              | US        |     6250000 | PA      | $7649042.50   | 0.23%             | 2050-11-25      | Floating      | 11.76%                | No            |                  2 | On Loan: No      |
| The Huntington National Bank                | Huntington Bank Auto Credit-Linked Notes Series 2024-1                    | CUSIP: 44644NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      528781 | PA      | $541643.42    | 0.02%             | 2032-05-20      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N              | Ally Bank Auto Credit-Linked Notes Series 2024-A                          | CUSIP: 02007G2A0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1539787 | PA      | $1590408.31   | 0.05%             | 2032-05-17      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140J9KV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2590197 | PA      | $2602823.03   | 0.08%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3138ECMS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46956 | PA      | $45658.53     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                        | CUSIP: 36202DS36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8111 | PA      | $8438.17      | 0.00%             | 2032-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XNNZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      561645 | PA      | $526734.73    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                | CSMC 2021-RPL2Trust                                                       | CUSIP: 12656TAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2638958 | PA      | $1817371.73   | 0.05%             | 2060-01-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XIV LTD                         | Vitality Re XIV Ltd                                                       | CUSIP: 92851QAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      400000 | PA      | $411000.00    | 0.01%             | 2027-01-05      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                              | Rocket Cos Inc                                                            | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3070000 | PA      | $3150802.40   | 0.09%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                     | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      370030 | PA      | $194277.48    | 0.01%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                  | CUSIP: 38382CAZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    10959913 | PA      | $148362.15    | 0.00%             | 2050-01-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133BWX57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      265973 | PA      | $270983.82    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                            | NMEF Funding 2024-A LLC                                                   | CUSIP: 62919UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4997000 | PA      | $5145548.82   | 0.15%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                        | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     8400000 | PA      | $7643932.80   | 0.23%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31371LJP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11771 | PA      | $12201.55     | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                     | Champions Financing Inc                                                   | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |     7474000 | PA      | $7218079.78   | 0.21%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133BXCA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      214118 | PA      | $221561.39    | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                       | Foundry JV Holdco LLC                                                     | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     8134000 | PA      | $8577370.51   | 0.25%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                     | Jane Street Group / JSG Finance Inc                                       | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1765000 | PA      | $1833189.56   | 0.05%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rosy Blue Carat S.A.                        | Rosy Blue Carat SCS                                                       | CUSIP: 77862UAC2<br>LEI: 222100OTGQJOXUS2K930 | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1528050.00   | 0.05%             | 2030-03-15      | Fixed         | 8.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140ACJU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       78396 | PA      | $82317.68     | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36209SD65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5179 | PA      | $4984.39      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2021-ARIA                                                        | CUSIP: 05608RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6330000 | PA      | $6298350.00   | 0.19%             | 2036-10-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                      | Mosaic Solar Loan Trust 2019-2                                            | CUSIP: 61945LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      956758 | PA      | $945686.41    | 0.03%             | 2040-09-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| SANDERS RE II LTD                           | Sanders RE II Ltd                                                         | CUSIP: 80001TAD9<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |      600000 | PA      | $624240.00    | 0.02%             | 2030-04-08      | Floating      | 8.70%                 | Yes           |                  2 | On Loan: No      |
| GATEWAY RE II LTD                           | Gateway Re II Ltd                                                         | CUSIP: 367927AA8<br>LEI: 5493000ENKV5WXNA8Z86 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $261325.00    | 0.01%             | 2026-04-27      | Floating      | 13.52%                | Yes           |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                        | Grupo Aeromexico SAB de CV                                                | CUSIP: 40054JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     3915000 | PA      | $3909714.75   | 0.12%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133CXSU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       92962 | PA      | $94509.65     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APA CORP                                    | APA Corp                                                                  | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    17500000 | PA      | $17640798.35  | 0.52%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                            | NMEF Funding 2022-B LLC                                                   | CUSIP: 62890MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5950000 | PA      | $6103617.70   | 0.18%             | 2029-06-15      | Fixed         | 8.54%                 | No            |                  2 | On Loan: No      |
| WIRECO WORLDGROUP INC                       | WIRECO WORLDGROUP INC                                                     | CUSIP: 000000000<br>LEI: 5493008NQ1Q5T2GZOJ37 | Long             | LON              | CORP              | US        |      974506 | PA      | $942834.82    | 0.03%             | 2028-11-13      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                          | Serbia International Bond                                                 | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     6600000 | PA      | $6054663.98   | 0.18%             | 2036-09-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                       | Foundry JV Holdco LLC                                                     | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    10114000 | PA      | $10810190.41  | 0.32%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trus              | Republic Finance Issuance Trust 2021-A                                    | CUSIP: 76042UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9600000 | PA      | $9400627.20   | 0.28%             | 2031-12-22      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3132DSC75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      537733 | PA      | $559541.51    | 0.02%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                    | Genting New York LLC / GENNY Capital Inc                                  | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10075000 | PA      | $10407082.78  | 0.31%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620C55R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4181 | PA      | $4004.27      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association   | USD/TRY FORWARD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $140519.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36209SAF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1461 | PA      | $1406.85      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MAYFLOWER RE LTD                            | Mayflower Re Ltd                                                          | CUSIP: 57839MAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      500000 | PA      | $512750.00    | 0.02%             | 2028-07-07      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31418E2E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7229277 | PA      | $7402789.36   | 0.22%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                       | Melco Resorts Finance Ltd                                                 | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     5783000 | PA      | $6058221.01   | 0.18%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31418CHJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30029 | PA      | $27287.08     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3138XDMH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39624 | PA      | $38401.01     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2018-KW07 Mortgage Trust                                            | CUSIP: 30297NAE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      975000 | PA      | $882291.83    | 0.03%             | 2031-10-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176MWE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      434631 | PA      | $416841.60    | 0.01%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PINE VALLEY RE 2025                         | PINE VALLEY RE 2025                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      750000 | PA      | $736755.00    | 0.02%             | 2029-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NQDM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8043997 | PA      | $8244504.69   | 0.24%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                | Enbridge Inc                                                              | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     5520000 | PA      | $5840104.80   | 0.17%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    28927628 | PA      | $29212582.37  | 0.86%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                       | Venture Global Plaquemines LNG LLC                                        | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $5094861.82   | 0.15%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ACORN RE LTD                                | Acorn Re Ltd                                                              | CUSIP: 00485YAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      500000 | PA      | $499250.00    | 0.01%             | 2025-11-07      | Floating      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                   | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27               | CUSIP: 61765XAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3530000 | PA      | $3326296.41   | 0.10%             | 2047-12-15      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                              | Transocean International Ltd                                              | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     5375000 | PA      | $5299030.93   | 0.16%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                 | Hertz Vehicle Financing III LLC                                           | CUSIP: 42806MCP2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     1050000 | PA      | $1099842.35   | 0.03%             | 2031-01-27      | Fixed         | 9.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                  | CUSIP: 38382DAG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3809964 | PA      | $792632.90    | 0.02%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                             | AREIT 2022-CRE6 Trust                                                     | CUSIP: 04002VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3600000 | PA      | $3518998.56   | 0.10%             | 2037-01-20      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| WALTON HEATH RE 2022                        | WALTON HEATH RE 2022                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     2000000 | PA      | $202600.00    | 0.01%             | 2027-12-15      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133BW3L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      292755 | PA      | $304729.89    | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                            | SLG Office Trust 2021-OVA                                                 | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8350000 | PA      | $7079475.69   | 0.21%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Granite Park Equipment Leasing              | Granite Park Equipment Leasing 2023-1 LLC                                 | CUSIP: 387422AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2885000 | PA      | $2875220.43   | 0.08%             | 2035-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Harambee Re 2020, 12/31/23                  | Harambee Re 2020, 12/31/23                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     3000000 | PA      | $0.00         | 0.00%             | 2025-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2021-K131 Mortgage Trust                                            | CUSIP: 30320UAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    81158843 | PA      | $368315.06    | 0.01%             | 2054-09-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PT Bakrie & Brothers TBK                    | PT Bakrie & Brothers TBK                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        | 15039758000 | PA      | $99272.33     | 0.00%             | 2025-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                    | Citizens Financial Group Inc                                              | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     4129000 | PA      | $4311247.29   | 0.13%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2019-KS12 Mortgage Trust                                            | CUSIP: 30311XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8406324 | PA      | $8121410.62   | 0.24%             | 2029-08-25      | Floating      | 11.37%                | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                 | CUSIP: 01F0306B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $1756636.72   | 0.05%             | 2055-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 2001 CAT RE LTD                             | 2001 Cat RE Ltd                                                           | CUSIP: 90215BAB3<br>LEI: 5493007NG10QO60NSO35 | Long             | DBT              | CORP              | BM        |      500000 | PA      | $527000.00    | 0.02%             | 2027-01-08      | Floating      | 16.96%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                        | CUSIP: 36184NEC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      788371 | PA      | $723092.89    | 0.02%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36183E3Y6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       62947 | PA      | $60456.08     | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                       | PennyMac Financial Services Inc                                           | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     3830000 | PA      | $3906929.38   | 0.12%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2022-R02                              | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7980000 | PA      | $8274302.40   | 0.24%             | 2042-01-25      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620AVXP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2452 | PA      | $2366.03      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERNA REINSURANCE II LTD                    | Merna Reinsurance II Ltd                                                  | CUSIP: 59013MAM4<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |     1000000 | PA      | $1043800.00   | 0.03%             | 2027-07-07      | Floating      | 12.44%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31407FF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      452944 | PA      | $463267.93    | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTWELL RE LTD                            | Chartwell RE Ltd                                                          | CUSIP: 16140YAB8<br>LEI: 984500FFT645KFFE6F50 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $258850.00    | 0.01%             | 2028-06-07      | Floating      | 10.95%                | Yes           |                  2 | On Loan: No      |
| Merion Re 2022-2                            | Merion Re 2022-2                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     6551154 | PA      | $4959223.58   | 0.15%             | 2027-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                               | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    50000000 | PA      | $49887666.50  | 1.47%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36200WJL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       28229 | PA      | $28716.18     | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620ATXA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16859 | PA      | $16395.85     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                | Blue Owl Asset Leasing Trust 2024-1 LLC                                   | CUSIP: 095921AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3180000 | PA      | $3224882.52   | 0.10%             | 2031-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36210ARN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26595 | PA      | $27536.75     | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                        | Cleveland-Cliffs Inc                                                      | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     3185000 | PA      | $3216738.53   | 0.09%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Oasis Securitisation                        | Libra Solutions 2025-1 LLC                                                | CUSIP: 53161AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3830000 | PA      | $3841163.68   | 0.11%             | 2039-08-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                  | CUSIP: 38381YRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    13289200 | PA      | $167140.93    | 0.00%             | 2049-09-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                     | CUSIP: 3128KH6Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12656 | PA      | $13210.72     | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620AT7H4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         713 | PA      | $687.65       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                        | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       31775 | PA      | $29496.26     | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                     | International Bank for Reconstruction & Development                       | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |      250000 | PA      | $262950.00    | 0.01%             | 2028-04-24      | Floating      | 16.39%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31402RFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      601855 | PA      | $615572.04    | 0.02%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-BUND                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -650 | NC      | $-619526.23   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8781539 | PA      | $7595132.97   | 0.22%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company         | USD/EUR FORWARD                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $110796.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                     | SCF Equipment Leasing 2024-1 LLC                                          | CUSIP: 783896AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2300000 | PA      | $2461690.92   | 0.07%             | 2034-12-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                          | Ford Motor Co                                                             | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     4430000 | PA      | $4537950.15   | 0.13%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                              | Eden Re II Ltd                                                            | CUSIP: 27954JAB3<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |     2800000 | PA      | $2898000.00   | 0.09%             | 2030-03-19      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Oasis Securitisation                        | Libra Solutions 2024-1 LLC                                                | CUSIP: 53161XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2010000 | PA      | $2010965.81   | 0.06%             | 2038-09-30      | Fixed         | 7.91%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                      | Mosaic Solar Loan Trust 2021-1                                            | CUSIP: 61947DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2934226 | PA      | $2351968.16   | 0.07%             | 2046-12-20      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36182XN72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       87675 | PA      | $84284.05     | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                           | NatWest Group PLC                                                         | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     6765000 | PA      | $7115948.18   | 0.21%             | 2034-06-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36201C7J7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         953 | PA      | $985.13       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEY COMMERCIAL MORTGAGE TRUST               | Key Commercial Mortgage Securities Trust 2019-S2                          | CUSIP: 49307XAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5495499 | PA      | $5270758.45   | 0.16%             | 2052-06-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133W7XA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      446195 | PA      | $459714.21    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                        | CUSIP: 3137ATFZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3631827 | PA      | $565763.05    | 0.02%             | 2042-08-15      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36198W6X8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       61397 | PA      | $58714.02     | 0.00%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                    | First Quantum Minerals Ltd                                                | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1840000 | PA      | $1942776.68   | 0.06%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BLUE RIDGE RE LTD                           | Blue Ridge Re Ltd                                                         | CUSIP: 096003AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1250000 | PA      | $1323375.00   | 0.04%             | 2027-01-08      | Floating      | 11.99%                | Yes           |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US ULTRA BOND CBT                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        2571 | NC      | $495507.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36182XT43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26848 | PA      | $25817.72     | 0.00%             | 2044-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                               | Radnor RE 2021-2 Ltd                                                      | CUSIP: 75049GAC3<br>LEI: 254900JO0CMUL2VM8206 | Long             | ABS-MBS          | CORP              | BM        |     1460000 | PA      | $1523192.45   | 0.04%             | 2031-11-25      | Floating      | 9.36%                 | No            |                  2 | On Loan: No      |
| PI0047 2024-1                               | PI0047 2024-1                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     9326910 | PA      | $10110467.84  | 0.30%             | 2029-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                            | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1930000 | PA      | $2023566.34   | 0.06%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALAMO RE LTD                                | Alamo Re Ltd                                                              | CUSIP: 011395AP5<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $268275.00    | 0.01%             | 2027-06-07      | Floating      | 12.38%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133C04U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      145288 | PA      | $151465.91    | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                       | Qnity Electronics Inc                                                     | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     2635000 | PA      | $2690825.11   | 0.08%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                           | MC Brazil Downstream Trading SARL                                         | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |     7352403 | PA      | $6295642.34   | 0.19%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2020-CX Mortgage Trust                                               | CUSIP: 12656KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3750000 | PA      | $3234685.50   | 0.10%             | 2046-11-10      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                     | International Bank for Reconstruction & Development                       | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |      250000 | PA      | $271825.00    | 0.01%             | 2028-04-24      | Floating      | 17.89%                | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                 | BNP Paribas SA                                                            | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2101000 | PA      | $2197242.61   | 0.06%             | N/A             | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36201BL38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       17614 | PA      | $18337.64     | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XNPA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2218854 | PA      | $2296542.98   | 0.07%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANDERS RE III LTD                          | Sanders Re III Ltd                                                        | CUSIP: 80000YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      750000 | PA      | $783300.00    | 0.02%             | 2027-04-07      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     6950000 | PA      | $5998935.31   | 0.18%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176MBQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3605 | PA      | $3477.07      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2022-1                                             | CUSIP: 81749CCK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2743712 | PA      | $1406526.37   | 0.04%             | 2052-02-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                | Enbridge Inc                                                              | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     6338000 | PA      | $7248865.67   | 0.21%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                              | Crockett Partners Equipment Co IIA LLC                                    | CUSIP: 22689LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1032121 | PA      | $1071454.73   | 0.03%             | 2031-01-20      | Fixed         | 10.16%                | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables               | Exeter Automobile Receivables Trust 2024-5                                | CUSIP: 30165BAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13220000 | PA      | $13631681.38  | 0.40%             | 2032-05-17      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                            | SLG Office Trust 2021-OVA                                                 | CUSIP: 78449RAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8000000 | PA      | $6493288.00   | 0.19%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31389JZV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1147 | PA      | $1195.97      | 0.00%             | 2032-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                  | Grupo Aeromexico SAB de CV                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      128171 | NS      | $2204595.79   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                  | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3490000 | PA      | $3631533.67   | 0.11%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                        | Grupo Aeromexico SAB de CV                                                | CUSIP: 40054JAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1810000 | PA      | $1807556.50   | 0.05%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                               | UniCredit SpA                                                             | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     9395000 | PA      | $10033316.03  | 0.30%             | 2034-04-02      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                      | Venture Global LNG Inc                                                    | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     3278000 | PA      | $3441802.68   | 0.10%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36198WTY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14571 | PA      | $13954.14     | 0.00%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36181LT57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      107736 | PA      | $103836.79    | 0.00%             | 2043-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3132DWJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    17703585 | PA      | $17894389.81  | 0.53%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDITO REAL SAB DE CV SOFOM ER             | CREDITO REAL SAB DE CV SOFOM ER                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     6660000 | PA      | $0.00         | 0.00%             | 2028-01-21      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| ADARE RE 2025                               | ADARE RE 2025                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1030000 | PA      | $1071715.00   | 0.03%             | 2030-09-30      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| PALM RE LTD                                 | Palm RE Ltd                                                               | CUSIP: 69664FAB4<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |      750000 | PA      | $792825.00    | 0.02%             | 2028-06-07      | Floating      | 11.70%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176KZ91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         677 | PA      | $652.33       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MONA LISA RE LTD                            | Mona Lisa Re Ltd                                                          | CUSIP: 608800AG3<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | BM        |      800000 | PA      | $819200.00    | 0.02%             | 2026-01-08      | Floating      | 16.45%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                        | CUSIP: 3137AS5J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6337163 | PA      | $807997.19    | 0.02%             | 2042-07-15      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140FXHT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      396019 | PA      | $370828.60    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140M2NG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      461453 | PA      | $399108.00    | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                 | FIGRE Trust 2025-HE2                                                      | CUSIP: 31684KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4197898 | PA      | $4255315.79   | 0.13%             | 2055-03-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables               | Exeter Automobile Receivables Trust                                       | CUSIP: 30166XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7560000 | PA      | $7664922.22   | 0.23%             | 2032-12-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36225BZ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8807 | PA      | $9156.60      | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176M4M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14781 | PA      | $14260.16     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36182UWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       51691 | PA      | $49634.08     | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FOUR LAKES RE LTD                           | Four Lakes Re Ltd                                                         | CUSIP: 35087TAG3<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $253350.00    | 0.01%             | 2028-01-07      | Floating      | 9.45%                 | Yes           |                  2 | On Loan: No      |
| 3R LUX SARL                                 | 3R Lux SARL                                                               | CUSIP: 88563PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     3585000 | PA      | $3779307.00   | 0.11%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36177QXK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      382313 | PA      | $368319.70    | 0.01%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                | Novelis Corp                                                              | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     7050000 | PA      | $7122866.69   | 0.21%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140LUHN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       69137 | PA      | $65359.23     | 0.00%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                        | CUSIP: 36202DZZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       34661 | PA      | $35985.00     | 0.00%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Tru              | THPT 2023-THL Mortgage Trust                                              | CUSIP: 87252LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $7082082.70   | 0.21%             | 2034-12-10      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| MAYA SAS/FRANCE                             | Maya SAS/Paris France                                                     | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     2785000 | PA      | $3339566.29   | 0.10%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36230TFJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3560 | PA      | $3438.33      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36295CK42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2526 | PA      | $2430.64      | 0.00%             | 2043-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                     | CUSIP: 31288GCW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1101 | PA      | $1125.43      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2021-K131 Mortgage Trust                                            | CUSIP: 30320UAS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $2908707.50   | 0.09%             | 2054-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                    | United Wholesale Mortgage LLC                                             | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     3316000 | PA      | $3270417.93   | 0.10%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SANDERS RE II LTD                           | Sanders RE II Ltd                                                         | CUSIP: 80001RAA9<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |     1500000 | PA      | $1508850.00   | 0.04%             | 2029-04-07      | Floating      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru              | Provident Funding Mortgage Trust 2021-J1                                  | CUSIP: 74387MAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2145956 | PA      | $1808949.13   | 0.05%             | 2051-10-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| ATLAS CAPITAL DAC                           | Atlas Capital DAC                                                         | CUSIP: 049207AB9<br>LEI: 635400CBPJFGGWD2AH20 | Long             | DBT              | CORP              | IE        |      750000 | PA      | $836175.00    | 0.02%             | 2027-06-08      | Floating      | 16.54%                | Yes           |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                          | Royalty Pharma PLC                                                        | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     7198000 | PA      | $7191888.75   | 0.21%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EPSOM RE 2025                               | EPSOM RE 2025                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $247209.25    | 0.01%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| 1261229 BC LTD                              | 1261229 BC LTD                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     4847850 | PA      | $4790281.78   | 0.14%             | 2030-10-08      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                        | Mehilainen Yhtiot Oy                                                      | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |     1285000 | PA      | $1540652.99   | 0.05%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                       | Nippon Life Insurance Co                                                  | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     3590000 | PA      | $3865485.83   | 0.11%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                 | VFI ABS 2023-1 LLC                                                        | CUSIP: 92555QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2540000 | PA      | $2635311.47   | 0.08%             | 2030-12-24      | Fixed         | 12.36%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3138YPZM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       98034 | PA      | $94415.18     | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2018-K1507 Mortgage Trust                                           | CUSIP: 30297EAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1875000 | PA      | $1665756.94   | 0.05%             | 2033-08-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31402C4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17139 | PA      | $17591.61     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36201RR60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         673 | PA      | $694.00       | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL REIN 2024                       | Residential Reinsurance 2004 Ltd                                          | CUSIP: 76112AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      750000 | PA      | $776925.00    | 0.02%             | 2028-12-06      | Floating      | 9.33%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Corp Trust 2020-DUNE                               | CUSIP: 36258BAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5532854 | PA      | $5350885.76   | 0.16%             | 2036-12-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NMRB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      240830 | PA      | $249462.36    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust                   | PRMI Securitization Trust 2021-1                                          | CUSIP: 69359DBX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3364725 | PA      | $2679933.98   | 0.08%             | 2051-04-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133KNKL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       26134 | PA      | $24069.46     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36177JNB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       65493 | PA      | $63070.19     | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140QMLV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4645047 | PA      | $3824879.20   | 0.11%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                    | Banque Ouest Africaine de Developpement                                   | CUSIP: 06675QAC7<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |     8430000 | PA      | $7927515.35   | 0.23%             | 2031-10-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                        | FS Rialto 2025-FL10 Issuer LLC                                            | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6110000 | PA      | $6117324.67   | 0.18%             | 2042-08-19      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ACORN RE LTD                                | Acorn Re Ltd                                                              | CUSIP: 00485YAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      500000 | PA      | $509550.00    | 0.02%             | 2027-11-05      | Floating      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                            | DT Midstream Inc                                                          | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3425000 | PA      | $3531141.81   | 0.10%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                     | Avis Budget Car Rental LLC / Avis Budget Finance Inc                      | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2435000 | PA      | $2546890.69   | 0.08%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding              | Avis Budget Rental Car Funding AESOP LLC                                  | CUSIP: 05377RJU9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     3760000 | PA      | $3869807.79   | 0.11%             | 2029-12-20      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36183E3P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        6108 | PA      | $5872.01      | 0.00%             | 2044-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                      | SierraCol Energy Andina LLC                                               | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8381000 | PA      | $8186072.19   | 0.24%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                        | CUSIP: 3622A25J7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1306952 | PA      | $1285254.37   | 0.04%             | 2044-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36202UAJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       27437 | PA      | $27946.64     | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                        | CUSIP: 36179QT68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1011536 | PA      | $1002964.20   | 0.03%             | 2044-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUNA SA                                     | Auna SA                                                                   | CUSIP: 05151AAA1<br>LEI: 254900SOGP7YC0N9I368 | Long             | DBT              | CORP              | LU        |     7170800 | PA      | $7600330.92   | 0.22%             | 2029-12-18      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                | CUSIP: 21H0226A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    10000000 | PA      | $8607771.00   | 0.25%             | 2055-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36198XBF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1196815 | PA      | $1142086.74   | 0.03%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                              | Transocean International Ltd                                              | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     1230000 | PA      | $1205437.75   | 0.04%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36201NHL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5435 | PA      | $5583.55      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NBYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      155489 | PA      | $162586.86    | 0.00%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                | CUSIP: 21H0326A3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3000000 | PA      | $2734848.15   | 0.08%             | 2055-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XNN75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      597732 | PA      | $594498.21    | 0.02%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                    | Banco Mercantil del Norte SA/Grand Cayman                                 | CUSIP: 05971PAC2<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     3460000 | PA      | $3700168.98   | 0.11%             | N/A             | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31371HE53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          42 | PA      | $44.12        | 0.00%             | 2029-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                | CUSIP: 21H0206A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7000000 | PA      | $5784725.52   | 0.17%             | 2055-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                    | USA Compression Partners LP / USA Compression Finance Corp                | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3093972.00   | 0.09%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HOA Funding LLC                             | HOA Funding LLC - HOA                                                     | CUSIP: 40390GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9887659 | PA      | $2026970.02   | 0.06%             | 2051-08-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31400U6E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3823 | PA      | $3855.03      | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XNN59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1734199 | PA      | $1741064.19   | 0.05%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620AS2P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2947 | PA      | $2846.58      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                    | Columbia Pipelines Holding Co LLC                                         | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4115000 | PA      | $4178500.05   | 0.12%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                  | CUSIP: 38382BHB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8742639 | PA      | $1432803.94   | 0.04%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NGYG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      126203 | PA      | $133056.27    | 0.00%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LC AHAB US BIDCO LLC                        | LC AHAB US BIDCO LLC                                                      | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |     1955225 | PA      | $1957059.00   | 0.06%             | 2031-05-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| BERWICK RE 2025                             | BERWICK RE 2025                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     2000000 | PA      | $2040000.00   | 0.06%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| TAP SA                                      | Transportes Aereos Portugueses SA                                         | CUSIP: 000000000<br>LEI: 213800XBTDYWRYHKH878 | Long             | DBT              | CORP              | PT        |     7700000 | PA      | $9327583.60   | 0.28%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T              | Ready Capital Mortgage Trust 2019-5                                       | CUSIP: 75575MAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5400000 | PA      | $4837056.48   | 0.14%             | 2052-02-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36296VLW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14938 | PA      | $15683.97     | 0.00%             | 2038-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36211LE65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4326 | PA      | $4157.07      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140YWP80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      468380 | PA      | $482287.68    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                        | OneMain Finance Corp                                                      | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     2885000 | PA      | $2921596.23   | 0.09%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133KYYT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      139205 | PA      | $144151.39    | 0.00%             | 2043-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                         | Rate Mortgage Trust 2021-J4                                               | CUSIP: 75410JDK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1723000 | PA      | $827181.29    | 0.02%             | 2051-11-25      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176UVY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       21751 | PA      | $20933.60     | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Desarrolladora Homex SAB de CV              | Desarrolladora Homex SAB de CV                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     1018282 | NS      | $55.60        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NDHF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      913952 | PA      | $928545.86    | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO BRADESCO (CAYMAN)                     | Banco Bradesco SA/Cayman Islands                                          | CUSIP: 05947KBB5<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |     8900000 | PA      | $9389500.00   | 0.28%             | 2030-01-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alturas Re 2022-2, 12/31/2027               | Alturas Re 2022-2, 12/31/2027                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     2318301 | PA      | $160890.09    | 0.00%             | 2027-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| SOHO Trust 2021-SOHO                        | Soho Trust 2021-SOHO                                                      | CUSIP: 83410JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1234527.90   | 0.04%             | 2038-08-10      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| VIRIBUS RE 2024                             | VIRIBUS RE 2024                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $25675.00     | 0.00%             | 2029-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                                       | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4435000 | PA      | $4395098.31   | 0.13%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                        | CUSIP: 36184XM22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      274290 | PA      | $251324.90    | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SECTOR RE V LTD                             | Sector Re V Ltd                                                           | CUSIP: 81369AEN8<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |        3226 | PA      | $88529.83     | 0.00%             | 2028-12-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| HIGHWOODS REALTY LP                         | Highwoods Realty LP                                                       | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      610000 | PA      | $564944.39    | 0.02%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                  | CUSIP: 38376CAG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      861565 | PA      | $865889.49    | 0.03%             | 2039-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36201VAT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7823 | PA      | $7945.88      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables               | Exeter Automobile Receivables Trust 2024-4                                | CUSIP: 30166UAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14800000 | PA      | $15407933.68  | 0.45%             | 2032-02-17      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36182J2E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       37785 | PA      | $36402.05     | 0.00%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XIV LTD                         | Vitality Re XIV Ltd                                                       | CUSIP: 92851QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     4000000 | PA      | $4097200.00   | 0.12%             | 2027-01-05      | Floating      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| HERTZ CORP/THE                              | Hertz Corp/The                                                            | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |     1423137 | PA      | $1286159.84   | 0.04%             | 2028-06-30      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables               | Exeter Automobile Receivables Trust 2025-1                                | CUSIP: 30167MAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10730000 | PA      | $11032599.95  | 0.33%             | 2032-09-15      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP                      | Velocity Vehicle Group LLC                                                | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1205000 | PA      | $1208152.28   | 0.04%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31407HVK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17176 | PA      | $17816.05     | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36290YUV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       25612 | PA      | $25448.90     | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                               | CUSIP: 912797RC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   110000000 | PA      | $109839541.90 | 3.24%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3132DNP56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1588762 | PA      | $1629595.15   | 0.05%             | 2049-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176PRT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3531 | PA      | $3410.51      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                              | Hertz Corp/The                                                            | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |     7296157 | PA      | $6593902.21   | 0.19%             | 2028-06-30      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133AKL99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       98187 | PA      | $93011.74     | 0.00%             | 2051-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                         | DataBank Issuer                                                           | CUSIP: 23802WAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2300000 | PA      | $2278704.07   | 0.07%             | 2051-02-27      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NDU88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       95143 | PA      | $98113.63     | 0.00%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MYSTIC RE IV LTD                            | Mystic Re IV Ltd                                                          | CUSIP: 62865LAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      850000 | PA      | $904655.00    | 0.03%             | 2027-01-08      | Floating      | 15.95%                | Yes           |                  2 | On Loan: No      |
| Global Mortgage Securitization              | Global Mortgage Securitization Ltd                                        | CUSIP: 378961AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      171915 | PA      | $1.72         | 0.00%             | 2032-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31418CDA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42980 | PA      | $39053.79     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                              | Rocket Cos Inc                                                            | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3199553.40   | 0.09%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MARLON LTD                                  | Marlon Ltd                                                                | CUSIP: 571253AA1<br>LEI: 98450044CD0YE4DAFC06 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $267800.00    | 0.01%             | 2027-06-07      | Floating      | 7.31%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NEAF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      117539 | PA      | $121548.00    | 0.00%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus              | CSAIL 2015-C4 Commercial Mortgage Trust                                   | CUSIP: 12635RBE7<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-MBS          | CORP              | US        |     2680000 | PA      | $2624452.44   | 0.08%             | 2048-11-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133BEPR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      108775 | PA      | $103445.92    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T              | Ready Capital Mortgage Financing 2021-FL7 LLC                             | CUSIP: 75575WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5600000 | PA      | $5597165.28   | 0.17%             | 2036-11-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust              | Home Partners of America 2019-1 Trust                                     | CUSIP: 43731QAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      571636 | PA      | $545195.98    | 0.02%             | 2039-09-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36201YHV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       47306 | PA      | $48100.06     | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                  | CUSIP: 38382AFF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    18959940 | PA      | $3142814.85   | 0.09%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                     | TRY/USD FORWARD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $493365.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                    | Celanese US Holdings LLC                                                  | CUSIP: 15089QBB9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     3235000 | PA      | $3776574.30   | 0.11%             | 2031-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36182LCS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      137522 | PA      | $131551.96    | 0.00%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XNNQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6655787 | PA      | $5728926.65   | 0.17%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LIMAK CIMENTO SANAYI                        | Limak Cimento Sanayi ve Ticaret AS                                        | CUSIP: 53263AAA6<br>LEI: 789000EEUQIGHI88WH47 | Long             | DBT              | CORP              | TR        |     6520000 | PA      | $6695157.65   | 0.20%             | 2029-07-25      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL INSURANCE                    | Liberty Mutual Insurance Co                                               | CUSIP: 53079QAD9<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |    16165000 | PA      | $18564099.54  | 0.55%             | 2097-10-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                 | FIGRE Trust 2024-HE6                                                      | CUSIP: 31684DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13525208 | PA      | $13695790.21  | 0.40%             | 2054-12-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                               | CoreWeave Inc                                                             | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    12390000 | PA      | $12698250.81  | 0.37%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                    | Citadel Securities Global Holdings LLC                                    | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13342654.91  | 0.39%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36210B3H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1257 | PA      | $1215.58      | 0.00%             | 2039-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                    | Live Nation Entertainment Inc                                             | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      290000 | PA      | $321465.00    | 0.01%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176XCU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1475 | PA      | $1424.68      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2018-KSW4 Mortgage Trust                                            | CUSIP: 302960AH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1417812 | PA      | $1306276.83   | 0.04%             | 2028-10-25      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NMLN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      132440 | PA      | $135920.42    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36182UN52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1702 | PA      | $1635.43      | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3622A2JQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       21300 | PA      | $20544.93     | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                | ING Groep NV                                                              | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     7605000 | PA      | $7841330.09   | 0.23%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36187SEP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14545 | PA      | $13851.11     | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ballybunion Re 2022                         | Ballybunion Re 2022                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1506560 | PA      | $0.00         | 0.00%             | 2027-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                         | CUSIP: 3136A4WQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1322719 | PA      | $122714.81    | 0.00%             | 2041-08-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| EASTON RE LTD                               | Easton Re Ltd                                                             | CUSIP: 27777AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $257350.00    | 0.01%             | 2027-01-08      | Floating      | 11.45%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36180STE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       48982 | PA      | $47256.64     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RAY FINANCING LLC                           | RAY Financing LLC                                                         | CUSIP: 000000000<br>LEI: 254900IA5MVMGDF40Z19 | Long             | DBT              | CORP              | US        |     2440000 | PA      | $2918561.05   | 0.09%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                        | Teva Pharmaceutical Finance Netherlands II BV                             | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    22674000 | PA      | $27253657.60  | 0.80%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                 | CUSIP: 01F0226A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -12000000 | PA      | $-10108075.20 | -0.30%            | 2055-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THOPAS RE 2025                              | THOPAS RE 2025                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     3000000 | PA      | $3239100.00   | 0.10%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| AXIS Equipment Finance Receiva              | Amur Equipment Finance Receivables XI LLC                                 | CUSIP: 03236XAF4<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |     1413000 | PA      | $1433984.18   | 0.04%             | 2029-10-22      | Fixed         | 9.32%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                 | Merchants Fleet Funding LLC                                               | CUSIP: 588926AK1<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |     3200000 | PA      | $3253973.12   | 0.10%             | 2037-04-20      | Fixed         | 9.35%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                      | Resorts World Las Vegas LLC / RWLV Capital Inc                            | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17100000 | PA      | $15479951.30  | 0.46%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                  | Allianz SE                                                                | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     3800000 | PA      | $3898883.60   | 0.12%             | 2054-09-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133CSML2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5351068 | PA      | $5475240.70   | 0.16%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                        | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       90930 | PA      | $90061.42     | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                           | OneSky Flight LLC                                                         | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1125161.71   | 0.03%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36183E3J9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      120358 | PA      | $115702.68    | 0.00%             | 2044-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                        | Garda World Security Corp                                                 | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     3830000 | PA      | $3797153.92   | 0.11%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABRA GLOBAL FINANCE                         | ABRA Global Finance                                                       | CUSIP: 000852AC7<br>LEI: 2549007QS3P0D4KT9G26 | Long             | DBT              | CORP              | KY        |     5387629 | PA      | $5249571.45   | 0.15%             | 2029-10-22      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| SANDERS RE III LTD                          | Sanders Re III Ltd                                                        | CUSIP: 799927AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      750000 | PA      | $787575.00    | 0.02%             | 2028-04-07      | Floating      | 9.51%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                       | Toronto-Dominion Bank/The                                                 | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     2810000 | PA      | $2957496.90   | 0.09%             | 2084-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds                            | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33703345 | PA      | $33976214.02  | 1.00%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NEGS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      408023 | PA      | $417252.85    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                                    | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    12405000 | PA      | $12994237.50  | 0.38%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3132DSC59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         759 | PA      | $777.82       | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                      | Darling Global Finance BV                                                 | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |     2875000 | PA      | $3407889.27   | 0.10%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                     | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC           | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2975000 | PA      | $2793926.92   | 0.08%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133C1AC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      111747 | PA      | $111606.38    | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36296VJ66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      112994 | PA      | $117821.55    | 0.00%             | 2038-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRICIDA INC                                 | TRICIDA INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7025000 | PA      | $0.07         | 0.00%             | 2027-05-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FIGRE Trust                                 | FIGRE Trust 2025-HE1                                                      | CUSIP: 30191LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7301250 | PA      | $7405586.44   | 0.22%             | 2055-01-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Accepta              | Mello Mortgage Capital Acceptance 2021-MTG2                               | CUSIP: 585494CE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3734245 | PA      | $3044354.07   | 0.09%             | 2051-06-25      | Variable      | 2.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31410WMT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71998 | PA      | $75531.47     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176M3E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2195 | PA      | $2105.61      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se              | Wells Fargo Mortgage Backed Securities 2022-2 Trust                       | CUSIP: 949930AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8970000 | PA      | $5967998.44   | 0.18%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                               | ZF North America Capital Inc                                              | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     2335000 | PA      | $2312099.02   | 0.07%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan               | New Residential Mortgage Loan Trust 2020-RPL1                             | CUSIP: 64828XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13903950 | PA      | $12038138.63  | 0.36%             | 2059-11-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec              | Arivo Acceptance Auto Loan Receivables Trust 2022-1                       | CUSIP: 04047EAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $2001460.40   | 0.06%             | 2029-09-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620ASVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      152981 | PA      | $146742.86    | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                     | US Acute Care Solutions LLC                                               | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6325000 | PA      | $6476688.24   | 0.19%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XHZ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3633617 | PA      | $3641932.57   | 0.11%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36183YDG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       54099 | PA      | $51516.96     | 0.00%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE III                            | Integrity RE III Ltd                                                      | CUSIP: 45870GAB2<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |      750000 | PA      | $782325.00    | 0.02%             | 2028-06-06      | Floating      | 11.95%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31387WK22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         179 | PA      | $187.05       | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VRTX Trust                                  | VRTX Trust 2025-HQ                                                        | CUSIP: 91835XAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2830000 | PA      | $2880690.96   | 0.09%             | 2042-08-05      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XGEA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1295340 | PA      | $1180563.48   | 0.03%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2018-7FRB                                        | CUSIP: 46650AAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      981000 | PA      | $825769.90    | 0.02%             | 2046-04-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36241KLT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |           3 | PA      | $2.66         | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                         | CUSIP: 3136B47J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1707409 | PA      | $205931.91    | 0.01%             | 2049-07-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2021-K131 Mortgage Trust                                            | CUSIP: 30320UAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18374996 | PA      | $77235.62     | 0.00%             | 2054-09-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | J.P. Morgan Mortgage Trust 2022-4                                         | CUSIP: 46655GAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5650000 | PA      | $4087965.41   | 0.12%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP III                    | Farmers Exchange Capital III                                              | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9880000 | PA      | $9249536.45   | 0.27%             | 2054-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                  | GLS Auto Receivables Issuer Trust 2024-3                                  | CUSIP: 37989AAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12197000 | PA      | $12563190.53  | 0.37%             | 2031-06-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36212M6W4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          59 | PA      | $60.66        | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133ASLK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       88077 | PA      | $83186.35     | 0.00%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140FXFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2675648 | PA      | $2291680.50   | 0.07%             | 2057-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Corp Trust 2019-PJ3                         | CUSIP: 36257QAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2231851 | PA      | $1964132.59   | 0.06%             | 2050-03-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140FG5Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      138306 | PA      | $125144.06    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                         | Cape Lookout Re Ltd                                                       | CUSIP: 13947LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1000000 | PA      | $1035400.00   | 0.03%             | 2026-04-28      | Floating      | 11.15%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                 | CUSIP: 01F0326B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      800000 | PA      | $730660.70    | 0.02%             | 2055-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                            | Ford Motor Credit Co LLC                                                  | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $6912244.38   | 0.20%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                              | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     6915000 | PA      | $7327714.86   | 0.22%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FOOD SERVICE PROJECT SL                     | Food Service Project SA                                                   | CUSIP: 000000000<br>LEI: 95980020140005812514 | Long             | DBT              | CORP              | ES        |     4500000 | PA      | $5298394.41   | 0.16%             | 2027-01-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization T              | Tricolor Auto Securitization Trust 2024-1                                 | CUSIP: 89616LAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4022000 | PA      | $1806213.43   | 0.05%             | 2029-09-17      | Fixed         | 11.91%                | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                         | 522 Funding CLO 2019-5 Ltd                                                | CUSIP: 33829UAA1<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |     4750000 | PA      | $4621446.00   | 0.14%             | 2035-04-15      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31387DM71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          70 | PA      | $72.56        | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE III                            | Integrity RE III Ltd                                                      | CUSIP: 45870GAD8<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |      750000 | PA      | $788550.00    | 0.02%             | 2028-06-06      | Floating      | 13.70%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XNNR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1159047 | PA      | $995800.78    | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHERWOOD FI 4.5% 11/15/26/EUR/              | SHERWOOD FI 4.5% 11/15/26/EUR/                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     3215000 | PA      | $3760768.39   | 0.11%             | 2026-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEARWATER RE 2025                          | CLEARWATER RE 2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1000000 | PA      | $1070000.00   | 0.03%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BX Trust                                    | BX Trust 2021-ARIA                                                        | CUSIP: 05608RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9000000 | PA      | $9000000.00   | 0.27%             | 2036-10-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                     | Romanian Government International Bond                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6320000 | PA      | $7421414.63   | 0.22%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company         | AUD/USD FORWARD                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $397187.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GULLANE RE 2025                             | GULLANE RE 2025                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     4000000 | PA      | $3760000.00   | 0.11%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BANK OF AMERICA CORPORATION                 | BASKET COLLAREAL US TRI PARTY                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | RA               | CORP              | US        |    40000000 | PA      | $40000000.00  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3132D9QY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    16770511 | PA      | $14126832.79  | 0.42%             | 2042-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDRIGONI SPA                               | Fedrigoni SpA                                                             | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |     4000000 | PA      | $4668085.82   | 0.14%             | 2031-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Harambee Re 2019, 12/31/22                  | Harambee Re 2019, 12/31/22                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     5000000 | PA      | $0.00         | 0.00%             | 2025-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3138YUSH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16116 | PA      | $15689.17     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                          | Kennedy-Wilson Inc                                                        | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $3781485.00   | 0.11%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36198VMG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      733683 | PA      | $706514.57    | 0.02%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor              | CSFB Mortgage-Backed Pass-Through Certificates Series 2003-17             | CUSIP: 22541QJM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      285362 | PA      | $2.85         | 0.00%             | 2033-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36184CAQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       37317 | PA      | $35730.24     | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2020-SBT1                             | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2670000 | PA      | $2767450.19   | 0.08%             | 2040-02-25      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                         | Star Leasing Co LLC                                                       | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     2590000 | PA      | $2516785.10   | 0.07%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133BXW72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      428375 | PA      | $435925.25    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133C06Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       48451 | PA      | $49664.28     | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                 | Hertz Vehicle Financing III LLC                                           | CUSIP: 42806MCS6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1545035.70   | 0.05%             | 2029-01-25      | Fixed         | 9.22%                 | No            |                  2 | On Loan: No      |
| Palisades Center Trust                      | Palisades Center Trust 2016-PLSD                                          | CUSIP: 69640GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3190000 | PA      | $2296800.00   | 0.07%             | 2033-04-13      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2022-1                                             | CUSIP: 81749CAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4100000 | PA      | $2746835.59   | 0.08%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association              | USD/INR FORWARD                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $123404.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176UJ71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3561 | PA      | $3439.32      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL                      | Cidron Aida Finco Sarl                                                    | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |     6130000 | PA      | $7310249.30   | 0.22%             | 2031-10-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                         | Avianca Midco 2 PLC                                                       | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    11240000 | PA      | $11180428.00  | 0.33%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                    | Oceanview Mortgage Trust 2021-3                                           | CUSIP: 67647VCF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2321792 | PA      | $1338935.17   | 0.04%             | 2051-06-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8000000 | PA      | $8059538.24   | 0.24%             | 2055-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36198KGR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      167336 | PA      | $163068.14    | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                     | Romanian Government International Bond                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4515000 | PA      | $5072711.53   | 0.15%             | 2037-05-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hundred Acre Wood Trust                     | Hundred Acre Wood Trust 2021-INV1                                         | CUSIP: 44590HCC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2400363 | PA      | $2080891.14   | 0.06%             | 2051-07-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36230UD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9833 | PA      | $9497.78      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36184BL47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       43114 | PA      | $41216.36     | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NMLP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      296863 | PA      | $309453.29    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FOUR LAKES RE LTD                           | Four Lakes Re Ltd                                                         | CUSIP: 35087TAE8<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $255575.00    | 0.01%             | 2027-01-07      | Floating      | 9.75%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2018-KBX1 Mortgage Trust                                            | CUSIP: 30307LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3534000 | PA      | $3509698.80   | 0.10%             | 2026-01-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                    | Neuberger Berman CLO XVII Ltd                                             | CUSIP: 64129VAQ6<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |     4500000 | PA      | $4560660.00   | 0.13%             | 2038-07-22      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| ACM Auto Trust                              | ACM Auto Trust 2024-2                                                     | CUSIP: 00461WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1190000 | PA      | $1196934.61   | 0.04%             | 2031-08-20      | Fixed         | 9.21%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                         | Egypt Treasury Bills                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   447800000 | PA      | $8853980.58   | 0.26%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                            | ABN AMRO Bank NV                                                          | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    20800000 | PA      | $18772163.90  | 0.55%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Tru              | COOPR Residential Mortgage Trust 2025-CES1                                | CUSIP: 12596SAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1894537 | PA      | $1916726.09   | 0.06%             | 2060-05-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                          | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $2175248.92   | 0.06%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SILK ROAD RE LTD                            | Silk Road Re Ltd                                                          | CUSIP: 000000000<br>LEI: 984500F112D01CD7CD97 | Long             | DBT              | CORP              | HK        |      250000 | PA      | $251875.00    | 0.01%             | 2028-01-10      | Floating      | 9.90%                 | Yes           |                  3 | On Loan: No      |
| SECTOR RE V LTD                             | Sector Re V Ltd                                                           | CUSIP: 81369AES7<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |     4400000 | PA      | $5478880.00   | 0.16%             | 2029-12-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XNN83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6498639 | PA      | $6655308.11   | 0.20%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANDERS RE II LTD                           | Sanders RE II Ltd                                                         | CUSIP: 80001TAA5<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |      600000 | PA      | $616200.00    | 0.02%             | 2028-04-07      | Floating      | 7.95%                 | Yes           |                  2 | On Loan: No      |
| LONG POINT RE IV LTD                        | Long Point Re IV Ltd                                                      | CUSIP: 54279PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     2500000 | PA      | $2537500.00   | 0.07%             | 2026-06-01      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| TULLOW OIL PLC                              | Tullow Oil PLC                                                            | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |     5045000 | PA      | $4307168.75   | 0.13%             | 2026-05-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| SANDERS RE II LTD                           | Sanders RE II Ltd                                                         | CUSIP: 80001TAC1<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |      600000 | PA      | $614280.00    | 0.02%             | 2028-04-07      | Floating      | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140N7UC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      327217 | PA      | $326547.72    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36295C7F2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       31806 | PA      | $32548.88     | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                 | CUSIP: 01F0526A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -22000000 | PA      | $-22181235.34 | -0.65%            | 2055-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                             | Nordea Bank Abp                                                           | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     3700000 | PA      | $3753627.80   | 0.11%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                           | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $19302285.96  | 0.57%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                        | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1180033 | PA      | $975542.91    | 0.03%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan               | New Residential Mortgage Loan Trust 2020-2A                               | CUSIP: 64830XBY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6824534 | PA      | $6855316.17   | 0.20%             | 2046-10-25      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XGUH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4299232 | PA      | $3961333.98   | 0.12%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALAMO RE LTD                                | Alamo Re Ltd                                                              | CUSIP: 011395AJ9<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |     1000000 | PA      | $1052500.00   | 0.03%             | 2026-06-07      | Floating      | 9.08%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31401XH83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7550 | PA      | $7634.96      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL                      | Rede D'or Finance Sarl                                                    | CUSIP: 75735GAC2<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |     5770000 | PA      | $5928675.00   | 0.17%             | 2035-09-09      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                 | Home RE 2023-1 Ltd                                                        | CUSIP: 43731BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1731341 | PA      | $1775587.73   | 0.05%             | 2033-10-25      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XNNS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15735790 | PA      | $13466030.62  | 0.40%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association              | NGN/USD FORWARD                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $169761.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL RE 2022 LTD                     | Residential Reinsurance 2022 Ltd                                          | CUSIP: 76119YAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1500000 | PA      | $1567800.00   | 0.05%             | 2026-12-06      | Floating      | 11.54%                | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2022-INV1                                        | CUSIP: 46592PBJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1867796 | PA      | $1533250.86   | 0.05%             | 2051-10-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage Backed Securities Trust 2025 CES1                             | CUSIP: 36271RAA4<br>LEI: 254900R6PO5A0PCKSU63 | Long             | ABS-MBS          | CORP              | US        |     6641858 | PA      | $6698506.72   | 0.20%             | 2055-05-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| MAYFLOWER RE LTD                            | Mayflower Re Ltd                                                          | CUSIP: 57839MAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      750000 | PA      | $774075.00    | 0.02%             | 2027-07-08      | Floating      | 8.87%                 | Yes           |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T              | ReadyCap Commercial Mortgage Trust 2019-6                                 | CUSIP: 75575QAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2443000 | PA      | $2229919.83   | 0.07%             | 2052-10-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| URSA RE LTD                                 | Ursa Re Ltd                                                               | CUSIP: 90323WAL4<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |      500000 | PA      | $502800.00    | 0.01%             | 2025-12-06      | Floating      | 9.42%                 | Yes           |                  2 | On Loan: No      |
| Citibank, National Association              | GBP/USD FORWARD                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $33116.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140Q7E52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      402523 | PA      | $361260.93    | 0.01%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                       | Freedom Mortgage Holdings LLC                                             | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      745000 | PA      | $780871.75    | 0.02%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company         | CLP/USD FORWARD                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-143213.57   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31416BTA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      236802 | PA      | $241750.65    | 0.01%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                 | CUSIP: 01F0306A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    26000000 | PA      | $22833230.42  | 0.67%             | 2055-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133C1AA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      298245 | PA      | $298794.47    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2017-1                                          | CUSIP: 89173FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4271314.00   | 0.13%             | 2056-10-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36182LCZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2147 | PA      | $2060.93      | 0.00%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                 | RCKT Mortgage Trust 2025-CES5                                             | CUSIP: 74942CAA7<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-MBS          | CORP              | US        |     2765145 | PA      | $2803058.59   | 0.08%             | 2055-05-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31389GRE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         145 | PA      | $149.61       | 0.00%             | 2032-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36182NCD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       62548 | PA      | $60049.11     | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                            | BASKET COLLAREAL US TRI PARTY                                             | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | RA               | CORP              | US        |    43000000 | PA      | $43000000.00  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620ARL82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4388 | PA      | $4243.91      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit               | Freddie Mac Mscr Trust Mn1                                                | CUSIP: 35563FAB7<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |     2750000 | PA      | $2832122.15   | 0.08%             | 2051-01-25      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                            | Farmers Insurance Exchange                                                | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    13080000 | PA      | $11007305.27  | 0.32%             | 2057-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133BN5X7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      493988 | PA      | $512242.51    | 0.02%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS                      | Methanex US Operations Inc                                                | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10207000 | PA      | $10385295.88  | 0.31%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2019-HY1                                        | CUSIP: 89177EAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5639000 | PA      | $5734715.26   | 0.17%             | 2048-10-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                    | Uruguay Government International Bond                                     | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   190614000 | PA      | $5235728.83   | 0.15%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133CSMN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1473246 | PA      | $1513113.47   | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36200QLP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         171 | PA      | $176.19       | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora              | JPMorgan Chase Bank NA - CHASE                                            | CUSIP: 46591HAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4186802 | PA      | $4340475.72   | 0.13%             | 2057-10-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                    | Hess Midstream Operations LP                                              | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1545000 | PA      | $1574942.18   | 0.05%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36208R2G8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         987 | PA      | $999.29       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Visio 2019-2 Trust                          | Visio 2019-2 Trust                                                        | CUSIP: 92837DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $743596.24    | 0.02%             | 2054-11-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                  | GLS Auto Receivables Issuer Trust 2024-2                                  | CUSIP: 37964VAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2830000 | PA      | $2967991.37   | 0.09%             | 2031-05-15      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| ASG FINANCE DAC                             | ASG Finance DAC                                                           | CUSIP: 00217AAB2<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |     5565000 | PA      | $5381316.05   | 0.16%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                             | United Group BV                                                           | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     3257000 | PA      | $3780928.88   | 0.11%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| THOPAS RE 2024                              | THOPAS RE 2024                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     3192294 | PA      | $15642.24     | 0.00%             | 2029-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| CAPE LOOKOUT RE LTD                         | Cape Lookout Re Ltd                                                       | CUSIP: 13947LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1750000 | PA      | $1837150.00   | 0.05%             | 2028-03-13      | Floating      | 10.85%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                        | CUSIP: 36202EBT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      111074 | PA      | $111727.89    | 0.00%             | 2034-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| La Hipotecaria SA                           | La Hipotecaria Mortgage Trust 2019-2                                      | CUSIP: 50346XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | NUSS              | US        |     1562189 | PA      | $1493843.64   | 0.04%             | 2046-09-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36177KPE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       22673 | PA      | $21776.27     | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133C06U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      136334 | PA      | $138847.14    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                            | Ambipar Lux Sarl                                                          | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     5455000 | PA      | $903402.55    | 0.03%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| BONANZA RE LTD                              | Bonanza RE Ltd                                                            | CUSIP: 09785EAK7<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $253625.00    | 0.01%             | 2026-01-08      | Floating      | 11.98%                | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2022-INV1                                        | CUSIP: 46592PBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1588874 | PA      | $1087315.11   | 0.03%             | 2051-10-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                       | Long Ridge Energy LLC                                                     | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |     5050000 | PA      | $5190935.96   | 0.15%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Continental Finance Credit Cre              | Continental Finance Credit Card ABS Master Trust                          | CUSIP: 66981PAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $3105033.60   | 0.09%             | 2030-10-15      | Fixed         | 12.42%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3132DPTT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3857622 | PA      | $4075964.24   | 0.12%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2018-K154 Mortgage Trust                                            | CUSIP: 302968AE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2300000 | PA      | $2021725.76   | 0.06%             | 2032-11-25      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133D4P98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      142195 | PA      | $123603.49    | 0.00%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                         | Rate Mortgage Trust 2021-J1                                               | CUSIP: 75409JDE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3975227 | PA      | $3350064.89   | 0.10%             | 2051-07-25      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                       | Freedom Mortgage Corp                                                     | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     1520000 | PA      | $1516700.08   | 0.04%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization T              | Tricolor Auto Securitization Trust 2024-2                                 | CUSIP: 89616PAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7690000 | PA      | $4383276.93   | 0.13%             | 2028-08-15      | Fixed         | 7.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                     | CUSIP: 31288GSX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8434 | PA      | $8621.35      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133BAFP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1268108 | PA      | $1173573.32   | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36213FPJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19219 | PA      | $19725.21     | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133CTGF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      586960 | PA      | $611247.01    | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                     | CUSIP: 31292H5Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12173 | PA      | $12648.62     | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140QKNV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    18883483 | PA      | $16290885.60  | 0.48%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PANGAEA RE 2025-3                           | PANGAEA RE 2025-3                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     2500000 | PA      | $2745681.76   | 0.08%             | 2031-07-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140J5SF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      839543 | PA      | $764413.41    | 0.02%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XNN42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      959518 | PA      | $915186.84    | 0.03%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OLD HEAD RE 2025                            | OLD HEAD RE 2025                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $242950.00    | 0.01%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XGFN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12186475 | PA      | $10930643.43  | 0.32%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176W2Z3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4131 | PA      | $3986.30      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                     | CUSIP: 31287YFX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1260 | PA      | $1318.82      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                      | Egypt Government International Bond                                       | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     5560000 | PA      | $5350221.53   | 0.16%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36296DA40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      105161 | PA      | $110803.56    | 0.00%             | 2038-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                     | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2370899 | PA      | $1309045.44   | 0.04%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140APD84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      197737 | PA      | $206093.76    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                    | Vista Energy Argentina SAU                                                | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |     5060000 | PA      | $4914525.00   | 0.15%             | 2035-12-10      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36230UG45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      204217 | PA      | $197022.92    | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MANGROVE LUXCO III                          | Mangrove Luxco III Sarl                                                   | CUSIP: 000000000<br>LEI: 549300GLJSZN1PU7T586 | Long             | DBT              | CORP              | LU        |     4025000 | PA      | $4750574.13   | 0.14%             | 2029-07-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company         | EUR/USD FORWARD                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-53760.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                     | SCF Equipment Trust 2016-1 LLC                                            | CUSIP: 78437DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4200000 | PA      | $4339999.44   | 0.13%             | 2035-11-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36182WCZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      292465 | PA      | $281758.15    | 0.01%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MYSTIC RE IV LTD                            | Mystic Re IV Ltd                                                          | CUSIP: 62865LAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     2900000 | PA      | $2960610.00   | 0.09%             | 2026-01-08      | Floating      | 12.88%                | No            |                  2 | On Loan: No      |
| Citibank, National Association              | EUR/USD FORWARD                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-271817.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NQZZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28107 | PA      | $27269.57     | 0.00%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31382UR65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           3 | PA      | $2.57         | 0.00%             | 2028-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36177NVN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         902 | PA      | $863.85       | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36181CGT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      232009 | PA      | $222141.49    | 0.01%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                         | Rate Mortgage Trust 2022-J1                                               | CUSIP: 75410RDH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3718619 | PA      | $3073513.13   | 0.09%             | 2052-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133CS6J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      399720 | PA      | $417036.75    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                    | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3360000 | PA      | $3412597.44   | 0.10%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HIGH POINT RE LTD                           | High Point Re Ltd                                                         | CUSIP: 429932AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     2500000 | PA      | $2565750.00   | 0.08%             | 2027-01-06      | Floating      | 9.64%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140FXKM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5892608 | PA      | $5342435.62   | 0.16%             | 2058-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2021-10                                          | CUSIP: 46654ABS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   123363930 | PA      | $794648.75    | 0.02%             | 2051-12-25      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| GDZ ELEKTRIK DAGITIM AS                     | GDZ Elektrik Dagitim AS                                                   | CUSIP: 36270TAA1<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |     4640000 | PA      | $4528194.33   | 0.13%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140X8JG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      513892 | PA      | $421744.30    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                             | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     8389000 | PA      | $8517067.31   | 0.25%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31387EXR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          57 | PA      | $59.21        | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Corportation Trust 2021-IP                         | CUSIP: 36262MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2200000 | PA      | $2170183.62   | 0.06%             | 2036-10-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36182Q2N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       61830 | PA      | $59199.90     | 0.00%             | 2044-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                           | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    13385000 | PA      | $14071581.30  | 0.42%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36290TC72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       43290 | PA      | $44651.66     | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                  | BINOM Securitization Trust 2022-RPL1                                      | CUSIP: 05552CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8062000 | PA      | $6031085.46   | 0.18%             | 2061-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36241LYK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2068 | PA      | $1999.06      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XFLN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8844421 | PA      | $7910032.29   | 0.23%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                        | CUSIP: 36179QR29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      531004 | PA      | $526503.84    | 0.02%             | 2044-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                       | Freedom Mortgage Holdings LLC                                             | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     4780000 | PA      | $5083778.56   | 0.15%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| x-caliber funding llc                       | XCALI 2020-5 Mortgage Trust                                               | CUSIP: 98401JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      452918 | PA      | $451608.87    | 0.01%             | 2023-10-15      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3132DSC34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1464399 | PA      | $1424848.18   | 0.04%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                | CUSIP: 21H0406A6<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -11000000 | PA      | $-10341088.12 | -0.31%            | 2055-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2022-3                                           | CUSIP: 46654UCV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4369070 | PA      | $3582091.21   | 0.11%             | 2052-08-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                  | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    10520000 | PA      | $10752253.93  | 0.32%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| QUEEN STREET 2023 RE DAC                    | Queen Street 2023 RE DAC                                                  | CUSIP: 747977AA4<br>LEI: 635400VHHVVMXL5BJI05 | Long             | DBT              | CORP              | IE        |     2500000 | PA      | $2525000.00   | 0.07%             | 2025-12-08      | Floating      | 11.40%                | Yes           |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                    | Citadel Securities Global Holdings LLC                                    | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |     2917000 | PA      | $3064236.86   | 0.09%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36178YQG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3562 | PA      | $3431.55      | 0.00%             | 2042-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trus              | Prestige Auto Receivables Trust 2024-2                                    | CUSIP: 74113SAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3110000 | PA      | $3102353.13   | 0.09%             | 2031-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133KN3N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1332181 | PA      | $1335563.94   | 0.04%             | 2050-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36296QRJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2041 | PA      | $1983.04      | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36181KAH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26863 | PA      | $25669.17     | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRIBUS RE 2023                             | VIRIBUS RE 2023                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1500000 | PA      | $34050.00     | 0.00%             | 2028-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140APN42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      189314 | PA      | $196189.18    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURA                    | Meiji Yasuda Life Insurance Co                                            | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |    17015000 | PA      | $17703494.96  | 0.52%             | 2055-06-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                  | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2052000 | PA      | $2062205.01   | 0.06%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133W7W84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      148939 | PA      | $155179.20    | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XNN34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6278928 | PA      | $6106743.97   | 0.18%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo              | Arbor Realty Collateralized Loan Obligation Ltd                           | CUSIP: 03881UAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2510000 | PA      | $2503725.75   | 0.07%             | 2041-01-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36200MLZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4401 | PA      | $4467.73      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                     | Starwood Property Trust Inc                                               | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     3785000 | PA      | $3786096.17   | 0.11%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MAYA SAS/FRANCE                             | Maya SAS/Paris France                                                     | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     1580000 | PA      | $1694538.94   | 0.05%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                       | ENDO FINANCE HOLDINGS                                                     | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1257300 | PA      | $1260835.53   | 0.04%             | 2031-04-23      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                            | Altice France SA                                                          | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1835000 | PA      | $1567090.00   | 0.05%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31376KR99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      175452 | PA      | $179742.59    | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIGHTNING RE SERIES 2023                    | Lightning Re Series 2023-1                                                | CUSIP: 532242AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1000000 | PA      | $1044800.00   | 0.03%             | 2026-03-31      | Floating      | 14.95%                | Yes           |                  2 | On Loan: No      |
| LOCKE TAVERN RE LTD                         | Locke Tavern Re Ltd                                                       | CUSIP: 539694AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1000000 | PA      | $1020600.00   | 0.03%             | 2026-04-09      | Floating      | 8.91%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140QR3C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2619864 | PA      | $2731047.55   | 0.08%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                              | ICG US Clo 2021-1 Ltd                                                     | CUSIP: 449289AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2250000 | PA      | $2103428.25   | 0.06%             | 2034-04-17      | Floating      | 10.91%                | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                    | Celanese US Holdings LLC                                                  | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    12205000 | PA      | $12688350.83  | 0.37%             | 2033-11-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                               | Carnival Corp                                                             | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     6280000 | PA      | $7951199.09   | 0.23%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36241LQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      330974 | PA      | $328688.59    | 0.01%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PORTSALON RE 2022                           | PORTSALON RE 2022                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      400000 | PA      | $359440.00    | 0.01%             | 2028-05-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XHFF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3155708 | PA      | $2911241.41   | 0.09%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                | Veros Auto Receivables Trust 2024-1                                       | CUSIP: 92512WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3500000 | PA      | $3652403.30   | 0.11%             | 2031-05-15      | Fixed         | 9.87%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management          | Dreyfus Government Cash Management                                        | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |    97034392 | NS      | $97034392.40  | 2.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Fund LLC                           | Imperial Fund Mortgage Trust 2021-NQM2                                    | CUSIP: 452761AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4350000 | PA      | $3417018.96   | 0.10%             | 2056-09-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176HEP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1011 | PA      | $973.79       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets LLC                      | Accelerated Assets 2018-1 LLC                                             | CUSIP: 00436MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      287904 | PA      | $283745.53    | 0.01%             | 2033-12-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                          | Czechoslovak Group AS                                                     | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |     3430000 | PA      | $4183925.94   | 0.12%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                         | Highwoods Realty LP                                                       | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      640000 | PA      | $565483.59    | 0.02%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                     | Turkiye Government Bond                                                   | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   268967000 | PA      | $5968104.49   | 0.18%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2021-8                                           | CUSIP: 46592TBS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   108166689 | PA      | $685376.59    | 0.02%             | 2051-12-25      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                     | European Bank for Reconstruction & Development                            | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |   512000000 | PA      | $5711714.60   | 0.17%             | 2028-04-11      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust               | Alen 2021-ACEN Mortgage Trust                                             | CUSIP: 01449NAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6320000 | PA      | $4874300.00   | 0.14%             | 2034-04-15      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL RE 2023 LTD                     | Residential Reinsurance 2023 Ltd                                          | CUSIP: 76090WAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1500000 | PA      | $1598400.00   | 0.05%             | 2027-12-06      | Floating      | 12.65%                | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                    | Prime Healthcare Services Inc                                             | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10575000 | PA      | $10998000.00  | 0.32%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                          | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15000000 | PA      | $15094921.80  | 0.45%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH RE LTD                         | Commonwealth RE Ltd                                                       | CUSIP: 203235AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      750000 | PA      | $769050.00    | 0.02%             | 2028-07-10      | Floating      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                    | Yapi ve Kredi Bankasi AS                                                  | CUSIP: 984848AS0<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |     3595000 | PA      | $3800947.48   | 0.11%             | N/A             | Fixed         | 9.74%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                    | Azule Energy Finance Plc                                                  | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     1300000 | PA      | $1310904.40   | 0.04%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36211EPU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       59463 | PA      | $60956.37     | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts                            | Westgate Resorts 2022-1 LLC                                               | CUSIP: 96034JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      633716 | PA      | $625934.63    | 0.02%             | 2036-08-20      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2024-R03                              | CUSIP: 207941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3280000 | PA      | $3304731.20   | 0.10%             | 2044-03-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                               | Boeing Co/The                                                             | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3475000 | PA      | $4022845.39   | 0.12%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| MERION RE 2025-1                            | MERION RE 2025-1                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      750000 | PA      | $746416.19    | 0.02%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36182Q3H7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      285481 | PA      | $273252.36    | 0.01%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva              | Amur Equipment Finance Receivables XIII LLC                               | CUSIP: 03237CAE2<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |     4910000 | PA      | $5081823.00   | 0.15%             | 2031-04-21      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140FXK50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1158085 | PA      | $1084461.66   | 0.03%             | 2055-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620A6DV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3149 | PA      | $3022.41      | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                         | Sound Point CLO XXVIII Ltd                                                | CUSIP: 83615FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2939865.00   | 0.09%             | 2032-01-25      | Floating      | 11.48%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31408BRF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34977 | PA      | $36030.25     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176SQV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10656 | PA      | $10156.47     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140KPNP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      169414 | PA      | $146995.54    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176UVU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23337 | PA      | $22482.48     | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133CSMW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1410854 | PA      | $1450121.62   | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140HNMA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      249697 | PA      | $206659.13    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176MYW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      154469 | PA      | $153080.82    | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva              | Amur Equipment Finance Receivables X LLC                                  | CUSIP: 03236VAF8<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |     2350000 | PA      | $2349880.15   | 0.07%             | 2028-12-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140MNNC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      794509 | PA      | $735228.34    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                     | International Bank for Reconstruction & Development                       | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   581000000 | PA      | $6576008.21   | 0.19%             | 2028-04-24      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                     | American Electric Power Co Inc                                            | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     2930000 | PA      | $2934120.31   | 0.09%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | STACR Trust 2018-HRP2                                                     | CUSIP: 35564ACC3<br>LEI: 549300YG8OJES76WL398 | Long             | ABS-MBS          | CORP              | US        |     4750000 | PA      | $5816675.20   | 0.17%             | 2047-02-25      | Floating      | 14.97%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620AXTN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       48599 | PA      | $46887.33     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36241KRN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      347312 | PA      | $347862.68    | 0.01%             | 2038-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36178C6V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14735 | PA      | $14195.42     | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                           | Ghana Government International Bond                                       | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1698356 | PA      | $1651335.13   | 0.05%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                 | Ivory Coast Government International Bond                                 | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2500000 | PA      | $2396831.25   | 0.07%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XNNP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      523844 | PA      | $451924.19    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                   | RMF Buyout Issuance Trust 2022-HB1                                        | CUSIP: 76970HAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3750000 | PA      | $210000.00    | 0.01%             | 2032-04-25      | Variable      | 4.50%                 | No            |                  3 | On Loan: No      |
| Sound Point CLO LTD                         | Sound Point Clo XXI Ltd                                                   | CUSIP: 83613HAJ6<br>LEI: 5493001O6AOY43J70E72 | Long             | ABS-CBDO         | CORP              | KY        |     4750000 | PA      | $4658671.75   | 0.14%             | 2031-10-26      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                     | CUSIP: 3132WMM50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      534392 | PA      | $512916.09    | 0.02%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                              | Crockett Partners Equipment Co IIA LLC                                    | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4813939 | PA      | $4880574.42   | 0.14%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| La Hipotecaria SA                           | La Hipotecaria El Salvadorian Mortgage Trust 2016-1                       | CUSIP: 50346VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | NUSS              | PA        |      816471 | PA      | $765441.95    | 0.02%             | 2046-01-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master              | Bayview MSR Opportunity Master Fund Trust 2021-INV2                       | CUSIP: 07336LAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5970020 | PA      | $4083585.02   | 0.12%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Thopas Re 2022                              | Thopas Re 2022                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     3000000 | PA      | $0.00         | 0.00%             | 2027-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Multifamily Structured Credit               | Freddie Mac Mscr Trust Mn3                                                | CUSIP: 35563GAB5<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $6221795.40   | 0.18%             | 2051-11-25      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31391JW89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6171 | PA      | $6301.65      | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133C2NJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      522252 | PA      | $538074.00    | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Continental Finance Credit Cre              | Continental Finance Credit Card ABS Master Trust                          | CUSIP: 66981PAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6550000 | PA      | $6731768.40   | 0.20%             | 2030-10-15      | Fixed         | 9.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176JEY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       32925 | PA      | $31745.75     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                     | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      973762 | PA      | $472401.29    | 0.01%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140MJF83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      406110 | PA      | $373268.98    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36183SDZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1755 | PA      | $1672.89      | 0.00%             | 2044-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36295ADG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       94841 | PA      | $98280.53     | 0.00%             | 2037-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36183C3Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5386 | PA      | $5180.81      | 0.00%             | 2044-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI          | CUSIP: 46593JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      550000 | PA      | $549103.23    | 0.02%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                            | Bellemeade Re Ltd                                                         | CUSIP: 078915AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     2107416 | PA      | $2110771.16   | 0.06%             | 2034-08-25      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                          | Czechoslovak Group AS                                                     | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |     6390000 | PA      | $6582933.40   | 0.19%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T              | Ready Capital Mortgage Trust 2019-5                                       | CUSIP: 75575MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      893636 | PA      | $885959.76    | 0.03%             | 2052-02-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                        | CUSIP: 36184JAM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      368668 | PA      | $339502.41    | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                | CUSIP: 21H0606A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9000000 | PA      | $9153122.13   | 0.27%             | 2055-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140FRQB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      208871 | PA      | $207311.98    | 0.01%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                    | South Bow Canadian Infrastructure Holdings Ltd                            | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     3845000 | PA      | $4082863.24   | 0.12%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133W7X42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      149270 | PA      | $154649.49    | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36200MQ55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26909 | PA      | $28219.65     | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36200K2A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       18695 | PA      | $19614.13     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                 | BNP Paribas SA                                                            | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    17270000 | PA      | $18025510.69  | 0.53%             | N/A             | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                     | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2936660 | PA      | $1598372.59   | 0.05%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTWELL RE LTD                            | Chartwell RE Ltd                                                          | CUSIP: 16140YAA0<br>LEI: 984500FFT645KFFE6F50 | Long             | DBT              | CORP              | BM        |      625000 | PA      | $655562.50    | 0.02%             | 2028-06-07      | Floating      | 9.95%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                | CUSIP: 21H0606B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1000000 | PA      | $1016935.44   | 0.03%             | 2055-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133BWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      526101 | PA      | $541067.26    | 0.02%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trus              | Prestige Auto Receivables Trust 2025-1                                    | CUSIP: 74113UAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2959000 | PA      | $2998007.61   | 0.09%             | 2031-07-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust               | Citigroup Mortgage Loan Trust 2018-RP3                                    | CUSIP: 17327DAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5264850 | PA      | $4249036.15   | 0.13%             | 2061-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2017-KW02 Mortgage Trust                                            | CUSIP: 30301RAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4500000 | PA      | $4381965.90   | 0.13%             | 2026-12-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                            | Integrity Re Ltd                                                          | CUSIP: 45833UAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      353057 | PA      | $158875.82    | 0.00%             | 2030-06-06      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2020-DNA6                                   | CUSIP: 35566CBE4<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | CORP              | US        |     2630000 | PA      | $3025854.45   | 0.09%             | 2050-12-25      | Floating      | 10.01%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620ASLE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       96973 | PA      | $96052.87     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36290YUW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       33662 | PA      | $33509.81     | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                  | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    18130000 | PA      | $18625948.87  | 0.55%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PAR PHARMACEUTICAL INC                      | PAR PHARMACEUTICAL INC                                                    | CUSIP: 698ESCAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2424000 | PA      | $0.02         | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TOTAL PLAY TELECOM                          | Total Play Telecomunicaciones SA de CV                                    | CUSIP: 89157PAD0<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |    18125000 | PA      | $17877508.56  | 0.53%             | 2032-12-31      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                               | TransDigm Inc                                                             | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      682000 | PA      | $701381.75    | 0.02%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FUCHSIA 2024-1 LONDON BR                    | Fuchsia 2024-1 - London Bridge 2 PCC Ltd                                  | CUSIP: 541917AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      750000 | PA      | $770775.00    | 0.02%             | 2028-04-06      | Floating      | 9.09%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                      | Venture Global LNG Inc                                                    | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1540000 | PA      | $1697118.50   | 0.05%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176HKG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2141 | PA      | $2062.74      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                      | Resorts World Las Vegas LLC / RWLV Capital Inc                            | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4541992.41   | 0.13%             | 2031-04-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2020-IG3 Mortgage Trust                                         | CUSIP: 08162QAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2025000 | PA      | $1412528.63   | 0.04%             | 2048-09-15      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31407CNE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      163339 | PA      | $167059.87    | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association              | USD/EUR FORWARD                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $176.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                     | Dai-ichi Life Insurance Co Ltd/The                                        | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    11134000 | PA      | $11573369.91  | 0.34%             | N/A             | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                    | Volkswagen Group of America Finance LLC                                   | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     7410000 | PA      | $7597766.21   | 0.22%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                   | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24               | CUSIP: 61765LAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      895377 | PA      | $888661.86    | 0.03%             | 2048-05-15      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140N7UJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      476625 | PA      | $475772.44    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                   | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33               | CUSIP: 61767CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1735929.20   | 0.05%             | 2050-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2500025.82   | 0.07%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| MERNA REINSURANCE II LTD                    | Merna Reinsurance II Ltd                                                  | CUSIP: 59013MAK8<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |      500000 | PA      | $529500.00    | 0.02%             | 2027-07-07      | Floating      | 11.42%                | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2021-9                                             | CUSIP: 81748CCG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1783000 | PA      | $908384.12    | 0.03%             | 2052-01-25      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31414AQQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30612 | PA      | $32160.38     | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                     | European Bank for Reconstruction & Development                            | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |   944110000 | PA      | $1612050.01   | 0.05%             | 2036-07-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                    | African Development Bank                                                  | CUSIP: 008281BK2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |     5945000 | PA      | $5945000.00   | 0.18%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Corp Trust 2019-PJ3                         | CUSIP: 36257QAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1490000 | PA      | $1088165.63   | 0.03%             | 2050-03-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176EZG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10229 | PA      | $9879.78      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                      | Cascade MH Asset Trust 2021-MH1                                           | CUSIP: 14731QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4000000 | PA      | $3661024.40   | 0.11%             | 2046-02-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NMLG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      195130 | PA      | $199801.46    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Wealth Management               | JPMorgan Chase Bank NA - JPMWM                                            | CUSIP: 46591HBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1872905 | PA      | $1860668.03   | 0.05%             | 2051-03-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                        | CUSIP: 36179QGC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       58347 | PA      | $54542.39     | 0.00%             | 2044-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                       | Argentine Republic Government International Bond                          | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      281504 | PA      | $203893.35    | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust               | UBS Commercial Mortgage Trust 2018-C9                                     | CUSIP: 90291JAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    67584000 | PA      | $574977.64    | 0.02%             | 2051-03-15      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| TRICIDA INC                                 | TRICIDA INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7025000 | PA      | $0.07         | 0.00%             | 2027-05-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3138W9T91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1601201 | PA      | $1628319.27   | 0.05%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GALILEO RE LTD                              | Galileo Re Ltd                                                            | CUSIP: 36354TAP7<br>LEI: 549300MXI75DHMS7JH38 | Long             | DBT              | CORP              | BM        |      500000 | PA      | $507000.00    | 0.01%             | 2026-01-08      | Floating      | 10.95%                | Yes           |                  2 | On Loan: No      |
| PRMI Securitization Trust                   | PRMI Securitization Trust 2021-1                                          | CUSIP: 69359DBW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1764407 | PA      | $1423377.56   | 0.04%             | 2051-04-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36291UEC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       60125 | PA      | $62254.80     | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3138EH6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9954 | PA      | $9702.01      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36183PA64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       63862 | PA      | $61076.88     | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36184A5F2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      258185 | PA      | $247208.53    | 0.01%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36212TAK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         119 | PA      | $119.33       | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36230UFE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8893 | PA      | $8571.28      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL RE 2023 LTD                     | Residential Reinsurance 2023 Ltd                                          | CUSIP: 76090WAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      750000 | PA      | $789600.00    | 0.02%             | 2027-12-06      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NDHG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      526761 | PA      | $533621.89    | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se              | Natixis Commercial Mortgage Securities Trust 2019-FAME                    | CUSIP: 63873VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1030000 | PA      | $657470.73    | 0.02%             | 2036-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                        | Boston Properties LP                                                      | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1215120.00   | 0.04%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC               | 321 Henderson Receivables III LLC                                         | CUSIP: 88576RAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $521878.15    | 0.02%             | 2050-01-15      | Fixed         | 10.81%                | No            |                  2 | On Loan: No      |
| HERBIE RE LTD                               | Herbie Re Ltd                                                             | CUSIP: 42703VAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      500000 | PA      | $518050.00    | 0.02%             | 2029-01-08      | Floating      | 11.20%                | Yes           |                  2 | On Loan: No      |
| ARAGVI FINANCE INTL                         | Aragvi Finance International DAC                                          | CUSIP: 03851RAC8<br>LEI: 635400VKAYT1VT6VBF50 | Long             | DBT              | CORP              | IE        |     5010000 | PA      | $5036071.44   | 0.15%             | 2029-11-20      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133W8GH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      139992 | PA      | $145446.51    | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140M9AV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58569 | PA      | $61373.96     | 0.00%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANDERS RE II LTD                           | Sanders RE II Ltd                                                         | CUSIP: 80001RAB7<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |     2000000 | PA      | $2054200.00   | 0.06%             | 2029-04-07      | Floating      | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36183HN35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       40086 | PA      | $38386.52     | 0.00%             | 2044-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                    | Hilcorp Energy I LP / Hilcorp Finance Co                                  | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7930000 | PA      | $7624293.74   | 0.23%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36183LAA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3816 | PA      | $3646.27      | 0.00%             | 2044-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN PLC                                | Energean PLC                                                              | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |     4000000 | PA      | $3975000.00   | 0.12%             | 2027-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                     | American Electric Power Co Inc                                            | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $7374070.40   | 0.22%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva              | Amur Equipment Finance Receivables XIV LLC                                | CUSIP: 03238BAF0<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |     2176000 | PA      | $2231598.98   | 0.07%             | 2032-10-20      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36182BA66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      148166 | PA      | $141307.89    | 0.00%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Continental Finance Credit Cre              | Continental Finance Credit Card ABS Master Trust                          | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1900000 | PA      | $1929409.34   | 0.06%             | 2032-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.             | CDS AMERICAN AIRLINES GROUP INC                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-245140.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                            | Simpar Europe SA                                                          | CUSIP: 82883PAA2<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | LU        |     2785000 | PA      | $2321297.50   | 0.07%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                        | CUSIP: 36202EC23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       71830 | PA      | $71479.46     | 0.00%             | 2035-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                         | CUSIP: 3136BCLK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1519034 | PA      | $321188.32    | 0.01%             | 2050-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                       | Freedom Mortgage Corp                                                     | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      890000 | PA      | $992832.38    | 0.03%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC               | JG Wentworth XXII LLC                                                     | CUSIP: 46616MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      136963 | PA      | $135935.11    | 0.00%             | 2048-12-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association              | USD/TRY FORWARD                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $445643.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                     | CUSIP: 31288FET7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9912 | PA      | $10133.78     | 0.00%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36200TUN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      102949 | PA      | $103707.42    | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GAMBOGE RE 2024                             | GAMBOGE RE 2024                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     5000000 | PA      | $2326000.00   | 0.07%             | 2030-03-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| ENBRIDGE INC                                | Enbridge Inc                                                              | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     5520000 | PA      | $5853562.56   | 0.17%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Tru              | THPT 2023-THL Mortgage Trust                                              | CUSIP: 87252LAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3544029.30   | 0.10%             | 2034-12-10      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| BLUE RIDGE RE LTD                           | Blue Ridge Re Ltd                                                         | CUSIP: 096003AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      500000 | PA      | $517600.00    | 0.02%             | 2027-01-08      | Floating      | 9.17%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133B9W67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      162031 | PA      | $148866.46    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31402RRS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2910 | PA      | $3013.24      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                       | Mexico Government International Bond                                      | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    14650000 | PA      | $17462401.01  | 0.52%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176CCN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3082 | PA      | $2956.46      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                 | CUSIP: 01F0204A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $1837695.48   | 0.05%             | 2040-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                        | Cleveland-Cliffs Inc                                                      | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2472972.02   | 0.07%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2021-KG05 Mortgage Trust                                            | CUSIP: 30318WAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10000000 | PA      | $6302436.00   | 0.19%             | 2031-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                               | Boeing Co/The                                                             | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    12140000 | PA      | $13848135.63  | 0.41%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                | CUSIP: 21H0306A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7000000 | PA      | $6248033.19   | 0.18%             | 2055-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36225BEG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         150 | PA      | $153.53       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se              | Wells Fargo Mortgage Backed Securities 2022-2 Trust                       | CUSIP: 949930AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2250000 | PA      | $1619204.85   | 0.05%             | 2051-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36213FM67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       31533 | PA      | $32389.94     | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                 | CUSIP: 01F0426B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $2908518.87   | 0.09%             | 2055-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                 | CUSIP: 01F0124A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $1788945.48   | 0.05%             | 2040-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                            | UWM Holdings LLC                                                          | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2915000 | PA      | $2901116.93   | 0.09%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                            | NMEF Funding 2024-A LLC                                                   | CUSIP: 62919UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5450000 | PA      | $5579619.53   | 0.16%             | 2031-12-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                        | CUSIP: 3617GSGY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      948926 | PA      | $897298.38    | 0.03%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                       | Qnity Electronics Inc                                                     | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     2605000 | PA      | $2624867.76   | 0.08%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620AV6T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       22135 | PA      | $21311.37     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31401HES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2482 | PA      | $2533.04      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                     | Australia & New Zealand Banking Group Ltd                                 | CUSIP: 052528AR7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     9295000 | PA      | $9607988.12   | 0.28%             | 2034-09-18      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NBYU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      170587 | PA      | $173569.48    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                      | Sherwood Financing PLC                                                    | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |     5170000 | PA      | $6852263.07   | 0.20%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust              | Morgan Stanley Capital I Trust 2016-UBS9                                  | CUSIP: 61766CAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1550000 | PA      | $1178474.46   | 0.03%             | 2049-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR Trust 2019-FTR3                                         | CUSIP: 35565EAE2<br>LEI: 5493009ZFZYH4FRCW638 | Long             | ABS-MBS          | CORP              | US        |     2431000 | PA      | $2616363.75   | 0.08%             | 2047-09-25      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133W7SQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      209657 | PA      | $215369.83    | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36184DPN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      123360 | PA      | $117436.29    | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANDERS RE III LTD                          | Sanders Re III Ltd                                                        | CUSIP: 80001QAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $258625.00    | 0.01%             | 2027-04-07      | Floating      | 9.42%                 | Yes           |                  2 | On Loan: No      |
| THOPAS RE 2023                              | THOPAS RE 2023                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     3192294 | PA      | $0.00         | 0.00%             | 2028-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140N4GL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       96109 | PA      | $96286.51     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133C1C57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       29007 | PA      | $28869.12     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Trust 2021-PJ9                              | CUSIP: 36263CBN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2376121 | PA      | $1966375.41   | 0.06%             | 2052-02-26      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                           | Ghana Government International Bond                                       | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     2442264 | PA      | $2055366.94   | 0.06%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ACCESS BANK PLC                             | Access Bank PLC                                                           | CUSIP: 00434G2B5<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |     5180000 | PA      | $5146678.30   | 0.15%             | 2026-09-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NGX96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      698644 | PA      | $697394.31    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company         | KRW/USD FORWARD                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-327259.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36225BUJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       18826 | PA      | $19458.59     | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36213FAD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         504 | PA      | $520.93       | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL PLC                                | Carnival PLC                                                              | CUSIP: 000000000<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |     5230000 | PA      | $6215889.24   | 0.18%             | 2031-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31371KXY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1799 | PA      | $1858.08      | 0.00%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36184QL28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       35191 | PA      | $33714.27     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                       | Provident Funding Associates LP / PFG Finance Corp                        | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8110000 | PA      | $8569301.74   | 0.25%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    20484276 | PA      | $20951878.76  | 0.62%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31371KLT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         229 | PA      | $235.62       | 0.00%             | 2032-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                           | Ghana Government International Bond                                       | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      362736 | PA      | $310341.36    | 0.01%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Emerald Plantation Holdings Lt              | Emerald Plantation Holdings Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      162828 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DENTSPLY SIRONA INC                         | DENTSPLY SIRONA Inc                                                       | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    12042000 | PA      | $12410906.67  | 0.37%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association              | CAD/USD FORWARD                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $109469.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MATTERHORN RE LTD                           | Matterhorn Re Ltd                                                         | CUSIP: 577092AN9<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $250975.00    | 0.01%             | 2025-12-08      | Floating      | 10.04%                | Yes           |                  2 | On Loan: No      |
| AQUILA RE LTD 2023-1                        | Aquila Re I Ltd Series 2023-1                                             | CUSIP: 03843AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      750000 | PA      | $779775.00    | 0.02%             | 2026-06-08      | Floating      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                         | Intesa Sanpaolo SpA                                                       | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     8015000 | PA      | $9902751.71   | 0.29%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620AR2W0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      319970 | PA      | $309260.15    | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru              | Provident Funding Mortgage Trust 2021-1                                   | CUSIP: 74387YAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2627590 | PA      | $2184527.76   | 0.06%             | 2051-04-25      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                               | UniCredit SpA                                                             | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    23889000 | PA      | $24084187.46  | 0.71%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                  | Blackbird Capital II Aircraft Lease Ltd                                   | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2907775 | PA      | $2771450.47   | 0.08%             | 2046-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                            | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     7605000 | PA      | $7962410.59   | 0.24%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                          | CUSIP: 3133CR2G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      197735 | PA      | $203446.24    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLOODSMART RE LTD                           | FloodSmart Re Ltd                                                         | CUSIP: 33975CAP0<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |     1000000 | PA      | $1061200.00   | 0.03%             | 2027-03-12      | Floating      | 18.31%                | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                  | GLS Auto Receivables Issuer Trust 2025-2                                  | CUSIP: 37989BAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4270000 | PA      | $4431865.88   | 0.13%             | 2032-06-15      | Fixed         | 7.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36200WYE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1200 | PA      | $1244.93      | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36200D2Y8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5074 | PA      | $5159.33      | 0.00%             | 2032-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AECOM                                       | AECOM                                                                     | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     9780000 | PA      | $9998974.20   | 0.30%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust              | Bayview Commercial Asset Trust 2007-2                                     | CUSIP: 07325XAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3788082 | PA      | $0.04         | 0.00%             | 2037-07-25      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF GHANA                           | Ghana Government International Bond                                       | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      112288 | PA      | $108357.51    | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36176RH47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5079 | PA      | $4905.39      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31416WYP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2833457 | PA      | $2764559.95   | 0.08%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                     | Teva Pharmaceutical Finance Netherlands III BV                            | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     1328000 | PA      | $1335055.57   | 0.04%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140KLYE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      198347 | PA      | $171241.60    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                     | Latam Airlines Group SA                                                   | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |     4035000 | PA      | $4198215.75   | 0.12%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N              | Ally Bank Auto Credit-Linked Notes Series 2024-B                          | CUSIP: 02007G4H3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2862662 | PA      | $2920332.19   | 0.09%             | 2032-09-15      | Fixed         | 11.39%                | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                     | VZ Secured Financing BV                                                   | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     4205000 | PA      | $3804340.03   | 0.11%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERNA RE ENTERPRISE                         | Merna Re Enterprise Ltd                                                   | CUSIP: 59013HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      500000 | PA      | $518600.00    | 0.02%             | 2028-07-07      | Floating      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36292JUH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10447 | PA      | $10467.40     | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                          | Voyager Parent LLC                                                        | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     9970000 | PA      | $10543176.50  | 0.31%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CRUISE YACHT UPPER HOLDC                    | Cruise Yacht Upper HoldCo Ltd                                             | CUSIP: 000000000<br>LEI: 984500DE088QEE80G074 | Long             | DBT              | CORP              | MT        |     2000000 | PA      | $1731078.78   | 0.05%             | 2028-07-05      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2021-KG05 Mortgage Trust                                            | CUSIP: 30318WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10000000 | PA      | $38970.00     | 0.00%             | 2031-01-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36182R5U4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       79230 | PA      | $77878.04     | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                        | OneMain Finance Corp                                                      | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     5775000 | PA      | $5368186.77   | 0.16%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31371LFZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15887 | PA      | $16488.51     | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XCFG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15142 | PA      | $14346.97     | 0.00%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620AMK27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       64042 | PA      | $63967.27     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                           | Herc Holdings Inc                                                         | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     1640000 | PA      | $1703510.64   | 0.05%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                       | Minerva Luxembourg SA                                                     | CUSIP: 603374AF6<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    14425000 | PA      | $13185764.12  | 0.39%             | 2031-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                      | Cascade MH Asset Trust 2021-MH1                                           | CUSIP: 14731QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2150000 | PA      | $1795308.91   | 0.05%             | 2046-02-25      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Viribus Re 2019, 12/31/22                   | Viribus Re 2019, 12/31/22                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     3650000 | PA      | $0.00         | 0.00%             | 2025-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Cologix Data Centers Issuer LL              | Cologix Canadian Issuer LP                                                | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     7465000 | PA      | $5283806.06   | 0.16%             | 2052-01-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust              | Morgan Stanley Capital I Trust 2014-150E                                  | CUSIP: 61764BAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3350000 | PA      | $2922228.45   | 0.09%             | 2032-09-09      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                     | International Bank for Reconstruction & Development                       | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |  1339000000 | PA      | $2266229.50   | 0.07%             | 2026-09-16      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2018-KHG1 Mortgage Trust                                            | CUSIP: 30309FAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6364000 | PA      | $6066216.35   | 0.18%             | 2027-12-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XNNX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      999562 | PA      | $941384.82    | 0.03%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 31415BE54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12581 | PA      | $12986.23     | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NDGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      917247 | PA      | $918938.24    | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NQK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      416097 | PA      | $426543.83    | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                     | CUSIP: 3132XUZP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       92809 | PA      | $84570.97     | 0.00%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                    | Wildfire Intermediate Holdings LLC                                        | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    14279000 | PA      | $14427144.63  | 0.43%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2020-KF74 Mortgage Trust                                            | CUSIP: 30313MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      927969 | PA      | $917629.20    | 0.03%             | 2027-01-25      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Wealth Management               | JPMorgan Chase Bank NA - JPMWM                                            | CUSIP: 46591HBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1661873 | PA      | $1670513.54   | 0.05%             | 2051-03-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo              | Velocity Commercial Capital Loan Trust 2024-6                             | CUSIP: 92261BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5387253 | PA      | $5424077.83   | 0.16%             | 2054-12-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620ARVL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2373 | PA      | $2292.27      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                    | First Quantum Minerals Ltd                                                | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     2440000 | PA      | $2522845.32   | 0.07%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                 | CUSIP: 01F0426A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    20000000 | PA      | $19397157.00  | 0.57%             | 2055-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                      | Egypt Government International Bond                                       | CUSIP: 03846JAE0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     6100000 | PA      | $5765533.71   | 0.17%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3620ALT46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       29093 | PA      | $27906.79     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 3617A4JQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       42402 | PA      | $40509.29     | 0.00%             | 2045-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTA WIND HOLDINGS LLC                      | Alta Wind Holdings LLC                                                    | CUSIP: 021345AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      555973 | PA      | $530353.80    | 0.02%             | 2035-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                           | Owens & Minor Inc                                                         | CUSIP: 69073LAD2<br>LEI: 549300LMT5KQQXCEZ733 | Long             | LON              | CORP              | US        |     2989350 | PA      | $2988103.44   | 0.09%             | 2029-03-29      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140XHXV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1400816 | PA      | $1442299.05   | 0.04%             | 2050-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2024-R05                              | CUSIP: 20754XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3740000 | PA      | $3755782.80   | 0.11%             | 2044-07-25      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                           | CUSIP: 3140NMLJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      106891 | PA      | $109957.11    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                         | CUSIP: 36200Q3L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         412 | PA      | $425.41       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-24

**Name of Applicant:** Victory Portfolios IV

**Signature:** Carol Trevino

**Name of Signer:** Carol Trevino

**Title:** Treasurer